Instrument Data
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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.
IPO events
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 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 InstrumentIpoEvent: …
Represents an IPO event for an instrument
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 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.
IPO events
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 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 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: 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.
not_applicable: Optional[bool]
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: Optional[str]
Opening price for the session. When a null/undefined value is observed, it indicates that there is no available data.
open_interest: Optional[int]
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: 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.
not_applicable: Optional[bool]
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: Optional[str]
Opening price for the session. When a null/undefined value is observed, it indicates that there is no available data.
open_interest: Optional[int]
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: 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.
Session-level pricing and OHLV metrics. Always present; each inner field is independently nullable.
ohlv_applicable: 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: Optional[str]
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.
change_percent: Optional[str]
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.
cumulative_volume: Optional[int]
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: 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.
ohlv_date: Optional[date]
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: Optional[str]
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.
previous_close: Optional[str]
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.
previous_close_unadjusted: Optional[str]
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.
short_sale_restricted: Optional[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.
Deprecatedcumulative_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.
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.
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.
ask_timestamp: Optional[datetime]
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.
ask_venue: Optional[str]
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: 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.
bid_size: Optional[int]
Size at the best bid, in shares. When a null/undefined value is observed, it indicates that there is no available data.
bid_timestamp: Optional[datetime]
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.
last_trade: Optional[SnapshotLastTrade]
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: str
Most recent last-sale eligible trade price. For index instruments, the current index level.
size: int
Share quantity of the most recent last-sale eligible trade. Always 0
for index instruments, whose level is computed rather than traded.
timestamp: Optional[datetime]
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: Optional[str]
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.
List[MarketDataSnapshot]
Session-level pricing and OHLV metrics. Always present; each inner field is independently nullable.
ohlv_applicable: 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: Optional[str]
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.
change_percent: Optional[str]
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.
cumulative_volume: Optional[int]
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: 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.
ohlv_date: Optional[date]
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: Optional[str]
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.
previous_close: Optional[str]
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.
previous_close_unadjusted: Optional[str]
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.
short_sale_restricted: Optional[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.
Deprecatedcumulative_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.
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.
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.
ask_timestamp: Optional[datetime]
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.
ask_venue: Optional[str]
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: 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.
bid_size: Optional[int]
Size at the best bid, in shares. When a null/undefined value is observed, it indicates that there is no available data.
bid_timestamp: Optional[datetime]
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.
last_trade: Optional[SnapshotLastTrade]
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: str
Most recent last-sale eligible trade price. For index instruments, the current index level.
size: int
Share quantity of the most recent last-sale eligible trade. Always 0
for index instruments, whose level is computed rather than traded.
timestamp: Optional[datetime]
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: Optional[str]
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.
class SnapshotLastTrade: …
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: str
Most recent last-sale eligible trade price. For index instruments, the current index level.
size: int
Share quantity of the most recent last-sale eligible trade. Always 0
for index instruments, whose level is computed rather than traded.
timestamp: Optional[datetime]
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: Optional[str]
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.
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.
ask_timestamp: Optional[datetime]
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.
ask_venue: Optional[str]
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: 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.
bid_size: Optional[int]
Size at the best bid, in shares. When a null/undefined value is observed, it indicates that there is no available data.
bid_timestamp: Optional[datetime]
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.
class SnapshotSession: …
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.
ohlv_applicable: 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: Optional[str]
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.
change_percent: Optional[str]
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.
cumulative_volume: Optional[int]
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: 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.
ohlv_date: Optional[date]
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: Optional[str]
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.
previous_close: Optional[str]
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.
previous_close_unadjusted: Optional[str]
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.
class MarketDataGetSnapshotsResponse: …
Session-level pricing and OHLV metrics. Always present; each inner field is independently nullable.
ohlv_applicable: 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: Optional[str]
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.
change_percent: Optional[str]
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.
cumulative_volume: Optional[int]
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: 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.
ohlv_date: Optional[date]
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: Optional[str]
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.
previous_close: Optional[str]
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.
previous_close_unadjusted: Optional[str]
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.
short_sale_restricted: Optional[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.
Deprecatedcumulative_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.
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.
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.
ask_timestamp: Optional[datetime]
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.
ask_venue: Optional[str]
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: 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.
bid_size: Optional[int]
Size at the best bid, in shares. When a null/undefined value is observed, it indicates that there is no available data.
bid_timestamp: Optional[datetime]
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.
last_trade: Optional[SnapshotLastTrade]
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: str
Most recent last-sale eligible trade price. For index instruments, the current index level.
size: int
Share quantity of the most recent last-sale eligible trade. Always 0
for index instruments, whose level is computed rather than traded.
timestamp: Optional[datetime]
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: Optional[str]
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.
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.
not_applicable: Optional[bool]
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: Optional[str]
Opening price for the session. When a null/undefined value is observed, it indicates that there is no available data.
open_interest: Optional[int]
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: 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.