Finance

Daily market-microstructure timeseries for one security

Per-security daily lit-microstructure history (hidden/odd-lot/cancel/trade-to-order rates, average trade size, volume, deciles), ascending by date. Use limit to return only the most recent N days. SEC Market Structure (MIDAS) metrics describe how a security trades on the lit exchanges, aggregated across venues per day: hidden_volume_rate is the share of executed volume that came from non-displayed (hidden) orders - a dark-liquidity-within-lit signal; odd_lot_volume_rate, cancel_to_trade (order cancellation pressure), trade_to_order_rate (fill efficiency) and avg_trade_size round out the picture, with mcap / turnover / volatility / price deciles (1-10). Off-exchange (ATS / dark-pool) venue volume is NOT in this dataset - it covers lit exchanges only. Source: U.S. Securities and Exchange Commission.

get/api/v1/market-structure/{symbol}

Path parameters

symbolstring required

Security ticker symbol.

Example:AAPL

Security ticker symbol.

Query parameters

limitinteger nullable

Return only the most recent N trading days (default: full history).

Response

Daily market-microstructure timeseries for the symbol.

Example response

{
  "meta": {
    "endpoint": "/api/v1/fred/us/cpi",
    "data_time": "2026-04-16T14:30:00Z",
    "response_time": "2026-04-16T14:30:12Z",
    "provider": "Sugra API v1.0.1",
    "data_age_days": 8.532,
    "source": "sugra_crypto",
    "attribution": "Short interest and Reg SHO daily short volume data is owned by and sourced from FINRA (Financial Industry Regulatory Authority).",
    "fallback_chain": [
      "sugra_crypto",
      "sugra_finance"
    ],
    "period": "2026-Q1",
    "notes": "the UKMTO report behind these counts is dated 2026-08-21 and is 11 days old"
  }
}

Changes

Changed in 3 of the 22 revisions of this API.1015

Sep 1, 2026328d061c12ca3See the full diff
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  added the optional property meta/data_age_days to the response with the 200 status
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  added the optional property meta/notes to the response with the 200 status
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  added the optional property meta/period to the response with the 200 status
  response-optional-property-added
Aug 28, 2026560e8847c7b310See the full diff
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  the response property data/first_date became optional for the status 200
  response-property-became-optional
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  the response property data/last_date became optional for the status 200
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  the response property data/record_count became optional for the status 200
  response-property-became-optional
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  the response property data/records became optional for the status 200
  response-property-became-optional
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  the response property data/symbol became optional for the status 200
  response-property-became-optional
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  response property data/first_date list-of-types was widened by adding types null to media type application/json of response 200
  response-property-list-of-types-widened
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  response property data/last_date list-of-types was widened by adding types null to media type application/json of response 200
  response-property-list-of-types-widened
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  response property data/record_count list-of-types was widened by adding types null and number to media type application/json of response 200
  response-property-list-of-types-widened
- ▲
  response property data/records list-of-types was widened by adding types null to media type application/json of response 200
  response-property-list-of-types-widened
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  response property data/symbol list-of-types was widened by adding types null to media type application/json of response 200
  response-property-list-of-types-widened
This revision also has 15 changes that name no endpoint, such as unreferenced schemas being removed. See the revision's changelog
Aug 8, 20264c4530760ba112See the full diff
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  added the optional property code to the response with the 401 status
  response-optional-property-added
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  added the optional property code to the response with the 429 status
  response-optional-property-added
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  added the optional property code to the response with the 503 status
  response-optional-property-added
- ○
  added the optional property hint to the response with the 401 status
  response-optional-property-added
- ○
  added the optional property hint to the response with the 429 status
  response-optional-property-added
- ○
  added the optional property hint to the response with the 503 status
  response-optional-property-added
- ○
  added the optional property plan to the response with the 401 status
  response-optional-property-added
- ○
  added the optional property plan to the response with the 429 status
  response-optional-property-added
- ○
  added the optional property plan to the response with the 503 status
  response-optional-property-added
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  added the optional property reason to the response with the 401 status
  response-optional-property-added
- ○
  added the optional property reason to the response with the 429 status
  response-optional-property-added
- ○
  added the optional property reason to the response with the 503 status
  response-optional-property-added

Full history