Risk analytics
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.
/v1/analytics/risk- Required capability
- analytics.read
- Data timing
- As published by the source
- Credits
- 50 credits per symbol; 500 credits without symbols (whole market).
Parameters
instrument_idsstringoptional · query- Filter by stable instrument IDs. IDs and symbols may not be combined.
symbolsstringoptional · query- Convenience lookup for exchange-listed instruments as MIC:TICKER or a bare ticker, which resolves to the exchange listing that ticker; resolves at symbol_at. The MIC and the ticker are case-insensitive, and two spellings of one listing (AAPL and XNAS:AAPL) count as a repeated value. A bare ticker that names no listing as written is also read in the common vendor spellings: with an exchange suffix (RY.TO, SHEL.L, VOD.LSE, BHP.AX), ^GSPC for INDEX:GSPC, and EURUSD=X or EURUSD for FOREX:EUR-USD. A ticker may contain a space (BAC PRL) but not start or end with one. A request in which no symbol resolves returns 404 symbol-not-resolved; otherwise each symbol that does not resolve, or resolves to a listing with no rows for the request (no-data), is an entry of meta.errors. IDs and symbols may not be combined.
symbol_atstringoptional · query- Resolve symbols as they were assigned at the end of this UTC date (YYYY-MM-DD); defaults to as_of. Only listings the security master holds resolve: it was built in September 2026 and records delistings from then on, so most issuers delisted earlier, such as TWTR or SIVB, resolve at no date. Only valid with symbols.
fromstringoptional · query- Inclusive lower bound on observed_on.
tostringoptional · query- Inclusive upper bound on observed_on; must be on or after from, so from equal to to selects one day.
as_ofstringoptional · query- Knowledge cutoff as a UTC date (YYYY-MM-DD): the response reflects what was known by the end of that day. Defaults to now; cannot be in the future. A date from before the dataset's knowledge history returns 422 point-in-time-unavailable naming the earliest one, which GET /v1/datasets lists as earliest_as_of.
known_fromstringoptional · query- First UTC date (YYYY-MM-DD, inclusive) on which a revision became known.
known_tostringoptional · query- Last UTC date (YYYY-MM-DD, inclusive) on which a revision became known; on or after known_from.
orderstringoptional · query- Direction on observed_on; ties use ID ascending.
Default:ascdescasc limitintegeroptional · query- Maximum records per page.Default:
100 cursorstringoptional · query- Opaque cursor, expires after one hour; binds filters, order, resolved as_of, account/key and entitlement. Repeat the original query unchanged.
formatstringoptional · query- Response format. csv returns the data rows with a header row, for spreadsheet functions such as IMPORTDATA; nested fields become dotted columns and lists one JSON array cell, the next page cursor is returned in X-Next-Cursor and meta.errors in X-Meta-Errors. A result without rows is the header row alone, listing the documented fields of a row. Default json, or csv when format is omitted and the Accept header ranks text/csv above JSON; a format the Accept header does not admit returns 406 not-acceptable.
jsoncsv
Response fields
Returns data as an array of records. All example values are illustrative.
idstring- Record identifier, stable across revisions.
instrument_idstring- Opaque stable public identifier; never an internal database key.
observed_onstring- observed on
window_startstring- window start
window_endstring- window end
benchmark_instrument_idstring · null- Opaque stable public identifier; never an internal database key.
annualized_volatilitystring · null- Dimensionless ratio; 0.05 means 5%.
maximum_drawdownstring · null- Signed peak-to-trough return, between -1 and 0.
sharpe_ratiostring · null- Annualized excess return / annualized volatility.
betastring · null- Beta against the stated benchmark.
total_returnstring · null- Dimensionless ratio; 0.05 means 5%.
risk_scorestring · null- Provider-specific score; null for OHLC's computed analytics.
score_scale_minstring · null- Provider score minimum.
score_scale_maxstring · null- Provider score maximum.
Response metadata
Responses include meta.timezone. Dataset responses include next_cursor; health and exports have their own metadata. Request tracing uses the X-Request-ID header.
When something goes wrong
An empty data: [] is a successful query with no matching records. Invalid symbols, permissions and malformed parameters produce an RFC 9457 problem with an actionable detail.
Plans
Requires analytics.read. Access, recency and history depth come from the plan definitions the API enforces.
| Plan | Access | Recency | History |
|---|---|---|---|
| Free | Not included | — | — |
| Developer | Not included | — | — |
| Pro | Included | As published | 15 years |
| Commercial | Included | As published | Full history |
| Scale | Included | As published | Full history |
History is how far back a plan may request. How far records actually go for a symbol is history_from in dataset coverage. Nothing is real-time. Compare plans