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Quotes

GET

/v3/quotes/{stockTicker}

Retrieve National Best Bid and Offer (NBBO) quotes for a specified stock ticker over a defined time range. Each record includes the prevailing best bid/ask prices, sizes, exchanges, and timestamps, reflecting the top-of-book quote environment at each moment. By examining this historical quote data, users can analyze price movements, evaluate liquidity at the NBBO level, and enhance trading strategies or research efforts.

Use Cases: Historical quote analysis, liquidity evaluation, algorithmic backtesting, trading strategy refinement.

Path Parameters

stockTicker

string

required

The ticker symbol to get quotes for.

Query Parameters

timestamp

string

Query by timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.

order

enum (string)

Order results based on the `sort` field.

limit

integer

Limit the number of results returned, default is 1000 and max is 50000.

sort

enum (string)

Sort field used for ordering.

Code Examples

Query URL

GET

Scroll to see updated query response

Response Attributes

next_url

string

optional

If present, this value can be used to fetch the next page of data.

results

array (object)

optional

An array of results containing the requested data.

ask_exchange

integer

optional

The ask exchange ID

ask_price

number

optional

The ask price.

ask_size

number

optional

The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price.

bid_exchange

integer

optional

The bid exchange ID

bid_price

number

optional

The bid price.

bid_size

number

optional

The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price.

conditions

array (integer)

optional

A list of condition codes.

indicators

array (integer)

optional

A list of indicator codes.

participant_timestamp

integer

The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.

sequence_number

integer

The sequence number represents the sequence in which quote events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day.

sip_timestamp

integer

The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it.

tape

integer

optional

There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. * Tape A is NYSE listed securities * Tape B is NYSE ARCA / NYSE American * Tape C is NASDAQ

trf_timestamp

integer

optional

The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this quote.

status

string

The status of this request's response.