API Docs
/sip/sip_pro/market_center
Returns a list of market centers.
/sip/sip_pro/tickers
Returns a list of ticker symbols. This list is updated daily.
page
Specific page of a paginated result to be displayed
Example: 0
page_size
Number of items displayed per page in a paginated result
Default value:
1000
ticker
Filter by ticker symbol
Example: AAPL
cqs
Filter by cqs symbol
Example: ACI
cik
Filter by cik code
Example: 320193
cusip
Filter by cusip code
Example: 037833100
isin
Filter by isin code
Example: US0378331005
composite_figi
Filter by composite figi code
Example: BBG000B9XRY4
share_figi
Filter by share class figi code
Example: BBG001S5N8V8
lei
Filter by lei code
Example: HWUPKR0MPOU8FGXBT394
{
"data": [
{
"asset_type": "COMMON_STOCK",
"cik": "320193",
"composite_figi": "BBG000B9XRY4",
"currency": "USD",
"lei": "HWUPKR0MPOU8FGXBT394",
"mic": "nyse",
"security": "Apple Inc.",
"share_figi": "BBG001S5N8V8",
"ticker": "AAPL"
}
],
"meta": {
"pagination": {
"page": 1,
"per_page": 100
}
}
}
/sip/sip_pro/price
Returns price value for given ticker.
ticker
Filter by ticker symbol
Example: AAPL
at
Filter by start time using a UNIX timestamp. If not specified - last price. Else - last price from 1min interval at the event_at <= at
Example: 1686956400
prepost
Indicates whether data should be included for extended hours of trading
Default value:
false
cqs
Filter by cqs symbol
Example: ACI
cik
Filter by cik code
Example: 320193
cusip
Filter by cusip code
Example: 037833100
isin
Filter by isin code
Example: US0378331005
composite_figi
Filter by composite figi code
Example: BBG000B9XRY4
share_figi
Filter by share class figi code
Example: BBG001S5N8V8
lei
Filter by lei code
Example: HWUPKR0MPOU8FGXBT394
/sip/sip_pro/time_series
This endpoint returns a time series of data points for any given ticker.
ticker
Filter by ticker symbol
Example: AAPL
interval
Interval between two consecutive points in time series
Values: 1m
2m
3m
4m
5m
10m
15m
20m
30m
45m
1h
2h
3h
4h
8h
12h
1d
1w
1mo
2mo
3mo
4mo
order
Sorting order of the output series
Values: desc
asc
Default value:
desc
country
Filter by ISO 3166 alpha-2 code
Example: US
start_at
Filter output by start time using a UNIX timestamp
Example: 1681963910
end_at
Filter output by end time using a UNIX timestamp
Example: 1687209110
page
Specific page of a paginated result to be displayed
Default value:
0
page_size
Number of items displayed per page in a paginated result
Default value:
30
prepost
Indicates whether data should be included for extended hours of trading
Default value:
false
adjust
Apply adjusting for data (all, splits, dividends, none)
Default value:
all
cqs
Filter by cqs symbol
Example: ACI
cik
Filter by cik code
Example: 320193
cusip
Filter by cusip code
Example: 037833100
isin
Filter by isin code
Example: US0378331005
composite_figi
Filter by composite figi code
Example: BBG000B9XRY4
share_figi
Filter by share class figi code
Example: BBG001S5N8V8
lei
Filter by lei code
Example: HWUPKR0MPOU8FGXBT394
/sip/sip_pro/trades
Returns detailed information on trades executed through the Securities Information Processor (SIP).
ticker
Filter by ticker symbol
Example: AAPL
order
Sorting order of the output series
Values: DESC
ASC
Default value:
DESC
market
Filter by market center
Example: nasdaq
start_at
Filter trades by start time using a UNIX timestamp
Example: 1686956400
end_at
Filter trades by end time using a UNIX timestamp
Example: 1687217949
tape
Filter by tape
Values: CQT-CTA-A-V2
CQT-CTA-B-V2
CQT-UTPBIN-V2
page
Specific page of a paginated result to be displayed
Default value:
0
page_size
Number of items displayed per page in a paginated result
Default value:
10
cqs
Filter by cqs symbol
Example: ACI
cik
Filter by cik code
Example: 320193
cusip
Filter by cusip code
Example: 037833100
isin
Filter by isin code
Example: US0378331005
composite_figi
Filter by composite figi code
Example: BBG000B9XRY4
share_figi
Filter by share class figi code
Example: BBG001S5N8V8
lei
Filter by lei code
Example: HWUPKR0MPOU8FGXBT394
/sip/sip_pro/ticker_snapshot
This endpoint returns a combination of different data points, such as daily performance, last quote, last trade, minute data, and previous day performance.
country
Filter by ISO 3166 alpha-2 code
Example: US
ticker
Filter by ticker symbol
Example: AAPL
cqs
Filter by cqs symbol
Example: ACI
cik
Filter by cik code
Example: 320193
cusip
Filter by cusip code
Example: 037833100
isin
Filter by isin code
Example: US0378331005
composite_figi
Filter by composite figi code
Example: BBG000B9XRY4
share_figi
Filter by share class figi code
Example: BBG001S5N8V8
lei
Filter by lei code
Example: HWUPKR0MPOU8FGXBT394
{
"1d": {
"o": "154.12",
"h": "154.9",
"l": "153.2",
"c": "154.55",
"v": "65893054"
},
"1m": {
"o": "154.12",
"h": "154.9",
"l": "153.2",
"c": "154.55",
"v": "65893054"
},
"52w": {
"h": "154.9",
"ht": 1679951555,
"l": "153.2",
"lt": 1679951555,
"ch": 30.2,
"chp": 0.23,
"av": 34853128
},
"ch": {
"dap": 0.156,
"wep": 0.243,
"mop": -0.034
},
"lt": {
"tm": 1687543759200,
"p": "154.75",
"s": 17
},
"p1d": {
"o": "154.12",
"h": "154.9",
"l": "153.2",
"c": "154.55",
"v": "65893054"
}
}
/sip/sip_pro/api_usage
Returns API usage for the current dataset
{
"api_calls": {
"limit": 1000,
"usage": 10
},
"api_calls_dataset": {
"limit": 1000,
"usage": 10
},
"api_calls_price": {
"limit": 1000,
"usage": 10
},
"api_calls_reference": {
"limit": 1000,
"usage": 10
},
"api_calls_snapshots": {
"limit": 1000,
"usage": 10
},
"api_calls_time_series": {
"limit": 1000,
"usage": 10
},
"api_calls_trades": {
"limit": 1000,
"usage": 10
},
"historical_api_calls": {
"limit": 1000,
"usage": 10
}
}