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
ModelsExpand Collapse
class InstrumentAllEventsData: …
All-events payload grouped by date.
Events grouped by date in descending order.
Flat event envelopes for this date.
dividend_event_data: Optional[InstrumentDividendEvent]
Dividend payload when type is DIVIDEND. When a null/undefined value is observed, it indicates it does not apply.
declaration_date: Optional[date]
The declaration date of the dividend When a null/undefined value is observed, it indicates that there is no available data.
dividend_amount: Optional[str]
The dividend amount per share. When a null/undefined value is observed, it indicates that there is no available data.
dividend_yield: Optional[str]
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: Optional[str]
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_event_data: Optional[InstrumentEarnings]
Earnings payload when type is EARNINGS. When a null/undefined value is observed, it indicates it does not apply.
eps_actual: Optional[str]
The actual earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
eps_estimate: Optional[str]
The estimated earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
eps_surprise_percent: Optional[str]
The percentage difference between actual and estimated EPS When a null/undefined value is observed, it indicates that there is no available data.
revenue_actual: Optional[str]
The actual total revenue for the period When a null/undefined value is observed, it indicates that there is no available data.
instrument_id: Optional[str]
Instrument identifier, when available. When a null/undefined value is observed, it indicates that there is no available data.
ipo_event_data: Optional[InstrumentEventIpoItem]
IPO payload when type is IPO. When a null/undefined value is observed, it indicates it does not apply.
actions: Optional[str]
IPO action. When a null/undefined value is observed, it indicates that there is no available data.
announced_at: Optional[datetime]
IPO announced timestamp. When a null/undefined value is observed, it indicates that there is no available data.
company: Optional[str]
IPO company name. When a null/undefined value is observed, it indicates that there is no available data.
exchange: Optional[str]
IPO exchange. When a null/undefined value is observed, it indicates that there is no available data.
market_cap: Optional[str]
IPO market cap. When a null/undefined value is observed, it indicates that there is no available data.
name: Optional[str]
Instrument name associated with the event, when available. When a null/undefined value is observed, it indicates that there is no available data.
reporting_currency: Optional[str]
The currency used for reporting financial data. When a null/undefined value is observed, it indicates that there is no available data.
class InstrumentDividendEvent: …
Represents a dividend event for an instrument
declaration_date: Optional[date]
The declaration date of the dividend When a null/undefined value is observed, it indicates that there is no available data.
dividend_amount: Optional[str]
The dividend amount per share. When a null/undefined value is observed, it indicates that there is no available data.
dividend_yield: Optional[str]
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: Optional[str]
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.
class InstrumentEarnings: …
Represents instrument earnings data
eps_actual: Optional[str]
The actual earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
eps_estimate: Optional[str]
The estimated earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
eps_surprise_percent: Optional[str]
The percentage difference between actual and estimated EPS When a null/undefined value is observed, it indicates that there is no available data.
revenue_actual: Optional[str]
The actual total revenue for the period When a null/undefined value is observed, it indicates that there is no available data.
class InstrumentEventEnvelope: …
Unified envelope for the all-events response.
dividend_event_data: Optional[InstrumentDividendEvent]
Dividend payload when type is DIVIDEND. When a null/undefined value is observed, it indicates it does not apply.
declaration_date: Optional[date]
The declaration date of the dividend When a null/undefined value is observed, it indicates that there is no available data.
dividend_amount: Optional[str]
The dividend amount per share. When a null/undefined value is observed, it indicates that there is no available data.
dividend_yield: Optional[str]
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: Optional[str]
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_event_data: Optional[InstrumentEarnings]
Earnings payload when type is EARNINGS. When a null/undefined value is observed, it indicates it does not apply.
eps_actual: Optional[str]
The actual earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
eps_estimate: Optional[str]
The estimated earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
eps_surprise_percent: Optional[str]
The percentage difference between actual and estimated EPS When a null/undefined value is observed, it indicates that there is no available data.
revenue_actual: Optional[str]
The actual total revenue for the period When a null/undefined value is observed, it indicates that there is no available data.
instrument_id: Optional[str]
Instrument identifier, when available. When a null/undefined value is observed, it indicates that there is no available data.
ipo_event_data: Optional[InstrumentEventIpoItem]
IPO payload when type is IPO. When a null/undefined value is observed, it indicates it does not apply.
actions: Optional[str]
IPO action. When a null/undefined value is observed, it indicates that there is no available data.
announced_at: Optional[datetime]
IPO announced timestamp. When a null/undefined value is observed, it indicates that there is no available data.
company: Optional[str]
IPO company name. When a null/undefined value is observed, it indicates that there is no available data.
exchange: Optional[str]
IPO exchange. When a null/undefined value is observed, it indicates that there is no available data.
market_cap: Optional[str]
IPO market cap. When a null/undefined value is observed, it indicates that there is no available data.
name: Optional[str]
Instrument name associated with the event, when available. When a null/undefined value is observed, it indicates that there is no available data.
reporting_currency: Optional[str]
The currency used for reporting financial data. When a null/undefined value is observed, it indicates that there is no available data.
class InstrumentEventIpoItem: …
IPO event in the all-events date grouping response.
actions: Optional[str]
IPO action. When a null/undefined value is observed, it indicates that there is no available data.
announced_at: Optional[datetime]
IPO announced timestamp. When a null/undefined value is observed, it indicates that there is no available data.
company: Optional[str]
IPO company name. When a null/undefined value is observed, it indicates that there is no available data.
exchange: Optional[str]
IPO exchange. When a null/undefined value is observed, it indicates that there is no available data.
market_cap: Optional[str]
IPO market cap. When a null/undefined value is observed, it indicates that there is no available data.
class InstrumentEventsByDate: …
Instrument events for a single date.
Flat event envelopes for this date.
dividend_event_data: Optional[InstrumentDividendEvent]
Dividend payload when type is DIVIDEND. When a null/undefined value is observed, it indicates it does not apply.
declaration_date: Optional[date]
The declaration date of the dividend When a null/undefined value is observed, it indicates that there is no available data.
dividend_amount: Optional[str]
The dividend amount per share. When a null/undefined value is observed, it indicates that there is no available data.
dividend_yield: Optional[str]
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: Optional[str]
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_event_data: Optional[InstrumentEarnings]
Earnings payload when type is EARNINGS. When a null/undefined value is observed, it indicates it does not apply.
eps_actual: Optional[str]
The actual earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
eps_estimate: Optional[str]
The estimated earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
eps_surprise_percent: Optional[str]
The percentage difference between actual and estimated EPS When a null/undefined value is observed, it indicates that there is no available data.
revenue_actual: Optional[str]
The actual total revenue for the period When a null/undefined value is observed, it indicates that there is no available data.
instrument_id: Optional[str]
Instrument identifier, when available. When a null/undefined value is observed, it indicates that there is no available data.
ipo_event_data: Optional[InstrumentEventIpoItem]
IPO payload when type is IPO. When a null/undefined value is observed, it indicates it does not apply.
actions: Optional[str]
IPO action. When a null/undefined value is observed, it indicates that there is no available data.
announced_at: Optional[datetime]
IPO announced timestamp. When a null/undefined value is observed, it indicates that there is no available data.
company: Optional[str]
IPO company name. When a null/undefined value is observed, it indicates that there is no available data.
exchange: Optional[str]
IPO exchange. When a null/undefined value is observed, it indicates that there is no available data.
market_cap: Optional[str]
IPO market cap. When a null/undefined value is observed, it indicates that there is no available data.
name: Optional[str]
Instrument name associated with the event, when available. When a null/undefined value is observed, it indicates that there is no available data.
reporting_currency: Optional[str]
The currency used for reporting financial data. When a null/undefined value is observed, it indicates that there is no available data.
class InstrumentEventsData: …
Grouped instrument events by type
Dividend distribution events
declaration_date: Optional[date]
The declaration date of the dividend When a null/undefined value is observed, it indicates that there is no available data.
dividend_amount: Optional[str]
The dividend amount per share. When a null/undefined value is observed, it indicates that there is no available data.
dividend_yield: Optional[str]
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: Optional[str]
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 announcement events
eps_actual: Optional[str]
The actual earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
eps_estimate: Optional[str]
The estimated earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
eps_surprise_percent: Optional[str]
The percentage difference between actual and estimated EPS When a null/undefined value is observed, it indicates that there is no available data.
revenue_actual: Optional[str]
The actual total revenue for the period When a null/undefined value is observed, it indicates that there is no available data.
class InstrumentFundamentals: …
Supplemental fundamentals and company profile data for an instrument.
average_volume: Optional[int]
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: Optional[str]
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: Optional[str]
A detailed description of the instrument or company When a null/undefined value is observed, it indicates that there is no available data.
dividend_yield: Optional[str]
The trailing twelve months (TTM) dividend yield When a null/undefined value is observed, it indicates that there is no available data.
earnings_per_share: Optional[str]
The trailing twelve months (TTM) earnings per share When a null/undefined value is observed, it indicates that there is no available data.
fifty_two_week_high: Optional[str]
The highest price over the last 52 weeks When a null/undefined value is observed, it indicates that there is no available data.
fifty_two_week_low: Optional[str]
The lowest price over the last 52 weeks When a null/undefined value is observed, it indicates that there is no available data.
industry: Optional[str]
The specific industry of the instrument’s issuer When a null/undefined value is observed, it indicates that there is no available data.
list_date: Optional[date]
The date the instrument was first listed When a null/undefined value is observed, it indicates that there is no available data.
logo_url: Optional[str]
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.
market_cap: Optional[str]
The total market capitalization When a null/undefined value is observed, it indicates that there is no available data.
previous_close: Optional[str]
The closing price from the previous trading day When a null/undefined value is observed, it indicates that there is no available data.
price_to_earnings: Optional[str]
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.
class InstrumentDataGetAllInstrumentEventsResponse: …
All-events payload grouped by date.
Events grouped by date in descending order.
Flat event envelopes for this date.
dividend_event_data: Optional[InstrumentDividendEvent]
Dividend payload when type is DIVIDEND. When a null/undefined value is observed, it indicates it does not apply.
declaration_date: Optional[date]
The declaration date of the dividend When a null/undefined value is observed, it indicates that there is no available data.
dividend_amount: Optional[str]
The dividend amount per share. When a null/undefined value is observed, it indicates that there is no available data.
dividend_yield: Optional[str]
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: Optional[str]
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_event_data: Optional[InstrumentEarnings]
Earnings payload when type is EARNINGS. When a null/undefined value is observed, it indicates it does not apply.
eps_actual: Optional[str]
The actual earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
eps_estimate: Optional[str]
The estimated earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
eps_surprise_percent: Optional[str]
The percentage difference between actual and estimated EPS When a null/undefined value is observed, it indicates that there is no available data.
revenue_actual: Optional[str]
The actual total revenue for the period When a null/undefined value is observed, it indicates that there is no available data.
instrument_id: Optional[str]
Instrument identifier, when available. When a null/undefined value is observed, it indicates that there is no available data.
ipo_event_data: Optional[InstrumentEventIpoItem]
IPO payload when type is IPO. When a null/undefined value is observed, it indicates it does not apply.
actions: Optional[str]
IPO action. When a null/undefined value is observed, it indicates that there is no available data.
announced_at: Optional[datetime]
IPO announced timestamp. When a null/undefined value is observed, it indicates that there is no available data.
company: Optional[str]
IPO company name. When a null/undefined value is observed, it indicates that there is no available data.
exchange: Optional[str]
IPO exchange. When a null/undefined value is observed, it indicates that there is no available data.
market_cap: Optional[str]
IPO market cap. When a null/undefined value is observed, it indicates that there is no available data.
name: Optional[str]
Instrument name associated with the event, when available. When a null/undefined value is observed, it indicates that there is no available data.
reporting_currency: Optional[str]
The currency used for reporting financial data. When a null/undefined value is observed, it indicates that there is no available data.
class InstrumentDataGetInstrumentEventsResponse: …
Grouped instrument events by type
Dividend distribution events
declaration_date: Optional[date]
The declaration date of the dividend When a null/undefined value is observed, it indicates that there is no available data.
dividend_amount: Optional[str]
The dividend amount per share. When a null/undefined value is observed, it indicates that there is no available data.
dividend_yield: Optional[str]
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: Optional[str]
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 announcement events
eps_actual: Optional[str]
The actual earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
eps_estimate: Optional[str]
The estimated earnings per share (EPS) for the period When a null/undefined value is observed, it indicates that there is no available data.
eps_surprise_percent: Optional[str]
The percentage difference between actual and estimated EPS When a null/undefined value is observed, it indicates that there is no available data.
revenue_actual: Optional[str]
The actual total revenue for the period When a null/undefined value is observed, it indicates that there is no available data.
class InstrumentDataGetInstrumentFundamentalsResponse: …
Supplemental fundamentals and company profile data for an instrument.
average_volume: Optional[int]
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: Optional[str]
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: Optional[str]
A detailed description of the instrument or company When a null/undefined value is observed, it indicates that there is no available data.
dividend_yield: Optional[str]
The trailing twelve months (TTM) dividend yield When a null/undefined value is observed, it indicates that there is no available data.
earnings_per_share: Optional[str]
The trailing twelve months (TTM) earnings per share When a null/undefined value is observed, it indicates that there is no available data.
fifty_two_week_high: Optional[str]
The highest price over the last 52 weeks When a null/undefined value is observed, it indicates that there is no available data.
fifty_two_week_low: Optional[str]
The lowest price over the last 52 weeks When a null/undefined value is observed, it indicates that there is no available data.
industry: Optional[str]
The specific industry of the instrument’s issuer When a null/undefined value is observed, it indicates that there is no available data.
list_date: Optional[date]
The date the instrument was first listed When a null/undefined value is observed, it indicates that there is no available data.
logo_url: Optional[str]
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.
market_cap: Optional[str]
The total market capitalization When a null/undefined value is observed, it indicates that there is no available data.
previous_close: Optional[str]
The closing price from the previous trading day When a null/undefined value is observed, it indicates that there is no available data.
price_to_earnings: Optional[str]
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.
class InstrumentDataGetInstrumentAnalystConsensusResponse: …
Instrument DataMarket Data
Retrieve instrument analytics, market data, news, and related reference data.
Get Snapshots
Get Daily Aggregate Summaries
ModelsExpand Collapse
class DailySummary: …
Daily aggregate (OHLV) summary for a single instrument.
Returned by GET /market-data/daily-summary. Every field except
instrument_id is Option:
- Unresolvable
instrument_id→ all other fieldsNone(includingsymbol). - Resolvable
instrument_idwith no realtime cache entry →symbolpopulated, OHLV/trade_dateNone. trade_datereflects the session the OHLV represents (today during trading hours, the last trading date during weekends/holidays).
high: Optional[str]
Session high. When a null/undefined value is observed, it indicates that there is no available data.
low: Optional[str]
Session low. When a null/undefined value is observed, it indicates that there is no available data.
open: Optional[str]
Opening price for the session. When a null/undefined value is observed, it indicates that there is no available data.
symbol: Optional[str]
Display symbol for the security. None for unresolvable IDs.
When a null/undefined value is observed, it indicates that there is no available data.
List[DailySummary]
high: Optional[str]
Session high. When a null/undefined value is observed, it indicates that there is no available data.
low: Optional[str]
Session low. When a null/undefined value is observed, it indicates that there is no available data.
open: Optional[str]
Opening price for the session. When a null/undefined value is observed, it indicates that there is no available data.
symbol: Optional[str]
Display symbol for the security. None for unresolvable IDs.
When a null/undefined value is observed, it indicates that there is no available data.
class MarketDataSnapshot: …
Market data snapshot for a single security.
cumulative_volume: Optional[int]
Cumulative traded volume reported on the most recent trade, in shares for equities or contracts for options. Absent when no trade is available. When a null/undefined value is observed, it indicates that there is no available data.
greeks: Optional[SnapshotGreeks]
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.
last_quote: Optional[SnapshotQuote]
Most recent quote if available. When a null/undefined value is observed, it indicates that there is no available data.
ask: Optional[str]
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.
ask_size: Optional[int]
Size at the best ask, in shares. When a null/undefined value is observed, it indicates that there is no available data.
bid: Optional[str]
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.
name: Optional[str]
Security name if available. When a null/undefined value is observed, it indicates that there is no available data.
List[MarketDataSnapshot]
cumulative_volume: Optional[int]
Cumulative traded volume reported on the most recent trade, in shares for equities or contracts for options. Absent when no trade is available. When a null/undefined value is observed, it indicates that there is no available data.
greeks: Optional[SnapshotGreeks]
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.
last_quote: Optional[SnapshotQuote]
Most recent quote if available. When a null/undefined value is observed, it indicates that there is no available data.
ask: Optional[str]
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.
ask_size: Optional[int]
Size at the best ask, in shares. When a null/undefined value is observed, it indicates that there is no available data.
bid: Optional[str]
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.
name: Optional[str]
Security name if available. When a null/undefined value is observed, it indicates that there is no available data.
class SnapshotQuote: …
L1 quote fields for a market data snapshot.
ask: Optional[str]
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.
ask_size: Optional[int]
Size at the best ask, in shares. When a null/undefined value is observed, it indicates that there is no available data.
bid: Optional[str]
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.
class MarketDataGetSnapshotsResponse: …
cumulative_volume: Optional[int]
Cumulative traded volume reported on the most recent trade, in shares for equities or contracts for options. Absent when no trade is available. When a null/undefined value is observed, it indicates that there is no available data.
greeks: Optional[SnapshotGreeks]
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.
last_quote: Optional[SnapshotQuote]
Most recent quote if available. When a null/undefined value is observed, it indicates that there is no available data.
ask: Optional[str]
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.
ask_size: Optional[int]
Size at the best ask, in shares. When a null/undefined value is observed, it indicates that there is no available data.
bid: Optional[str]
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.
name: Optional[str]
Security name if available. When a null/undefined value is observed, it indicates that there is no available data.
class MarketDataGetDailySummariesResponse: …
high: Optional[str]
Session high. When a null/undefined value is observed, it indicates that there is no available data.
low: Optional[str]
Session low. When a null/undefined value is observed, it indicates that there is no available data.
open: Optional[str]
Opening price for the session. When a null/undefined value is observed, it indicates that there is no available data.
symbol: Optional[str]
Display symbol for the security. None for unresolvable IDs.
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
class NewsItem: …
A single news item and its associated instruments.
image_url: Optional[str]
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.
List[NewsItem]
image_url: Optional[str]
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.
class NewsGetNewsResponse: …
image_url: Optional[str]
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.