Backfill Trades

The endpoint accepts a daily file archive containing trade commands. It is primarily used for backfilling of missing trades at the end of the trading session, particularly if the trades are streamed over the UDP protocol. The operation is executed asynchronously.


Method Path
POST /api/v1/trades/upload

Request Parameters

Name Default Value Description
file - Multipart file parameter
filename - Required if file content is sent as body
include - Comma separated list of market identifier codes to process.
exclude - Comma separated list of market identifier codes to discard.
exchange - Exchange name applied to commands with empty exchange field.
insert true Insert missing trades into the database. If disabled, missing trades are logged without insertion.
add_new_instruments false Insert trades for an instrument which is not yet present in the database.
on_mismatch report Action to perform if the trade in file differs from a corresponding trade in the database.
Possible values: ignore,report,update.
ignore: ignore the difference.
report: log mismatched trades to log file.
update: log to file and overwrite the trade in the database.
debug false Log mismatched or missing trades to logs/snapshot_${job_id}.log file.

The parameters can be set as follows:

  • Both file and parameters as multipart/form-data elements, or
  • Parameters in query string, file content in body


{"file": "<name>", "size": "<size in bytes>", "job_id": "uuid of the job"}



curl --insecure --header "Authorization: Bearer ****" \
  -F "insert=false" -F "debug=true" \
  -F "file=@/path/to/trade_commands.tar.gz" \
curl --insecure --request POST 'https://atsd_hostname:8443/api/v1/trades/upload' \
--header 'Authorization: Bearer ****' \
--form 'file=@/path/to/trade_commands.tar.gz' \
--form 'insert=true' \
--form 'include=IEXG,XNGS' \
--form 'add_new_instruments=false' \
--form 'on_mismatch=UPDATE' \
--form 'debug=true'


For PowerShell 6.1+:

powershell -file upload.ps1 -path
# upload.ps1

$Headers = @{Authorization = "Bearer ****"}
$Uri = 'https://atsd_hostname:9443/api/v1/trades/upload'

$Form = @{
    insert = "true"
    file = Get-Item -Path $path

Invoke-RestMethod -Uri $Uri -Headers $Headers -Method Post -Form $Form

To create a ZIP archive for uploading:

param([string]$src, [string]$dst)

# Compress-Archive -Path $src -DestinationPath $dst

Add-Type -assembly 'System.IO.Compression'
Add-Type -assembly 'System.IO.Compression.FileSystem'
[System.IO.Compression.ZipArchive]$ZipFile = [System.IO.Compression.ZipFile]::Open($dst,([System.IO.Compression.ZipArchiveMode]::Create))
[System.IO.Compression.ZipFileExtensions]::CreateEntryFromFile($ZipFile, $src, (Split-Path $src -Leaf))