Market data API
Simulated or uploaded closes, FX rates, corporate actions and as-of history.
Objects
- Price: a daily close per symbol. Closes are simulated (a deterministic random walk) unless the firm uploaded its own;
sourcesays which. Simulated prices are not market data. - FX rate, corporate action (splits and cash dividends, applied on the ex-date), and as-of records: any loaded record as it was on a date (effective-dated history), with the batch that made it.
Typical use
GET /prices/latest?symbols=AAPL,MSFT for a valuation; GET /prices?symbol=AAPL&days=60 for a chart; GET /as-of/securities/AAPL?date=2026-09-30 for what the security master said at quarter end. To load closes, use the Data endpoints (POST /data/prices).
Endpoints
| Call | What it does | Scope |
|---|---|---|
GET/prices | Daily (simulated) closes of a security | market:read |
GET/prices/latest | The latest close of securities | market:read |
GET/fx-rates | FX rates | market:read |
GET/corporate-actions | Corporate actions (splits, cash dividends) | market:read |
GET/as-of/{dataset}/{key} | A record as it was on a date (effective-dated history) | market:read |