> ## Documentation Index > Fetch the complete documentation index at: https://docs.trdrs.co/llms.txt > Use this file to discover all available pages before exploring further. # Get the futures catalog > Returns static reference data, one row per futures product root: the listing exchange, tick size and tick value, the dollar multiplier, the roll cycle, and — for products whose roll the engine does not approximate — the calendar months that list contracts, so an order ticket can offer the month picker such an order needs. Fetch once and keep it. A root the exchange quotes in thirty-seconds carries `priceFraction` as well, the denominator and sub-fraction its prices are written and traded in, so a ticket reads that fact rather than deriving one from the tick. These are the facts the trdrs ticket itself sizes, snaps and prices with. Crypto instruments are not here: their grid comes from each venue and is resolved client-side. No per-user state, no secrets. ## OpenAPI ````yaml /partner-platform/openapi.json get /api/instruments openapi: 3.1.0 info: title: trdrs Engine API version: 1.1.0 description: >- ## API Reference This is the served OpenAPI contract for the trdrs engine: market data, trading and account routes for your firm's traders, trdrs Connect account-registration handoff, and preview challenge routes. See Quick Start for the first integration path: key setup, market config, chart data, Connect account registrations, idempotency, stream reconnects, and conformance. See Overview and API Standards for the cross-cutting contract rules. servers: - url: https://app.trdrs.co description: Production - url: / description: This engine security: [] tags: - name: Market data description: >- Symbol search and resolution, OHLCV history, quote snapshots, the server clock, and the live bar stream. Crypto rides each venue’s public feed; futures stream from the caller’s own connected Rithmic account. With none connected, futures requests answer 503 `feed_requires_connection`. - name: News description: >- Aggregated market news and the economic calendar, from licensed/open sources, keyword-tagged with futures roots at ingest. Platform-wide content (nothing per-user), admitted exactly like Market data: a licensed origin, a session, or a firm API key. Headlines page by published time, scope by instrument root, and stream live over SSE; thumbnails serve through the image proxy. - name: Trading description: >- The money surface: entries, exits, replaces, cancels, and position/account flattening. Every order-placing call uses `clientOrderId` as its idempotency key. - name: Account description: >- Reading a connected account. You do not create trading accounts here: a trader connects their own broker account (or creates a free demo account) in the app, and firms create evaluation accounts through the Partner API (Firm accounts → Create evaluation accounts) or register venue accounts through Connect (Create an account registration). Account state and the durable ledgers: balances, positions, working orders, fills, P&L history, and the live account stream. - name: Connect description: >- trdrs Connect account registration, for partner firms. Register an account you issued on your own venue — a pending account registration — with the trader’s sign-in email, optionally the venue account id and the login name your venue issued. The trader finds it waiting in the connect flow the moment they sign in with that email: the connect step is pre-filled with everything except the credential, which the trader always enters themselves. A registration never transmits a password and never grants access to anything before the trader’s own login succeeds. These routes answer a partner-scoped key only; a firm API key or a user session gets 401. Registrations expire after 30 days; re-registering the same email + account refreshes the expiry instead of duplicating. The end-to-end flow guide is **[Quick Start](/docs/guides/quick-start)**. - name: Firm accounts description: >- Evaluation accounts your firm issues on the trdrs venue, through your partner key — the other half of account setup. Connect registrations hand off accounts that exist on your venue; these routes create and manage accounts on ours: the trader trades them on trdrs, and your firm owns the lifecycle. Every route is scoped to accounts your firm created through this API — an account the same trader opened themselves is invisible and untouchable here, by construction. Creation is batched with per-item results, and every write carries your own `referenceId`, so a crashed pipeline retries safely. Served when the deployment runs the prop engine; without it, every route in this group answers `404`. - name: Webhooks description: >- The outbound event bus: register an https endpoint and the platform pushes events to it instead of your back office polling us. Every delivery is signed (`trdrs-signature: t=,v1=` over `${t}.${rawBody}`) so you can prove it came from us and is fresh, and every delivery is durable — a failed attempt is retried with backoff for about nine hours and the whole log is readable, so an endpoint that was down is a delay rather than a lost event. Serves brokers and prop firms alike: the account-registration (`registration.*`) events fire wherever Connect does, and the account events fire where the prop engine runs. - name: Challenges description: >- The prop evaluation surface: challenge programs and a trader’s own enrollments. **Preview: the one group on this page outside the additive-only guarantee** (the pre-contract v1 scaffold; the Phase-1 rebuild will change these shapes; see Stability). **Cookie-authenticated, not key-authenticated**, and served only when the engine runs with `CHALLENGES_ENABLED`; without that flag the bundle is absent and every route below returns `404`. The firm-console/admin half of this surface is deliberately not documented here. It is back office, not licensed surface. paths: /api/instruments: get: tags: - Market data summary: Get the futures catalog description: >- Returns static reference data, one row per futures product root: the listing exchange, tick size and tick value, the dollar multiplier, the roll cycle, and — for products whose roll the engine does not approximate — the calendar months that list contracts, so an order ticket can offer the month picker such an order needs. Fetch once and keep it. A root the exchange quotes in thirty-seconds carries `priceFraction` as well, the denominator and sub-fraction its prices are written and traded in, so a ticket reads that fact rather than deriving one from the tick. These are the facts the trdrs ticket itself sizes, snaps and prices with. Crypto instruments are not here: their grid comes from each venue and is resolved client-side. No per-user state, no secrets. responses: '200': description: The contract catalog (InstrumentsResponse) content: application/json: schema: $ref: '#/components/schemas/InstrumentsResponse' '401': description: Missing/unknown/revoked credential content: application/json: schema: $ref: '#/components/schemas/ErrorResponse' security: - tenantKey: [] x-codeSamples: - lang: javascript label: TypeScript source: |- const res = await fetch('https://app.trdrs.co/api/instruments', { headers: { Authorization: `Bearer ${process.env.TRDRS_API_KEY}` }, }) const data = await res.json() - lang: shell label: cURL source: |- curl 'https://app.trdrs.co/api/instruments' \ -H "Authorization: Bearer $TRDRS_API_KEY" components: schemas: InstrumentsResponse: type: object description: >- InstrumentsResponse. The futures contract catalog this engine trades, one row per product root. properties: instruments: type: array items: $ref: '#/components/schemas/ContractSpec' required: - instruments example: instruments: - root: ES name: E-mini S&P 500 exchange: CME tickSize: 0.25 tickValue: 12.5 multiplier: 50 cycle: quarterly - root: CL name: Crude Oil exchange: NYMEX tickSize: 0.01 tickValue: 10 multiplier: 1000 cycle: null months: - 1 - 2 - 3 - 4 - 5 - 6 - 7 - 8 - 9 - 10 - 11 - 12 - root: ZN name: 10-Year T-Note exchange: CBOT tickSize: 0.015625 tickValue: 15.625 multiplier: 1000 cycle: quarterly fractionalPrice: true priceFraction: denominator: 64 subFraction: 2 ErrorResponse: type: object properties: error: type: string required: - error example: error: invalid_instrument ContractSpec: type: object description: >- ContractSpec. One futures product: its listing exchange, tick size and tick value, the dollar multiplier, its roll cycle, and the calendar months it lists when the roll is not modelled. Static reference data — the facts an order ticket sizes and snaps against. properties: root: type: string description: Product root, e.g. `ES`. name: type: string exchange: type: string description: Listing exchange in canonical form, e.g. `CME`. tickSize: type: number tickValue: type: number description: Dollar value of one tick for one contract. multiplier: type: number description: >- Dollar value of a 1.0 price move for one contract (tickValue / tickSize). cycle: type: - string - 'null' enum: - quarterly - null description: >- `quarterly` = the front month resolves automatically (Mar/Jun/Sep/Dec). `null` = a product-specific roll the engine does not approximate, so an order must name its contract month. months: type: array items: type: integer minimum: 1 maximum: 12 description: >- The calendar months (1-12) a `cycle: null` product lists contracts in. Absent on quarterly products. fractionalPrice: type: boolean description: >- True when the exchange quotes the product as counted thirty-seconds of a point rather than in decimals (the CBOT Treasury convention). It is a quotation fact independent of tickSize, and drives the fractional price format on /api/market/symbol-info. Absent means decimal. priceFraction: $ref: '#/components/schemas/PriceFraction' description: >- The executable counted-fraction facts of a root the exchange quotes in thirty-seconds, present exactly where fractionalPrice and tickSize together name one of the three writings. Absent means the product is priced in decimals, so size and snap against tickSize. Read it rather than deriving a denominator from the tick. nominalInitialMargin: type: number description: >- Nominal per-contract initial margin in dollars — a maintained estimate for backtests, never a live money figure. nominalDayMargin: type: number description: >- Nominal per-contract day-trading margin in dollars — the same estimate posture. required: - root - name - exchange - tickSize - tickValue - multiplier - cycle PriceFraction: type: object description: >- PriceFraction. The counted-fraction facts of a product the exchange quotes in thirty-seconds, in executable form: denominator is the number of parts one point divides into, and subFraction says into how many parts one of those divides again where the writing divides it. A 1/32 tick states { denominator: 32 }, a 1/64 tick { denominator: 64, subFraction: 2 }, a 1/128 tick { denominator: 128, subFraction: 4 }. These are the only three writings; a product quoted in decimals carries no PriceFraction at all. properties: denominator: type: integer enum: - 32 - 64 - 128 description: Parts one point divides into subFraction: type: integer enum: - 2 - 4 description: >- Parts one of those divides again: 2 is halves of a thirty-second, 4 is quarters. Absent for a whole thirty-second. required: - denominator securitySchemes: tenantKey: type: http scheme: bearer description: >- Your firm’s API key (the API calls this the `tenant` key; `trdrs_sk_…`), server-to-server only. ````