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Get started in three simple steps

Start consuming real-time exchange rules, fee schedules, and order type data from 40+ 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, Parquet) optimized for algorithmic consumption.

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Step 2: Get API Access

  1. Contact support@rulebook.company 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

Use your API key to fetch current fee schedules for a specific exchange:
curl https://api.rulebook.company/v1/exchanges/NASDAQ/fees \
  -H "Authorization: Bearer YOUR_API_KEY" \
  -H "Content-Type: application/json"
Example Response:
{
  "exchange": "NASDAQ",
  "effective_date": "2024-01-01",
  "fee_schedule": {
    "maker_fee": -0.0002,
    "taker_fee": 0.0003,
    "tier_thresholds": {
      "tier_1": { "volume": 1000000, "maker_rebate": -0.00025 },
      "tier_2": { "volume": 5000000, "maker_rebate": -0.0003 }
    }
  },
  "last_updated": "2024-01-01T00:00:00Z"
}
See our API Reference for complete endpoint documentation.

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Common Integration Patterns

Historical Backtesting

Query 10 years of historical fee schedules to accurately backtest trading strategies.

Real-Time Monitoring

Set up webhooks to receive notifications when exchange rules change.

Smart Order Routing

Integrate fee data into your SOR logic to minimize trading costs.

Compliance Monitoring

Track regulatory changes across all venues where you trade.

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Next Steps

API Reference

Explore all available endpoints and data fields.

Authentication

Learn about API security and rate limits.

Core Concepts

Deep dive into market microstructure data concepts.

User Guides

Step-by-step integration guides for common scenarios.

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Production Checklist

Before going live with production data feeds:
  • API keys stored securely (not hardcoded)
  • Error handling implemented for API failures
  • Rate limiting respected (see Authentication)
  • Data validation logic in place
  • Monitoring and alerting configured
  • Tested with historical data first
  • Documented data usage in compliance procedures
Need help? Our support team specializes in helping institutional trading desks integrate market microstructure data. Contact us at support@rulebook.company.