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About

The Query API (often referred to as the Data Out API) allows third-party systems to access a variety of data categories via a standard query interface.

Includes:
Frequently Asked Questions

Answer

The key field in the Equity API datasets that allows aggregation of the data is the "summaryTypeCode" field.

The allowed values for this field for ATS data include (weeklysummary dataset):

  • ATS_W_SMBL will return trade data aggregated by issue on a weekly basis
  • ATS_W_SMBL_FIRM will return trade data aggregated by ATS and issue on a weekly basis
  • ATS_W_FIRM will return trade data aggregated by ATS on a weekly basis
  • ATS_W_VOL_STATS will return ATS statistics data on a weekly basis

 

The allowed values for this field for OTC (Non-ATS) data include: (weeklysummary and monthlysummary datatsets)

  • OTC_W_SMBL will return trade data aggregated by issue on a weekly basis
  • OTC_W_SMBL_FIRM will return trade data aggregated by firm and issue on a weekly basis
  • OTC_W_FIRM will return trade data aggregated by firm on a weekly basis
  • OTC_W_VOL_STATS will return OTC statistics data on a weekly basis
  • OTC_M_SMBL will return trade data aggregated by issue on a monthly basis
  • OTC_M_SMBL_FIRM will return trade data aggregated by firm and issue on a monthly basis
  • OTC_M_FIRM will return data aggregated by firm on a monthly basis
  • OTC_M_VOL_STATS will return OTC statistics data on a monthly basis