---
title: "Most recent traded closing price, volume, and trailing 52-week range for up to 25 stocks, US and other exchanges mixed in one call, each row in its own currency (US dollars for a US listing, otherwise the listing's trading currency in major units). Zero-volume carry-forward candles are excluded. Each row is that ticker's newest traded, settled daily bar: shortly after a US close some tickers may still show the prior session while the fresh bar settles, so anchor on each row's date, not the wall clock. On the Free plan a session's closing prices are released 4 hours after the market close, and notice says so while the newest session is held."
method: GET
path: "/v1/prices/latest"
tags: ["StockPrices"]
---

# Most recent traded closing price, volume, and trailing 52-week range for up to 25 stocks, US and other exchanges mixed in one call, each row in its own currency (US dollars for a US listing, otherwise the listing's trading currency in major units). Zero-volume carry-forward candles are excluded. Each row is that ticker's newest traded, settled daily bar: shortly after a US close some tickers may still show the prior session while the fresh bar settles, so anchor on each row's date, not the wall clock. On the Free plan a session's closing prices are released 4 hours after the market close, and notice says so while the newest session is held.

`GET /v1/prices/latest`

## Request

- Base URL: `https://api.equibles.com`
- URL: `https://api.equibles.com/v1/prices/latest`
- Auth: HTTP bearer
- TypeScript: <https://skmtc.dev/equibles/apis/equibles-api/docs/v1/prices/latest/get.ts> (a function with typed inputs; its response is checked against the schema)

## Query parameters

- `tickers` string

## Response `200`

OK

- LatestPricesResponse
  - `data` LatestPriceDto[], nullable
    - `ticker` string, nullable: The canonical exact listed ticker resolved from the request. Dot class-share spelling is returned in its stored dash form (for example BRK.B becomes BRK-B); a listing on another exchange is MIC:TICKER (for example XETR:SIE).
    - `exchange` string, nullable: The ISO 10383 market identifier code of a listing outside the US; absent for a US listing.
    - `currency` string, nullable: ISO 4217 code of every price on this row, in major units (pounds, not pence).
    - `date` string, date
    - `close` number, double
    - `adjustedClose` number, double: The stored provider-adjusted close in currency. It can change when corporate actions reconcile and is not certified as a consistent total-return series.
    - `volume` integer
    - `previousClose` number, double, nullable: The comparable close of the trading session immediately before this row's — the basis of change and changePercent. For a listing outside the US it is the previous traded close, since each exchange keeps its own holidays. Null when the stored series skips that session (for a listing outside the US: that close is more than 12 days older, or a stored session in between shows no trades) or a captured split separates it from this row; all three fields are absent rather than wrong.
    - `change` number, double, nullable: One-session price move (close − previousClose) in currency. Absent when previousClose is.
    - `changePercent` number, double, nullable: One-session price move as a percent of previousClose. Absent when previousClose is.
    - `high52Week` number, double, nullable: Highest stored daily CLOSE in the comparable raw-close interval ending on this row's date — never an intraday high, and not dividend-adjusted. The requested interval begins 365 days earlier, but can begin later at range52WeekStartDate after a captured split or when stored history is shorter. A source quoting an intraday range can read higher and one quoting a dividend-adjusted range can read lower, both without either being wrong.
    - `low52Week` number, double, nullable: Lowest stored daily CLOSE in the same comparable interval as high52Week — never an intraday low, and not dividend-adjusted.
    - `changeFrom52WeekHighPercent` number, double, nullable: Percent distance of the close from the reported high (zero or negative, e.g. -12.3).
    - `changeFrom52WeekLowPercent` number, double, nullable: Percent distance of the close from the reported low (zero or positive, e.g. 45.6).
    - `range52WeekIsPartial` boolean, nullable: True when the figures cover less than a full 365-day comparison because the stored history is shorter or a captured split bounds the comparable raw-close interval; null when the row has no range at all.
    - `range52WeekStartDate` string, date, nullable: Oldest stored close actually included in the reported range.
    - `range52WeekNote` string, nullable: Why a partial range starts later than the requested 365-day window.
  - `notFound` string[], nullable
  - `notice` string, nullable: Present only while the caller's plan holds the newest session: on the Free plan a session's closing prices are released 4 hours after the market close, so until then each row is the previous session.

## Other responses

- `400`: Bad Request

---

[API](https://skmtc.dev/equibles/apis/equibles-api.md) - [All operations](https://skmtc.dev/equibles/apis/equibles-api/llms.txt) - [OpenAPI document](https://skmtc.dev/equibles/apis/equibles-api/revisions/666e06778588?raw)