Base URL
Default:
https://www.cfbenchmarks.com/api/v1/
Nasdaq Indices:
https://nciprod1.cfbenchmarks.com/api/v1/
Upcoming Changes (30th July)
As described in this consultation, from July 30th CF Benchmarks will be adding support for amendments to previously published index values.
This will result in the following high-level changes:
- Index values may be delayed in exceptional circumstances.
- Index values may be amended after publication in exceptional circumstances.
- Index values may be replaced with the value from the previous day in exceptional circumstances.
- Amendments to previously published values will have an additional
amendTimeindicating the time of the most recent amendment of that value. - Any value replaced with the previous day's value will have an additional
repeatOfPreviousValueflag indicating the fact. - Additional fields may be added to API responses in the future.
Please see below for details of the upcoming changes.
Authorization
This API requires users to specify an API key. This key can be obtained by contacting CF Benchmarks for a license.
Once given a username and key, you would provide both in the request header with a header field of the form Authorization: Basic <credentials> where credentials is the Base64 encoding of the username and key joined by a single colon ':'.
Info
Request
Path: /api/v1/info
Example: https://www.cfbenchmarks.com/api/v1/info
Response
Will return the list of indices accessible by the API key. Returns the ID of each index, and the number of decimal places in the result.
{
"serverTime": "2021-02-23T10:24:57.680Z",
"payload": [
{
"id": "BRR",
"decimals": 2
},
{
"id": "BRTI",
"decimals": 2
},
{
"id": "ETHUSD_RR",
"decimals": 2
},
{
"id": "ETHUSD_RTI",
"decimals": 2
}
]
}
Values
Request
Path: /api/v1/values
Parameters:
id=[ String ]Required. ID of stream.
Example: https://www.cfbenchmarks.com/api/v1/values?id=BRTI
Response
Will return the most recent values in ascending order of time (10 minutes for RTIs and 1 year for RRs).
Each value object is composed as follows:
valuePublished index value.timeMilliseconds since Unix epoch.
{
"serverTime": "2019-08-13T23:27:03.170Z",
"payload": [
{
"value": "10855.99",
"time": 1565739760000
},
{
"value": "10856.06",
"time": 1565739761000
}
]
}
Upcoming Changes (30th July)
In addition to the above, each value object may contain any of the following fields:
amendTimeIf the value has been amended after being previously published, this field indicates the time of the amendment in milliseconds since Unix epoch. If no amendment has been made, the field will not be present.repeatOfPreviousValueIf an error has occurred during calculation such that an index value could not be calculated for that day, and it has been replaced with the value from the previous day, this boolean field will exist, and will betrue. If no such error has occurred, the field will not be present.
E.g.
{
"serverTime": "2019-08-13T23:27:03.170Z",
"payload": [
{
"value": "10855.99",
"time": 1565739760000,
"amendTime": 1565739860000,
"repeatOfPreviousValue": true
},
{
"value": "10856.06",
"time": 1565739761000
}
]
}
Stats
Request
Path: /api/v1/stats
Parameters:
id=[ String ]Mandatory. ID of stream. Must be a reference rate.streamtype=[ String ]Mandatory. Type of stream. Must be one ofvolume,weight.
Example: https://www.cfbenchmarks.com/api/v1/stats?id=BRR&streamtype=volume
Response (streamtype volume)
Will return the most recent volume records in ascending order of time. Note that the volume exchanges may not add up exactly to 100 due to the effects of rounding.
{
"serverTime": "2019-08-13T23:27:03.170Z",
"payload": [
{
"value": "10856.29",
"time": 1565739900000,
"volume": "123.45",
"volumes": {
"bitstamp": {
"volumePercent": "58.21"
},
"coinbase": {
"volumePercent": "7.70"
},
"gemini": {
"volumePercent": "7.73"
},
"itbit": {
"volumePercent": "24.61"
},
"kraken": {
"volumePercent": "2.26"
}
}
}
]
}
Response (streamtype weight)
Will return the most recent basket weight records in ascending order of time. Note that the weights may not add up exactly to 100 due to the effects of rounding.
{
"serverTime": "2020-09-11T08:47:39.031Z",
"payload": [
{
"time": 1599814058000,
"value": "1313.31",
"weights": {
"BCH": {
"weightPercent": "1.37"
},
"ETH": {
"weightPercent": "18.93"
},
"LTC": {
"weightPercent": "1.52"
},
"XBT": {
"weightPercent": "74.75"
},
"XRP": {
"weightPercent": "3.44"
}
}
}
]
}
Response (streamtype constituentresult)
(If you require access to this stream type, please contact CF Benchmarks)
Will return the most recent constituent values and weights of an index in ascending order of time. Note that the weights may not add up exactly to 100 due to the effects of rounding.
{
"serverTime": "2021-01-10T09:13:45.032Z",
"payload": [
{
"time": 1610270025000,
"divisor": "356025403.2106",
"value": "2026.34",
"constituents": [
{
"constituent": "XBT",
"value": "33049.27",
"weightPercent": "75.29",
"exchanges": [
{
"exchange": "exchangeA",
"weightPercent": "75.29"
},
{
"exchange": "exchangeB",
"weightPercent": "10.55"
},
{
"exchange": "exchangeC",
"weightPercent": "14.16"
}
]
},
{
"constituent": "ETH",
"value": "984.23",
"weightPercent": "24.71",
"exchanges": [
{
"exchange": "exchangeA",
"weightPercent": "65.30"
},
{
"exchange": "exchangeB",
"weightPercent": "20.55"
},
{
"exchange": "exchangeC",
"weightPercent": "14.15"
}
]
}
]
}
]
}
Upcoming Changes (30th July)
In addition to the above, each object in the payload array may contain any of the following fields:
amendTimeIf the value has been amended after being previously published, this field indicates the time of the amendment in milliseconds since Unix epoch. If no amendment has been made, the field will not be present.repeatOfPreviousValueIf an error has occurred during calculation such that an index value could not be calculated for that day, and it has been replaced with the value from the previous day, this boolean field will exist, and will betrue. If no such error has occurred, the field will not be present.
Summary
Request
Path: /api/v1/summary
Parameters:
id=[ String ]Required. ID of stream.
Example: https://www.cfbenchmarks.com/api/v1/summary?id=BRTI
Response
Will return a summary of the given stream.
The summary object is composed as follows:
valueMost recently published index value.timeMilliseconds since Unix epoch of value.last24HoursValue and time for each of the last published values over the last 24 hours.
{
"payload": {
"last24Hours": [
{
"value": "9093.68",
"time": 1583406000000
},
{
"value": "9111.76",
"time": 1583409600000
},
{
"value": "9086.05",
"time": 1583413200000
},
{
"value": "9094.99",
"time": 1583416800000
},
{
"value": "9041.78",
"time": 1583420400000
},
{
"value": "9099.04",
"time": 1583424000000
},
{
"value": "9101.01",
"time": 1583427600000
},
{
"value": "9112.52",
"time": 1583431200000
},
{
"value": "9129.84",
"time": 1583434800000
},
{
"value": "9168.75",
"time": 1583438400000
},
{
"value": "9131.45",
"time": 1583442000000
},
{
"value": "9116.60",
"time": 1583445600000
},
{
"value": "9074.97",
"time": 1583449200000
},
{
"value": "9068.55",
"time": 1583452800000
},
{
"value": "9003.90",
"time": 1583456400000
},
{
"value": "9031.42",
"time": 1583460000000
},
{
"value": "9063.96",
"time": 1583463600000
},
{
"value": "9048.93",
"time": 1583467200000
},
{
"value": "9059.72",
"time": 1583470800000
},
{
"value": "9122.05",
"time": 1583474400000
},
{
"value": "9109.43",
"time": 1583478000000
},
{
"value": "9110.24",
"time": 1583481600000
},
{
"value": "9127.09",
"time": 1583485200000
},
{
"value": "9128.67",
"time": 1583488800000
}
],
"value": "9141.73",
"time": 1583495915000
},
"serverTime": "2020-03-06T11:58:36.518Z"
}
Latest Values
Request
Path: /api/v1/latest_values
Parameters:
id=[ String ]Required. ID(s) of stream. May contain up to 30 differents IDs, separates by commas.
Example: https://www.cfbenchmarks.com/api/v1/latest_values?id=BRR,BRTI
Response
Will return the latest values for the given stream(s).
The latest_values object is a map with an entry for each stream. In each case the value is composed as follows:
valueMost recently published index value.timeMilliseconds since Unix epoch of value.
{
"payload": {
"latest_values": {
"BRR": {
"time": 1599750000000,
"value": "10437.33"
},
"BRTI": {
"time": 1599814290000,
"value": "10291.07"
}
}
},
"serverTime": "2020-09-11T08:51:31.149Z"
}
Upcoming Changes (30th July)
In addition to the above, each object value in the latest_values map may contain any of the following fields:
amendTimeIf the value has been amended after being previously published, this field indicates the time of the amendment in milliseconds since Unix epoch. If no amendment has been made, the field will not be present.repeatOfPreviousValueIf an error has occurred during calculation such that an index value could not be calculated for that day, and it has been replaced with the value from the previous day, this boolean field will exist, and will betrue. If no such error has occurred, the field will not be present.
Errors
Example: https://www.cfbenchmarks.com/api/v1/asdf
{
"serverTime": "2019-08-13T23:30:53.992Z",
"error": "api function was not found"
}
