Outcome
Choose one bounded market-data task and leave a request brief that names the venue family, exact route, inputs, completion condition, and next reference.Prerequisites
- Know the record you need: a snapshot, historical rows, an export, a freshness decision, or a replay.
- Name one venue family and one symbol or market identity. Keep the original symbol spelling.
- Load an API key from the runtime environment for an authenticated market-data route. The public
/v1/symbolsdiscovery route does not need a key. - Use REST authentication for HTTP request mechanics and the matching Endpoint Reference page for final parameters and response fields.
Inputs
Steps
1
Choose the task page
Use First authenticated request for a key and envelope check, Choose venue and market family for namespace selection, or Historical market data for a bounded pull.
2
Run one bounded call
If the route is not known yet, use this small core-market check:For another family, replace the route only after checking its Endpoint Reference page.
3
Record the result
Save the exact method, path, query, venue family, symbol, response status, request IDs, and the quality or coverage decision that controls the next action.
Expected state
The brief is ready when a second engineer can identify the route family and repeat the same bounded call without guessing. A successful core order-book call has asuccess value, an order-book data object, and a route response identifier in meta.request_id.
Verification
Check the exact route and parameter types in OpenAPI. For historical or export work, check the selected symbol and data family with Data quality before widening the window. Keep the response body separate from the request brief so the recorded inputs cannot be mistaken for returned data.Failure and recovery
401: stop and correct theX-API-Keysource or header.403: inspect the exact endpoint/account/key response. Do not infer a route or dataset gate from the status alone.404: return to Venue coverage and check the namespace and symbol.429: honorRetry-Afterwhen present, otherwise use capped exponential backoff with jitter and reduce concurrency.- A stale or incomplete quality result: narrow, delay, or mark the output instead of filling missing rows.
Saved run metadata
Next task
- Historical market data for bounded REST rows.
- Point-In-Time Backtesting for a reproducible research run.
- Choose a tooling workflow when the runtime needs a different surface.
- Reliability and data gaps when the quality decision is not clean.