---
title: "Get Technicals"
method: GET
path: "/api/technicals"
tags: ["Technicals"]
---

# Get Technicals

`GET /api/technicals`

## Request

- Base URL: `https://api.zerogex.io` (the document declares no server; this is the origin it was published from)
- URL: `https://api.zerogex.io/api/technicals`
- Auth: HTTP bearer

Combined per 5-minute bar timeseries of VWAP deviation,
opening-range breakout, unusual volume spikes (all classes), and
momentum divergence — plus the underlying close — for the most
recent session.

Session window depends on ``symbols.asset_type``:
  - ``INDEX`` → 09:30–16:00 ET (cash session only)
  - otherwise (ETF, EQUITY) → 04:00–20:00 ET (extended hours)

Each bar represents a 5-minute bucket; ``timestamp`` is the START
of the bucket (e.g. 10:30 → 10:30:00–10:34:59). The bar aggregates
whichever 1-minute underlying bars have landed in the bucket:
``close`` is the latest 1-minute close, volumes are summed,
``high`` / ``low`` use max / min. While the 5-minute window is
still active the bar updates as new 1-minute bars arrive; once the
window closes the bar becomes immutable.

``bars`` is returned newest-first (``bars[0]`` is the most recent
5-minute bucket), matching the convention used by the other
timeseries endpoints.

Cash indices have no native volume; VWAP and volume-spike rolling
stats are computed against a proxy ETF's per-bar volume when one
is configured (SPX→SPY, NDX→QQQ, RUT→IWM, DJX→DIA). The active
proxy is reported in the top-level ``volume_proxy`` field;
``null`` for equities/ETFs.

The "most recent session" is the trading day of the latest bar in
``underlying_quotes`` for the symbol — i.e. the live session if
it's in progress, otherwise the most recent completed session.
Bars before 09:30 ET have ``opening_range`` fields nulled out (the
ORB window is 09:30–09:59 ET, so it doesn't exist yet).

ORB anchor: ``orb_high`` / ``orb_low`` come from the most recent
ET date that has cash-session data (>= 09:30 ET), which can differ
from ``session_date`` for ETFs in pre-market. While in pre-market
of a new trading day, the response shows the previous session's
ORB through every pre-market bar; once today's 09:30 ET data
arrives, ORB switches to today's values. INDEX symbols never carry
pre-market data, so ORB and session always agree for them.

Pass ``intervals=N`` to get only the last N 5-minute buckets
(trailing from the most recent existing bar). The response
metadata (``session_start_et`` / ``session_end_et``) still reports
the canonical session boundaries; ``bars`` is the trimmed tail.

404 when ``symbol`` isn't in the ``symbols`` table; 200 with an
empty ``bars`` list when the symbol exists but has no quote data.

Dealer hedging is intentionally excluded — its underlying view is
a point-in-time snapshot, not a timeseries. Use
``/api/technicals/dealer-hedging`` for the current-state read.

``delay_minutes`` builds every bar from 1-minute bars at least that old
(see src/api/delayed_read.py).

## Query parameters

- `symbol` string
- `intervals` integer, nullable: If provided, return only the trailing N 5-minute bars (max 192 = 16h, the full extended ETF session). Use this for cheap incremental polling.
- `delay_minutes` integer: Serve the newest data that is at least this many minutes old instead of the latest. 0, the default, is the live read.

## Response `200`

Successful Response

- unknown

## Other responses

- `422`: Validation Error

---

[API](https://skmtc.dev/zerogex/apis/zerogex-api.md) · [All operations](https://skmtc.dev/zerogex/apis/zerogex-api/llms.txt) · [OpenAPI document](https://skmtc.dev/zerogex/apis/zerogex-api/revisions/753b26bf0592?raw)