Stocks · Prices, tape and indicators

Stocks quotes

Consolidated NBBO quotes of a stock, oldest first.

GET/v1/stocks/quotesstocksQuotes

API Developer Paginated History-bounded Dataset: equities

On this page

Example request
Parameters
Response
Example response
Related

Every change of the national best bid and offer in a window, ascending by exchange time with the sequence number as the tie-break, resumed with cursor_id. A side with no quote is null. Quotes exist for exchanges only; off-exchange facilities do not quote. meta.delayed is true when the data is 15 minutes delayed.

Example request

curl -sS --get "https://api.ordermap.si/v1/stocks/quotes" \
  -H "Authorization: Bearer $ORDERMAP_API_KEY" \
  --data-urlencode symbol=AAPL

const params = new URLSearchParams({
  symbol: "AAPL",
});
const res = await fetch(`https://api.ordermap.si/v1/stocks/quotes?${params}`, {
  headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
if (!res.ok) throw new Error(`${res.status} ${await res.text()}`);
const { data, meta } = await res.json();
console.log(data, meta.coverage);
// Paginated: repeat with cursor_id set to pagination.next_cursor_id until it is null.

Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.

Parameters

6 parameters, 1 required.

Parameter	Type and limits	Description
`symbol`queryrequired	stringat most 11 characterspattern ^[A-Za-z]{1,6}(\.[A-Za-z0-9]{1,4})?$	Ticker symbol, for example AAPL.
`start_time`queryoptional	integerunix-msmin 946684800000max 4102444800000	Inclusive start of the window. Defaults to the start of the current exchange date.
`end_time`queryoptional	integerunix-msmin 946684800000max 4102444800000	Exclusive end of the window. Defaults to the end of the exchange date of start_time. At most 31 days after start_time.
`date`queryoptional	stringdate	A whole exchange date (YYYY-MM-DD, 00:00 to 24:00 Eastern, extended hours included) instead of start_time and end_time.
`limit`queryoptional	integerdefault 1000min 1max 10000	Maximum rows to return.
`cursor_id`queryoptional	stringat most 1024 characters	Opaque cursor returned as pagination.next_cursor_id; resumes the same query on the next page.

Response

Status	Meaning	Body
`200`	Successful response.	Schema below
`400`	Invalid, unknown or repeated parameters, or an invalid cursor.	Error object
`401`	Missing or invalid API key.	Error object
`403`	The plan, dataset release or account state does not allow this request.	Error object
`422`	The request is valid but no data exists for it.	Error object
`429`	Rate limit, burst limit or cooldown; wait Retry-After seconds.Retry-After	Error object
`500`	Internal error.	Error object
`503`	Data temporarily unavailable; retry after Retry-After seconds.Retry-After	Error object
`504`	The request timed out.	Error object

Authenticated responses carry the X-RateLimit-* headers (see rate limits); 429 and 503 add Retry-After.

200 response body

dataarray<object>required15 fields inside
- ask_exchangeinteger | nullrequiredExchange id quoting the ask.
- ask_pricenumber | nullrequiredBest ask.
- ask_sizenumber | nullrequiredAsk size.
- bid_exchangeinteger | nullrequiredExchange id quoting the bid.
- bid_pricenumber | nullrequiredBest bid.
- bid_sizenumber | nullrequiredBid size.
- conditionsarray<integer>requiredQuote condition codes; see /v1/stocks/conditions.
- indicatorsarray<integer>requiredIndicator codes.
- participant_timestampinteger | nullunix-msrequiredTime the exchange stamped the quote. Unix epoch milliseconds (UTC).
- sequence_numberintegerrequiredConsolidated sequence number.
- symbolstringrequiredTicker symbol.
- tapeinteger | nullrequiredConsolidated tape.
- timestampintegerunix-msrequiredTime the consolidated feed stamped the quote. Unix epoch milliseconds (UTC).
- timestamp_nsstringrequiredThe same time in nanoseconds, as a string.
- trf_timestampinteger | nullunix-msrequiredFacility time. Unix epoch milliseconds (UTC).
metaobjectrequiredMeta object
paginationobjectrequiredPagination object

Example response

{
  "data": [
    {
      "ask_exchange": 11,
      "ask_price": 231.43,
      "ask_size": 200,
      "bid_exchange": 12,
      "bid_price": 231.41,
      "bid_size": 300,
      "conditions": [
        1
      ],
      "indicators": [
        602
      ],
      "participant_timestamp": 1760659200120,
      "sequence_number": 98211,
      "symbol": "AAPL",
      "tape": 3,
      "timestamp": 1760659200123,
      "timestamp_ns": "1760659200123456789",
      "trf_timestamp": null
    }
  ],
  "meta": {
    "as_of": 1760659200123,
    "coverage": {
      "complete": true
    },
    "delay_ms": 0,
    "delayed": false,
    "request_id": "0199f0c2-5a1e-7c3b-9d4e-2b6f8a1c3d5e",
    "source": "sip"
  },
  "pagination": {
    "count": 1,
    "has_more": false,
    "limit": 1000,
    "next_cursor_id": null,
    "next_url": null
  }
}

Values are illustrative. Missing values are null, never 0.

Example request

Parameters

Response

200 response body

Example response

Related