ICE Consolidated Feed API

openapi: 3.1.0
info:
  title: ICE Consolidated Feed API
  description: >-
    The ICE Consolidated Feed API provides access to ICE Data Services real-time
    and delayed market data from exchanges operated by Intercontinental Exchange
    including ICE Futures, NYSE, and other trading venues.
  version: '1.0'
servers:
  - url: https://api.theice.com
tags:
  - name: Instruments
    description: Retrieve instrument and contract information.
  - name: Market Data
    description: Access real-time and delayed market data.
  - name: Reference Data
    description: Access reference and static data.
paths:
  /marketdata/instruments:
    get:
      operationId: listInstruments
      summary: List instruments
      description: >-
        Retrieves a list of available instruments and contracts across ICE
        exchanges with filtering by exchange, product type, and status.
      tags:
        - Instruments
      parameters:
        - name: exchange
          in: query
          description: Filter by exchange code.
          schema:
            type: string
        - name: productType
          in: query
          description: Filter by product type (futures, options, etc.).
          schema:
            type: string
      responses:
        '200':
          description: Success
  /marketdata/quotes:
    get:
      operationId: getQuotes
      summary: Get market quotes
      description: >-
        Retrieves real-time or delayed market quotes for specified instruments
        including bid, ask, last trade, and volume.
      tags:
        - Market Data
      parameters:
        - name: instrumentId
          in: query
          required: true
          description: The instrument identifier.
          schema:
            type: string
      responses:
        '200':
          description: Success
  /marketdata/history:
    get:
      operationId: getMarketHistory
      summary: Get market data history
      description: >-
        Retrieves historical market data for a specified instrument including
        OHLC prices, volume, and open interest.
      tags:
        - Market Data
      parameters:
        - name: instrumentId
          in: query
          required: true
          description: The instrument identifier.
          schema:
            type: string
        - name: startDate
          in: query
          description: Start date for historical data.
          schema:
            type: string
            format: date
        - name: endDate
          in: query
          description: End date for historical data.
          schema:
            type: string
            format: date
      responses:
        '200':
          description: Success
  /reference/exchanges:
    get:
      operationId: listExchanges
      summary: List exchanges
      description: >-
        Retrieves a list of exchanges operated by ICE including exchange codes,
        names, and available product types.
      tags:
        - Reference Data
      responses:
        '200':
          description: Success
components:
  securitySchemes:
    apiKey:
      type: apiKey
      in: header
      name: Authorization
    bearerAuth:
      type: http
      scheme: bearer