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Bars (Nasdaq, CQT, and OTCBB)

Bars are calculated from 4:00 am to 8:00 pm ET for a given symbol with 10+ years of history.

Endpoint

GET https://<base_url>/v2/<source>/<offset>/equities/bars/<symbol>/<precision>/<adjusted>/<date-range>

URI Parameters

<source> - Data source; Acceptable values: Nasdaq, CQT, or OTCBB

<offset> - Real-time or 15 minute delayed data; acceptable values: realtime, delayed

<symbols> - Security identifier(s): if more than one, use comma separated list

<precision> - Bar precision intervals; acceptable values: 5second, 1minute, 5minute, 10minute, 15minute, 30minute, 1day, 1week, 1month

<adjusted> - Corporate actions adjusted: currently, only false supprted (e.g. unadjusted O/H/L/C/V)

<date-range> - Bar date range; acceptable values: 1d (1 day), 5d (5 days), 1m (1 month), 3m (3 months), 6 (6 months), 1y (1 year), 5y (5 years), max (maximum range), ytd (year to date)

Headers

"Authorization: Bearer <token>"

Request Body

none

Response Body

[
    {
        "timestamp": "2021-10-29T09:30:00.000",
        "open": 206.64,
        "high": 206.64,
        "low": 0.0,
        "close": 206.57,
        "size": 7965,
        "symbol": "ZVZZT",
        "adjusted": false
    },
    [...]
]
Field Name Type Description
Date + Timestamp timestamp string Format: YYYY-MM-DDThh:mm:ss.s
Open open number The open price is for the beginning of the one-minute period, not the trading session.
High high number The high price during the candlestick period is indicated by the top of the shadow or tail above the body. If the open or close was the highest price, then there will be no upper shadow.
Low low number The low is indicated by the bottom of the shadow or tail below the body. If the open or close was the lowest price, then there will be no lower shadow.
Close close number Last trade of that precision. The close price is for the end of the one-minute period, not the trading session.
Size size number Aggregated shares in that precision. The size of the trades in the time segment selected.
Symbol symbol string
Adjusted Values adjusted boolean Corporate actions adjusted values.
Precision & Date Range Parameter Details
Range Description Finest Precision
YTD Year to date. Time interval would be 1day. 1 day
max All available data with 10+ years of history. Time interval would be 1month/1week. 1 week
5y Five years. Time interval for 5Y would be 1month/1week. 1 week
1y One year. Time interval for 1Y would be 1week/1day. 1 day
6m Six months. Time interval for 6m would be 1day. 1 day
3m Three months. Time interval for 3m would be 1day. 1 day
1m One month. Time interval for 1m would be 1day. 1 day
5d Five days. Time interval for 5d would be 30minute/15minute/10minute/5minute. 5 minutes
1d One day. Time interval would be 5second/1minute/5minute. 5 seconds

Example

Request

curl --location --request GET 'https://example.com/v2/cqt/realtime/equities/bars/ZVZZT/5minute/false/5d' \
--header "Authorization: Bearer example_token"

Response

[
  {
        "timestamp": "2021-10-29T09:30:00.000",
        "open": 206.64,
        "high": 206.64,
        "low": 0.0,
        "close": 206.57,
        "size": 7965,
        "symbol": "ZVZZT",
        "adjusted": false
    },
    {
        "timestamp": "2021-10-29T09:30:05.000",
        "open": 206.99,
        "high": 207.01,
        "low": 206.22,
        "close": 0.0,
        "size": 1234,
        "symbol": "ZVZZT",
        "adjusted": false
    }
]