{ "api": "Datum API", "version": "2.7.0", "openapi": "3.0.2", "endpoint_count": 100, "categories": { "auctions": 2, "bics_sectors": 2, "cache": 3, "calculations": 36, "calendar": 2, "corporate_actions": 2, "countries": 1, "daily": 8, "dvd": 6, "futures": 1, "holidays": 1, "imbalance": 1, "intraday": 17, "latest_close_prices": 2, "opg_and_clo": 2, "ratings": 2, "release_notes": 1, "reports": 2, "short_days": 1, "snapshots": 1, "tickers": 6, "working_days": 1 }, "endpoints": [ { "method": "GET", "path": "/auctions", "category": "auctions", "operation_id": "get_auctions_auctions_get", "summary": "Get Auctions", "description": "Get Auctions. \n## Parameters:\n### Date parameters\n- start_date: str in iso format (YYYY-MM-DD) in query params \n- end_date: str in iso format (YYYY-MM-DD, example: 2022-01-01) in query params\n### Ticker\nticker: str, optional, in query params, if it is null, endpoint returns auctions of active US stocks, \nbut in this case max date range of auction data is 5 days \n### Auction\nauction_type: str, optional, in query params, can be:\n- open\n- close\n- reopen\n- empty (null) - in this case endpoint returns all of above auctions", "tags": [ "Auctions" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "auction_type", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/auctions/gaps", "category": "auctions", "operation_id": "get_auctions_auctions_gaps_get", "summary": "Get Auctions", "description": "Get auction gaps: diff in percents between open auction and previous market date close auction. \n## Parameters:\n### Date parameters\n- start_date: str in iso format (YYYY-MM-DD, example: 2022-01-01) in query params \n- end_date: str in iso format (YYYY-MM-DD) in query params\n### Ticker\nticker: str, optional, in query params, if it is null, endpoint returns auctions of active US stocks, \nbut in this case max date range of auction data is 5 days", "tags": [ "Auctions" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/bics_sectors", "category": "bics_sectors", "operation_id": "get_bics_sectors_by_ticker_bics_sectors_get", "summary": "Get Bics Sectors By Ticker", "description": "## Parameters:\n### Ticker parameters\n- ticker: str in query params \n- tickers: list in body of the request (disabled in this swagger)\n### bics sector levels parameters\n- lvl1: bool Level 1 in bics. Default: False\n- lvl2: bool Level 2 in bics. Default: False\n- lvl3: bool Level 3 in bics. Default: True\n- lvl4: bool Level 4 in bics. Default: False\n- lvl5: bool Level 5 in bics. Default: False", "tags": [ "BICS Sectors" ], "deprecated": false, "parameters": [ { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "lvl1", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "lvl2", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "lvl3", "in": "query", "type": "boolean", "required": false, "description": "", "default": true }, { "name": "lvl4", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "lvl5", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/bics_sectors/{level}", "category": "bics_sectors", "operation_id": "get_sector_list_by_level_bics_sectors__level__get", "summary": "Get Sector List By Level", "description": "", "tags": [ "BICS Sectors" ], "deprecated": false, "parameters": [ { "name": "level", "in": "path", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/cache/charts_zip", "category": "cache", "operation_id": "get_charts_zip_cache_charts_zip_get", "summary": "Get Charts Zip", "description": "returns cache with charts", "tags": [ "Cache Data" ], "deprecated": true, "parameters": [ { "name": "filename", "in": "query", "type": "string", "required": false, "description": "", "default": "Charts.zip" } ], "response_columns": [] }, { "method": "GET", "path": "/cache/files", "category": "cache", "operation_id": "get_charts_zip_cache_files_get", "summary": "Get Charts Zip", "description": "Returns all archive files with chart data for requested file_group. \n\n## Parameters:\n### file_group\nstr. The name of the archive group. It is also part of archive names (\"-.zip\"). \nThe following groups are allowed:\n- ChartsV2\n- Charts_futures\n\nFor example, providing \"ChartsV2\" will return: \n[\"ChartsV2-2025-01-09.zip\", \"ChartsV2-2025-01-08.zip\"]", "tags": [ "Cache Data" ], "deprecated": true, "parameters": [ { "name": "file_group", "in": "query", "type": "string", "required": false, "description": "", "default": "ChartsV2" } ], "response_columns": [] }, { "method": "GET", "path": "/cache/signed_urls", "category": "cache", "operation_id": "get_gcp_charts_zip_cache_signed_urls_get", "summary": "Get Gcp Charts Zip", "description": "Returns signed URLs to download the requested chart cache file archive from GCP bucket.\neach URL is valid for a limited time (5 minutes).\n\n## Parameters:\n### file_group\nstr. The name of the archive group. It is also part of archive names (\"-.zip\"). \nThe following groups are allowed:\n- ChartsV2\n- Charts_futures", "tags": [ "Cache Data" ], "deprecated": false, "parameters": [ { "name": "file_group", "in": "query", "type": "string", "required": false, "description": "", "default": "ChartsV2" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/avg_daily_value_traded_20d", "category": "calculations", "operation_id": "get_average_daily_value_traded_20d_calculations_avg_daily_value_traded_20d_get", "summary": "Get Average Daily Value Traded 20D", "description": "", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of_str", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/avg_daily_value_traded_3m", "category": "calculations", "operation_id": "get_average_daily_value_traded_3m_calculations_avg_daily_value_traded_3m_get", "summary": "Get Average Daily Value Traded 3M", "description": "", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of_str", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/avg_daily_volume_20d", "category": "calculations", "operation_id": "get_average_daily_volume_20d_calculations_avg_daily_volume_20d_get", "summary": "Get Average Daily Volume 20D", "description": "A metric that returns the average daily volume over the last 20 market days\nCalculation is based on daily data.\n## Parameters:\n- tickers: list in body of the request (disabled in this swagger), not required.\nIf it is not used, method returns measures of US tickers.\n- date_as_of: str in query params", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/avg_daily_volume_90d", "category": "calculations", "operation_id": "get_average_daily_volume_90d_calculations_avg_daily_volume_90d_get", "summary": "Get Average Daily Volume 90D", "description": "A metric that returns the average daily volume over the last 90 market days\nCalculation is based on daily data.\n## Parameters:\n- tickers: list in body of the request (disabled in this swagger), not required.\nIf it is not used, method returns measures of US tickers.\n- date_as_of: str in query params", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/avg_daily_volume_ex_finr_20d", "category": "calculations", "operation_id": "get_average_daily_volume_ex_finr_20d_calculations_avg_daily_volume_ex_finr_20d_get", "summary": "Get Average Daily Volume Ex Finr 20D", "description": "Get average daily volume excluding FINR trades over the last 20 market days\nCalculation is based on tape data.\n## Parameters:\n- date_as_of: str in query params", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/avg_daily_volume_ex_finr_90d", "category": "calculations", "operation_id": "get_average_daily_volume_ex_finr_90d_calculations_avg_daily_volume_ex_finr_90d_get", "summary": "Get Average Daily Volume Ex Finr 90D", "description": "Get average daily volume excluding FINR trades over the last 90 market days\nCalculation is based on tape data.\n## Parameters:\n- date_as_of: str in query params", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/avg_postmarket_volume_ex_finr_90d", "category": "calculations", "operation_id": "get_average_postmarket_volume_ex_finr_90d_calculations_avg_postmarket_volume_ex_finr_90d_get", "summary": "Get Average Postmarket Volume Ex Finr 90D", "description": "Get average postmarket volume excluding FINR trades over the last 90 calendar days.\nCalculation is based on tape data (same values as PostVolTape field in the Analyzer\nor postmkt field in the /daily/volume_ex_finr endpoint).", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/avg_premarket_value_traded_ex_finr_20d", "category": "calculations", "operation_id": "get_avg_premarket_value_traded_ex_finr_20d_calculations_avg_premarket_value_traded_ex_finr_20d_get", "summary": "Get Avg Premarket Value Traded Ex Finr 20D", "description": "Average daily money traded in premarket hours over the last 20 market days, excluding FINR trades\nCalculation is based on tape data.", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/avg_premarket_value_traded_ex_finr_3m", "category": "calculations", "operation_id": "get_avg_premarket_value_traded_ex_finr_3m_calculations_avg_premarket_value_traded_ex_finr_3m_get", "summary": "Get Avg Premarket Value Traded Ex Finr 3M", "description": "Average daily money traded in premarket hours over the last 3 calendar months, excluding FINR trades\nCalculation is based on tape data.", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/avg_premarket_volume_90d", "category": "calculations", "operation_id": "get_average_premarket_volume_90d_calculations_avg_premarket_volume_90d_get", "summary": "Get Average Premarket Volume 90D", "description": "Get average premarket volume over the last 90 calendar days.\nCalculation is based on intraday chart data (same values as PreVolChart field in the Analyzer) by default\nand tape data if parameter by_tape is True (same as PreVolTape field in the Analyzer).\n## Parameters:\n- date_as_of: str in query params \n- by_tape: bool, optional in query params, if it is True, calculation is based on tape data,\nin other cases - on daily data.", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "by_tape", "in": "query", "type": "boolean", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/avg_premarket_volume_ex_finr_90d", "category": "calculations", "operation_id": "get_average_premarket_volume_ex_finr_90d_calculations_avg_premarket_volume_ex_finr_90d_get", "summary": "Get Average Premarket Volume Ex Finr 90D", "description": "Get average premarket volume excluding FINR trades over the last 90 calendar days.\nCalculation is based on tape data (same values as PreVolTape field in the Analyzer\nor premkt field in the /daily/volume_ex_finr endpoint).", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/avg_true_range_14d", "category": "calculations", "operation_id": "get_average_true_range_14d_calculations_avg_true_range_14d_get", "summary": "Get Average True Range 14D", "description": "", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/corr_beta", "category": "calculations", "operation_id": "get_corr_beta_calculations_corr_beta_get", "summary": "Get Corr Beta", "description": "Get correlation coefficient and beta for x_ticker on each ticker from y_tickers, \nentered as csv (comma-separated values). Endpoint returns values in descending order by correlation coefficient\n## Parameters:\n- x_ticker: str\n- y_tickers: str in csv format, default: \"QQQ,SPY\"", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "x_ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "y_tickers", "in": "query", "type": "string", "required": false, "description": "", "default": "QQQ,SPY" }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/corr_beta/v2", "category": "calculations", "operation_id": "get_corr_beta_v2_calculations_corr_beta_v2_get", "summary": "Get Corr Beta V2", "description": "Get correlation coefficient and beta for each ticker in x_tickers on each ticker from y_tickers, like in the Profiler\n## Parameters:\n- x_tickers: str ticker list in csv format, for example: \"AAPL,AMZN\"\n- y_tickers: str etf list in csv format, for example: \"QQQ,SPY\" \n- period: str period of data calculation, default: \"3 months\", can be one of [\"2 weeks (no sector filter)\", \"1 month (no sector filter)\", \"3 months\", \"6 months\", \"12 months\"]\n- as_pivot: bool return data in pivot table format", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "x_tickers", "in": "query", "type": "string", "required": false, "description": "", "default": "" }, { "name": "y_tickers", "in": "query", "type": "string", "required": false, "description": "", "default": "" }, { "name": "period", "in": "query", "type": "string", "required": false, "description": "", "default": "3 months" }, { "name": "as_pivot", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/high_low_52w", "category": "calculations", "operation_id": "get_high_low_52w_calculations_high_low_52w_get", "summary": "Get High Low 52W", "description": "Get 52-Week High/Low for active US stocks by date. \n## Parameters:\n### Date \ndate: str in iso format (YYYY-MM-DD, example: 2022-01-01)", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/high_low_all_time", "category": "calculations", "operation_id": "get_high_low_all_time_calculations_high_low_all_time_get", "summary": "Get High Low All Time", "description": "Get the all time High/Low for active US stocks up to the date_as_of.\n## Parameters:\n### Date \ndate_as_of: str in iso format (YYYY-MM-DD, example: 2024-01-01)", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/median_auction_money_traded_20d", "category": "calculations", "operation_id": "get_median_auction_money_traded_20d_calculations_median_auction_money_traded_20d_get", "summary": "Get Median Auction Money Traded 20D", "description": "Get median auction volume over the last 20 market days:\n## Parameters:\n- date_as_of: str in query params;\n- auction_type: str in query params, can be: open, close, reopen;\n- exclude_reports: bool in query params, default: True, if True, exclude reports from calculations.", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "auction_type", "in": "query", "type": "string", "required": false, "description": "", "default": "open" }, { "name": "exclude_reports", "in": "query", "type": "boolean", "required": false, "description": "", "default": true }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/median_daily_value_traded_20d", "category": "calculations", "operation_id": "get_median_daily_value_traded_20d_calculations_median_daily_value_traded_20d_get", "summary": "Get Median Daily Value Traded 20D", "description": "", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of_str", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/median_daily_value_traded_3m", "category": "calculations", "operation_id": "get_median_daily_value_traded_3m_calculations_median_daily_value_traded_3m_get", "summary": "Get Median Daily Value Traded 3M", "description": "", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of_str", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/median_daily_volume_20d", "category": "calculations", "operation_id": "get_median_daily_volume_20d_calculations_median_daily_volume_20d_get", "summary": "Get Median Daily Volume 20D", "description": "A metric that returns the median daily volume over the last 20 market days.\nCalculation is based on daily data.\n## Parameters:\n- tickers: list in body of the request (disabled in this swagger), not required.\nIf it is not used, method returns measures of US tickers.\n- date_as_of: str in query params", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/median_daily_volume_90d", "category": "calculations", "operation_id": "get_median_daily_volume_90d_calculations_median_daily_volume_90d_get", "summary": "Get Median Daily Volume 90D", "description": "A metric that returns the median daily volume over the last 90 market days\nCalculation is based on daily data.\n## Parameters:\n- tickers: list in body of the request (disabled in this swagger), not required.\nIf it is not used, method returns measures of US tickers.\n- date_as_of: str in query params", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/median_daily_volume_ex_finr_20d", "category": "calculations", "operation_id": "get_median_daily_volume_ex_finr_20d_calculations_median_daily_volume_ex_finr_20d_get", "summary": "Get Median Daily Volume Ex Finr 20D", "description": "Get median daily volume excluding FINR trades over the last 20 market days\nCalculation is based on tape data.\n## Parameters:\n- date_as_of: str in query params", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/median_daily_volume_ex_finr_90d", "category": "calculations", "operation_id": "get_median_daily_volume_ex_finr_90d_calculations_median_daily_volume_ex_finr_90d_get", "summary": "Get Median Daily Volume Ex Finr 90D", "description": "Get median daily volume excluding FINR trades over the last 90 market days. \nCalculation is based on tape data.\n## Parameters:\n- date_as_of: str in query params", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/median_opg_volume_20d", "category": "calculations", "operation_id": "get_median_opg_volume_20d_calculations_median_opg_volume_20d_get", "summary": "Get Median Opg Volume 20D", "description": "Get median OPEN auction (OPG) volume over the last 20 market days:\n## Parameters:\n- date_as_of: str in query params", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/median_postmarket_volume_ex_finr_90d", "category": "calculations", "operation_id": "get_median_postmarket_volume_ex_finr_90d_calculations_median_postmarket_volume_ex_finr_90d_get", "summary": "Get Median Postmarket Volume Ex Finr 90D", "description": "Get median postmarket volume excluding FINR trades over the last 90 calendar days.\nCalculation is based on tape data (same values as PostVolTape field in the Analyzer\nor postmkt field in the /daily/volume_ex_finr endpoint).", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/median_premarket_value_traded_ex_finr_20d", "category": "calculations", "operation_id": "get_median_premarket_value_traded_ex_finr_20d_calculations_median_premarket_value_traded_ex_finr_20d_get", "summary": "Get Median Premarket Value Traded Ex Finr 20D", "description": "Median daily money traded in premarket hours over the last 20 market days, excluding FINR trades\nCalculation is based on tape data.", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/median_premarket_value_traded_ex_finr_3m", "category": "calculations", "operation_id": "get_median_premarket_value_traded_ex_finr_3m_calculations_median_premarket_value_traded_ex_finr_3m_get", "summary": "Get Median Premarket Value Traded Ex Finr 3M", "description": "Median daily money traded in premarket hours over the last 3 calendar months, excluding FINR trades\nCalculation is based on tape data.", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/median_premarket_volume_90d", "category": "calculations", "operation_id": "get_median_premarket_volume_90d_calculations_median_premarket_volume_90d_get", "summary": "Get Median Premarket Volume 90D", "description": "Get median premarket volume over the last 90 calendar days.\nCalculation is based on intraday chart data (same values as PreVolChart field in the Analyzer).", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/median_premarket_volume_ex_finr_90d", "category": "calculations", "operation_id": "get_median_premarket_volume_ex_finr_90d_calculations_median_premarket_volume_ex_finr_90d_get", "summary": "Get Median Premarket Volume Ex Finr 90D", "description": "Get median premarket volume excluding FINR trades over the last 90 calendar days.\nCalculation is based on tape data (same values as PreVolTape field in the Analyzer\nor premkt field in the /daily/volume_ex_finr endpoint).", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/median_true_range_20d", "category": "calculations", "operation_id": "get_median_true_range_20d_calculations_median_true_range_20d_get", "summary": "Get Median True Range 20D", "description": "Get median true range (MTR) over the last 20 market days calculated as:\n- TR = max(high-low, abs(high-prev_close), abs(low-prev_close))/prev_close);\n- TR% = (TR/prev_close)*100%;\n- MTR = median(TR%) over the last 20 market days\n## Parameters:\n- date_as_of: str in query params", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/profiler_top_correlation", "category": "calculations", "operation_id": "get_profiler_top_correlation_calculations_profiler_top_correlation_get", "summary": "Get Profiler Top Correlation", "description": "Get correlation coefficients between tickers (from US Base and US Secondary sorter), \nsimilar to the Profiler top correlation table. It returns the top correlated tickers \nwith a coefficient > 0.5, but not more than 30 tickers. Results are sorted by correlation \ncoefficient in descending order.\n\n## Parameters:\n- ticker: str ticker for which find top correlations", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/profiler_volume", "category": "calculations", "operation_id": "get_profiler_volume_calculations_profiler_volume_get", "summary": "Get Profiler Volume", "description": "Get volume calculations which are used in the Profiler:\n- avg_premkt_vol\n- avg_premkt_vol_reports", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/volatility", "category": "calculations", "operation_id": "get_volatility_calculations_volatility_get", "summary": "Get Volatility", "description": "Get volatility (abstract meaning, as measure of price fluctuations) values, \nwhich you can find in the TickerDays product. All values are scaled to daily. \nIt makes comparison between price moves (like gaps, cls%, etc.) and volatility measures easier.\nFor more details about volatility, please, refer to #1210 publication in Datum. \n\n## Parameters:\n### Date parameters:\nTo set date range for volatility values, use both of the following parameters:\n- start_date: str in iso format (YYYY-MM-DD, example: 2024-01-01) in query params \n- end_date: str in iso format (YYYY-MM-DD, example: 2024-01-01) in query params \n### Ticker\nticker: str, in query params, if it is null, endpoint returns volatility of active US stocks, \nbut in this case max date range is 5 days \n### Fields\nfields: str, in csv format; \nThis parameter set fields will be returned by the endpoint. Accepted fields are:\n- atr_14d: Average True Range over the last 14 market days\n- atrp_14d: Average True Range Percentage over the last 14 market days\n- sigma_7d: Historical volatility (standard deviation of daily returns (close to close move in %)) over the last 7 market days\n- sigma_20d: Historical volatility (standard deviation of daily returns (close to close move in %)) over the last 20 market days\n- sigma_90d: Historical volatility (standard deviation of daily returns (close to close move in %)) over the last 90 market days\n- sigma_260d: Historical volatility (standard deviation of daily returns (close to close move in %)) over the last 260 market days\n\nFor example, \"sigma_7d,sigma_20d\" will return sigma values for the last 7 and 20 market days.", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "fields", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/volatility_20d", "category": "calculations", "operation_id": "get_volatility_20d_calculations_volatility_20d_get", "summary": "Get Volatility 20D", "description": "The 20-day price volatility (volatility_20d) equals the annualized standard deviation \nof the logarithm of relative price change (close/prev_close) for the 20 most recent trading days closing price, \nexpressed as a percentage (Bloomberf Classical method). Calculation is based on daily data.", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of_str", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/volatility_260d", "category": "calculations", "operation_id": "get_volatility_260d_calculations_volatility_260d_get", "summary": "Get Volatility 260D", "description": "The 260-day price volatility (volatility_260d) equals the annualized standard deviation \nof the logarithm of relative price change (close/prev_close) for the 260 most recent trading days closing price, \nexpressed as a percentage (Bloomberf Classical method). Calculation is based on daily data.", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of_str", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calculations/volatility_90d", "category": "calculations", "operation_id": "get_volatility_90d_calculations_volatility_90d_get", "summary": "Get Volatility 90D", "description": "The 90-day price volatility (volatility_90d) equals the annualized standard deviation \nof the logarithm of relative price change (close/prev_close) for the 90 most recent trading days closing price, \nexpressed as a percentage (Bloomberf Classical method). Calculation is based on daily data.", "tags": [ "Calculations" ], "deprecated": false, "parameters": [ { "name": "date_as_of_str", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calendar", "category": "calendar", "operation_id": "get_macro_news_calendar_get", "summary": "Get Macro News", "description": "Get Calendar events. \n## Parameters:\n### Date parameters\n- start_date: str in iso format (YYYY-MM-DD) in query params \n- end_date: str in iso format (YYYY-MM-DD, example: 2022-01-01) in query params\n### Event Type\nevent_type: str, optional, in query params, can be:\n- Payrolls\n- FOMC Rate Decision\n- FOMC Minutes\n- CPI\n- GDP\n- Triples/Quadruples\n- empty (null) - in this case endpoint returns all of above events", "tags": [ "Calendar" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "event_type", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/calendar/timerange_chunks", "category": "calendar", "operation_id": "get_timerange_chunks_calendar_timerange_chunks_get", "summary": "Get Timerange Chunks", "description": "Get Timerange chunks to deal with date/datetime limits in other enpoints. \n## Parameters:\n### Date parameters\n- start_date: str in iso format (YYYY-MM-DD) in query params \n- end_date: str in iso format (YYYY-MM-DD) in query params\n### Chunk Size\nchunk_size: str, optional, in query params, can be:\n- 5D - 5 days (date range limit for /daily, /auction, etc endpoints if ticker is not set)\n- 90D - 90 days (datetime range limit for intraday and /ratings/grades endpoints if ticker is not set)\n- 365D - 365 days (date range limit for daily, auction, etc endpoints if ticker is not set)\n### Return Datetime\nreturn_datetime: bool, optional, in query params, if True then start and end dates will be returned \nas datetime strings (YYYY-MM-DD HH:MM:SS), otherwise as date strings (YYYY-MM-DD). Useful for intraday endpoints.", "tags": [ "Calendar" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "chunk_size", "in": "query", "type": "string", "required": false, "description": "", "default": "90D" }, { "name": "return_datetime", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/corporate_actions/listings", "category": "corporate_actions", "operation_id": "get_listings_corporate_actions_listings_get", "summary": "Get Listings", "description": "", "tags": [ "Corporate Actions" ], "deprecated": false, "parameters": [ { "name": "start_eff_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_eff_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/corporate_actions/ticker_changes", "category": "corporate_actions", "operation_id": "get_ticker_changes_corporate_actions_ticker_changes_get", "summary": "Get Ticker Changes", "description": "", "tags": [ "Corporate Actions" ], "deprecated": false, "parameters": [ { "name": "start_eff_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_eff_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/countries", "category": "countries", "operation_id": "get_countries_countries_get", "summary": "Get Countries", "description": "Get list of countries", "tags": [ "Countries" ], "deprecated": false, "parameters": [ { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/daily", "category": "daily", "operation_id": "get_daily_chart_daily_get", "summary": "Get Daily Chart", "description": "Get daily chart. \n## Parameters:\n### Date parameters\n- start_date: str in iso format (YYYY-MM-DD) in query params (only used together with end_date)\n- end_date: str in iso format (YYYY-MM-DD, example: 2022-01-01) in query params (only used together with start_date)\n- start_unix_timestamp: int, unix_timestamp in query params (only used together with end_unix_timestamp)\n- end_unix_timestamp: int, unix_timestamp in query params (only used together with start_unix_timestamp)\n\nstart_unix_timestamp and end_unix_timestamp are more preferred than start_date and end_date.\nFormat of the entered dates sets the format of the returned dates (unix_timestamp in, unix_timestamp out) or\n(string in, string out)\n### Chart type\nchart_type: str; default: ohlc. This is an abbreviation (acronym) that stands \nfor a combination of the daily chart fields. There are next fields in daily chart: \n- Open (o)\n- High (h)\n- Low (l)\n- Close (c) \n- Volume (v)\n- Gap (g)\n- Previous close (p)\nFor example: hl returns high and low prices, c - only closes, or g - only gaps etc.\n### Ticker\nticker: str, in query params, if it is null, endpoint returns daily of active US stocks, \nbut in this case max date range of daily chart is 5 days", "tags": [ "Daily Chart" ], "deprecated": false, "parameters": [ { "name": "chart_type", "in": "query", "type": "string", "required": false, "description": "", "default": "ohlc" }, { "name": "start_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "end_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "start_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/daily/aggs", "category": "daily", "operation_id": "get_daily_aggs_chart_daily_aggs_get", "summary": "Get Daily Aggs Chart", "description": "Get daily aggregated chart. \n## Parameters:\n### Date parameters\n- start_date: str in iso format (YYYY-MM-DD) in query params (only used together with end_date)\n- end_date: str in iso format (YYYY-MM-DD, example: 2022-01-01) in query params (only used together with start_date)\n- start_unix_timestamp: int, unix_timestamp in query params (only used together with end_unix_timestamp)\n- end_unix_timestamp: int, unix_timestamp in query params (only used together with start_unix_timestamp)\n\nstart_unix_timestamp and end_unix_timestamp are more preferred than start_date and end_date.\nFormat of the entered dates sets the format of the returned dates (unix_timestamp in, unix_timestamp out) or\n(string in, string out)\n### Chart type\nchart_type: str; default: ohlc. This is an abbreviation (acronym) that stands \nfor a combination of the daily chart fields. There are next fields for daily aggregated chart: \n- Open (o)\n- High (h)\n- Low (l)\n- Close (c) \n- Volume (v)\nFor example: hl returns high and low prices, c - only closes, etc.\n### Ticker\nticker: str, in query params. \n### Interval \ninterval: str, interval of the candles, CONTAINS 2 SYMBOLS in the next order:\n - number of base periods; can be one of these [1, 2, 3, 4, 5]\n - base period; can be one of these abbreviations:\n - W - week\n - M - month\n - Q - quarter\n - A - year (annual)\n\nFor example, 3W returns daily aggregated by 3 weeks", "tags": [ "Daily Chart" ], "deprecated": false, "parameters": [ { "name": "chart_type", "in": "query", "type": "string", "required": false, "description": "", "default": "ohlc" }, { "name": "start_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "end_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "start_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "interval", "in": "query", "type": "string", "required": false, "description": "", "default": "1W" }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/daily/gaps", "category": "daily", "operation_id": "get_gaps_daily_gaps_get", "summary": "Get Gaps", "description": "## Parameters:\n### Ticker parameters\n- ticker: str in query params \n- tickers: list in body of the request (disabled in this swagger)\n### Date parameters\n- start_date: str in query params (only used together with end_date)\n- end_date: str in query params (only used together with start_date)\n- dates: list in body of the request (disabled in this swagger)", "tags": [ "Daily Chart" ], "deprecated": false, "parameters": [ { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "start_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/daily/high_low_ex_finr", "category": "daily", "operation_id": "get_high_low_ex_finr_daily_high_low_ex_finr_get", "summary": "Get high/low prices excluding FINRA", "description": "Get high/low prices excluding FINRA calculated from tape data by market session.\n## Parameters:\n### Date parameters\n- start_date: str in iso format (YYYY-MM-DD) in query params \n- end_date: str in iso format (YYYY-MM-DD, example: 2025-01-13) in query params \n### Ticker\nticker: str, in query params, if it is null, endpoint returns premarket high/low prices of active US stocks, \n but in this case max date range is 5 days\n### Market session\nmarket_session: str, in query params. There are three possible values: \n- premarket\n- core\n- postmarket\n\nIf it is empty (not set), endpoint returns high/low prices for all market sessions", "tags": [ "Daily Chart" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "market_session", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/daily/money_traded", "category": "daily", "operation_id": "get_money_traded_daily_money_traded_get", "summary": "Get Money Traded", "description": "Get money traded (sum(price*volume)) from tape data - value of sum money, which was traded this day:\n- moneytr: money traded\n- moneytr_ex_finr: money traded without finr \n## Parameters:\n- start_date: str in iso format (YYYY-MM-DD) in query params \n- end_date: str in iso format (YYYY-MM-DD, example: 2022-01-01) in query params \n- ticker: str, in query params, if it is null, endpoint returns money traded of active US stocks, \nbut in this case max date range is 5 days", "tags": [ "Daily Chart" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/daily/pre_mh_volume", "category": "daily", "operation_id": "get_pre_mh_volume_daily_pre_mh_volume_get", "summary": "Get Pre-Market hours volume", "description": "Get Pre-Market hours volume. \n## Parameters:\n- start_date: str in iso format (YYYY-MM-DD) in query params \n- end_date: str in iso format (YYYY-MM-DD, example: 2022-01-01) in query params \n- ticker: str, in query params, if it is null, endpoint returns Pre-Market hours volume of active US stocks, \nbut in this case max date range is 5 days", "tags": [ "Daily Chart" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/daily/prev_date", "category": "daily", "operation_id": "get_daily_of_previous_date_daily_prev_date_get", "summary": "Get Daily Of Previous Date", "description": "Get daily chart of previous market date. \n## Parameters:\n### Date \ndate: str in iso format (YYYY-MM-DD, example: 2022-01-01)\n### Chart type\nchart_type: str; default: ohlc. This is an abbreviation (acronym) that stands \nfor a combination of the daily chart fields. There are next fields in daily chart: \n- Open (o)\n- High (h)\n- Low (l)\n- Close (c) \n- Volume (v)\nFor example: hl returns high and low prices, c - only closes, etc.", "tags": [ "Daily Chart" ], "deprecated": false, "parameters": [ { "name": "chart_type", "in": "query", "type": "string", "required": false, "description": "", "default": "ohlc" }, { "name": "date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/daily/volume_ex_finr", "category": "daily", "operation_id": "get_volume_ex_finr_daily_volume_ex_finr_get", "summary": "Get Volume Ex Finr", "description": "Get volume ex finr from tape data:\n- daily: whole day volume\n- premkt: premarket volume \n- postmkt: postmarket volume \n## Parameters:\n- start_date: str in iso format (YYYY-MM-DD) in query params \n- end_date: str in iso format (YYYY-MM-DD, example: 2022-01-01) in query params \n- ticker: str, in query params, if it is null, endpoint returns volume of active US stocks, \nbut in this case max date range is 5 days", "tags": [ "Daily Chart" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/dvd", "category": "dvd", "operation_id": "get_dvd_dvd_get", "summary": "Get Dvd", "description": "Get dividends by date range and ticker.\n## Parameters:\n### Ticker\n- ticker: str, optional, in query params, if not set, endpoint returns all dividends for all tickers, \nbut there is a limit in date range: 365 days\n### Date parameters \n- start_date: str in iso format (YYYY-MM-DD) in query params\n- end_date: str in iso format (YYYY-MM-DD) in query params\n### Dividend Type\n- dvd_type: str, optional, in query params, accepted values is is /dvd/dvd_types endpoint\n### Dividend Frequency\n- dvd_frequency: str, optional, in query params, accepted values is is /dvd/dvd_frequencies endpoint", "tags": [ "Dividends" ], "deprecated": false, "parameters": [ { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "start_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "dvd_type", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "dvd_frequency", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/dvd/cash_dividends", "category": "dvd", "operation_id": "get_cash_dividends_dvd_cash_dividends_get", "summary": "Get Cash Dividends", "description": "", "tags": [ "Dividends" ], "deprecated": false, "parameters": [ { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/dvd/dvd_frequencies", "category": "dvd", "operation_id": "get_dvd_frequency_dvd_dvd_frequencies_get", "summary": "Get Dvd Frequency", "description": "", "tags": [ "Dividends" ], "deprecated": false, "parameters": [ { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/dvd/dvd_types", "category": "dvd", "operation_id": "get_dvd_type_dvd_dvd_types_get", "summary": "Get Dvd Type", "description": "", "tags": [ "Dividends" ], "deprecated": false, "parameters": [ { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/dvd/splits", "category": "dvd", "operation_id": "get_splits_dvd_splits_get", "summary": "Get Splits", "description": "", "tags": [ "Dividends" ], "deprecated": false, "parameters": [ { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/dvd/stock_dividends", "category": "dvd", "operation_id": "get_stock_dividends_dvd_stock_dividends_get", "summary": "Get Stock Dividends", "description": "", "tags": [ "Dividends" ], "deprecated": false, "parameters": [ { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/futures/active_contracts", "category": "futures", "operation_id": "get_active_contracts_futures_active_contracts_get", "summary": "Get Active Contracts", "description": "Get active contracts for futures tickers \n## Parameters:\n### Date Parameters:\n- date: str in iso format (YYYY-MM-DD, example: 2024-01-01), in query params.\n- start_date: str in iso format (YYYY-MM-DD) in the body (in json format) \n- end_date: str in iso format (YYYY-MM-DD) in the body (in json format) \n\nDefault value (in case if date, start_date and end_date are not set) \nis date of previous working session for futures (the last day with data in our DB, \nbut not older than 10 days).\n### Ticker Parameters: \n- ticker: str, futures base (for example \"GC\" for gold) ticker in query params \n- tickers: list, in the body (in json format) \n\nIf ticker parameters are not set endpoint return data for all futures\n\nParameters in the body have higher priority then in the query params and return more complex data.", "tags": [ "Futures" ], "deprecated": false, "parameters": [ { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/holidays", "category": "holidays", "operation_id": "get_holidays_holidays_get", "summary": "Get Holidays", "description": "Get list of exchange holidays \n## Parameters \n- gte_date: str in iso format (YYYY-MM-DD, example: 2023-01-01) - greater than equal to date\n- lte_date: str in iso format (YYYY-MM-DD, example: 2023-01-01) - less than equal to date\n- holiday_name: bool add to response field holiday_name", "tags": [ "Calendar" ], "deprecated": false, "parameters": [ { "name": "gte_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "lte_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "holiday_name", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/imbalance/imb_09_25", "category": "imbalance", "operation_id": "get_imbalance_09_25_imbalance_imb_09_25_get", "summary": "Get Imbalance 09 25", "description": "Get the first imbalance after 09:25", "tags": [ "Imbalance" ], "deprecated": false, "parameters": [ { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "start_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday", "category": "intraday", "operation_id": "get_intraday_chart_intraday_get", "summary": "Get Intraday Chart", "description": "Get intraday chart. \n## Parameters:\n### Datetime parameters\n- start_datetime: str in iso format (YYYY-MM-DD HH:MM:SS) in query params (only used together with end_datetime)\n- end_datetime: str in iso format (YYYY-MM-DD HH:MM:SS, example: 2022-01-01 00:00:00) in query params (only used together with start_datetime)\n- start_unix_timestamp: int, unix_timestamp in query params (only used together with end_unix_timestamp)\n- end_unix_timestamp: int, unix_timestamp in query params (only used together with start_unix_timestamp)\n\nstart_unix_timestamp and end_unix_timestamp are more preferred than start_datetime and end_datetime.\nFormat of the entered datetimes sets the format of the returned datetimes (unix_timestamp in, unix_timestamp out) or\n(string in, string out)\n### Chart type\nchart_type: str; default: ohlc. This is an abbreviation (acronym) that stands \nfor a combination of the daily chart fields. There are next fields in daily chart: \n- Open (o)\n- High (h)\n- Low (l)\n- Close (c) \n- Volume (v)\nFor example: hl returns high and low prices, c - only closes etc.\n### Ticker\nticker: str, in query params\n### Interval\ninterval: int, interval of the candles in minutes, can be one of these [1, 2, 3, 4, 5, 15, 30, 60, 240]\n### Blue Ocean Session \ninclude_boats: bool, default False, include candles of Blue Ocean ATS (BOATS) to response (if True) or not (any else)", "tags": [ "Intraday Chart" ], "deprecated": false, "parameters": [ { "name": "interval", "in": "query", "type": "integer", "required": true, "description": "", "default": null }, { "name": "chart_type", "in": "query", "type": "string", "required": false, "description": "", "default": "ohlcv" }, { "name": "start_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "end_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "start_datetime", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "end_datetime", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "include_boats", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday/benchmark", "category": "intraday", "operation_id": "get_benchmark_chart_intraday_benchmark_get", "summary": "Get Benchmark Chart", "description": "Get benchmark chart.\n## Parameters:\n### Datetime parameters\n- start_datetime: str in iso format (YYYY-MM-DD HH:MM:SS) in query params (only used together with end_datetime)\n- end_datetime: str in iso format (YYYY-MM-DD HH:MM:SS, example: 2022-01-01 00:00:00) in query params (only used together with start_datetime)\n- start_unix_timestamp: int, unix_timestamp in query params (only used together with end_unix_timestamp)\n- end_unix_timestamp: int, unix_timestamp in query params (only used together with start_unix_timestamp)\n\nstart_unix_timestamp and end_unix_timestamp are more preferred than start_datetime and end_datetime.\nFormat of the entered datetimes sets the format of the returned datetimes (unix_timestamp in, unix_timestamp out) or\n(string in, string out)\n### Main Ticker\nmain_ticker: str, in query params ticker over benchmark \n### Benchmark Ticker\nbenchmark_ticker: str, in query params. If this field is empty, the benchmark \nticker will be the one with the highest correlation coefficient from the list [\"QQQ\", \"SPY\"].\n### Interval\ninterval: int, interval of the candles in minutes, can be one of these [1, 2, 3, 4, 5, 15, 30, 60, 240]\n### Beta Applying \napply_beta: bool, default False. If it is True, benchmark chart will applied by beta \n(the regression coefficient, signifies the amount by which change in x must be multiplied \nto give the corresponding average change in y)\n### Blue Ocean Session \ninclude_boats: bool, default False, include candles of Blue Ocean ATS (BOATS) to response (if True) or not (any else)", "tags": [ "Intraday Chart" ], "deprecated": false, "parameters": [ { "name": "interval", "in": "query", "type": "integer", "required": true, "description": "", "default": null }, { "name": "start_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "end_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "start_datetime", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "end_datetime", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "main_ticker", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "benchmark_ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "apply_beta", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "include_boats", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday/blue_ocean", "category": "intraday", "operation_id": "get_blue_ocean_chart_intraday_blue_ocean_get", "summary": "Get Blue Ocean Chart", "description": "Get intraday chart of Blue Ocean. \n## Parameters:\n### Datetime parameters\n- start_datetime: str in iso format (YYYY-MM-DD HH:MM:SS) in query params (only used together with end_datetime)\n- end_datetime: str in iso format (YYYY-MM-DD HH:MM:SS, example: 2022-01-01 00:00:00) in query params (only used together with start_datetime)\n- start_unix_timestamp: int, unix_timestamp in query params (only used together with end_unix_timestamp)\n- end_unix_timestamp: int, unix_timestamp in query params (only used together with start_unix_timestamp)\n\nstart_unix_timestamp and end_unix_timestamp are more preferred than start_datetime and end_datetime.\nFormat of the entered datetimes sets the format of the returned datetimes (unix_timestamp in, unix_timestamp out) or\n(string in, string out)\n### Chart type\nchart_type: str; default: ohlc. This is an abbreviation (acronym) that stands \nfor a combination of the daily chart fields. There are next fields in daily chart: \n- Open (o)\n- High (h)\n- Low (l)\n- Close (c) \n- Volume (v)\nFor example: hl returns high and low prices, c - only closes etc.\n### Ticker\nticker: str, in query params\n### Interval\ninterval: int, interval of the candles in minutes, can be one of these [1, 2, 3, 4, 5, 15, 30, 60, 240]", "tags": [ "Intraday Chart" ], "deprecated": false, "parameters": [ { "name": "interval", "in": "query", "type": "integer", "required": true, "description": "", "default": null }, { "name": "chart_type", "in": "query", "type": "string", "required": false, "description": "", "default": "ohlcv" }, { "name": "start_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "end_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "start_datetime", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "end_datetime", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday/extended_high_low", "category": "intraday", "operation_id": "get_extended_high_low_intraday_extended_high_low_get", "summary": "Get Extended High Low", "description": "", "tags": [ "Intraday Chart" ], "deprecated": false, "parameters": [ { "name": "date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday/extended_high_low_postmarket", "category": "intraday", "operation_id": "get_extended_high_low_postmarket_intraday_extended_high_low_postmarket_get", "summary": "Get Extended High Low Postmarket", "description": "", "tags": [ "Intraday Chart" ], "deprecated": false, "parameters": [ { "name": "date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday/last_n_candles", "category": "intraday", "operation_id": "get_last_n_candles_intraday_last_n_candles_get", "summary": "Get Last N Candles", "description": "", "tags": [ "Intraday Chart" ], "deprecated": false, "parameters": [ { "name": "unix_timestamp", "in": "query", "type": "integer", "required": true, "description": "", "default": null }, { "name": "n_candles", "in": "query", "type": "integer", "required": true, "description": "", "default": null }, { "name": "interval", "in": "query", "type": "integer", "required": true, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "include_boats", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday/last_prices", "category": "intraday", "operation_id": "get_last_prices_intraday_last_prices_get", "summary": "Get Last Prices", "description": "Get last prices from tape data. The endpoint returns price of the last prints (satisfying the conditions) before next times:\n- 05:00 (returned field: price_05_00; **condition: last non-FINR print**);\n- 06:00 (returned field: price_06_00; **condition: last non-FINR print**);\n- 07:00 (returned field: price_07_00; **condition: last non-FINR print**);\n- 08:00 (returned field: price_08_00; **condition: last non-FINR print**);\n- 08:30 (returned field: price_08_30; **condition: last non-FINR print**);\n- 09:00 (returned field: price_09_00; **condition: last non-FINR print**);\n- 09:15 (returned field: price_09_15; **condition: last non-FINR print**);\n- 09:25 (returned field: price_09_25; **condition: last non-FINR print**);\n- 09:35 (returned field: price_09_35; **condition: last non-FINR print**);\n- 09:45 (returned field: price_09_45; **condition: last non-FINR print**);\n- 10:00 (returned field: price_10_00; **condition: last non-FINR print**);\n- 10:30 (returned field: price_10_30; **condition: last non-FINR print**);\n- 16:30 (returned field: price_16_30; **condition: last non-FINR print**);\n- 17:00 (returned field: price_17_00; **condition: last non-FINR print**);\n- 18:00 (returned field: price_18_00; **condition: last non-FINR print**);\n- 20:00 (returned field: price_20_00; **condition: last non-FINR, non-odd print**);\n\n## Parameters:\n- start_date: str in iso format (YYYY-MM-DD, example: 2024-01-01) in query params \n- end_date: str in iso format (YYYY-MM-DD, example: 2024-01-01) in query params \n- ticker: str, in query params, if it is null, endpoint returns last prices of active US stocks, \nbut in this case max date range is 5 days", "tags": [ "Intraday Chart" ], "deprecated": true, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday/last_prices/v2", "category": "intraday", "operation_id": "get_last_prices_intraday_last_prices_v2_get", "summary": "Get Last Prices", "description": "Get last prices from tape data at specified times.\nThese values are the same as in the TickerDays product.\nThe endpoint returns the price of the last prints \n(satisfying the conditions) before corresponding time points of the requested fields.\n\n## Parameters:\n### Date parameters\n- start_date: str in iso format (YYYY-MM-DD, example: 2024-01-01) in query params \n- end_date: str in iso format (YYYY-MM-DD, example: 2024-01-01) in query params \n### Ticker parameter\nticker: str, in query params, if it is null, endpoint returns last prices of active US stocks, \nbut in this case max date range is 5 days \n### Fields parameter\nfields: str, in csv format, default: \"price_20_00\"; \nThis parameter set fields will be returned by the endpoint. Accepted fields are listed below:\n- price_04_01: last non-FINR print before 04:01\n- price_05_00: last non-FINR print before 05:00\n- price_06_00: last non-FINR print before 06:00 \n- price_07_00: last non-FINR print before 07:00\n- price_08_00: last non-FINR print before 08:00\n- price_08_30: last non-FINR print before 08:30\n- price_09_00: last non-FINR print before 09:00\n- price_09_15: last non-FINR print before 09:15\n- price_09_25: last non-FINR print before 09:25\n- price_09_35: last non-FINR print before 09:35\n- price_09_45: last non-FINR print before 09:45\n- price_10_00: last non-FINR print before 10:00\n- price_10_30: last non-FINR print before 10:30\n- price_11_00: last non-FINR print before 11:00\n- price_12_00: last non-FINR print before 12:00\n- price_13_00: last non-FINR print before 13:00\n- price_14_00: last non-FINR print before 14:00\n- price_15_00: last non-FINR print before 15:00\n- price_15_30: last non-FINR print before 15:30\n- price_15_50: last non-FINR print before 15:50\n- price_16_30: last non-FINR print before 16:30\n- price_17_00: last non-FINR print before 17:00\n- price_18_00: last non-FINR print before 18:00\n- price_19_00: last non-FINR print before 19:00\n- price_20_00: last **non-odd**, non-FINR print before 20:00\n\nFor example, \"price_09_00,price_09_15,price_09_25\" will return last prices at 09:00, 09:15 and 09:25.", "tags": [ "Intraday Chart" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "fields", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday/money_traded_segments", "category": "intraday", "operation_id": "get_money_traded_segments_intraday_money_traded_segments_get", "summary": "Get Money Traded Segments", "description": "Get money traded from tape data calculated based on the prints before specified time.\nThese values are the same as in the TickerDays product. \nThe endpoint returns the money traded as aggregated value sum(price*size) of the prints \n(satisfying the conditions) before corresponding time points of the requested fields.\n\n## Parameters:\n### Date parameters\n- start_date: str in iso format (YYYY-MM-DD, example: 2024-01-01) in query params \n- end_date: str in iso format (YYYY-MM-DD, example: 2024-01-01) in query params \n### Ticker parameter\nticker: str, in query params, if it is null, endpoint returns money traded of active US stocks, \nbut in this case max date range is 5 days \n### Fields parameter\nfields: str, in csv format, default: \"money_traded_20_00\"; \nThis parameter set fields will be returned by the endpoint. Accepted fields are listed below:\n- money_traded_04_01: money traded aggregation of non-FINR prints before 04:01\n- money_traded_05_00: money traded aggregation of non-FINR prints before 05:00\n- money_traded_06_00: money traded aggregation of non-FINR prints before 06:00\n- money_traded_07_00: money traded aggregation of non-FINR prints before 07:00\n- money_traded_08_00: money traded aggregation of non-FINR prints before 08:00\n- money_traded_08_30: money traded aggregation of non-FINR prints before 08:30\n- money_traded_09_00: money traded aggregation of non-FINR prints before 09:00\n- money_traded_09_15: money traded aggregation of non-FINR prints before 09:15\n- money_traded_09_25: money traded aggregation of non-FINR prints before 09:25\n- money_traded_09_35: money traded aggregation of non-FINR prints before 09:35\n- money_traded_09_45: money traded aggregation of non-FINR prints before 09:45\n- money_traded_10_00: money traded aggregation of non-FINR prints before 10:00\n- money_traded_10_30: money traded aggregation of non-FINR prints before 10:30\n- money_traded_11_00: money traded aggregation of non-FINR prints before 11:00\n- money_traded_12_00: money traded aggregation of non-FINR prints before 12:00\n- money_traded_13_00: money traded aggregation of non-FINR prints before 13:00\n- money_traded_14_00: money traded aggregation of non-FINR prints before 14:00\n- money_traded_15_00: money traded aggregation of non-FINR prints before 15:00\n- money_traded_15_30: money traded aggregation of non-FINR prints before 15:30\n- money_traded_15_50: money traded aggregation of non-FINR prints before 15:50\n- money_traded_16_30: money traded aggregation of non-FINR prints before 16:30\n- money_traded_17_00: money traded aggregation of non-FINR prints before 17:00\n- money_traded_18_00: money traded aggregation of non-FINR prints before 18:00\n- money_traded_19_00: money traded aggregation of non-FINR prints before 19:00\n- money_traded_20_00: money traded aggregation of **non-odd**, non-FINR prints before 20:00\n\nFor example, \"money_traded_09_00,money_traded_09_15\" will return money traded at 09:00 and 09:15.", "tags": [ "Intraday Chart" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "fields", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday/percents", "category": "intraday", "operation_id": "get_percent_from_prev_clo_intraday_percents_get", "summary": "Get Percent From Prev Clo", "description": "Get the percentage change in price from the previous close \n## Parameters:\n### Datetime parameters\n- start_datetime: str in iso format (YYYY-MM-DD HH:MM:SS) in query params (only used together with end_datetime)\n- end_datetime: str in iso format (YYYY-MM-DD HH:MM:SS, example: 2022-01-01 00:00:00) in query params (only used together with start_datetime)\n- start_unix_timestamp: int, unix_timestamp in query params (only used together with end_unix_timestamp)\n- end_unix_timestamp: int, unix_timestamp in query params (only used together with start_unix_timestamp)\n\nstart_unix_timestamp and end_unix_timestamp are more preferred than start_datetime and end_datetime.\nFormat of the entered datetimes sets the format of the returned datetimes (unix_timestamp in, unix_timestamp out) or\n(string in, string out)\n### Ticker\nticker: str, in query params\n### Interval\ninterval: int, interval of the candles in minutes, can be one of these [1, 2, 3, 4, 5, 15, 30, 60, 240]\n### Use open\nuse_open: bool, default false. If it is true, the percentage change is calculatedas as the difference between the candlestick \nopen and the previous day's close (as in the Charts app). Otherwise, the percentage change will be calculated as the difference\nbetween the candlestick's close and the previous day's close.\n### Blue Ocean Session \ninclude_boats: bool, default False, include candles of Blue Ocean ATS (BOATS) to response (if True) or not (any else)", "tags": [ "Intraday Chart" ], "deprecated": false, "parameters": [ { "name": "interval", "in": "query", "type": "integer", "required": true, "description": "", "default": null }, { "name": "start_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "end_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "start_datetime", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "end_datetime", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "use_open", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "include_boats", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday/ticker_count_at_open", "category": "intraday", "operation_id": "get_ticker_count_at_open_intraday_ticker_count_at_open_get", "summary": "Get Ticker Count At Open", "description": "", "tags": [ "Intraday Chart" ], "deprecated": false, "parameters": [ { "name": "date", "in": "query", "type": "string", "required": false, "description": "", "default": "2026-04-16" }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday/v3", "category": "intraday", "operation_id": "get_intraday_chart_intraday_v3_get", "summary": "Get Intraday Chart", "description": "Get intraday chart. \n## Parameters:\n### Datetime parameters\n- start_datetime: str in iso format (YYYY-MM-DD HH:MM:SS) in query params (only used together with end_datetime)\n- end_datetime: str in iso format (YYYY-MM-DD HH:MM:SS, example: 2022-01-01 00:00:00) in query params (only used together with start_datetime)\n- start_unix_timestamp: int, unix_timestamp in query params (only used together with end_unix_timestamp)\n- end_unix_timestamp: int, unix_timestamp in query params (only used together with start_unix_timestamp)\n\nstart_unix_timestamp and end_unix_timestamp are more preferred than start_datetime and end_datetime.\nFormat of the entered datetimes sets the format of the returned datetimes (unix_timestamp in, unix_timestamp out) or\n(string in, string out)\n### Chart type\nchart_type: str; default: ohlc. This is an abbreviation (acronym) that stands \nfor a combination of the daily chart fields. There are next fields in daily chart: \n- Open (o)\n- High (h)\n- Low (l)\n- Close (c) \n- Volume (v)\nFor example: hl returns high and low prices, c - only closes etc.\n### Ticker\nticker: str, in query params\n### Interval\ninterval: int, interval of the candles in minutes, can be one of these [1, 2, 3, 4, 5, 15, 30, 60, 240]\n### Blue Ocean Session \ninclude_boats: bool, default False, include candles of Blue Ocean ATS (BOATS) to response (if True) or not (any else)", "tags": [ "Intraday Chart V3" ], "deprecated": false, "parameters": [ { "name": "interval", "in": "query", "type": "integer", "required": true, "description": "", "default": null }, { "name": "chart_type", "in": "query", "type": "string", "required": false, "description": "", "default": "ohlcv" }, { "name": "start_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "end_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "start_datetime", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "end_datetime", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "include_boats", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday/v3/benchmark", "category": "intraday", "operation_id": "get_benchmark_chart_intraday_v3_benchmark_get", "summary": "Get Benchmark Chart", "description": "Get benchmark chart.\n## Parameters:\n### Datetime parameters\n- start_datetime: str in iso format (YYYY-MM-DD HH:MM:SS) in query params (only used together with end_datetime)\n- end_datetime: str in iso format (YYYY-MM-DD HH:MM:SS, example: 2022-01-01 00:00:00) in query params (only used together with start_datetime)\n- start_unix_timestamp: int, unix_timestamp in query params (only used together with end_unix_timestamp)\n- end_unix_timestamp: int, unix_timestamp in query params (only used together with start_unix_timestamp)\n\nstart_unix_timestamp and end_unix_timestamp are more preferred than start_datetime and end_datetime.\nFormat of the entered datetimes sets the format of the returned datetimes (unix_timestamp in, unix_timestamp out) or\n(string in, string out)\n### Main Ticker\nmain_ticker: str, in query params ticker over benchmark \n### Benchmark Ticker\nbenchmark_ticker: str, in query params. If this field is empty, the benchmark \nticker will be the one with the highest correlation coefficient from the list [\"QQQ\", \"SPY\"].\n### Interval\ninterval: int, interval of the candles in minutes, can be one of these [1, 2, 3, 4, 5, 15, 30, 60, 240]\n### Beta Applying \napply_beta: bool, default False. If it is True, benchmark chart will applied by beta \n(the regression coefficient, signifies the amount by which change in x must be multiplied \nto give the corresponding average change in y)\n### Blue Ocean Session \ninclude_boats: bool, default False, include candles of Blue Ocean ATS (BOATS) to response (if True) or not (any else)", "tags": [ "Intraday Chart V3" ], "deprecated": false, "parameters": [ { "name": "interval", "in": "query", "type": "integer", "required": true, "description": "", "default": null }, { "name": "start_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "end_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "start_datetime", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "end_datetime", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "main_ticker", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "benchmark_ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "apply_beta", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "include_boats", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday/v3/blue_ocean", "category": "intraday", "operation_id": "get_blue_ocean_chart_intraday_v3_blue_ocean_get", "summary": "Get Blue Ocean Chart", "description": "Get intraday chart of Blue Ocean. \n## Parameters:\n### Datetime parameters\n- start_datetime: str in iso format (YYYY-MM-DD HH:MM:SS) in query params (only used together with end_datetime)\n- end_datetime: str in iso format (YYYY-MM-DD HH:MM:SS, example: 2022-01-01 00:00:00) in query params (only used together with start_datetime)\n- start_unix_timestamp: int, unix_timestamp in query params (only used together with end_unix_timestamp)\n- end_unix_timestamp: int, unix_timestamp in query params (only used together with start_unix_timestamp)\n\nstart_unix_timestamp and end_unix_timestamp are more preferred than start_datetime and end_datetime.\nFormat of the entered datetimes sets the format of the returned datetimes (unix_timestamp in, unix_timestamp out) or\n(string in, string out)\n### Chart type\nchart_type: str; default: ohlc. This is an abbreviation (acronym) that stands \nfor a combination of the daily chart fields. There are next fields in daily chart: \n- Open (o)\n- High (h)\n- Low (l)\n- Close (c) \n- Volume (v)\nFor example: hl returns high and low prices, c - only closes etc.\n### Ticker\nticker: str, in query params\n### Interval\ninterval: int, interval of the candles in minutes, can be one of these [1, 2, 3, 4, 5, 15, 30, 60, 240]", "tags": [ "Intraday Chart V3" ], "deprecated": false, "parameters": [ { "name": "interval", "in": "query", "type": "integer", "required": true, "description": "", "default": null }, { "name": "chart_type", "in": "query", "type": "string", "required": false, "description": "", "default": "ohlcv" }, { "name": "start_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "end_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "start_datetime", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "end_datetime", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday/v3/last_n_candles", "category": "intraday", "operation_id": "get_last_n_candles_intraday_v3_last_n_candles_get", "summary": "Get Last N Candles", "description": "", "tags": [ "Intraday Chart V3" ], "deprecated": false, "parameters": [ { "name": "unix_timestamp", "in": "query", "type": "integer", "required": true, "description": "", "default": null }, { "name": "n_candles", "in": "query", "type": "integer", "required": true, "description": "", "default": null }, { "name": "interval", "in": "query", "type": "integer", "required": true, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "include_boats", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday/v3/percents", "category": "intraday", "operation_id": "get_percent_from_prev_clo_intraday_v3_percents_get", "summary": "Get Percent From Prev Clo", "description": "Get the percentage change in price from the previous close \n## Parameters:\n### Datetime parameters\n- start_datetime: str in iso format (YYYY-MM-DD HH:MM:SS) in query params (only used together with end_datetime)\n- end_datetime: str in iso format (YYYY-MM-DD HH:MM:SS, example: 2022-01-01 00:00:00) in query params (only used together with start_datetime)\n- start_unix_timestamp: int, unix_timestamp in query params (only used together with end_unix_timestamp)\n- end_unix_timestamp: int, unix_timestamp in query params (only used together with start_unix_timestamp)\n\nstart_unix_timestamp and end_unix_timestamp are more preferred than start_datetime and end_datetime.\nFormat of the entered datetimes sets the format of the returned datetimes (unix_timestamp in, unix_timestamp out) or\n(string in, string out)\n### Ticker\nticker: str, in query params\n### Interval\ninterval: int, interval of the candles in minutes, can be one of these [1, 2, 3, 4, 5, 15, 30, 60, 240]\n### Use open\nuse_open: bool, default false. If it is true, the percentage change is calculatedas as the difference between the candlestick \nopen and the previous day's close (as in the Charts app). Otherwise, the percentage change will be calculated as the difference\nbetween the candlestick's close and the previous day's close.\n### Blue Ocean Session \ninclude_boats: bool, default False, include candles of Blue Ocean ATS (BOATS) to response (if True) or not (any else)", "tags": [ "Intraday Chart V3" ], "deprecated": false, "parameters": [ { "name": "interval", "in": "query", "type": "integer", "required": true, "description": "", "default": null }, { "name": "start_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "end_unix_timestamp", "in": "query", "type": "integer", "required": false, "description": "", "default": null }, { "name": "start_datetime", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "end_datetime", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "use_open", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "include_boats", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/intraday/volume_segments", "category": "intraday", "operation_id": "get_volume_segments_intraday_volume_segments_get", "summary": "Get Volume Segments", "description": "Get traded volume from tape data before specified time. \nThese values are the same as in the TickerDays product.\nThe endpoint returns the volume as aggregated value sum(size) of the prints \n(satisfying the conditions) before corresponding time points of the requested fields.\n\n## Parameters:\n### Date parameters\n- start_date: str in iso format (YYYY-MM-DD, example: 2024-01-01) in query params \n- end_date: str in iso format (YYYY-MM-DD, example: 2024-01-01) in query params \n### Ticker parameter\nticker: str, in query params, if it is null, endpoint returns volume of active US stocks, \nbut in this case max date range is 5 days \n### Fields parameter\nfields: str, in csv format, default: \"volume_20_00\"; \nThis parameter set fields will be returned by the endpoint. Accepted fields are listed below:\n- volume_04_01: volume of non-FINR prints before 04:01\n- volume_05_00: volume of non-FINR prints before 05:00\n- volume_06_00: volume of non-FINR prints before 06:00\n- volume_07_00: volume of non-FINR prints before 07:00\n- volume_08_00: volume of non-FINR prints before 08:00\n- volume_08_30: volume of non-FINR prints before 08:30\n- volume_09_00: volume of non-FINR prints before 09:00\n- volume_09_15: volume of non-FINR prints before 09:15\n- volume_09_25: volume of non-FINR prints before 09:25\n- volume_09_35: volume of non-FINR prints before 09:35\n- volume_09_45: volume of non-FINR prints before 09:45\n- volume_10_00: volume of non-FINR prints before 10:00\n- volume_10_30: volume of non-FINR prints before 10:30\n- volume_11_00: volume of non-FINR prints before 11:00\n- volume_12_00: volume of non-FINR prints before 12:00\n- volume_13_00: volume of non-FINR prints before 13:00\n- volume_14_00: volume of non-FINR prints before 14:00\n- volume_15_00: volume of non-FINR prints before 15:00\n- volume_15_30: volume of non-FINR prints before 15:30\n- volume_15_50: volume of non-FINR prints before 15:50\n- volume_16_30: volume of non-FINR prints before 16:30\n- volume_17_00: volume of non-FINR prints before 17:00\n- volume_18_00: volume of non-FINR prints before 18:00\n- volume_19_00: volume of non-FINR prints before 19:00\n- volume_20_00: volume of **non-odd**, non-FINR prints before 20:00\n\nFor example, \"volume_09_00,volume_09_15\" will return volume at 09:00 and 09:15.", "tags": [ "Intraday Chart" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "fields", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/latest_close_prices", "category": "latest_close_prices", "operation_id": "get_latest_close_price_latest_close_prices_get", "summary": "Get Latest Close Price", "description": "", "tags": [ "Latest Close Prices" ], "deprecated": false, "parameters": [ { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/latest_close_prices/", "category": "latest_close_prices", "operation_id": "get_latest_close_price_latest_close_prices__get", "summary": "Get Latest Close Price", "description": "", "tags": [ "Latest Close Prices" ], "deprecated": true, "parameters": [ { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/opg_and_clo", "category": "opg_and_clo", "operation_id": "get_opg_and_clo_opg_and_clo_get", "summary": "Get OPG and CLO", "description": "", "tags": [ "OPG and CLO" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/opg_and_clo/adjusted_closes", "category": "opg_and_clo", "operation_id": "get_adjusted_closes_opg_and_clo_adjusted_closes_get", "summary": "Get Adjusted Closes", "description": "", "tags": [ "OPG and CLO" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "only_adjusted", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/ratings", "category": "ratings", "operation_id": "get_ratings_ratings_get", "summary": "Get Ratings", "description": "Get ratings within a specified date range and optional ticker. The response data will be the same as in Analyzer.\nSo this endpoint does not return unique grades. For example, if there are multiple tickers (A, B) for the same company,\nand some grade was published on A (it was stored related to company in our DB). \nThe response will include 2 separate rows with one grade for each ticker (for A and B).\nIF you want to get unique grades, you can use the /ratings/grades endpoint.\n\n## Parameters:\n\n### Date range: \n- start_date: str, in iso format (YYYY-MM-DD), defines the start date of the date range for which grades are requested. \n- end_date: str, in iso format (YYYY-MM-DD), defines the end date of the date range for which grades are requested.\n\n### Ticker:\nticker: optional, str, Filter grades by ticker (on which company the grade is in our DB) if it is null, \nendpoint returns all grades but in this case max date range is 90 days \n\n### Fields\nfields: str, in csv format, for example: \"date,time,ticker,action,firm\"; \n\nThis parameter set fields will be returned by the endpoint. Fields \"date\", \"time\", \"ticker\", \"action\" is included by default in response, \nif fields parameter is empty endpoint returns these default fields. Accepted fields to this parameter are:\n- move_date: move date of the rating;\n- old_price: old price target;\n- new_price: new price target;\n- firm: name of the firm (analyst) that made the grade;\n- source: source of the rating;\n- old_rating;\n- new_rating;\n- company: full name of the company (the same on as in /tickers endpoint);\n- main_ticker: main ticker of the company;\n- orig_ticker: original ticker of the company (the symbol was in the title of ratings news).", "tags": [ "Ratings" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "fields", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/ratings/grades", "category": "ratings", "operation_id": "get_grades_by_companies_ratings_grades_get", "summary": "Get Grades By Companies", "description": "Get unique grades(ratings) within a specified date range and optional orig_ticker. \nWe save grades (as news) related to companies in our database. So there are 2 tickers field: orog_ticker and main_ticker.\nThe orig_ticker is the ticker of the company that was in the title of the news, \nmain_ticker is the primary ticker of the company which was related to the news. \n\n## Parameters:\n\n### Date range: \n- start_date: str, in iso format (YYYY-MM-DD), defines the start date of the date range for which grades are requested. \n- end_date: str, in iso format (YYYY-MM-DD), defines the end date of the date range for which grades are requested.\n\n### Orig ticker:\norig_ticker: optional, str, Filter grades by orig ticker (the symbol was in the title of ratings news) if it is null, endpoint returns all grades\nbut in this case max date range is 90 days \n\n### Fields\nfields: str, in csv format, for example: \"date,time,orig_ticker,action,firm\"; \n\nThis parameter set fields will be returned by the endpoint. Fields \"date\", \"time\", \"orig_ticker\", \"action\" is included by default in response, \nif fields parameter is empty endpoint returns these default fields. Accepted fields to this parameter are:\n- move_date: move date of the rating;\n- old_price: old price target;\n- new_price: new price target;\n- firm: name of the firm (analyst) that made the grade;\n- source: source of the rating;\n- old_rating;\n- new_rating;\n- company: full name of the company (the same on as in /tickers endpoint);\n- main_ticker: main ticker of the company.", "tags": [ "Ratings" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "orig_ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "fields", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/release_notes", "category": "release_notes", "operation_id": "get_release_notes_release_notes_get", "summary": "Get Release Notes", "description": "Get full list of Datum API release notes \n\n## Parameters:\n- newest_first: bool, default True", "tags": [ "Release Notes" ], "deprecated": false, "parameters": [ { "name": "newest_first", "in": "query", "type": "boolean", "required": false, "description": "", "default": true } ], "response_columns": [] }, { "method": "GET", "path": "/reports", "category": "reports", "operation_id": "get_reports_reports_get", "summary": "Get Reports", "description": "Get report data\n## Parameters \n- move_date_str: deprecated, str, in iso format (YYYY-MM-DD, example: 2022-01-01), \nhas lower priority than start_move_date and end_move_date\n- start_move_date: str, in iso format (YYYY-MM-DD), must be set together with end_move_date \n- end_move_date: str, in iso format (YYYY-MM-DD), must be set together with start_move_date\n- ticker: str, if it is null, endpoint returns report data of US stocks, \nbut in this case max date range of report data is 365 days\n- conf_call: bool, if true, response includes earnings conference call date and time (fields: call_date, call_time),\notherwise these fields are not included in the response. If there is no conference call data for the report,\ncall_date and call_time fields will have null values.", "tags": [ "Reports" ], "deprecated": false, "parameters": [ { "name": "move_date_str", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "start_move_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "end_move_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "conf_call", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/reports/extended", "category": "reports", "operation_id": "get_reports_reports_extended_get", "summary": "Get Reports", "description": "Get extended reports (from main sources and alternative sources) as it is in Morning.\nIf report is in both sources, data from main source is returned (without duplicates).\nResponse includes next fields:\n- ticker;\n- announcement_date;\n- announcement_time;\n- move_date;\n- call_date (if conf_call=true);\n- call_time (if conf_call=true);\n- source.\n\n## Parameters \n- start_move_date: str, in iso format (YYYY-MM-DD), must be set together with end_move_date \n- end_move_date: str, in iso format (YYYY-MM-DD), must be set together with start_move_date\n- ticker: str, if it is null, endpoint returns report data of US stocks, \nbut in this case max date range of report data is 365 days\n- conf_call: bool, if true, response includes earnings conference call date and time (fields: call_date, call_time),\notherwise these fields are not included in the response. If there is no conference call data for the report,\ncall_date and call_time fields will have null values.", "tags": [ "Reports" ], "deprecated": false, "parameters": [ { "name": "start_move_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "end_move_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "ticker", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "conf_call", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/short_days", "category": "short_days", "operation_id": "get_short_days_short_days_get", "summary": "Get Short Days", "description": "Get list of shortened trading days \n## Parameters \n- gte_date: str in iso format (YYYY-MM-DD, example: 2023-01-01) - greater than equal to date\n- lte_date: str in iso format (YYYY-MM-DD, example: 2023-01-01) - less than equal to date\n- short_day_name: bool add to response field short_day_name", "tags": [ "Calendar" ], "deprecated": false, "parameters": [ { "name": "gte_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "lte_date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "short_day_name", "in": "query", "type": "boolean", "required": false, "description": "", "default": false }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/snapshots/yesterday_values", "category": "snapshots", "operation_id": "get_yesterday_values_snapshots_yesterday_values_get", "summary": "Get yesterday's values for all stocks", "description": "Get yesterday's (previous trading day in regard to the provided date in the date parameter)\ntrading values (prices, volumes, highs, lows, etc).\nReturned fields (11 fields, excluding ticker):\n- YOpen: yesterday's opening price\n- YCls: yesterday's official closing price\n- YLstPrс: yesterday's last traded price at 20:00 (the same as the price_20_00\nfield in the /intraday/last_prices endpoint)\n- YVolNF: yesterday's total volume excluding FINRA\n- YPreMhVolNF: yesterday's pre-market hours volume excluding FINRA\n- YPostMhVolNF: yesterday's post-market hours volume excluding FINRA\n- YDayLo: yesterday's intraday low price\n- YDayHi: yesterday's intraday high price\n- YExtLo: yesterday's extended hours (from pre/post market sessions) low price \n- YExtHi: yesterday's extended hours (from pre/post market sessions) high price\n- YPostVW: yesterday's volume-weighted average price. \nCalculated as sum(price * volume) / sum(volume) for all trades excluding FINRA.\n## Parameters:\n### Date parameter\n- date: str in iso format (YYYY-MM-DD) in query params, optional. \nIf not set, the previous working day relative to current date is used.", "tags": [ "Snapshots" ], "deprecated": false, "parameters": [ { "name": "date", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/tickers", "category": "tickers", "operation_id": "get_tickers_tickers_get", "summary": "Get Tickers", "description": "## Parameters:\n### active: \nbool, filter tickers by active if:\n- true: endpoint returns only active tickers \n- false: endpoint returns only non-active tickers \n- empty: endpoint returns all tickers (active and non-active). \nParameter active has higher priority than only_active\n### us_exchange: \nbool, filter tickers by country of exchange: \n- true: endpoint returns only tickers which primary exchange is in US\n- false: endpoint returns only tickers which primary exchange is in the whole world except US\n- empty: endpoint returns all tickers (from the whole world). \n### listed: \nbool, filter tickers by exchange:\n- true: endpoint returns only listed tickers (not from OTC)\n- false: endpoint returns only unlisted tickers (from OTC)\n- empty: endpoint returns all tickers \n### fields\nstr, in csv format, default: \"country,equity_type,lvl3,active\"; \nThis parameter set fields will be returned by the endpoint. Field \"ticker\" is included by default. Accepted fields:\n- active: is ticker active or not \n- country: country of the exchange \n- country_hq: country of company`s headquarter\n- equity_type: equity type of the stock (for example ETF) \n- lvl1: Level 1 in bics\n- lvl2: Level 2 in bics\n- lvl3: Level 3 in bics\n- lvl4: Level 4 in bics\n- lvl5: Level 5 in bics\n- exchange: Exchange name \n- company: Company name \n- market_cap: market capitalization of the company in millions(M) $\n- rlot: Round Lot Size\n- etf_leverage: (***deprecated***) ETF leverage coef \n- etf_has_leverage: has leverage (for ETFs)\n- etf_leverage_amount: leverage amount (for ETFs)\n- shares_float: shares float in millions(M)\n- short_float: short float in percents(%)\nif fields is empty endpoint returns only the list of tickers", "tags": [ "Tickers" ], "deprecated": false, "parameters": [ { "name": "active", "in": "query", "type": "boolean", "required": false, "description": "", "default": null }, { "name": "us_exchange", "in": "query", "type": "boolean", "required": false, "description": "", "default": null }, { "name": "listed", "in": "query", "type": "boolean", "required": false, "description": "", "default": null }, { "name": "fields", "in": "query", "type": "string", "required": false, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/tickers/all_ptps", "category": "tickers", "operation_id": "get_all_ptps_tickers_all_ptps_get", "summary": "Get 3 PTP sorter`s tickers", "description": "", "tags": [ "Tickers" ], "deprecated": false, "parameters": [ { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/tickers/etf", "category": "tickers", "operation_id": "get_etf_tickers_tickers_etf_get", "summary": "Get ETF tickers", "description": "", "tags": [ "Tickers" ], "deprecated": false, "parameters": [ { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/tickers/futures", "category": "tickers", "operation_id": "get_futures_tickers_futures_get", "summary": "Get Futures", "description": "", "tags": [ "Tickers" ], "deprecated": false, "parameters": [ { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/tickers/sorters", "category": "tickers", "operation_id": "get_sorters_tickers_sorters_get", "summary": "Get Sorters", "description": "returns list of sorter pairs : ; path_key is used to get tickers of sorter \nwhich name is sorter_name at next endpoint: GET .../sorters/", "tags": [ "Tickers" ], "deprecated": false, "parameters": [ { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/tickers/sorters/{sorter}", "category": "tickers", "operation_id": "get_tickers_of_sorter_tickers_sorters__sorter__get", "summary": "Get Tickers Of Sorter", "description": "returns ticker list of sorter\n## Parameters:\nsorter: str, values from the list:\n- 'sp500': S&P 500 sorter\n- 'us_base': US Base sorter\n- 'us_secondary': US Secondary sorter\n- 'top50': Top 50 sorter\n- 'foreign_base': Foreign Base sorter\n- 'profiler_etfs': Profiler ETFs sorter\n- 'ptp': US PTPs sorter\n- 'ptp_taxable': ptp_taxable sorter\n- 'ptp_exempt': ptp_exempt sorter\n- 'ptp_frr': ptp_frr sorter\n\nTo get the actual list of sorters, do GET of root endpoint '.../sorters'", "tags": [ "Tickers" ], "deprecated": false, "parameters": [ { "name": "sorter", "in": "path", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] }, { "method": "GET", "path": "/working_days", "category": "working_days", "operation_id": "get_working_days_working_days_get", "summary": "Get Working Days", "description": "", "tags": [ "Calendar" ], "deprecated": false, "parameters": [ { "name": "start_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "end_date", "in": "query", "type": "string", "required": true, "description": "", "default": null }, { "name": "format", "in": "query", "type": "string", "required": false, "description": "### Response format\nstr, set a format of response. Accepted response formats:\n- csv: comma separated values in file\n- csv_text: comma separated values in text\n- json_records: in json like [{column: value, column: value,...}...]\n- json_list: in json like {column: [value, value, ...],...}\n- json_matrix: in json like {'columns': [column,...], 'data': [[value, ...], ...]}", "default": "json_records" } ], "response_columns": [] } ] }