Market Transparency Datasets
The datasets shown in the table below are available as part of the Market Transparency API.
The API platform utilizes the concept of datasets to deliver a variety of data via the GET Data and POST Data endpoints. All datasets are associated with a dataset group and have a dataset name. Therefore the GET Data and POST data endpoints utilize the following structure:
/data/group/{group name}/name/{dataset name}
Utilize the /metadata/group/{group name}/name/{dataset name} endpoint to retrieve details of the fields for each dataset.
IMPORTANT:
- The Market Transparency Datasets do not require production API credentials and therefore you can utilize these datasets without providing an Authorization token on API requests.
- The data provided in the test datasets is a small SAMPLE of the data available in production.
API | dataset group name | dataset name | test dataset name | historical dataset name | status | production provisioning required |
---|---|---|---|---|---|---|
Market Transparency | OTCMarket | |||||
NEW | regShoDaily | regShoDailyMock | available | no | ||
equityShortInterest | equityShortInterestMock | deprecated | no | |||
equityShortInterestStandardized | equityShortInterestStandardizedMock | available | no | |||
thresholdList | thresholdListMock | available | no | |||
NEW | weeklySummary1 | weeklySummaryMock | weeklySummaryHistoric2 | coming soon (historical) | no | |
monthlySummary | monthlySummaryMock | available | no | |||
blocksSummary | blocksSummaryMock | available | no | |||
otcBlocksSummary | otcBlocksSummaryMock | available | no |
Dataset Details
- weeklySummary: The weeklySummary production dataset contains a rolling twelve months of data.
- weeklySummaryHistoric: The weeklySummary historic dataset provides a rolling 4 years of data starting with one year prior to the current date.
- One (and only one) of the following fields must be used to query the dataset:
- weekStartDate - a date field in yyyy-MM-dd format that must be a Monday. If a date other than a Monday is provided no data will be returned.
- historicalWeek - a date field in yyyy-MM-dd format. If a date other than a Monday is provided the platform will calculate the corresponding weekStartDate for the provided date.
- historicalMonth - a date field in yyyy-MMM format. The platform will provide all data with a weekStartDate within the month provided.
- The tierIdentifier field can also be used to filter the data.
- No other fields can be used to filter the data.
- Sorting is not supported.
- Data older than one year is static and is not updated. Do not repeatedly download older data looking for updates.
- One (and only one) of the following fields must be used to query the dataset: