Strasmore API · v1

The market, in one schema.

Run SQL directly against a full US market-data warehouse. Equities minute bars and tick data from 2003, options trades from 2014, options NBBO quotes from 2022, plus corporate actions, SEC filings, short interest, fundamentals, Treasury yields and macro series. It all lives in one schema, so you can join across datasets in a single query.

22 years: US equities, since 2003
12 years: options trades, since 2014
36: tables, one schema
1: endpoint to learn

Get an API key Quickstart Browse the schema

One request, one query

There is a single data endpoint. You send SQL, you get rows. There is no per-dataset endpoint to learn, no pagination cursor scheme, and no client library required.

Quickstart

Create a key in the terminal (https://ai.strasmore.com → API keys), then send a query. The key is displayed once: we store only its SHA-256 hash and cannot show it to you again.

The response is JSON. Rows come back as objects keyed by column name.

Try it — no key

Run read-only SQL against global_markets right here. This posts to https://ai.strasmore.com/api/demo/sql, the public demo endpoint: no key, no signup, 500 rows, 20s, 1 year of history, no tick trades, and 5 days of the NBBO quote tapes. It is the same gate and the same warehouse your key would query.

POST https://ai.strasmore.com/api/demo/sql

⌘/Ctrl + Enter

Authentication

Every endpoint except /v1/health takes a bearer token:

Authorization: Bearer sk_live_…

Keys resolve to an organization, and limits are applied per organization, not per key. Minting extra keys does not raise your rate limit. Revoking a key takes effect immediately.

Run a query

POST /v1/query requires key

Execute one read-only SELECT (or WITH … SELECT) against global_markets.

Body

Field	Description
sqlrequired string	One read-only statement. Maximum 100,000 characters.

Response

Field	Description
columns string[]	Column names, in result order.
rows object[]	One object per row, keyed by column name. Not positional arrays.
row_count integer	Rows returned, after any truncation.
truncated boolean	True if the result hit the 20,000-row cap. The result is truncated, not errored — narrow the query, aggregate, or page with `LIMIT`/`OFFSET`.
elapsed float	Server-side execution time, in seconds.
generated_sql string \| null	Always `null` today. Reserved so that adding natural-language querying later is additive rather than a breaking change.

Fetch the schema

GET /v1/schema requires key

Every table and column you can query, read from the warehouse itself at request time — so it can never drift from what your query will actually see. It reflects your tier: tables you cannot query are flagged, each table names the column its history window filters on, and columns with known data defects carry a caveat.

Health

GET /v1/health no auth

Liveness only. Returns {"status": "ok"}. Does not check the warehouse.

SQL restrictions

Your SQL runs under a read-only database user, behind a gate that requires:

Exactly one statement, and it must be a SELECT or a WITH … SELECT. Multiple statements are rejected with a 400 — we will not silently execute the first and drop the rest.
No SETTINGS clause. It is stripped: it could otherwise override the server-side caps.
No table functions (remote, url, merge, file, …), anywhere, including inside subqueries.
No system.*, and no database other than global_markets.
No DDL or DML of any kind.

A semicolon inside a string literal is fine (WHERE name = 'Smith; Jones'), and so is a single trailing semicolon. The engine is ClickHouse, so its SQL dialect and functions apply.

Limits

Limit	Value
Result rows	20,000 per query. Beyond this the result is truncated, not errored — check the `truncated` flag.
Query timeout	60 seconds, enforced server-side.
Request body	100,000 characters of SQL. Larger returns 422.
Free-tier daily cap	100 queries/day, in addition to the rate limit.

Rate limits

Requests per minute, applied per organization. Exceeding it returns 429.

Tier	Requests / minute
free	10
starter	60
pro	300
quotes	600
enterprise	1200

Error contract

Every error is a JSON object with a single human-readable field: {"detail": "…"}. A query that returns zero rows is a 200, not a 404.

Status	Meaning
400	The SQL was rejected by the gate (not a single read-only SELECT, a forbidden table, a dataset your tier cannot access), or it failed to execute (syntax, unknown column).
401	Missing, malformed, unknown, or revoked API key.
422	Malformed request body — `sql` missing, or over 100,000 characters.
429	Rate limit exceeded, or the free-tier daily cap is reached. The message says which.
500	Internal error. Details are logged server-side and never returned to you.

History windows

Each tier sees a uniform depth of history across all datasets. The window is enforced server-side, on the column named by history_column in the schema catalogue.

This is not an error

Rows older than your window are simply absent from results. You will not get a 400; you will get fewer rows. If a historical query returns less than you expect, check your tier's window before you check your SQL.

Tier	History
free	1 years
starter	3 years
pro	Full history
quotes	Full history
enterprise	Full history

Schema catalogue

36 tables in global_markets, read live from the warehouse. Query them as global_markets.<table>. Tables marked paid are unavailable on the free tier.

Equities — prices

delayed_stocks_minute_aggs 9 columns Minute OHLCV bars for US equities. The main price table. `window_start` is UTC.

history window applies to: window_start

ticker LowCardinality(String)

window_start DateTime

open Decimal(12, 4)

close Decimal(12, 4)

high Decimal(12, 4)

low Decimal(12, 4)

volume Decimal(15, 6)

transactions UInt32

_ingest_time DateTime

stocks_daily_aggs 11 columns Daily OHLCV bars for US equities, with `vwap` and `transactions`. The end-of-day counterpart to delayed_stocks_minute_aggs; use this for anything longer than a few sessions.

history window applies to: date

ticker LowCardinality(String)

date Date

open Decimal(18, 4)

close Decimal(18, 4)

high Decimal(18, 4)

low Decimal(18, 4)

volume Decimal(38, 6)

vwap Decimal(18, 4)

transactions UInt32

otc UInt8

_ingest_time DateTime

Equities — tick data

stocks_trades 12 columns paid tier Tick-level equity trades (every print, with condition codes). Paid tiers.

history window applies to: sip_timestamp

ticker String

sip_timestamp DateTime64(9)

participant_timestamp DateTime64(9)

trf_timestamp Nullable(DateTime64(9))

sequence_number Int64

price Decimal(12, 4)

size Decimal(15, 6)

exchange Int16

tape Int8

conditions Array(Int16)

correction Int8

_ingest_time DateTime

cache_stocks_quotes 15 columns 5-day preview · full history on Pro Tick-level equity NBBO quotes. Paid tiers. From 2022.

history window applies to: sip_timestamp

ticker String

sip_timestamp DateTime64(9)

participant_timestamp DateTime64(9)

trf_timestamp Nullable(DateTime64(9))

sequence_number Int64

ask_price Decimal(12, 4)

bid_price Decimal(12, 4)

ask_size Int32

bid_size Int32

ask_exchange Int16

bid_exchange Int16

tape Int8

conditions Array(Int16)

indicators Array(Int16)

_ingest_time DateTime

Options

options_greeks 18 columns paid tier Daily Black-Scholes IV + greeks per contract (EOD close, delta/gamma/vega/theta/rho). One row per contract per session, 2014 onward, refreshed nightly. Paid tiers.

history window applies to: date

date Date

ticker String

underlying_symbol String

option_type String

strike_price Float64

expiration_date Nullable(Date)

volume UInt64

option_close Float64

underlying_close Float64

risk_free_rate Nullable(Float64)

days_to_expiry Nullable(Float64)

implied_volatility Nullable(Float64) Solved from the EOD option close by bisection. Screen implied_volatility > 0.02 to drop degenerate fits.

iv_converged Nullable(UInt8) Filter iv_converged = 1: rows where the IV solve did not converge carry NULL greeks (deep ITM/OTM or stale closes).

delta Nullable(Float64)

gamma Nullable(Float64)

vega Nullable(Float64)

theta Nullable(Float64)

rho Nullable(Float64)

options_trades 13 columns paid tier Tick-level options trades (OPRA). Paid tiers. From 2014.

history window applies to: sip_timestamp

ticker LowCardinality(String)

sip_timestamp DateTime64(9)

participant_timestamp DateTime64(9)

price Decimal(10, 4)

size UInt32

exchange UInt8

conditions Array(UInt16)

correction UInt8

underlying_symbol LowCardinality(String)

expiration_date Date Unreliable. Parse the expiry from the option ticker instead.

strike_price Decimal(18, 3)

option_type LowCardinality(String)

_ingest_time DateTime

cache_options_quotes 10 columns 5-day preview · full history on Pro Tick-level options NBBO quotes. Paid tiers. From 2022. The largest table by far.

history window applies to: sip_timestamp

ticker LowCardinality(String)

sip_timestamp DateTime64(9)

sequence_number Int64

ask_price Decimal(10, 2)

bid_price Decimal(10, 2)

ask_size Int32

bid_size Int32

ask_exchange Int16

bid_exchange Int16

_ingest_time DateTime

options_minute_aggs 9 columns Minute OHLCV bars per options contract.

history window applies to: window_start

ticker LowCardinality(String)

window_start DateTime

open Decimal(10, 4)

close Decimal(10, 4)

high Decimal(10, 4)

low Decimal(10, 4)

volume UInt64

transactions UInt32

_ingest_time DateTime

Corporate actions

stocks_dividends 13 columns Declared dividends: ex-date, record date, pay date, cash amount.

history window applies to: ex_dividend_date

ex_dividend_date Date

ticker String

id String

cash_amount Nullable(Float64)

currency String

declaration_date Nullable(Date)

pay_date Nullable(Date)

record_date Nullable(Date)

frequency Nullable(Int32)

distribution_type String

split_adjusted_cash_amount Nullable(Float64)

historical_adjustment_factor Nullable(Float64)

_ingest_time DateTime

stocks_splits 8 columns Stock splits (forward and reverse) with execution date and ratio.

history window applies to: execution_date

execution_date Date

ticker String

id String

split_from Nullable(Float64)

split_to Nullable(Float64)

adjustment_type String

historical_adjustment_factor Nullable(Float64)

_ingest_time DateTime

stocks_ipos 23 columns IPO / new listing records: issue price, shares offered, listing date.

history window applies to: listing_date

listing_date Date

ticker String

issuer_name String

ipo_status String

announced_date Nullable(Date)

issue_start_date Nullable(Date)

issue_end_date Nullable(Date)

final_issue_price Nullable(Float64)

lowest_offer_price Nullable(Float64)

highest_offer_price Nullable(Float64)

total_offer_size Nullable(Float64)

min_shares_offered Nullable(Float64)

max_shares_offered Nullable(Float64)

shares_outstanding Nullable(Float64)

lot_size Nullable(Float64)

currency_code String

security_type String

security_description String

primary_exchange String

isin String

us_code String

last_updated Nullable(Date)

_ingest_time DateTime

Short data

stocks_short_interest 6 columns Exchange-reported short interest, by settlement date (twice monthly).

history window applies to: settlement_date

settlement_date Date

ticker String

short_interest Nullable(Float64)

avg_daily_volume Nullable(Float64)

days_to_cover Nullable(Float64)

_ingest_time DateTime

stocks_short_volume 16 columns Daily FINRA short volume (can carry duplicate rows: GROUP BY + max()).

history window applies to: date

date Date This table can contain duplicate rows for a ticker/date. Dedupe with GROUP BY + max().

ticker String

short_volume Nullable(Float64)

short_volume_ratio Nullable(Float64)

total_volume Nullable(Float64)

exempt_volume Nullable(Float64)

non_exempt_volume Nullable(Float64)

adf_short_volume Nullable(Float64)

adf_short_volume_exempt Nullable(Float64)

nasdaq_carteret_short_volume Nullable(Float64)

nasdaq_carteret_short_volume_exempt Nullable(Float64)

nasdaq_chicago_short_volume Nullable(Float64)

nasdaq_chicago_short_volume_exempt Nullable(Float64)

nyse_short_volume Nullable(Float64)

nyse_short_volume_exempt Nullable(Float64)

_ingest_time DateTime

Fundamentals

stocks_income_statements 35 columns Quarterly/annual income statements.

history window applies to: filing_date

period_end Date

filing_date Date UNRELIABLE. Vendor defect: ~89% of quarterly rows carry a filing_date more than 200 days after period_end (older fiscal years are stamped with recent years' dates). Use period_end as the time key.

cik String

tickers Array(String)

fiscal_year Nullable(Int32)

fiscal_quarter Nullable(Int8)

timeframe String

revenue Nullable(Float64)

cost_of_revenue Nullable(Float64)

gross_profit Nullable(Float64)

operating_income Nullable(Float64)

net_income_loss_attributable_common_shareholders Nullable(Float64)

consolidated_net_income_loss Nullable(Float64)

basic_earnings_per_share Nullable(Float64)

basic_shares_outstanding Nullable(Float64)

diluted_earnings_per_share Nullable(Float64)

diluted_shares_outstanding Nullable(Float64)

ebitda Nullable(Float64)

selling_general_administrative Nullable(Float64)

research_development Nullable(Float64)

total_operating_expenses Nullable(Float64)

income_before_income_taxes Nullable(Float64)

income_taxes Nullable(Float64)

interest_expense Nullable(Float64)

interest_income Nullable(Float64)

depreciation_depletion_amortization Nullable(Float64)

discontinued_operations Nullable(Float64)

equity_in_affiliates Nullable(Float64)

extraordinary_items Nullable(Float64)

noncontrolling_interest Nullable(Float64)

other_income_expense Nullable(Float64)

other_operating_expenses Nullable(Float64)

preferred_stock_dividends_declared Nullable(Float64)

total_other_income_expense Nullable(Float64)

_ingest_time DateTime

stocks_balance_sheets 39 columns Quarterly/annual balance sheets.

history window applies to: filing_date

period_end Date

filing_date Date PARTLY UNRELIABLE (~43% of rows filed >200d after period_end). Prefer period_end.

cik String

tickers Array(String)

fiscal_year Nullable(Int32)

fiscal_quarter Nullable(Int8)

timeframe String

total_assets Nullable(Float64)

total_current_assets Nullable(Float64)

total_liabilities Nullable(Float64)

total_current_liabilities Nullable(Float64)

total_equity Nullable(Float64)

cash_and_equivalents Nullable(Float64)

accounts_payable Nullable(Float64)

accrued_and_other_current_liabilities Nullable(Float64)

accumulated_other_comprehensive_income Nullable(Float64)

additional_paid_in_capital Nullable(Float64)

commitments_and_contingencies Nullable(Float64)

common_stock Nullable(Float64)

debt_current Nullable(Float64)

deferred_revenue_current Nullable(Float64)

goodwill Nullable(Float64)

intangible_assets_net Nullable(Float64)

inventories Nullable(Float64)

long_term_debt_and_capital_lease_obligations Nullable(Float64)

noncontrolling_interest Nullable(Float64)

other_assets Nullable(Float64)

other_current_assets Nullable(Float64)

other_equity Nullable(Float64)

other_noncurrent_liabilities Nullable(Float64)

preferred_stock Nullable(Float64)

property_plant_equipment_net Nullable(Float64)

receivables Nullable(Float64)

retained_earnings_deficit Nullable(Float64)

short_term_investments Nullable(Float64)

total_equity_attributable_to_parent Nullable(Float64)

total_liabilities_and_equity Nullable(Float64)

treasury_stock Nullable(Float64)

_ingest_time DateTime

stocks_cash_flow_statements 33 columns Quarterly/annual cash-flow statements.

history window applies to: filing_date

period_end Date

filing_date Date UNRELIABLE (same vendor defect as stocks_income_statements). Use period_end.

cik String

tickers Array(String)

fiscal_year Nullable(Int32)

fiscal_quarter Nullable(Int8)

timeframe String

net_income Nullable(Float64)

net_cash_from_operating_activities Nullable(Float64)

net_cash_from_investing_activities Nullable(Float64)

net_cash_from_financing_activities Nullable(Float64)

change_in_cash_and_equivalents Nullable(Float64)

cash_from_operating_activities_continuing_operations Nullable(Float64)

change_in_other_operating_assets_and_liabilities_net Nullable(Float64)

depreciation_depletion_and_amortization Nullable(Float64)

dividends Nullable(Float64)

effect_of_currency_exchange_rate Nullable(Float64)

income_loss_from_discontinued_operations Nullable(Float64)

long_term_debt_issuances_repayments Nullable(Float64)

net_cash_from_financing_activities_continuing_operations Nullable(Float64)

net_cash_from_financing_activities_discontinued_operations Nullable(Float64)

net_cash_from_investing_activities_continuing_operations Nullable(Float64)

net_cash_from_investing_activities_discontinued_operations Nullable(Float64)

net_cash_from_operating_activities_discontinued_operations Nullable(Float64)

noncontrolling_interests Nullable(Float64)

other_cash_adjustments Nullable(Float64)

other_financing_activities Nullable(Float64)

other_investing_activities Nullable(Float64)

other_operating_activities Nullable(Float64)

purchase_of_property_plant_and_equipment Nullable(Float64)

sale_of_property_plant_and_equipment Nullable(Float64)

short_term_debt_issuances_repayments Nullable(Float64)

_ingest_time DateTime

stocks_ratios 24 columns Derived financial ratios.

history window applies to: date

date Date

ticker String

cik String

price Nullable(Float64)

market_cap Nullable(Float64)

enterprise_value Nullable(Float64)

average_volume Nullable(Float64)

earnings_per_share Nullable(Float64)

price_to_earnings Nullable(Float64)

price_to_book Nullable(Float64)

price_to_sales Nullable(Float64)

price_to_cash_flow Nullable(Float64)

price_to_free_cash_flow Nullable(Float64)

ev_to_ebitda Nullable(Float64)

ev_to_sales Nullable(Float64)

dividend_yield Nullable(Float64)

return_on_assets Nullable(Float64)

return_on_equity Nullable(Float64)

debt_to_equity Nullable(Float64)

current Nullable(Float64)

quick Nullable(Float64)

cash Nullable(Float64)

free_cash_flow Nullable(Float64)

_ingest_time DateTime

Ownership & insiders

stocks_13f_filings 21 columns Institutional holdings from 13F-HR filings — one row per position per manager per quarter (`filer_cik`, `cusip`, `market_value`, `shares_or_principal_amount`, voting authority). Back to 2000. Join to a quarter with `period`, to the filing with `filing_date`.

accession_number String

cusip Nullable(String)

file_number Nullable(String)

filer_cik String

filing_date Date

filing_url Nullable(String)

film_number Nullable(String)

form_type Nullable(String)

investment_discretion Nullable(String)

issuer_name Nullable(String)

market_value Nullable(Int64)

other_managers Array(String)

period Nullable(Date) 334 rows carry an out-of-range period (as filed — they range to 1987 and to 2149). Tiny against 160m rows, but enough to poison the obvious idiom: max(period) returns 2149-06-06 and a 'latest quarter' query then matches one row. Bound it — max(period) WHERE period <= today().

put_call Nullable(String)

shares_or_principal_amount Nullable(Int64)

shares_or_principal_type Nullable(String)

title_of_class Nullable(String)

voting_authority_none Nullable(Int64)

voting_authority_shared Nullable(Int64)

voting_authority_sole Nullable(Int64)

_ingest_time DateTime

stocks_form4 41 columns Insider transactions (SEC Form 4): open-market buys and sells, grants and exercises by officers, directors and 10% owners. `transaction_code` is the action, `transaction_shares`/`transaction_price_per_share` the size. `tickers` is an ARRAY — filter with has(tickers, 'AAPL'). Back to 2003.

accession_number String

aff_10b5_one Nullable(UInt8)

date_of_original_submission Nullable(Date)

deemed_execution_date Nullable(Date)

direct_or_indirect Nullable(String)

equity_swap_involved Nullable(UInt8)

exercise_date Nullable(Date)

exercise_price Nullable(Float64)

expiration_date Nullable(Date)

filing_date Date

filing_url Nullable(String)

footnotes Nullable(String)

form_type Nullable(String)

is_director Nullable(UInt8)

is_officer Nullable(UInt8)

is_other Nullable(UInt8)

is_ten_percent_owner Nullable(UInt8)

issuer_cik String

issuer_name Nullable(String)

nature_of_ownership Nullable(String)

not_subject_to_section_16 Nullable(UInt8)

officer_title Nullable(String)

owner_cik Nullable(String)

owner_name Nullable(String)

period_of_report Nullable(Date)

record_type Nullable(String)

remarks Nullable(String)

security_title Nullable(String)

security_type Nullable(String)

shares_owned_following_transaction Nullable(Float64)

tickers Array(String)

transaction_acquired_disposed Nullable(String)

transaction_code Nullable(String)

transaction_date Nullable(Date)

transaction_price_per_share Nullable(Float64) Carries a small tail of mis-parsed values as filed — ~0.3% of open-market purchases price above $100,000/share, and in some rows the SHARE COUNT is repeated into this field. Harmless to ignore until you ORDER BY value, which puts them first. Bound it (e.g. BETWEEN 1 AND 10000) for any ranking. transaction_value is derived from this column and inherits the defect.

transaction_shares Nullable(Float64)

transaction_timeliness Nullable(String)

transaction_value Nullable(Float64)

underlying_security_shares Nullable(Float64)

underlying_security_title Nullable(String)

_ingest_time DateTime

stocks_form3 30 columns Initial statements of beneficial ownership (SEC Form 3) — filed when someone first becomes an insider. The starting position that Form 4 transactions then move. `tickers` is an ARRAY.

accession_number String

aff_10b5_one Nullable(UInt8)

date_of_original_submission Nullable(Date)

direct_or_indirect Nullable(String)

exercise_date Nullable(Date)

exercise_price Nullable(Float64)

filing_date Date

filing_url Nullable(String)

footnotes Nullable(String)

form_type Nullable(String)

is_director Nullable(UInt8)

is_officer Nullable(UInt8)

is_other Nullable(UInt8)

is_ten_percent_owner Nullable(UInt8)

issuer_cik String

issuer_name Nullable(String)

nature_of_ownership Nullable(String)

not_subject_to_section_16 Nullable(UInt8)

officer_title Nullable(String)

owner_cik Nullable(String)

owner_name Nullable(String)

period_of_report Nullable(Date)

remarks Nullable(String)

security_title Nullable(String)

security_type Nullable(String)

shares_owned Nullable(Float64)

tickers Array(String)

underlying_security_shares Nullable(Float64)

underlying_security_title Nullable(String)

_ingest_time DateTime

SEC filings

stocks_sec_edgar_index 8 columns The EDGAR filing index: every filing, its form type and filing date.

history window applies to: filing_date

cik String

ticker String

issuer_name String

form_type String

filing_date Date

accession_number String

filing_url String

_ingest_time DateTime

stocks_10k_sections 8 columns Parsed sections of 10-K filings.

history window applies to: filing_date

cik String

ticker String

filing_date Date

period_end Date

filing_url String

section String

text String

_ingest_time DateTime

stocks_8k_disclosures 10 columns 8-K material-event filings, categorised (`primary_category` … `tertiary_category`) with the supporting text. `tickers` is an ARRAY. See stocks_8k_text for the full filing body.

accession_number String

cik String

filing_date Date

filing_url Nullable(String)

primary_category Nullable(String)

secondary_category Nullable(String)

tertiary_category Nullable(String)

supporting_text Nullable(String)

tickers Array(String)

_ingest_time DateTime

stocks_8k_text 8 columns 8-K filing text.

history window applies to: filing_date

cik String

ticker String

form_type String

filing_date Date

accession_number String

filing_url String

items_text String

_ingest_time DateTime

stocks_13f_text 7 columns Raw 13F filing text. NOT YET POPULATED — the table exists and is empty; use stocks_13f_filings for the parsed positions.

accession_number String

filer_cik String

filing_date Date

form_type Nullable(String)

filing_url String

filing_text String

_ingest_time DateTime

stocks_risk_factors 8 columns Parsed risk-factor sections.

history window applies to: filing_date

cik String

ticker String

filing_date Date

primary_category String

secondary_category String

tertiary_category String

supporting_text String

_ingest_time DateTime

stocks_risk_categories 6 columns Reference: risk-factor category labels.

taxonomy String

primary_category String

secondary_category String

tertiary_category String

description String

_ingest_time DateTime

News

stocks_news 13 columns News article metadata (headline, publisher, tickers). Not full article text.

history window applies to: published_utc

id String

published_utc DateTime

title String

author String

article_url String

amp_url String

image_url String

description String

tickers Array(String)

keywords Array(String)

insights Array(String)

publisher String

_ingest_time DateTime

Macro & rates

treasury_yields 13 columns US Treasury yield curve by maturity, daily.

history window applies to: date

date Date

yield_1_month Nullable(Float32)

yield_3_month Nullable(Float32)

yield_6_month Nullable(Float32)

yield_1_year Nullable(Float32)

yield_2_year Nullable(Float32)

yield_3_year Nullable(Float32)

yield_5_year Nullable(Float32)

yield_7_year Nullable(Float32)

yield_10_year Nullable(Float32)

yield_20_year Nullable(Float32)

yield_30_year Nullable(Float32)

_ingest_time DateTime

inflation 8 columns CPI / PCE series.

history window applies to: date

date Date

cpi Nullable(Float32)

cpi_core Nullable(Float32)

cpi_year_over_year Nullable(Float32)

pce Nullable(Float32)

pce_core Nullable(Float32)

pce_spending Nullable(Float64)

_ingest_time DateTime

inflation_expectations 9 columns Inflation expectation series.

history window applies to: date

date Date

forward_years_5_to_10 Nullable(Float32)

market_5_year Nullable(Float32)

market_10_year Nullable(Float32)

model_1_year Nullable(Float32)

model_5_year Nullable(Float32)

model_10_year Nullable(Float32)

model_30_year Nullable(Float32)

_ingest_time DateTime

labor_market 6 columns Labor-market series.

history window applies to: date

date Date

avg_hourly_earnings Nullable(Float32)

job_openings Nullable(Float32)

labor_force_participation_rate Nullable(Float32)

unemployment_rate Nullable(Float32)

_ingest_time DateTime

Reference

stocks_market_holidays 7 columns Exchange calendar: holidays and early closes.

date Date

exchange String

name String

status String

open Nullable(DateTime)

close Nullable(DateTime)

_ingest_time DateTime

stocks_market_status 8 columns Reference: market status codes.

afterHours Nullable(Bool)

currencies String

earlyHours Nullable(Bool)

exchanges String

indicesGroups String

market String

serverTime DateTime

_ingest_time DateTime

stocks_exchanges 11 columns Reference: exchange codes and names.

id Int64

type String

asset_class String

locale String

name String

acronym String

mic String

operating_mic String

participant_id String

url String

_ingest_time DateTime

stocks_condition_codes 12 columns Reference: trade/quote condition codes (needed to read the tick tables).

id Int64

name String

abbreviation String

type String

description String

asset_class String

data_types Array(String)

legacy Nullable(Bool)

exchange Nullable(Int64)

sip_mapping String

update_rules String

_ingest_time DateTime

Data caveats

Known defects in the underlying data. We publish them rather than let you discover them: a silently wrong number is worse than a missing one. They are also attached to the affected columns in GET /v1/schema.

options_greeks.iv_converged

Filter iv_converged = 1: rows where the IV solve did not converge carry NULL greeks (deep ITM/OTM or stale closes).

options_greeks.implied_volatility

Solved from the EOD option close by bisection. Screen implied_volatility > 0.02 to drop degenerate fits.

options_trades.expiration_date

Unreliable. Parse the expiry from the option ticker instead.

stocks_13f_filings.period

334 rows carry an out-of-range period (as filed — they range to 1987 and to 2149). Tiny against 160m rows, but enough to poison the obvious idiom: max(period) returns 2149-06-06 and a 'latest quarter' query then matches one row. Bound it — max(period) WHERE period <= today().

stocks_balance_sheets.filing_date

PARTLY UNRELIABLE (~43% of rows filed >200d after period_end). Prefer period_end.

stocks_cash_flow_statements.filing_date

UNRELIABLE (same vendor defect as stocks_income_statements). Use period_end.

stocks_form4.transaction_price_per_share

Carries a small tail of mis-parsed values as filed — ~0.3% of open-market purchases price above $100,000/share, and in some rows the SHARE COUNT is repeated into this field. Harmless to ignore until you ORDER BY value, which puts them first. Bound it (e.g. BETWEEN 1 AND 10000) for any ranking. transaction_value is derived from this column and inherits the defect.

stocks_income_statements.filing_date

UNRELIABLE. Vendor defect: ~89% of quarterly rows carry a filing_date more than 200 days after period_end (older fiscal years are stamped with recent years' dates). Use period_end as the time key.

stocks_short_volume.date

This table can contain duplicate rows for a ticker/date. Dedupe with GROUP BY + max().