A place for every data point.

End-of-day OHLCV bars, one per exchange-local trading date. Raw bars are as traded: prices are never restated for a later split, and share volume is whole shares. A US listing's latest session bar is published within minutes of the close from the consolidated tape and can be revised when the primary end-of-day source delivers the session later that evening or the next day: the bar then takes that source's prices, and keeps the consolidated tape's volume and trade count wherever the two agree on open, high, low and close; a bar that closes at least 90% away from the previous close is held until a split record or the next session confirms it. A listing on the Toronto, TSX Venture, Cboe Canada, London, Euronext Paris and Amsterdam or ASX exchanges has its session's bar published from the exchange's daily file about two hours after the close (asked for again hourly until the file carries the session), and the file is read again at 04:00 UTC the next day. A mutual fund has one bar a day, its net asset value; mutual funds need mutual-funds.read (Commercial and Scale): for other keys a request naming one returns 403 mutual-funds-not-entitled, and whole-market date queries leave them out. Most funds' history starts on 1 January 10 years before the current year; a short list of funds carries its full history. The leading crypto pairs' UTC day is published at about 00:10 UTC the next day from their last quotes of it, and every pair's from the provider's daily file at about 02:00 UTC, read again over the following week as the provider replaces the first bars it posts; a crypto bar's open is the previous day's close. A currency pair's UTC day is published at about 02:00 UTC the next day, Sunday's from the market's open that evening in New York; Saturday has no bar, and the bars carry no volume. History reaches back to 1971 for the majors. An index (the INDEX venue, such as INDEX:GSPC for the S&P 500) has a bar for each trading date of its home market, as its publisher calculates the level, with no volume; its instrument_id is the one /v1/indices gives it. Its bar is published at about 00:30 UTC after its trading date, whatever its market, since the venue's days are UTC days, and the leading indices are quoted during their sessions (/v1/quotes). History reaches back to 1927 for the S&P 500. A US corporate bond (the BOND venue, BOND: and its ISIN, such as BOND:US00037BAF94) has a bar for each US business day it traded, its clean price per 100 of face value, evaluated or last-trade, as open, high, low and close alike, with no volume: a bond that did not trade has no bar that day. A day's bars are published from about 08:00 UTC the next morning and again as the source adds prices during that morning; yields and terms are in /v1/bonds and /v1/bonds/yields. Default order: requested symbol, then date descending (newest first). With date instead of from and to, returns one bar per listing for that exchange-local trading date in symbol order: for every listing in the key's entitled markets (optionally limited by exchanges) when symbols and instrument_ids are omitted, like a daily market summary, or for the requested listings. A listing carries the symbol recorded for it on that date, or where none is recorded yet, the earliest symbol recorded for it (listed in meta.unrecorded_symbols). In a date query, order applies to the symbol, ascending by default, and prices are raw. Select listings with symbols or instrument_ids, not both; order=desc returns each listing's rows newest first (the default) and order=asc oldest first. Requires eod.read and an entitled market. An empty data array is a successful result. When none of the requested symbols resolves, the response is 404 symbol-not-resolved, whatever the size of the list; when at least one does, the others are reported in meta.errors.

Intraday OHLCV bars of the regular session, kept for 30 days: older bars are deleted and there is no archive. A US listing's bars can be published during the session from a 15-minute-delayed minute-bar stream, each about 15 minutes after it closes, and are read again overnight from the end-of-day intraday source, which fills any the stream missed and decides where the two differ; other exchanges' bars are published overnight after the close. A listing whose bars the source posts late follows a session later; GET /v1/health reports per exchange how many listings have the newest closed session (coverage.latest_session) and turns partial or stale when they fall short 8 hours after the close. Crypto bars cover the leading pairs only, and each UTC day is read at 09:15 UTC the morning after it ends (again at 15:15 for a pair it left short), so the newest crypto bar is from the end of the previous UTC day, or of the day before that until about 09:30. They come from the provider's intraday feed, not the one behind the daily bars: their prices differ from the daily bar's by a fraction of a percent (0.1-0.2% measured in October 2026), so a day's minute high or low can fall outside its daily range, and their volume is in coins. The daily bar is the reference for a crypto pair's day. Currency pairs are collected at one minute for the majors and leading crosses only, each UTC day read at 03:20 UTC the morning after it ends; they carry no volume, and their bars match the daily bar. Indices, bonds and mutual funds have no intraday bars: a request for one returns no rows and names it in meta.errors as no-data. Exchange listings are collected as five-minute bars; 1h bars are rolled up from them on request, each session cut into hours from its open (for a US listing 9:30, 10:30, ..., 15:30 New York time, the last one shorter), with the first open, last close, extreme high and low and summed volume. Crypto and currency pairs serve the interval they are collected at and longer ones rolled up the same way. An interval a listing is not collected at returns 422 unsupported-interval rather than an empty page. Intraday bars do not sum to the daily bar of /v1/eod. The intraday source reports the regular session's five-minute bars from fewer trades than the consolidated daily bar counts: with all 78 bars of a session present, a liquid US stock's five-minute volumes added up to 66-77% of its daily volume over six sessions measured in 2026, and a daily open, high or low can lie outside the intraday range. Nothing outside the regular session is collected. Use /v1/eod for the session's official open, high, low, close and volume. Default order: requested symbol, then datetime descending (newest first). Select listings with symbols or instrument_ids, not both; order=desc returns each listing's rows newest first (the default) and order=asc oldest first. Requires intraday.read and an entitled market. An empty data array is a successful result. When none of the requested symbols resolves, the response is 404 symbol-not-resolved, whatever the size of the list; when at least one does, the others are reported in meta.errors.

Latest delayed quote per symbol: the last trade of the newest snapshot, never real-time. Exchange listings are delayed at least 15 minutes. US listings are snapshotted every 10 minutes from 9:31 New York time until the delay has caught up with the close (about 16:30), so after the close last_price is the last trade in that final snapshot, after-hours prints included, and can differ from the official close; read the close from /v1/eod or /v1/snapshot (price_source session_close). Listings on the Toronto, TSX Venture, Cboe Canada, London, Euronext Paris and Amsterdam and ASX exchanges are quoted every 60 minutes while their exchange is open, from about 20 minutes after the open (on the ASX 20 minutes later, after its opening auction), and once more about 20 minutes after the close; in between, the listings requested from /v1/quotes, /v1/snapshot or the quote stream in the last 24 hours (up to 250 a market, the most recently requested) are quoted every 10 minutes, so their last_at is usually 20 to 35 minutes old while the exchange is open. Crypto quotes come around the clock from two sources that are not delayed: the leading pairs by market capitalization are quoted about every five minutes, so a pair's last_at is usually under 10 minutes old, and every other pair a source prices about every one to two hours. bid and ask fields are always null: no licensed source supplies quotes yet. Mutual funds (one NAV a day, in /v1/eod), bonds (the BOND venue, daily prices in /v1/eod) and OTC listings have no quotes; neither do preferreds listed on NYSE and NYSE American, which the delayed snapshot does not carry, and a crypto pair neither source prices has none. A request naming a mutual fund with a key whose plan lacks mutual-funds.read (Commercial and Scale include it) returns 403 mutual-funds-not-entitled. GET /v1/health lists, per exchange and asset type, how many listings have a quote (coverage.asset_types). A listing whose newest quote predates a session that has traded since is not served as current: it is reported in meta.errors as no-data, and /v1/snapshot and /v1/eod carry that session's close. A crypto pair's quote also gives way to a daily bar that closed after it, so a quote the source stopped updating is replaced by that UTC day's close. Currency pairs are quoted every ten minutes, without delay, for the majors and leading crosses only, while the forex market is open (Sunday 17:00 to Friday 17:30 New York time). Indices (the INDEX venue, such as INDEX:GSPC) are quoted every ten minutes, delayed about 15 minutes, for 38 leading indices only, while each one's home market is open; the other indices have daily bars only. Select listings with symbols or instrument_ids, not both. Requires quotes.read and an entitled market. An empty data array is a successful result. When none of the requested symbols resolves, the response is 404 symbol-not-resolved, whatever the size of the list; when at least one does, the others are reported in meta.errors.

Individual trade prints of one US-listed stock or ETF on one UTC date, from the consolidated tape (CTA and UTP): price, size, the executing exchange or FINRA reporting facility as a MIC, and normalized sale conditions. Requires exactly one instrument, as a single instrument_ids or symbols value, and from/to naming the same UTC date. A session's trades are available from the day after it trades, back to 2008, and each is knowable at the end of its New York trading day; the current session is not available. Trades are read on request rather than stored, so they carry no correction lineage: correction_of_id is always null and cancelled false. OTC Markets listings are included, and the plan history depth applies (403 before it). Past the provider's daily request limit the endpoint returns 503 with Retry-After until midnight UTC. Quote snapshots are not trade ticks. Default order: event_at ascending, id ascending. Instrument selection and bounded range are required. Read from the trade source on request; 503 dataset-unavailable when that source is switched off or does not answer, and when it has reached its daily request limit, with Retry-After until 00:00 UTC. Access requires the operation capability on the API key.

Unified bars for exchange listings, crypto and currency pairs, indices and bonds, served from the same stores as /v1/eod (interval 1d, which also needs eod.read) and /v1/intraday (intraday intervals, which also need intraday.read). Requires exactly one of instrument_ids or symbols. Each listing serves the intervals it is collected at, and an interval it is not collected at returns 422 unsupported-interval; for crypto and currency pairs 5m and 1h are rolled up from 1m, and bonds have daily bars only. Prices are in currency_code; quote_instrument_id is null, since every crypto pair served is quoted in US dollars. Default order: window_start descending (newest first), id ascending. Instrument selection is required. Until a bar source publishes, bars are read from the price stores /v1/eod and /v1/intraday serve. Access requires the operation capability on the API key.

One row per requested listing: the latest eligible quote, the latest and previous session daily bars, and the change of the latest price from the previous close. Quotes are snapshots, never real-time: delayed at least 15 minutes for exchange listings and about 15 minutes for indices, and up to about 10 minutes old for the leading crypto pairs and for currency pairs while the forex market is open (a crypto quote older than the close of the pair's latest daily bar gives way to that close); price_source says whether price is a delayed quote or an official session close, and updated_at when it was observed. previous_close is split-adjusted to the price's session, and withheld with the change when that session is on another share basis than the close with no split on record yet. Requires quotes.read, eod.read and an entitled market. Supply exactly one of symbols or instrument_ids. Every requested symbol is either a row of data or an entry of meta.errors: unresolved symbols and instrument IDs are reported there (when none of them resolves the response is 404 instead, whatever the size of the list), and so is a listing with neither a quote nor a session in the last 31 days, with code no-data. Error entries carry the instrument_id of the listing: the requested one, or the one a symbol resolved to; null when a symbol resolved to nothing.

Listings with the largest percent change from the previous session close to a session close, from reconciled end-of-day prices across the entitled markets (each market's latest complete session by default). Gainers rank the largest rises first and include only rises; losers rank the largest falls first and include only falls; ties break by listing. previous_close is split-adjusted, so a split is not a move. A listing whose session opened at least 90% away from its split-adjusted previous close is withheld from the ranking: a split can reach the feed up to a day after it takes effect, and until its record arrives such a session cannot be told from a gain or fall, so it is left out rather than ranked, and appears once the split is recorded. Listings without a bar on both sessions are not ranked. Requires eod.read and an entitled market; a key limited to a symbol list ranks only those symbols. Rankings of recent sessions are rebuilt within minutes of a change to their end-of-day bars.

Cross-asset discovery, listing lifecycle and issuer links. Default status=active. identifier and identifier_type must be supplied together. Default order: id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Fetch one accessible record by public ID at the knowledge cutoff. Includes inactive or expired records. Returns 404 when absent or inaccessible, 503 when dataset coverage is unavailable, and 501 when no source is connected to the dataset.

Effective-dated aliases, including retired tickers. Default order: valid_from ascending, id ascending. Results are limited to the entitled scope. Served from the OHLC security master, exchange calendars and reference tables. Access requires the operation capability on the API key.

External identifiers of a listing as its provider profile states them: ISIN, CUSIP and FIGI identify the listing, CIK and LEI its issuer. valid_from and valid_to are null, since the source does not date them, and effective_date does not narrow the list; as_of bounds when an identifier became known. The security master's CIK and FIGI links are in /v1/tickers. Default order: id ascending. Results are limited to the entitled scope. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Ticker and venue changes of one listing, derived from its effective-dated symbol assignments: each event is the exchange-local date a new MIC:TICKER took effect and the one it replaced. An event whose ticker equals previous_ticker is a move between exchanges, such as an uplisting from OTC. as_of excludes assignments recorded after it. Default order: date ascending, id ascending. Results are limited to the entitled scope. Served from the OHLC security master, exchange calendars and reference tables. Access requires the operation capability on the API key.

Every listing in the security master for the entitled markets, active or delisted, with its ticker, name, identifiers and security type at date. Filter by ticker prefix or name, type, asset class, exchange, country, CIK or FIGI. Holidays and trading hours are in /v1/calendar and /v1/market-status. Default order: ticker ascending, then listing. Results are limited to the entitled scope. Served from the OHLC security master, exchange calendars and reference tables. Access requires the operation capability on the API key.

US security type codes from the reference source (asset_class stocks, locale us), with their names. /v1/tickers also reports and accepts FUND for mutual funds, BOND for bonds, CRYPTO for crypto pairs, FOREX for currency pairs and INDEX for indices, which this list does not carry. Default order: code ascending. Results are limited to the entitled scope. Served from the OHLC security master, exchange calendars and reference tables. Access requires the operation capability on the API key.

Issuer profiles, sector and industry, officers, branding and listings. There is one profile per listed security's issuer: an ETF or mutual fund is profiled as itself, and a preferred series or a second share class has its own profile and company_id next to the common stock's. Issuer-level datasets (statements, segments, earnings, estimates, insider transactions, news) resolve any share class to the company's records. classifications is empty until a coded scheme is connected. Default order: id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Fetch one accessible record by public ID at the knowledge cutoff. Includes inactive or expired records. Returns 404 when absent or inaccessible, 503 when dataset coverage is unavailable, and 501 when no source is connected to the dataset.

Effective security identity and symbol assignment at symbol_at: valid_from and valid_to bound the whole stretch the listing has carried that symbol without a break. Select listings with symbols or instrument_ids, not both. Requires reference.read and an entitled market. An empty data array is a successful result. When none of the requested symbols resolves, the response is 404 symbol-not-resolved, whatever the size of the list; when at least one does, the others are reported in meta.errors.

Current symbol assignments matching a case-insensitive ticker prefix. q also matches the other spellings of a share class or series (BRK.B, BRK-B and BRK/B find the same listing; BAC-PL as BAC.PRL or BAC PRL), and results are in the order each assignment was recorded. Requires reference.read and an entitled market. An empty data array is a successful result.

Entitled exchange reference data and trading conventions. Requires exchanges.read and an entitled market. An empty data array is a successful result.

Latest calendar revision and sessions for an exchange-local date. US exchange calendars run from the 1950s through the end of the published NYSE holiday schedule (2028-12-31), holidays and early closes included. The Toronto, TSX Venture, Cboe Canada, London, Euronext Paris and Amsterdam and ASX calendars, and that of FSRV (Canadian mutual funds, which keeps Toronto's), run through the same date: the provider's about 45 days ahead, and after that the days each exchange's holiday rules give, early closes included, which the provider's replace as its calendar reaches them (a closing announced for one year is known only then). The crypto venue trades every day, so it has a row for any date from 2010-07-01 on, and the forex venue every day but Saturday, from 1970-01-01 on (a Saturday row is closed), trading from Sunday 17:00 to Friday 17:30 New York time. The index venue is open every day from 1900-01-01 through about a month ahead, with the UTC day as its session: each index trades on its own market's days, and has a bar only where its market traded. The bond venue is open every weekday from 2000-01-01 through about a month ahead, with the UTC day as its session, and closed on weekends; a bond has a bar only on the days it traded. A date that no requested exchange calendar covers returns 422 naming their range; a requested exchange whose calendar alone does not reach the date has no row and is named in meta.errors by its exchange_mic. GET /v1/datasets/calendar/coverage gives each calendar's first and last date as history_from and history_to (history_to is null only for CRYPTO and FOREX, which trade continuously). Requires calendar.read and an entitled market. An empty data array is a successful result.

Whether each entitled exchange is open now, in pre-market or after-hours trading, closed or on a holiday, with today's session and the next open and close, from the published exchange calendar. pre_market and after_hours apply to US exchanges only (04:00 to 20:00 New York time, or until four hours after an early close); other exchanges have no extended hours. The CRYPTO, FOREX, INDEX and BOND venues follow their own calendars in /v1/calendar, and INDEX says nothing about the market of any one index. next_open_at and next_close_at are null when no session falls within the next 14 days. Upcoming holidays and past sessions are in /v1/calendar. Default order: exchange MIC ascending. Results are limited to the entitled scope. Served from the OHLC security master, exchange calendars and reference tables. Access requires the operation capability on the API key.

Condition codes that qualify US stock trades and quotes, with their securities information processor mappings and whether a trade updates high, low, open, close and volume. Default order: type ascending, then id ascending. Results are limited to the entitled scope. Served from the OHLC security master, exchange calendars and reference tables. Access requires the operation capability on the API key.

Point-in-time consensus actions and their cash/security legs. Default order: requested symbol, then ex_date ascending (undated actions last); without symbols or instrument_ids, ex_date ascending across listings. Select listings with symbols or instrument_ids, not both; order=desc returns each listing's rows newest first. Without symbols or instrument_ids, returns every entitled listing's rows (optionally only those on exchanges) for a from-to window of at most 366 days counting both, newest first with order=desc; plans limited to named symbols see only those. Each such row names its listing by its symbol at symbol_at, or its last symbol before then. Requires corporate-actions.read and an entitled market. An empty data array is a successful result. When none of the requested symbols resolves, the response is 404 symbol-not-resolved, whatever the size of the list; when at least one does, the others are reported in meta.errors.

Cash dividends with ex, record and pay dates, cash/security legs, frequency, split-adjusted amounts and cumulative dividend adjustment factors, and for ASX listings the exchange's announcement: fiscal period, franking (imputation credits), withholding, specials and the dividend reinvestment plan. Filters from and to apply to ex_date. Default order: requested symbol, then ex_date ascending (undated actions last); without symbols or instrument_ids, ex_date ascending across listings. Select listings with symbols or instrument_ids, not both; order=desc returns each listing's rows newest first. Without symbols or instrument_ids, returns every entitled listing's rows (optionally only those on exchanges) for a from-to window of at most 366 days counting both, newest first with order=desc; plans limited to named symbols see only those. Each such row names its listing by its symbol at symbol_at, or its last symbol before then. Requires corporate-actions.read and an entitled market. An empty data array is a successful result. When none of the requested symbols resolves, the response is 404 symbol-not-resolved, whatever the size of the list; when at least one does, the others are reported in meta.errors.

Splits and reverse splits, including stock dividends paid in the listing's own shares, which the source records as splits (forward_split), with split ratios and cumulative price adjustment factors. Splits at whose ex-date prices did not move, and spin-off or rights-offering price adjustments the source records as splits but which distribute no shares, are not listed; /v1/eod still applies the latter to prices (not volume), so adjusted bars before one differ from the product of the listed splits. Filters from and to apply to execution_date as the source recorded it, which differs from the published date only for a split recorded on a day the exchange was closed. A split usually reaches the feed before it executes; one can arrive up to a day after, and until it does the bars of its execution_date are on the new share basis without a split record. Default order: requested symbol, then execution_date ascending; without symbols or instrument_ids, execution_date ascending across listings. Select listings with symbols or instrument_ids, not both; order=desc returns each listing's rows newest first. Without symbols or instrument_ids, returns every entitled listing's rows (optionally only those on exchanges) for a from-to window of at most 366 days counting both, newest first with order=desc; plans limited to named symbols see only those. Each such row names its listing by its symbol at symbol_at, or its last symbol before then. Requires corporate-actions.read and an entitled market. An empty data array is a successful result. When none of the requested symbols resolves, the response is 404 symbol-not-resolved, whatever the size of the list; when at least one does, the others are reported in meta.errors.

Upcoming and historical initial public offerings on US exchanges (Nasdaq, NYSE, NYSE American, NYSE Arca, Cboe BZX), including issuers without a listed instrument yet. History starts in 2008. The connected sources date few offerings ahead of time, so most appear once they price or list, and only a handful are listed as expected at any time; an offering without a date is left out until it has one. OTC listings are not covered. Each offering keeps its id as it moves from expected to priced to listed, postponed or withdrawn; a postponed or withdrawn offering keeps the listing_date it was expected on. instrument_id and company_id are set once the offering has listed and its listing is in OHLC; expected_symbol is the source ticker on the expected exchange. Refreshed daily at 07:40 New York time. Default order: listing_date ascending, id ascending. Results are limited to the entitled scope. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Normalized quarterly and annual statements with a restatement-aware knowledge cutoff. Trailing-twelve-month statements are not offered: four quarters of the connected source do not reliably add up to its annual statement (cash-flow lines in particular), so sum quarters yourself only where they reconcile to the annual figure. period_start, fiscal_year and fiscal_quarter are not supplied by the connected source and are null; period_end is the source's date for the period: the calendar month end for a company on a 52-week year (a quarter ending June 27 is dated 2026-06-30). filing_ids names the issuer's original SEC 10-Q, 10-K, 10-KT, 20-F or 40-F, known at as_of, whose reported period ends within 10 days of period_end (a fourth quarter's is the annual report), and reported_period_end is that filing's own period end; both are empty or null where no stored filing matches, such as an issuer outside EDGAR or a period before it. Each statement is checked for internal consistency before it is published: a line that repeats, negates or doubles another line (income tax equal to income before tax, a profit equal to revenue while net income is not), or a total that cannot be negative, is withheld; a wide miss of an accounting identity, or a part that exceeds its whole (gross profit over revenue, current over total assets), is flagged; and quality_issues lists both, along with any line OHLC withheld or corrected on review; check it before relying on a statement's lines. Default order: period_end ascending, id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Historical valuations, market capitalization, growth, dividend and financial ratios, with input lineage. Each value is the listing's (instrument_id) and names its company (company_id); /v1/financials/metric-definitions describes how each metric is calculated. A calculated value lists the records it was calculated from in input_record_ids; enterprise_value converts a balance sheet in another currency than the market capitalization at the exchange rate of observed_on, and is left out without one. Preferred shares carry no issuer-level metrics (market capitalization, enterprise value, valuation ratios); their dividend metrics come from their own dividend history. dividend_yield is OHLC's, calculated from the dividends the listing itself paid over the trailing 365 days and its latest reconciled close (trailing_dividend_yield is the same value under its first name); the provider's payout_ratio is left out for listings whose statements or earnings are reported in another currency than they trade in (most ADRs). forward_dividend_yield annualises only a payment cadence the dividend history establishes, and dividends paid in another currency than the listing trades in are converted at the exchange rate of the day they detach. Default order: observed_on ascending, id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Discover the formulas, units and input concepts of valuation, profitability, growth, dividend and historical market capitalization metrics. Default order: id ascending. Results are limited to the entitled scope. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Point-in-time facts as reported in the XBRL of SEC filings, read from SEC EDGAR: one record per taxonomy concept, fiscal period and unit, with the source filing. Only consolidated (non-dimensional) facts are carried; segment figures are in /v1/financials/segments. Issuers that do not file with the SEC have no facts. For normalized statements use /v1/financials/statements. Default order: requested symbol, then fiscal_end ascending, then concept. Select listings with symbols or instrument_ids, not both; order=desc returns each listing's rows newest first. Requires fundamentals.read and an entitled market. An empty data array is a successful result. When none of the requested symbols resolves, the response is 404 symbol-not-resolved, whatever the size of the list; when at least one does, the others are reported in meta.errors.

Discover the normalized concepts that /v1/financials/statements lines use: label, description, statement family, unit and whether each measures a period or an instant. Source taxonomy tags are not served; /v1/financials/facts has the as-filed facts. Default order: id ascending. Results are limited to the entitled scope. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Issuer-reported revenue by operating segment, product or service line and geographic area, with segment operating income where the issuer reports it, from the XBRL of each company's annual report filed with the SEC (10-K or 10-KT, or its amendment when no original is held). One record per company, fiscal year end, breakdown and segment; the figures are the fiscal year's, and a company's history starts with the annual report OHLC first read. Segment names are the issuer's own and are not comparable across companies, and a breakdown may hold totals beside their parts, so do not add a company's segments up. Companies that report a single segment have no records. Default order: period_end ascending, id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Shares outstanding, free float and ownership ratios over time, each of the listing's own share class. Not published for preferred shares, whose source figures are the issuer's common share counts. Rows at quarter ends before OHLC's first observation of a listing (September 2026) are the company's share counts from its statements, every class together, so a company with more than one class of common stock (GOOGL and GOOG, BRK.A and BRK.B, or META beside its unlisted Class B) has none and its series starts at that first observation. float_shares is null for a listing that is one of several listed classes, whose source states one float for the whole company, and where the stated float exceeds the listing's shares outstanding (an ADR whose float is counted in ordinary shares). Default order: observed_on ascending, id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Short positions as exchanges report them twice a month, one row per report OHLC observed. The connected source carries the latest report with each company profile refresh (about monthly, sooner after a filing) and does not date it, so observed_on is the day OHLC first saw the report, settlement_date and published_at are null, and a report published between two refreshes can be missed. Not published for preferred shares, whose source figures are the issuer's common stock's. History begins in September 2026. short_float_ratio is shares short over the free float, as a ratio (0.0088 means 0.88%). Default order: observed_on ascending, id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Daily short sale volume that off-exchange venues and alternative trading systems reported to FINRA, per instrument and trade date, with a breakdown by reporting facility. Only FINRA-reported trades are counted, so total_volume is not the consolidated volume of the day and the ratio is not a short interest measure; reported short positions are in /v1/short-interest. A day becomes knowable when OHLC imports the published file, never earlier. Default order: date ascending, id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Issuer filings filtered by filing date, form type and reporting period. The index holds annual, quarterly and current reports (10-K, 10-Q, 8-K, and 20-F, 40-F and 6-K of foreign issuers) and their amendments, filed since September 23, 2024. Ownership forms (3, 4, 5), registration statements, proxy statements and earlier filings are not indexed. Default order: requested symbol, then filed_on ascending. Select listings with symbols or instrument_ids, not both; order=desc returns each listing's rows newest first. Requires filings.read and an entitled market. An empty data array is a successful result. When none of the requested symbols resolves, the response is 404 symbol-not-resolved, whatever the size of the list; when at least one does, the others are reported in meta.errors.

Narrative text of an existing filing: Item 1 Business, Item 1A Risk Factors and Item 7 MD&A of 10-K filings, and each item of 8-K filings, amendments included. Other forms and other sections are not covered. Sections attach to filings in /v1/filings by accession number and are published the morning after the filing date; history covers about two years of filings. A section longer than 256 KiB is cut and marked truncated. An accession number with no sections, whether the filing is covered, not covered or not indexed, returns 200 data: []. Default order: id ascending. Results are limited to the entitled scope. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Exhibits of an existing filing as its SEC EDGAR filing index lists them: each EX- document (99.1 press releases, 10.x material contracts, 31 and 32 certifications, the 101 XBRL files, 104 cover page and so on) in document order, with its exhibit number, the filer's description (the exhibit type when the filer gave none), a link to the document on SEC EDGAR and its media type. Exhibits attach to filings in /v1/filings by accession number, every indexed form and its amendments (10-K, 10-Q, 8-K, 20-F, 40-F, 6-K), and are read within about an hour of the filing being indexed; history is filled back to about two years of filings. The document itself is not stored or served. An accession number with no exhibits, whether the filing is covered, not covered or not indexed, returns 200 data: []. Default order: id ascending. Results are limited to the entitled scope. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Latest reported position per instrument/holder on or before effective_date. The connected source lists each listing's 20 largest institutional holders and 10 largest fund holders as of their latest reports, not every holder, and keeps no earlier positions: history builds forward from September 2026, when OHLC began recording, and a holder that drops out of the largest keeps its last reported position. This is a position view, not a complete historical portfolio snapshot; absence is not proof of zero ownership. Default order: reported_on ascending, id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Structured insider disclosures from SEC Forms 4 and 5, one row per non-derivative transaction, preserving source transaction codes. Initial statements of holdings (Form 3) and derivative transactions (options and awards that convert) are not included. filing_id is the SEC accession number; filed_at and ownership_type are not available from the connected source. Default order: transaction_date ascending, id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Upcoming and historical earnings announcements, actuals, estimates and surprises. The sources give the release date and session, not the instant, so report_at is always null. report_date is the source's release date, except where the source dates a reported quarter on or before its period end or with a later quarter's date: it is then the date of the company's first Form 8-K under Item 2.02 (results of operations) within 100 days after period_end, or null where there is none. Where report_date is null, from, to and ordering use period_end. eps_surprise and eps_surprise_ratio are the source's surprise and surprise percentage, the latter as a ratio. Revenue, fiscal year and fiscal quarter come from the company's statements and consensus for the same quarter, so an event known only from the earnings calendar carries none of them; period_start is not available. Default order: report_date descending (newest first), id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Latest consensus estimate snapshot at or before effective_date for each issuer, metric and fiscal period: EPS and revenue, as the mean, low and high estimate with the number of analysts, in the company's reporting currency. The connected source gives no median (median.value is always null), period_start or fiscal_year (both null); fiscal_quarter is the quarter the source names. EPS estimates carry the upward and downward revisions of the last 30 days; revenue estimates carry none. as_of prevents later revisions entering historical queries. Default order: period_end ascending, id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Analyst consensus snapshots: the consensus score from 1 (strong sell) to 5 (strong buy), the number of analysts at each recommendation and the mean price target, one record per listing each time its profile is refreshed (about monthly), with the price target in the listing's trading currency. Individual analyst actions are not available from the connected source, so every record is rating_type consensus and firm, analyst, previous_rating and previous_target_price are null; normalized_rating is unrated for numeric consensus scores. History begins on 2026-09-26, when OHLC began recording the consensus; the source keeps no earlier snapshots. Default order: published_at ascending, id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Financial articles with security associations and licensed text. Unassociated market news is included when no instrument filter is supplied. Default order: published_at descending, id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Fetch one accessible record by public ID at the knowledge cutoff. Includes inactive or expired records. Returns 404 when absent or inaccessible, 503 when dataset coverage is unavailable, and 501 when no source is connected to the dataset.

Per-instrument mean of the article sentiment scores /v1/news carries, one row per UTC day or Monday-starting UTC week. Each row averages the scores (-1 to 1, the same word-list tone measure as an article's sentiment.score, so most means are positive and close to 1) of the scored articles tagged to the listing and published in the bucket, each article counted once; articles without a score are left out of the mean and of article_count. A bucket is published shortly after its UTC day or week ends and recomputed over the next three days as late articles arrive, so a recent row can be revised. History reaches back as far as the stored articles. No scored article returns no row, not a neutral score. Default order: date ascending, id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Calculated series with explicit inputs. Requires instrument_ids or symbols. Until a source publishes indicator values, they are calculated on request from end-of-day bars (interval 1d, which also needs eod.read) or the retained intraday bars of /v1/intraday (5m, and 1h rolled up from it, for exchange listings; these need intraday.read), under the same knowledge cutoff, adjustment and plan history depth as those bars; event_at is the close of each bar, and recursive indicators (ema, macd, rsi, atr) are seeded at the start of a warmup long enough that the seed's weight in each value is below 1e-20 (480 bars for a 20-day ema), so they equal, to the published eight places, values seeded from the earliest bar the key may read. Bars are split-adjusted by default where the listing has split adjustments, and raw otherwise; over a window with no later split the two give the same values. Definition defaults apply when indicator-specific parameters are omitted; unsupported parameter combinations return 422. Include preceding bars for warmup without emitting results before from; insufficient warmup produces null values. An indicator that cannot be calculated from stored bars returns 422 indicator-unavailable, and a request that would read more than 100,000 bars, or 50,000 for one instrument, returns 422 indicator-history-limit. Default order: event_at descending (newest first), id ascending. Instrument selection is required. Until a source publishes indicator values, they are calculated on request from stored bars. Access requires the operation capability on the API key.

Discover supported indicators: each one's formula, input bar fields, parameters with their limits and defaults, output names, and the warmup bars it needs at default parameters. Default order: id ascending. Results are limited to the entitled scope. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Screen the entitled instrument universe using typed filters against a daily snapshot of every active listing, materialized after the evening end-of-day corrections. Numeric fields use latest eligible observations at as_of: close, volume and change_percent from the latest completed daily bar; valuation, yield and growth from versioned metric definitions; sector and industry from the company profile. Each snapshot is published at 22:30 New York time and the one before it is kept, so as_of reaches back to when the previous evening's snapshot finished publishing: between about one and two days. Any earlier as_of returns 422 point-in-time-unavailable naming the earliest available as_of. A body that states one JSON member twice, such as limit, returns 422 naming it; several filters on one field, such as close gte and close lte, combine as a range. Return the filter and sort fields used for each match. Data not available for a requested field returns 422, not an empty screen. Repeating a cursor requires the identical body except cursor. Default order: market_capitalization descending, instrument ID ascending; matches without the sort metric follow those that have it, so a screen for asset_type etf, crypto, forex or index, which carry no market capitalization, is best sorted on close or volume (an index has no volume). Default order: requested sort then instrument ID ascending. Results are limited to the entitled scope. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Discover chains by underlying, expiration and strike; expired contracts remain addressable. Status is evaluated at effective_date. Covers equity and ETF options listed in the US, not index options. Contracts are American-style; a standard contract delivers 100 shares of its underlying and settles physically, while one adjusted by a corporate action (its OCC root is not the underlying's ticker) lists no deliverables and settlement unknown. Default order: id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Fetch one accessible record by public ID at the knowledge cutoff. Includes inactive or expired records. Returns 404 when absent or inaccessible, 503 when dataset coverage is unavailable, and 501 when no source is connected to the dataset.

Latest eligible observation per option contract at as_of, including open interest and provider Greeks. Requires exactly one of contract_ids or underlying_ids; these collections are subject to batch and chain-size limits. Observations are end-of-day snapshots, timed at the session close and published the next morning; only the two newest daily snapshots are kept, so an earlier as_of returns no quotes. volume is the snapshot session's, 0 when the contract did not trade; implied_volatility and the Greeks are the provider's. Default order: event_at ascending, id ascending. Explicit contract/underlying selection is required. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Historical daily option OHLCV, one row per trading date the contract traded; sessions without a trade have no bar. Prices are raw. Read from the provider when requested; history starts in late 2023. For as_of, known_from and known_to, a bar is known at the end of its session's New York day. Default order: date descending (newest first), id ascending. Contract selection is required. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

ETF and mutual-fund profiles and reported fund statistics: domicile, inception, expense ratio and assets under management, for mutual funds the net asset value, and for ETFs the benchmark index name, annual turnover and, for bond ETFs, duration, maturity, average coupon and price and yield to maturity. countries filters domicile. Mutual funds are included with plans that grant mutual-funds.read (Commercial and Scale): for other keys a mutual fund named by symbols or instrument_ids returns 403 mutual-funds-not-entitled, and a request without selectors, fund_type=mutual_fund included, leaves them out. Canadian mutual funds (FSRV) have prices and distributions but no profiles, holdings or allocations. Default order: id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

The positions of one portfolio snapshot per fund, by weight; every page stays on the same snapshot. The connected source lists most ETFs' every position (SPY's 502), some ETFs' largest positions only and the 10 largest of a mutual fund, with weights only: meta.snapshot gives how many positions the snapshot lists and the share of the fund they cover, and quantity and market_value are null. holding links the listing a position trades as on any market OHLC carries, and provider_symbol keeps the position's own code either way. A new list far shorter than the fund's previous snapshot is not published; the previous snapshot stays. A fund that holds a commodity directly, such as a gold trust, lists no positions; its allocations describe it. Snapshots are monthly and the newest three are kept. An instrument that is not a fund returns 404 identifier-not-found, as an unknown ID does; a fund without a snapshot returns an empty list. A mutual fund's ID returns 403 mutual-funds-not-entitled for keys whose plan does not include mutual funds, and an ETF's positions in mutual funds are left out for those keys. Default order: snapshot_date ascending, id ascending. Results are limited to the entitled scope. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Reported allocations from one eligible fund snapshot. An instrument that is not a fund returns 404 identifier-not-found, as an unknown ID does; a fund without a snapshot returns an empty list. A mutual fund's ID returns 403 mutual-funds-not-entitled for keys whose plan does not include mutual funds. Default order: snapshot_date ascending, id ascending. Results are limited to the entitled scope. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Equity indices whose constituents are published: the major US indices (the S&P 500, Nasdaq-100, Dow Jones Industrial Average, S&P MidCap 400 and S&P SmallCap 600, and the Russell 1000 and 2000), refreshed Tuesday to Saturday mornings (New York time) after each session, and about 160 other indices of the US, Canada, the United Kingdom, France, the Netherlands and Australia whose members the source lists and mostly trade on listings OHLC carries, such as the S&P 100, the NYSE Composite, the S&P/TSX Composite, the FTSE 100 and 250, the CAC 40, the AEX and the S&P/ASX 200, refreshed weekly. An index is listed for the keys whose plan includes the market most of its members trade in. Each index has an instrument_id of its own, the ID /v1/indices/{instrument_id}/constituents takes. An index is not a tradable listing, but its level is served as one under the INDEX venue, with the same instrument_id: the S&P 500 is INDEX:GSPC in /v1/eod, /v1/bars, /v1/snapshot and /v1/quotes, for keys whose plan includes index levels, alongside about 1,700 other indices worldwide. The Russell 1000 and 2000 and the FTSE UK indices (the FTSE 100, 250, 350, All-Share and AIM All-Share) have no levels: the source lists their members but does not price them. Default order: id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Members of one index snapshot with each member's weight, as a ratio, and member_since, the date it last joined the index. Weights are given for the S&P 500, 400 and 600 and the Dow and are null for the Nasdaq-100, the Russell indices and most indices outside the US; member_since is given for most S&P 500 and S&P 400 members and is otherwise null. A snapshot is taken from the connected source's current membership and weights Tuesday to Saturday mornings (New York time) for the major US indices and weekly for the others, and the newest 20 snapshots of each index are kept, so effective_date reaches back about four weeks for the US indices and about twenty for the others; earlier membership is not reconstructed. Every page stays on the same snapshot. Members that do not resolve to a listing OHLC carries are left out, so a snapshot can list slightly fewer members than the index has; an index with fewer than half its members resolved is not published. An instrument that is not an index returns 404 identifier-not-found, as an unknown ID does, and so does an index level of the INDEX venue whose constituents are not published (such as INDEX:N225); /v1/indices lists those that are. Default order: snapshot_date ascending, id ascending. Results are limited to the entitled scope. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Crypto asset metadata and supply; trading pairs remain separate instruments with base/quote IDs. One row per coin with a profile (name, links, supply, market capitalization, and for tokens their network and contract): one source's supply and market capitalization are read daily for every coin it prices (about nine in ten listed pairs), the other's profile of the leading coins weekly, and the newest observation is served, with market_cap and fully_diluted_market_cap carried to the latest daily close in between. A pair whose coin neither source profiles is in /v1/tickers and /v1/eod but not here. Default order: id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

US-dollar corporate bonds, about 8,000, listed under the BOND venue by ISIN (BOND:US00037BAF94): each bond's terms (coupon, frequency, maturity, call features, seniority, issuer and its sector) and its latest price and yield to maturity. Bonds are included with Commercial and Scale; keys on other plans get 403 market-not-entitled. Prices are clean prices per 100 of face value, evaluated or last-trade, on the days a bond traded; the bond's daily history is in /v1/eod and /v1/bars (one price a day, open, high, low and close alike, no volume), and its yields in /v1/bonds/yields. The source states the maturity of few bonds, so most maturity_date values are read from the bond name (maturity_date_from_name); issuers are named as the source abbreviates them, and company_id links a bond to its company only on an exact name match. A record changes with each new price; as_of reads earlier records back seven days. Terms are read when a bond is first listed and monthly after. A bond that leaves the source's list keeps its last record; price_date shows when it last traded. Default order: id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Daily price and yield to maturity of US corporate bonds (the BOND venue), as the source evaluates them, one row per bond and day traded: a bond has no row on a day it did not trade. History is held from 2021. A row is knowable from when OHLC first read its current figures; a revised figure replaces the one before it, which is not kept. Supply symbols or instrument_ids: omitting both returns 422. Bonds are included with Commercial and Scale; keys on other plans get 403 market-not-entitled. Default order: date descending (newest first), id ascending. Supply symbols or instrument_ids; results are limited to the entitled scope. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Discover macro, Treasury curves, reference rates, funding/credit spreads, FX reference, commodity and housing series in one catalog. Coverage: US Federal Reserve data (Treasury constant-maturity yields, SOFR, EFFR, OBFR and TGCR with percentiles and volumes, BGCR, SOFR averages and index, Fed target range, IORB, CPI, PCE, labor, inflation expectations, commercial paper); the U.S. Treasury's daily bill rates, extra par curve tenors, real par yields and long-term rates; SONIA, the euro short-term rate (ESTR) and ECB and Bank of England policy rates; US funding spreads; the NY Fed corporate bond market distress index, the Treasury HQM corporate yield curve and CFTC CDS notionals; annual sovereign risk premiums, equity risk premiums, corporate tax rates and CDS spreads by country and default spreads by rating (world.sovereign_default_spread.{rating}); closing benchmark government bond yields of about 60 countries (yields, ID {country}.government_bond.yield.{tenor}); EURIBOR, euro swap and Canadian prime rates; ECB euro reference and Norges Bank exchange rates (fx); World Bank development indicators for about 50 economies and aggregates (ID {country}.wdi.{indicator}, annual); energy, metal and agricultural prices and commodity price indices (commodity); and BIS residential property price indices (real_estate). Each series names its original publisher; country series carry country_code, and aggregates (euro area, world, groups of economies) a null country_code and their region. Money is in currency_code units: commodity prices in US dollars per the unit the name states, exchange rates in units of currency_code per one unit of the named currency. Default order: id ascending. Results are limited to the entitled scope. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Revision-aware series observations. as_of selects the latest revision knowable at the cutoff for each series/date. All maturities of a curve are queried as a series set. observation_date is the day of a daily or weekly value and the first day of the month, quarter or year a monthly, quarterly or annual value describes, which period_start and period_end bound. Rates, yields and spreads are in percent (basis-point spreads divided by 100); published_at is the source's release instant where it states one (CFTC swap notionals) and null otherwise. Daily series are refreshed each weekday, World Bank, BIS property and sovereign risk series about monthly. Default order: observation_date ascending, id ascending. Series selection is required. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Long-term foreign-currency credit ratings of about 160 sovereigns by Moody's, S&P and Fitch, one record per country, agency and annual edition, as compiled each January by Aswath Damodaran (NYU Stern) from the agencies' published ratings; the 2026 edition is the first held, and each later edition adds its own records. A rating an agency changes during the year appears with the next edition. notch places every agency's rating on one 22-step scale (1 is Aaa/AAA, 10 is Baa3/BBB-, the lowest investment grade), so ratings compare across agencies; a country an agency does not rate has no record for it. The matching default spreads and country risk premiums are economic series ({country}.sovereign.default_spread, {country}.sovereign.country_risk_premium). Default order: observation_date ascending, id ascending. Results are limited to the entitled scope. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Scheduled and historical economic releases with their actual, forecast and previous values. scheduled_at is the scheduled instant in UTC, null for an entry with no time of day; release_date is its UTC date. The connected source does not report the instant a figure was actually released (released_at), a revised previous value, an importance rating or measurement units, so those stay null or unknown; read the release name for the unit. Public holidays the source calendar lists are not releases and are left out. History comes from the source calendar, which begins in 2020, and is backfilled from the present backwards, so it can start later than 2020 while that runs; GET /v1/datasets/economic.events/coverage reports the current history_from and history_to. Upcoming releases appear about seven days ahead. series_id is null on every event: the calendar source links no release to a series. Default order: release_date ascending, id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Not yet available: no data source is connected to this dataset yet, so every request returns 501 dataset-unavailable. Provider-specific ESG scores with explicit scales (scale_min, scale_max, higher_is_better); scores of different providers are not comparable. Default order: observed_on ascending, id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Computed by OHLC each evening from its own end-of-day prices for active US listings: the trailing 252 daily simple returns (253 closes through the latest complete session), total-return adjusted (splits and cash dividends) where the listing's dividend history is valued, otherwise split-adjusted; listings without a validated split history are not computed. Volatility is the sample standard deviation times sqrt(252); Sharpe is mean daily return times 252 less the window's mean 3-month Treasury yield (H.15 DGS3MO; 0 when none is published), over that volatility; beta is cov(r, r_SPY) / var(r_SPY) against the US SPY listing; volatility, Sharpe and beta use returns between consecutive sessions only. A listing needs closes on the window's first and last sessions and on at least 80% of its sessions. risk_score and its scale are null. The newest two observation dates are kept; window_start and window_end state each record's window. Not arbitrary portfolio computation. Default order: observed_on ascending, id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Securities transactions that members of the U.S. House and Senate and their spouses and dependents report under the STOCK Act, one row per transaction of each periodic transaction report: from the House Clerk's financial disclosure site and the Senate's Electronic Financial Disclosure system, from 2012 (sparse before 2014). Refreshed every six hours; members have up to 45 days to report, so transaction dates trail by days to weeks. Rows keep the filed value range (amount_min, amount_max in USD; no exact amount is disclosed), the asset description and comment as filed, the owner, and the disclosure date and delay; a trade is public from disclosed_on. instrument and company_id link the US listing a reported ticker named on the transaction date when the listing's name agrees with the asset description (for options, the underlying listing), so symbols and instrument_ids select a security's trades; bonds, private holdings and unresolved tickers have none. Members are identified by Bioguide ID where known (official_id). A transaction date filed in a year after the disclosure (3031 for 2021) is read in the disclosure's year, or the year before when it would otherwise follow the disclosure. The source does not flag amended reports: an amendment that changes a row publishes a new revision of it, and a row it drops is withdrawn (as_of before the change still returns it). Party affiliation is not reported. Default order: transaction_date ascending, id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

The US Treasury OFAC Specially Designated Nationals (SDN) list and Consolidated (non-SDN) list, merged into one record per OFAC entity: people, organizations, vessels and aircraft, with every alias and non-Latin spelling, ISO countries from addresses, nationality, citizenship and vessel flag, sanctions programs, and identifiers such as IMO and MMSI numbers, passports, national and tax IDs, SWIFT/BIC codes and digital currency addresses. Refreshed daily from OFAC's published exports, usually the evening (New York time) of the day OFAC acts. listed_on is the earliest date OFAC added the entity to one of these lists. OFAC drops delisted entries without a date, so an entity that leaves both lists stays here as removed, with removed_on the date OFAC's exports were first seen without it (status=removed or all returns them). Other jurisdictions' lists (UN, EU, UK) are not covered. A name match alone does not establish identity: confirm with the identifiers, dates and countries before acting on a match. Default order: id ascending. Results are limited to the entitled scope. Data is delivered from validated canonical batches; a connected dataset with nothing published for the key's markets yet returns 503. Access requires the operation capability on the API key.

Queue a private NDJSON export. Requires bulk.download and the selected dataset capability. parameters uses the selected security endpoint query contract. An export holds at most 1,000,000 rows and 256 MiB; a larger one ends with status failed, so split the range. Endpoint exports read the data as of when the export is built unless parameters set as_of. Alternatively use resource (collection path template) and parameters for research collections. Path IDs belong in parameters. Research exports pin as_of at creation. Neither kind takes limit or cursor in parameters: an export reads every page of the result.

Only the creating account and API key can access the export. download=true returns NDJSON when ready; before the export is ready it returns 409 export-not-ready. Status requests return JSON until the export expires; after that every request, status or download, returns 409 export-expired. Downloads contain one dataset row per NDJSON line, without the REST envelope, and expire one day after generation. Current authorization is rechecked throughout downloads.

Per-trading-date gzipped CSV files for the US market, newest date first: eod (daily bars) and corporate-actions (dividends and splits that take effect that day). Files hold the rows GET /v1/eod and /v1/corporate-actions return for that New York trading date, except mutual funds (NMFQ), which only plans with mutual-funds.read may read and which /v1/eod and exports serve; files are published by the nightly build after the date and rebuilt for five trading days (the latest two hourly) so corrections republish changed files; the sha256 and generated_at change with each republication. Daily-bar and corporate-action files are kept; they exist from the first trading date the nightly build published (the oldest file listed), and earlier history is read from /v1/eod or an export. There are no intraday files: US listings are collected as five-minute bars, which /v1/intraday serves for 30 days. Requires flat-files.read (Pro, Commercial and Scale) and each listed dataset capability; without dataset only entitled datasets are listed. Dates before the plan history depth are omitted.

Metadata for one file, or with download=true the file itself: usually a 302 redirect to a presigned URL that is valid for five minutes and needs no API key, otherwise the gzip stream. Verify X-Content-SHA256. Requires flat-files.read (Pro, Commercial and Scale), the dataset capability (eod.read or corporate-actions.read), the US market and a date within the plan history depth. CSV files are UTF-8 with a header row; empty fields are null, instants are UTC RFC 3339 with microseconds, prices and volumes are exact decimal strings, booleans are true or false, and corporate-action legs are a JSON array. Each row carries instrument_id, the stable ID the REST endpoints return, as its last column; security_id holds the same value and is deprecated.

Discover dataset implementation and account-specific readiness, supported filters and point-in-time availability. Default order: id ascending. Results are limited to the entitled scope. Never 501 or 503: a dataset with nothing published is reported as rows, implementation_status planned or availability unavailable in /v1/datasets and coverage status unavailable in /v1/datasets/{dataset}/coverage. Access requires the operation capability on the API key.

Entitlement-filtered source coverage and historical extent. Coverage is evidence of readiness, not a blanket promise of complete data. delay_seconds is null. Rows are ordered by exchange_mic, country_code, instrument_id and series_id. A dataset with nothing published is reported as rows with status unavailable, not refused. Default order: id ascending. Omitting entity selectors returns the entitled universe; explicit unauthorized selectors return 403. Never 501 or 503: a dataset with nothing published is reported as rows, implementation_status planned or availability unavailable in /v1/datasets and coverage status unavailable in /v1/datasets/{dataset}/coverage. Access requires the operation capability on the API key.

Freshness and coverage in entitled markets, one row per dataset, market and exchange: where several sources deliver a venue, the row is as fresh as the freshest of them that has delivered there. freshness_status describes ingestion timing and, for daily and intraday bars, how many listings have the newest closed session (coverage.latest_session); status remains partial, unverified or unknown when completeness is not established. coverage.asset_types says which kinds of listing a price dataset covers on the venue. Symbols without rows may legitimately have no corporate actions. Coverage counts are operational observations, not entitlement-filtered data delivery. Missing observations have status unavailable. Research datasets no source is connected to yet (x-availability unavailable in this contract) are listed with their /v1/datasets id, a null exchange and status unavailable; their endpoints return 501 dataset-unavailable. coverage_configured is false when no ingestion coverage is configured for the markets of this key; no pagination.

The account's daily credit allowance, credits spent since 00:00 UTC and credits remaining, shared by REST and MCP across every API key on the account, and the request limits that apply to it: requests_per_minute and concurrent_requests are account-wide, like the credits. Reading it costs no credits. limit and remaining are null for accounts without a daily limit; remaining also counts the account's unexpired welcome credits, so it can exceed limit minus used. concurrent_requests is the simultaneous-request limit that X-Concurrency-Limit reports (per key for unlimited entitlements); requests_per_minute is null when no rate limit applies.