Get typical time-of-day volume curve
Get a company's typical intraday volume curve: for each time-of-day slot (default 15 minutes) across the last N minute-bar-covered trade dates, the average volume traded within the slot and the average cumulative volume from 04:00 ET through the end of the slot. Slots cover the full extended session [04:00, 20:00) ET as a dense, zero-filled grid.
Designed as the baseline for time-of-day relative volume: divide today's cumulative volume at a given time by avgCumulativeVolume at the same slot ("by 08:00 this ticker typically has 31k shares — today it has 1.9M, that's 61x"), or divide the latest slot's volume by avgSlotVolume to detect an in-progress surge. Minutes with no trades count as zero in the averages, and volumes are split-adjusted to the current share basis.
dayCount reports the actual number of trade dates averaged, which may be lower than days for tickers with a shallow local minute-bar history. Returns 200 with an empty curve when no history exists yet.
Credit cost: 3
Request
- Base URL: https://api.signal8.ai/api/v1/public
- URL: https://api.signal8.ai/api/v1/public/companies/{ticker}/volume-curve
- Auth: API key in header X-Api-Key
Path parameters
Company ticker symbol (1-5 letters, case-insensitive)
Query parameters
Averaging window in trade dates (1-180, default 90). Inactive days don't consume the window.
Slot width in minutes.
Response
Time-of-day volume curve
Changes
No recorded changes to this operation across all 1 revision of this API.