Market Data

Volume Anomalies

Z-score based volume anomaly detection for NZX stocks. Identifies three types: spikes (single-day z-score above threshold), clusters (3+ days of >2x avg volume in 7-day window), and price-volume divergences (big volume, small price move). Cross-references announcements within 5 trading days. Especially valuable on the thin NZX market.

get/volume-anomalies

Request

  • Base URL: https://nzxplorer.co.nz/api/v1
  • URL: https://nzxplorer.co.nz/api/v1/volume-anomalies
  • Auth: one of:
    • API key in header X-API-Key
    • API key in query parameter api_key

Query parameters

tickerstring

Filter to a single NZX ticker (e.g. FPH)

daysnumber

Number of days to scan (default: 30, max: 365)

min_zscorenumber

Minimum z-score threshold (default: 2.0)

Response

Volume Anomalies

dataunknown

Example response

{
  "meta": {
    "api_version": "v1"
  }
}

Changes

No recorded changes to this operation across all 1 revision of this API.