Stocks and ETFs
US-listed stocks, ETFs, and depositary receipts are served on the /v1/securities/{symbol} routes. Reference data is on
Company reference data, and departed and delisted listings on
Listing lifecycle. Every parameter and response schema is in the
API reference.
Each listing carries an asset_class and an instrument_type; their meaning is on
Asset class and instrument type.
Routes
| what | routes |
|---|---|
| prices | GET /v1/securities/{symbol}/quote, /history, /technicals |
| reference data | /profile, /analyst, /calendar (Company reference data) |
| corporate actions | /corporate-actions (Company reference data) |
| content | /events, /digest, /thesis (News and events, Digests, theses, and themes); a security's news is the news family's instrument filter |
| company filings | /filings, /financials (Filings and financials), /insider-transactions (Insider transactions), /institutional-holders (Institutional holdings) |
| classification lists | GET /v1/securities/sectors, /industry-groups, /industries, /sub-industries |
| venues | GET /v1/securities/exchanges |
| market views | the /v1/markets/equity routes (Equity market views) |
The classification lists and the venue list answer {"object": "list", "data": [...]}.
Tickers and venue forms
{symbol} is a symbol (AAPL) or the venue form MIC:SYMBOL (XNAS:AAPL). The key grammar, and how a bare ticker
that several current listings hold answers 409 ambiguous_instrument, are on
Instrument keys.
Whether a route serves a venue form:
| routes | venue form |
|---|---|
/quote, /history, /technicals | served when the price data is that venue's listing; 409 ambiguous_instrument when the venue's listing cannot be told apart from another holder of the ticker |
/filings, /financials, /insider-transactions, /institutional-holders, /corporate-actions | served for the venue's listing |
/profile, /analyst, /calendar, /events, /digest, /thesis | served when that venue's listing is the only current holder of the ticker; 409 ambiguous_instrument when several current listings hold it |
On every route, a venue form whose ticker is held by one listing on another venue is 404 not_registered, and the
message names that listing's key.
Quotes, bars, and technicals
curl "https://api.tauric.ai/v1/securities/AAPL/quote" \
-H "Authorization: Bearer $TAURIC_API_KEY"
curl "https://api.tauric.ai/v1/securities/AAPL/history?period=1y" \
-H "Authorization: Bearer $TAURIC_API_KEY"
curl "https://api.tauric.ai/v1/securities/AAPL/history?interval=15m&days=5" \
-H "Authorization: Bearer $TAURIC_API_KEY"
A quote follows Quotes, bars follow Price history, and indicators
follow Technicals. Daily bars are split and dividend adjusted (price_basis on
Price history).
Securities are the only family with intraday bars. /history takes interval:
interval | window parameter | values |
|---|---|---|
1d (default) | period | 1d 5d 1mo 3mo 6mo ytd 1y |
15m | days | at most 7 sessions |
60m | days | at most 28 sessions |
Any other interval is 422 invalid_request, and so is period with an intraday interval or days with 1d. How far
back each interval reaches is on History windows.
Company classification
Company classifications follow the GICS hierarchy. They are not official GICS assignments, and
classification_status says how established each one is.
The hierarchy lists
The four lists are the hierarchy's levels, from sector to sub-industry. Each list below the sector level filters by
its parent levels: ?sector=, ?industry_group=, ?industry=, each taking a key of the level named; anything else is
422.
A sector's proxy_etf (security:XLK) is the ETF the market sector views measure it by.
A company's classification
A profile carries the company's sector, industry_group, industry, and sub_industry (names) and their *_keys.
The keys are those of the four lists: lowercase, hyphenated forms of the names, such as information-technology and
software-services.
classification_status | meaning |
|---|---|
mapped | every served level is established for the company |
provisional | the deepest served level is likely but not established for this company |
unclassified | no level is assigned |
not_applicable | a fund: funds receive no company classification |
Exchanges
GET /v1/securities/exchanges lists the listing venues. An exchange's mic is its ISO 10383 MIC: an operating MIC
(XNYS, XNAS) or a market-segment MIC (ARCX, XASE, BATS).
Equity market views
Each member of an equity view is a quote in the quote shape. The rules every market view shares are on Batch quotes and market views.
| route | view |
|---|---|
GET /v1/markets/equity/indices | the equity indices |
GET /v1/markets/equity/sectors | the sectors |
GET /v1/markets/equity/sectors/rotation | sector rotation |
GET /v1/markets/equity/movers?type=gainers | the movers |
GET /v1/markets/equity/summary | the market summary |
Movers
GET /v1/markets/equity/movers ranks the maintained universe's common shares and ADRs, the top limit (default
10, at most 20); sector ETFs rank in /sectors.
| parameter | meaning |
|---|---|
type | gainers or losers (by change_percent, only rising or only falling stocks) or active (by day.volume, the day's share volume, not traded value). Anything else is 422 with param: type |
limit | how many to rank, each with its rank |
The response's sort names the field ranked on. Only quotes of the newest session are ranked
(rankings). qualifying counts the stocks that qualified
before the cut, and population counts the members, the ones ranked, and every other one by reason in excluded.