Instrument Data
Retrieve instrument analytics, market data, news, and related reference data.
Get All Instrument Events
Get Instrument Events
Get Instrument Fundamentals
Get Instrument Balance Sheet Statements
Get Instrument Income Statements
Get Instrument Analyst Consensus
Get Instrument Cash Flow Statements
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type InstrumentAllEventsData struct{…}
All-events payload grouped by date.
EventDates []InstrumentEventsByDate
Events grouped by date in descending order.
Events []InstrumentEventEnvelope
Flat event envelopes for this date.
Type AllEventsEventType
Dividend payload when type is DIVIDEND. When a null/undefined value is observed, it indicates it does not apply.
DeclarationDate TimeOptional
The declaration date of the dividend When a null/undefined value is observed, it indicates that there is no available data.
DividendAmount stringOptional
The dividend amount per share. When a null/undefined value is observed, it indicates that there is no available data.
DividendYield stringOptional
The dividend yield as a percentage of the stock price. When a null/undefined value is observed, it indicates that there is no available data.
Frequency stringOptional
The frequency of the dividend payments (e.g., “Quarterly”, “Annual”). When a null/undefined value is observed, it indicates that there is no available data.
Earnings payload when type is EARNINGS. When a null/undefined value is observed, it indicates it does not apply.
EpsActual stringOptional
The actual earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
EpsEstimate stringOptional
The estimated earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
EpsSurprisePercent stringOptional
The percentage difference between actual and estimated EPS When a null/undefined value is observed, it indicates that there is no available data.
RevenueActual stringOptional
The actual total revenue for the period When a null/undefined value is observed, it indicates that there is no available data.
InstrumentID stringOptional
Instrument identifier, when available. When a null/undefined value is observed, it indicates that there is no available data.
IPO payload when type is IPO. When a null/undefined value is observed, it indicates it does not apply.
Actions stringOptional
IPO action. When a null/undefined value is observed, it indicates that there is no available data.
AnnouncedAt TimeOptional
IPO announced timestamp. When a null/undefined value is observed, it indicates that there is no available data.
Company stringOptional
IPO company name. When a null/undefined value is observed, it indicates that there is no available data.
Exchange stringOptional
IPO exchange. When a null/undefined value is observed, it indicates that there is no available data.
MarketCap stringOptional
IPO market cap. When a null/undefined value is observed, it indicates that there is no available data.
Name stringOptional
Instrument name associated with the event, when available. When a null/undefined value is observed, it indicates that there is no available data.
ReportingCurrency stringOptional
The currency used for reporting financial data. When a null/undefined value is observed, it indicates that there is no available data.
type InstrumentAnalystConsensus struct{…}
Aggregated analyst consensus metrics
Count of individual analyst recommendations by category When a null/undefined value is observed, it indicates that there is no available data.
Aggregated analyst price target statistics When a null/undefined value is observed, it indicates that there is no available data.
type InstrumentBalanceSheetStatement struct{…}
A quarterly balance sheet statement for an instrument.
PeriodType FiscalPeriodType
PeriodType FiscalPeriodType
type InstrumentCashFlowStatement struct{…}
A quarterly cash flow statement for an instrument.
PeriodType FiscalPeriodType
PeriodType FiscalPeriodType
type InstrumentDividendEvent struct{…}
Represents a dividend event for an instrument
DeclarationDate TimeOptional
The declaration date of the dividend When a null/undefined value is observed, it indicates that there is no available data.
DividendAmount stringOptional
The dividend amount per share. When a null/undefined value is observed, it indicates that there is no available data.
DividendYield stringOptional
The dividend yield as a percentage of the stock price. When a null/undefined value is observed, it indicates that there is no available data.
Frequency stringOptional
The frequency of the dividend payments (e.g., “Quarterly”, “Annual”). When a null/undefined value is observed, it indicates that there is no available data.
type InstrumentEarnings struct{…}
Represents instrument earnings data
EpsActual stringOptional
The actual earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
EpsEstimate stringOptional
The estimated earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
EpsSurprisePercent stringOptional
The percentage difference between actual and estimated EPS When a null/undefined value is observed, it indicates that there is no available data.
RevenueActual stringOptional
The actual total revenue for the period When a null/undefined value is observed, it indicates that there is no available data.
type InstrumentEventEnvelope struct{…}
Unified envelope for the all-events response.
Type AllEventsEventType
Dividend payload when type is DIVIDEND. When a null/undefined value is observed, it indicates it does not apply.
DeclarationDate TimeOptional
The declaration date of the dividend When a null/undefined value is observed, it indicates that there is no available data.
DividendAmount stringOptional
The dividend amount per share. When a null/undefined value is observed, it indicates that there is no available data.
DividendYield stringOptional
The dividend yield as a percentage of the stock price. When a null/undefined value is observed, it indicates that there is no available data.
Frequency stringOptional
The frequency of the dividend payments (e.g., “Quarterly”, “Annual”). When a null/undefined value is observed, it indicates that there is no available data.
Earnings payload when type is EARNINGS. When a null/undefined value is observed, it indicates it does not apply.
EpsActual stringOptional
The actual earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
EpsEstimate stringOptional
The estimated earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
EpsSurprisePercent stringOptional
The percentage difference between actual and estimated EPS When a null/undefined value is observed, it indicates that there is no available data.
RevenueActual stringOptional
The actual total revenue for the period When a null/undefined value is observed, it indicates that there is no available data.
InstrumentID stringOptional
Instrument identifier, when available. When a null/undefined value is observed, it indicates that there is no available data.
IPO payload when type is IPO. When a null/undefined value is observed, it indicates it does not apply.
Actions stringOptional
IPO action. When a null/undefined value is observed, it indicates that there is no available data.
AnnouncedAt TimeOptional
IPO announced timestamp. When a null/undefined value is observed, it indicates that there is no available data.
Company stringOptional
IPO company name. When a null/undefined value is observed, it indicates that there is no available data.
Exchange stringOptional
IPO exchange. When a null/undefined value is observed, it indicates that there is no available data.
MarketCap stringOptional
IPO market cap. When a null/undefined value is observed, it indicates that there is no available data.
Name stringOptional
Instrument name associated with the event, when available. When a null/undefined value is observed, it indicates that there is no available data.
ReportingCurrency stringOptional
The currency used for reporting financial data. When a null/undefined value is observed, it indicates that there is no available data.
type InstrumentEventIpoItem struct{…}
IPO event in the all-events date grouping response.
Actions stringOptional
IPO action. When a null/undefined value is observed, it indicates that there is no available data.
AnnouncedAt TimeOptional
IPO announced timestamp. When a null/undefined value is observed, it indicates that there is no available data.
Company stringOptional
IPO company name. When a null/undefined value is observed, it indicates that there is no available data.
Exchange stringOptional
IPO exchange. When a null/undefined value is observed, it indicates that there is no available data.
MarketCap stringOptional
IPO market cap. When a null/undefined value is observed, it indicates that there is no available data.
type InstrumentEventsByDate struct{…}
Instrument events for a single date.
Events []InstrumentEventEnvelope
Flat event envelopes for this date.
Type AllEventsEventType
Dividend payload when type is DIVIDEND. When a null/undefined value is observed, it indicates it does not apply.
DeclarationDate TimeOptional
The declaration date of the dividend When a null/undefined value is observed, it indicates that there is no available data.
DividendAmount stringOptional
The dividend amount per share. When a null/undefined value is observed, it indicates that there is no available data.
DividendYield stringOptional
The dividend yield as a percentage of the stock price. When a null/undefined value is observed, it indicates that there is no available data.
Frequency stringOptional
The frequency of the dividend payments (e.g., “Quarterly”, “Annual”). When a null/undefined value is observed, it indicates that there is no available data.
Earnings payload when type is EARNINGS. When a null/undefined value is observed, it indicates it does not apply.
EpsActual stringOptional
The actual earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
EpsEstimate stringOptional
The estimated earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
EpsSurprisePercent stringOptional
The percentage difference between actual and estimated EPS When a null/undefined value is observed, it indicates that there is no available data.
RevenueActual stringOptional
The actual total revenue for the period When a null/undefined value is observed, it indicates that there is no available data.
InstrumentID stringOptional
Instrument identifier, when available. When a null/undefined value is observed, it indicates that there is no available data.
IPO payload when type is IPO. When a null/undefined value is observed, it indicates it does not apply.
Actions stringOptional
IPO action. When a null/undefined value is observed, it indicates that there is no available data.
AnnouncedAt TimeOptional
IPO announced timestamp. When a null/undefined value is observed, it indicates that there is no available data.
Company stringOptional
IPO company name. When a null/undefined value is observed, it indicates that there is no available data.
Exchange stringOptional
IPO exchange. When a null/undefined value is observed, it indicates that there is no available data.
MarketCap stringOptional
IPO market cap. When a null/undefined value is observed, it indicates that there is no available data.
Name stringOptional
Instrument name associated with the event, when available. When a null/undefined value is observed, it indicates that there is no available data.
ReportingCurrency stringOptional
The currency used for reporting financial data. When a null/undefined value is observed, it indicates that there is no available data.
type InstrumentEventsData struct{…}
Grouped instrument events by type
Dividends []InstrumentDividendEvent
Dividend distribution events
DeclarationDate TimeOptional
The declaration date of the dividend When a null/undefined value is observed, it indicates that there is no available data.
DividendAmount stringOptional
The dividend amount per share. When a null/undefined value is observed, it indicates that there is no available data.
DividendYield stringOptional
The dividend yield as a percentage of the stock price. When a null/undefined value is observed, it indicates that there is no available data.
Frequency stringOptional
The frequency of the dividend payments (e.g., “Quarterly”, “Annual”). When a null/undefined value is observed, it indicates that there is no available data.
Earnings []InstrumentEarnings
Earnings announcement events
EpsActual stringOptional
The actual earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
EpsEstimate stringOptional
The estimated earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
EpsSurprisePercent stringOptional
The percentage difference between actual and estimated EPS When a null/undefined value is observed, it indicates that there is no available data.
RevenueActual stringOptional
The actual total revenue for the period When a null/undefined value is observed, it indicates that there is no available data.
Ipos []InstrumentIpoEvent
IPO events
Actions stringOptional
IPO action. When a null/undefined value is observed, it indicates that there is no available data.
AnnouncedAt TimeOptional
IPO announced timestamp. When a null/undefined value is observed, it indicates that there is no available data.
Company stringOptional
IPO company name. When a null/undefined value is observed, it indicates that there is no available data.
Exchange stringOptional
IPO exchange. When a null/undefined value is observed, it indicates that there is no available data.
MarketCap stringOptional
IPO market cap. When a null/undefined value is observed, it indicates that there is no available data.
Splits []InstrumentSplitEvent
type InstrumentFundamentals struct{…}
Supplemental fundamentals and company profile data for an instrument.
AverageVolume int64Optional
The average daily trading volume over the past 30 days When a null/undefined value is observed, it indicates that there is no available data.
Beta stringOptional
The beta value, measuring the instrument’s volatility relative to the overall market When a null/undefined value is observed, it indicates that there is no available data.
Description stringOptional
A detailed description of the instrument or company When a null/undefined value is observed, it indicates that there is no available data.
DividendYield stringOptional
The trailing twelve months (TTM) dividend yield When a null/undefined value is observed, it indicates that there is no available data.
EarningsPerShare stringOptional
The trailing twelve months (TTM) earnings per share When a null/undefined value is observed, it indicates that there is no available data.
FiftyTwoWeekHigh stringOptional
The highest price over the last 52 weeks When a null/undefined value is observed, it indicates that there is no available data.
FiftyTwoWeekLow stringOptional
The lowest price over the last 52 weeks When a null/undefined value is observed, it indicates that there is no available data.
Industry stringOptional
The specific industry of the instrument’s issuer When a null/undefined value is observed, it indicates that there is no available data.
ListDate TimeOptional
The date the instrument was first listed When a null/undefined value is observed, it indicates that there is no available data.
LogoURL stringOptional
URL to a representative logo image for the instrument or issuer When a null/undefined value is observed, it indicates that there is no available data.
MarketCap stringOptional
The total market capitalization When a null/undefined value is observed, it indicates that there is no available data.
PreviousClose stringOptional
The closing price from the previous trading day When a null/undefined value is observed, it indicates that there is no available data.
PriceToEarnings stringOptional
The price-to-earnings (P/E) ratio for the trailing twelve months (TTM) When a null/undefined value is observed, it indicates that there is no available data.
type InstrumentIncomeStatement struct{…}
A quarterly income statement for an instrument.
PeriodType FiscalPeriodType
PeriodType FiscalPeriodType
type InstrumentIpoEvent struct{…}
Represents an IPO event for an instrument
Actions stringOptional
IPO action. When a null/undefined value is observed, it indicates that there is no available data.
AnnouncedAt TimeOptional
IPO announced timestamp. When a null/undefined value is observed, it indicates that there is no available data.
Company stringOptional
IPO company name. When a null/undefined value is observed, it indicates that there is no available data.
Exchange stringOptional
IPO exchange. When a null/undefined value is observed, it indicates that there is no available data.
MarketCap stringOptional
IPO market cap. When a null/undefined value is observed, it indicates that there is no available data.
Instrument DataMarket Data
Retrieve instrument analytics, market data, news, and related reference data.
Get Snapshots
Get Daily Aggregate Summaries
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type DailySummary struct{…}
Daily aggregate (OHLV) summary for a single instrument.
Returned by GET /market-data/daily-summary. Every field except
instrument_id and not_applicable is Option:
- Unresolvable
instrument_id→ all other fieldsNone(includingsymbol). - Resolvable
instrument_idwith no realtime cache entry →symbolpopulated, OHLV/trade_date/open_interestNone. trade_datereflects the session the OHLV represents (today during trading hours, the last trading date during weekends/holidays).open_interestis populated for options only;Nonefor equities and indices.not_applicableis a non-optionalbool, always serialized:truefor instrument types with no daily summary by definition (e.g. an index, whose OHLV/trade_dateareNone),falseotherwise.
High stringOptional
Session high. When a null/undefined value is observed, it indicates that there is no available data.
Low stringOptional
Session low. When a null/undefined value is observed, it indicates that there is no available data.
NotApplicable boolOptional
true when the instrument type has no daily summary by definition (e.g. an
index). Distinguishes an intentional N/A from OHLV that is merely not loaded
yet. false for instruments that can have a summary.
Open stringOptional
Opening price for the session. When a null/undefined value is observed, it indicates that there is no available data.
OpenInterest int64Optional
Open interest (outstanding contracts). Populated for options only;
None for equities and indices.
When a null/undefined value is observed, it indicates that there is no available data.
Symbol stringOptional
Display symbol for the security. None for unresolvable IDs.
When a null/undefined value is observed, it indicates that there is no available data.
High stringOptional
Session high. When a null/undefined value is observed, it indicates that there is no available data.
Low stringOptional
Session low. When a null/undefined value is observed, it indicates that there is no available data.
NotApplicable boolOptional
true when the instrument type has no daily summary by definition (e.g. an
index). Distinguishes an intentional N/A from OHLV that is merely not loaded
yet. false for instruments that can have a summary.
Open stringOptional
Opening price for the session. When a null/undefined value is observed, it indicates that there is no available data.
OpenInterest int64Optional
Open interest (outstanding contracts). Populated for options only;
None for equities and indices.
When a null/undefined value is observed, it indicates that there is no available data.
Symbol stringOptional
Display symbol for the security. None for unresolvable IDs.
When a null/undefined value is observed, it indicates that there is no available data.
type MarketDataSnapshot struct{…}
Market data snapshot for a single security.
Session SnapshotSession
Session-level pricing and OHLV metrics. Always present; each inner field is independently nullable.
OhlvApplicable bool
false only for instrument types with no OHLV by definition (e.g. an
index instrument, whose price is a computed level rather than a
traded security) — open/high/low/ohlv_date/cumulative_volume
are then always absent. true otherwise, even when those fields
simply haven’t loaded yet. Always serialized.
Change stringOptional
Absolute change from previous close to the most recent last-sale-eligible trade. Absent when either side of the computation is unavailable. When a null/undefined value is observed, it indicates that there is no available data.
ChangePercent stringOptional
Percent change from previous close to the most recent
last-sale-eligible trade. Absent under the same conditions as
change.
When a null/undefined value is observed, it indicates that there is no available data.
CumulativeVolume int64Optional
Cumulative traded volume for the current session, in shares for
equities or contracts for options. Always reflects the current
session, even when ohlv_date trails it. Absent when
ohlv_applicable is false, or when no trade is available.
When a null/undefined value is observed, it indicates that there is no available data.
High stringOptional
Session high. When a null/undefined value is observed, it indicates that there is no available data.
Low stringOptional
Session low. When a null/undefined value is observed, it indicates that there is no available data.
OhlvDate TimeOptional
Session date the open/high/low values represent, US/Eastern. May trail the current session until the upstream feed rolls. When a null/undefined value is observed, it indicates that there is no available data.
Open stringOptional
Session opening price, from the day’s OHLC bar. Absent when
ohlv_applicable is false, or when the bar has not loaded yet.
When a null/undefined value is observed, it indicates that there is no available data.
PreviousClose stringOptional
Previous session close price. Corporate-action-adjusted (stock dividends, cash dividends, and forward/reverse splits) when an adjustment exists for the close date; the raw close otherwise. An adjustment can carry the price beyond 2 decimal places. Absent when no previous close is on record (e.g. an instrument’s first session). When a null/undefined value is observed, it indicates that there is no available data.
PreviousCloseUnadjusted stringOptional
Unadjusted (raw) previous session close. Present only when a
corporate-action adjustment exists for the previous close date; when no
adjustment exists, previous_close is the raw close and this field is
omitted.
When a null/undefined value is observed, it indicates that there is no available data.
ShortSaleRestricted bool
Whether the SEC Rule 201 short-sale price test is currently restricting short sales in this security, from the trading-status feed.
true restricts non-exempt short sales at or below the national best
bid. null means we have no answer, either because no trading status
has been seen for this security yet or because Rule 201 does not cover
this security type. A null is not a statement that short selling is
unrestricted, and must not be treated as clear to short.
This is the current market condition, not a statement about whether
Clear Street will reject your order. It is also distinct from
is_short_prohibited on the instrument endpoints, which is a standing
property of the security rather than a live circuit breaker.
When a null/undefined value is observed, it indicates that there is no available data.
DeprecatedCumulativeVolume int64Optional
Cumulative traded volume reported on the most recent trade, in shares for equities or contracts for options. Absent when no trade is available.
Deprecated: use session.cumulative_volume, the same value from the
same source.
When a null/undefined value is observed, it indicates that there is no available data.
Theoretical price and Greeks for option instruments. None for
equities, and for options whose Greeks have not yet been observed
When a null/undefined value is observed, it indicates that there is no available data.
Most recent quote if available. When a null/undefined value is observed, it indicates that there is no available data.
Ask stringOptional
Current best ask. Absent when no ask is available (one-sided quote). When a null/undefined value is observed, it indicates that there is no available data.
AskSize int64Optional
Size at the best ask, in shares. When a null/undefined value is observed, it indicates that there is no available data.
AskTimestamp TimeOptional
Exchange timestamp of the best ask. Absent when the ask side carries no timestamp. When a null/undefined value is observed, it indicates that there is no available data.
AskVenue stringOptional
ISO 10383 Market Identifier Code (MIC) of the venue currently holding the national best offer (NBBO). Absent when the ask side carries no venue. When a null/undefined value is observed, it indicates that there is no available data.
Bid stringOptional
Current best bid. Absent when no bid is available (one-sided quote). When a null/undefined value is observed, it indicates that there is no available data.
BidSize int64Optional
Size at the best bid, in shares. When a null/undefined value is observed, it indicates that there is no available data.
BidTimestamp TimeOptional
Exchange timestamp of the best bid. Absent when the bid side carries no timestamp. When a null/undefined value is observed, it indicates that there is no available data.
Most recent last-sale-eligible trade if available. Omitted when the most recent known print is ineligible (e.g. an odd lot or an out-of-sequence report) rather than showing that print’s price. When a null/undefined value is observed, it indicates that there is no available data.
Price string
Most recent last-sale eligible trade price. For index instruments, the current index level.
Size int64
Share quantity of the most recent last-sale eligible trade. Always 0
for index instruments, whose level is computed rather than traded.
Timestamp TimeOptional
Exchange timestamp of the most recent last-sale eligible trade. For index instruments, the time the index level was computed. Absent when the trade carries no timestamp. When a null/undefined value is observed, it indicates that there is no available data.
Venue stringOptional
ISO 10383 Market Identifier Code (MIC) of the venue where the most recent last-sale eligible trade took place. Absent when the trade carries no venue; index levels are computed rather than traded and have no venue. When a null/undefined value is observed, it indicates that there is no available data.
Session SnapshotSession
Session-level pricing and OHLV metrics. Always present; each inner field is independently nullable.
OhlvApplicable bool
false only for instrument types with no OHLV by definition (e.g. an
index instrument, whose price is a computed level rather than a
traded security) — open/high/low/ohlv_date/cumulative_volume
are then always absent. true otherwise, even when those fields
simply haven’t loaded yet. Always serialized.
Change stringOptional
Absolute change from previous close to the most recent last-sale-eligible trade. Absent when either side of the computation is unavailable. When a null/undefined value is observed, it indicates that there is no available data.
ChangePercent stringOptional
Percent change from previous close to the most recent
last-sale-eligible trade. Absent under the same conditions as
change.
When a null/undefined value is observed, it indicates that there is no available data.
CumulativeVolume int64Optional
Cumulative traded volume for the current session, in shares for
equities or contracts for options. Always reflects the current
session, even when ohlv_date trails it. Absent when
ohlv_applicable is false, or when no trade is available.
When a null/undefined value is observed, it indicates that there is no available data.
High stringOptional
Session high. When a null/undefined value is observed, it indicates that there is no available data.
Low stringOptional
Session low. When a null/undefined value is observed, it indicates that there is no available data.
OhlvDate TimeOptional
Session date the open/high/low values represent, US/Eastern. May trail the current session until the upstream feed rolls. When a null/undefined value is observed, it indicates that there is no available data.
Open stringOptional
Session opening price, from the day’s OHLC bar. Absent when
ohlv_applicable is false, or when the bar has not loaded yet.
When a null/undefined value is observed, it indicates that there is no available data.
PreviousClose stringOptional
Previous session close price. Corporate-action-adjusted (stock dividends, cash dividends, and forward/reverse splits) when an adjustment exists for the close date; the raw close otherwise. An adjustment can carry the price beyond 2 decimal places. Absent when no previous close is on record (e.g. an instrument’s first session). When a null/undefined value is observed, it indicates that there is no available data.
PreviousCloseUnadjusted stringOptional
Unadjusted (raw) previous session close. Present only when a
corporate-action adjustment exists for the previous close date; when no
adjustment exists, previous_close is the raw close and this field is
omitted.
When a null/undefined value is observed, it indicates that there is no available data.
ShortSaleRestricted bool
Whether the SEC Rule 201 short-sale price test is currently restricting short sales in this security, from the trading-status feed.
true restricts non-exempt short sales at or below the national best
bid. null means we have no answer, either because no trading status
has been seen for this security yet or because Rule 201 does not cover
this security type. A null is not a statement that short selling is
unrestricted, and must not be treated as clear to short.
This is the current market condition, not a statement about whether
Clear Street will reject your order. It is also distinct from
is_short_prohibited on the instrument endpoints, which is a standing
property of the security rather than a live circuit breaker.
When a null/undefined value is observed, it indicates that there is no available data.
DeprecatedCumulativeVolume int64Optional
Cumulative traded volume reported on the most recent trade, in shares for equities or contracts for options. Absent when no trade is available.
Deprecated: use session.cumulative_volume, the same value from the
same source.
When a null/undefined value is observed, it indicates that there is no available data.
Theoretical price and Greeks for option instruments. None for
equities, and for options whose Greeks have not yet been observed
When a null/undefined value is observed, it indicates that there is no available data.
Most recent quote if available. When a null/undefined value is observed, it indicates that there is no available data.
Ask stringOptional
Current best ask. Absent when no ask is available (one-sided quote). When a null/undefined value is observed, it indicates that there is no available data.
AskSize int64Optional
Size at the best ask, in shares. When a null/undefined value is observed, it indicates that there is no available data.
AskTimestamp TimeOptional
Exchange timestamp of the best ask. Absent when the ask side carries no timestamp. When a null/undefined value is observed, it indicates that there is no available data.
AskVenue stringOptional
ISO 10383 Market Identifier Code (MIC) of the venue currently holding the national best offer (NBBO). Absent when the ask side carries no venue. When a null/undefined value is observed, it indicates that there is no available data.
Bid stringOptional
Current best bid. Absent when no bid is available (one-sided quote). When a null/undefined value is observed, it indicates that there is no available data.
BidSize int64Optional
Size at the best bid, in shares. When a null/undefined value is observed, it indicates that there is no available data.
BidTimestamp TimeOptional
Exchange timestamp of the best bid. Absent when the bid side carries no timestamp. When a null/undefined value is observed, it indicates that there is no available data.
Most recent last-sale-eligible trade if available. Omitted when the most recent known print is ineligible (e.g. an odd lot or an out-of-sequence report) rather than showing that print’s price. When a null/undefined value is observed, it indicates that there is no available data.
Price string
Most recent last-sale eligible trade price. For index instruments, the current index level.
Size int64
Share quantity of the most recent last-sale eligible trade. Always 0
for index instruments, whose level is computed rather than traded.
Timestamp TimeOptional
Exchange timestamp of the most recent last-sale eligible trade. For index instruments, the time the index level was computed. Absent when the trade carries no timestamp. When a null/undefined value is observed, it indicates that there is no available data.
Venue stringOptional
ISO 10383 Market Identifier Code (MIC) of the venue where the most recent last-sale eligible trade took place. Absent when the trade carries no venue; index levels are computed rather than traded and have no venue. When a null/undefined value is observed, it indicates that there is no available data.
type SnapshotLastTrade struct{…}
Last-trade fields for a market data snapshot.
For index instruments this carries the current index level — a computed
value, not a trade: price is the level and size is always 0 (no
contract changes hands).
Price string
Most recent last-sale eligible trade price. For index instruments, the current index level.
Size int64
Share quantity of the most recent last-sale eligible trade. Always 0
for index instruments, whose level is computed rather than traded.
Timestamp TimeOptional
Exchange timestamp of the most recent last-sale eligible trade. For index instruments, the time the index level was computed. Absent when the trade carries no timestamp. When a null/undefined value is observed, it indicates that there is no available data.
Venue stringOptional
ISO 10383 Market Identifier Code (MIC) of the venue where the most recent last-sale eligible trade took place. Absent when the trade carries no venue; index levels are computed rather than traded and have no venue. When a null/undefined value is observed, it indicates that there is no available data.
type SnapshotQuote struct{…}
L1 quote fields for a market data snapshot.
Ask stringOptional
Current best ask. Absent when no ask is available (one-sided quote). When a null/undefined value is observed, it indicates that there is no available data.
AskSize int64Optional
Size at the best ask, in shares. When a null/undefined value is observed, it indicates that there is no available data.
AskTimestamp TimeOptional
Exchange timestamp of the best ask. Absent when the ask side carries no timestamp. When a null/undefined value is observed, it indicates that there is no available data.
AskVenue stringOptional
ISO 10383 Market Identifier Code (MIC) of the venue currently holding the national best offer (NBBO). Absent when the ask side carries no venue. When a null/undefined value is observed, it indicates that there is no available data.
Bid stringOptional
Current best bid. Absent when no bid is available (one-sided quote). When a null/undefined value is observed, it indicates that there is no available data.
BidSize int64Optional
Size at the best bid, in shares. When a null/undefined value is observed, it indicates that there is no available data.
BidTimestamp TimeOptional
Exchange timestamp of the best bid. Absent when the bid side carries no timestamp. When a null/undefined value is observed, it indicates that there is no available data.
type SnapshotSession struct{…}
Session-level pricing and OHLV metrics for a market data snapshot. Always
present on the snapshot row; every field here is independently nullable
except ohlv_applicable.
OhlvApplicable bool
false only for instrument types with no OHLV by definition (e.g. an
index instrument, whose price is a computed level rather than a
traded security) — open/high/low/ohlv_date/cumulative_volume
are then always absent. true otherwise, even when those fields
simply haven’t loaded yet. Always serialized.
Change stringOptional
Absolute change from previous close to the most recent last-sale-eligible trade. Absent when either side of the computation is unavailable. When a null/undefined value is observed, it indicates that there is no available data.
ChangePercent stringOptional
Percent change from previous close to the most recent
last-sale-eligible trade. Absent under the same conditions as
change.
When a null/undefined value is observed, it indicates that there is no available data.
CumulativeVolume int64Optional
Cumulative traded volume for the current session, in shares for
equities or contracts for options. Always reflects the current
session, even when ohlv_date trails it. Absent when
ohlv_applicable is false, or when no trade is available.
When a null/undefined value is observed, it indicates that there is no available data.
High stringOptional
Session high. When a null/undefined value is observed, it indicates that there is no available data.
Low stringOptional
Session low. When a null/undefined value is observed, it indicates that there is no available data.
OhlvDate TimeOptional
Session date the open/high/low values represent, US/Eastern. May trail the current session until the upstream feed rolls. When a null/undefined value is observed, it indicates that there is no available data.
Open stringOptional
Session opening price, from the day’s OHLC bar. Absent when
ohlv_applicable is false, or when the bar has not loaded yet.
When a null/undefined value is observed, it indicates that there is no available data.
PreviousClose stringOptional
Previous session close price. Corporate-action-adjusted (stock dividends, cash dividends, and forward/reverse splits) when an adjustment exists for the close date; the raw close otherwise. An adjustment can carry the price beyond 2 decimal places. Absent when no previous close is on record (e.g. an instrument’s first session). When a null/undefined value is observed, it indicates that there is no available data.
PreviousCloseUnadjusted stringOptional
Unadjusted (raw) previous session close. Present only when a
corporate-action adjustment exists for the previous close date; when no
adjustment exists, previous_close is the raw close and this field is
omitted.
When a null/undefined value is observed, it indicates that there is no available data.
Instrument DataNews
Retrieve instrument analytics, market data, news, and related reference data.
Get News
ModelsExpand Collapse
type NewsItem struct{…}
A single news item and its associated instruments.
Instruments []NewsInstrument
NewsType NewsType
ImageURL stringOptional
URL of an associated image if provided by the source. When a null/undefined value is observed, it indicates that there is no available data.
Instruments []NewsInstrument
NewsType NewsType
ImageURL stringOptional
URL of an associated image if provided by the source. When a null/undefined value is observed, it indicates that there is no available data.