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Batch quotes and market views

Batch quotes return any mix of priced instruments in one request. The cross-asset view and the rules every market view (/v1/markets/…) shares follow. Each asset class's own views are on its page: stocks and ETFs, rates, credit, and volatility, FX, futures, and crypto.

Routes​

taskroute
quotes for up to 50 keys of any priced kindPOST /v1/quotes
six cross-asset gauges in one answerGET /v1/markets/cross-asset

Batch quotes​

curl https://api.tauric.ai/v1/quotes \
  -H "Authorization: Bearer $TAURIC_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{"instruments":["security:AAPL","future:XCME:ES/continuous","fx:EURUSD","crypto:BTC-USDT","series:us.treasury.yield_index.10y","security:ZZZZQ"]}'
{"quotes": {"security:AAPL": {"instrument": {"key": "security:AAPL", "name": "Apple Inc.", "currency": "USD", "...": "..."},
                              "quote_kind": "snapshot", "price": 255.46, "...": "..."},
            "fx:EURUSD":     {"instrument": {"key": "fx:EURUSD", "name": "Euro/US Dollar", "currency": "USD", "...": "..."},
                              "quote_kind": "snapshot", "price": 1.17042, "...": "..."}},
 "errors": {"security:ZZZZQ": {"code": "not_registered", "message": "..."}}}

"...": "..." marks fields left out here; each item is the whole quote shape.

Each key gets the answer its own quote route would give: a quote under quotes, or under errors the code the single route answers. Partial success is normal, and a key sent twice is answered once. Both maps are keyed by the key you sent, even when the answer names its canonical key; two spellings of one instrument (security:AAPL, security:XNAS:AAPL) are answered separately.

A value series, a futures family (future:XCME:ES) and a key without its kind (AAPL) are not priced: each is answered under errors with invalid_request, and the message names the key to use.

The cross-asset view​

GET /v1/markets/cross-asset serves six cross-asset gauges under indicators: the US 10-year and 5-year yield indices, VIX, the US dollar index, gold, and oil (the gold and crude oil continuous futures). Each gauge is a quote; a gauge not held is named in missing with its reason, and when none is held the answer is 503 temporarily_unavailable.

Rules every market view shares​

Market views name their members by key. Each member is a quote or a series values observation. A quote member carries its quote route's instrument block (a sector ETF is named by its issuer's name; the sector view adds its sector_key).

Missing members​

A view names every member it could not serve in missing, with a reason. A figure derived over the members, such as a breadth percentage or an average, is null with temporarily_unavailable when some member is not measured.

Figures of one session​

A figure derived across members (the VIX slope and structure, the sector rotation's spread and signal, the breadth percentage) uses prices of one session, named in session_date. A figure without such operands is null with temporarily_unavailable.

Rankings​

A ranking (sector performance, movers, the rotation's leaders and laggards) compares the members of one session, the newest among them (session_date). A member of an older session follows, unranked; the movers count it in population.excluded as temporarily_unavailable.