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Get started in three simple steps

Start consuming real-time exchange rules, fee schedules, and order type data from 50+ trading venues.

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Step 1: Explore Sample Data

Before integrating, explore our sample data to understand the structure:
  1. Visit rulebookcompany.com
  2. Click “Download Sample Data”
  3. Review the CSV/JSON files to understand our data schema
  4. Examine exchange rules, fee schedules, and order types
Sample data includes real market microstructure information from major exchanges like NYSE, NASDAQ, CME, and more.
Our market microstructure data includes:
  • Exchange Rules: Trading hours, lot sizes, tick sizes, circuit breakers
  • Fee Schedules: Maker/taker fees, tiered pricing, rebates
  • Order Types: Supported order types per venue (limit, market, stop, etc.)
  • Symbology: Product listings and ticker mappings
  • Regulatory Changes: Historical tracking of rule modifications
All data is provided in machine-readable formats (JSON, CSV, Excel) optimized for algorithmic consumption.

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Step 2: Get API Access

  1. Contact aaron@rulebookcompany.com to request access
  2. Provide your firm name and use case
  3. Receive your API credentials via secure email
  4. Review pricing and data licensing terms
Enterprise trials are available for qualified institutional trading firms.
Once you receive your credentials:
  1. Store your API key in a secure environment (e.g., AWS Secrets Manager, HashiCorp Vault)
  2. Never commit API keys to version control
  3. Rotate keys periodically per your firm’s security policy
  4. Use separate keys for development and production environments
Treat API keys like passwords - they provide access to licensed market data.

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Step 3: Make Your First API Call

Discover which exchanges your API key has access to:
curl -X GET https://api.rulebookcompany.com/api/v1/exchanges/ \
  -H "x-rulebook-api-access-key: YOUR_API_KEY"
Example Response:
{
  "data": [
    {
      "name": "nasdaq",
      "display_name": "Nasdaq Stock Exchange",
      "fee_types": ["option"],
      "record_count": 169
    },
    {
      "name": "nasdaq_phlx",
      "display_name": "Nasdaq Stock Exchange PHLX",
      "fee_types": ["option"],
      "record_count": 2383
    }
  ],
  "meta": {
    "record_count": 6,
    "query_time_ms": 67
  }
}
Use the name values from the response as exchange_name filter parameters in your fee schedule queries.
Fetch the latest option fees for a specific exchange:
curl -X GET "https://api.rulebookcompany.com/api/v1/fee-schedule-results/?exchange_name=nasdaq&fee_type=option&latest_only=true&page_size=5" \
  -H "x-rulebook-api-access-key: YOUR_API_KEY"
Example Response:
{
  "data": [
    {
      "record_id": "a3d76e96-0cad-4ece-9db1-7ad3c743bdf8",
      "exchange_name": "nasdaq",
      "scraped_time": "2026-02-03T05:00:47.409373Z",
      "version_id": "b962c0b1-5d99-4ef6-b3f6-36cb18c08933",
      "fee_type": "option",
      "source_document": "Options 7: Pricing Schedule.html",
      "source_link": "https://d305kadk6uf47m.cloudfront.net/nasdaq/parsed/2026-02-03/4e20f2da680b466a892182fc05efca7124bbaa4e4b5e55d101ed691203824431.pdf",
      "page_number": 8,
      "fee_category": "fees_and_rebates",
      "fee_charge_type": "MARS Payment (Non-Penny)",
      "fee_amount": "$0.81",
      "fee_action": "make",
      "fee_action_details": "Add liquidity",
      "fee_basis": null,
      "fee_participant": "all",
      "fee_participant_details": null,
      "fee_monthly_volume": "Tier 8",
      "fee_monthly_volume_criteria": "125,000 ADV",
      "fee_symbol_classification": "all",
      "fee_symbol_type": "non_penny",
      "fee_trade_type": null,
      "fee_symbol": "{All}",
      "fee_excluded_symbols": "{}",
      "fee_conditions": "Executed Eligible Contracts that add liquidity, routed to NOM through a participating NOM Participant's System and meet the requisite Eligible Contracts ADV",
      "fee_exclusions": "No payment for orders routed to NOM but not executed",
      "fee_notes": null,
      "fee_extra_info": null,
      "relationships": {
        "footnotes": [],
        "definitions": []
      }
    }
  ],
  "meta": {
    "record_count": 169,
    "total_pages": 34,
    "current_page": 0,
    "page_size": 5,
    "query_time_ms": 294
  }
}
See our API Reference for complete filtering, sorting, and pagination options.

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Next Steps

API Reference

Explore all available endpoints and data fields.

Authentication

Learn about API security and rate limits.

SDKs

Use our official Python SDK to integrate Rulebook data into your applications.
Need help? Our support team specializes in helping institutional trading desks integrate market microstructure data. Contact us at aaron@rulebookcompany.com.