---
title: "Api V2 Technicals Get"
method: GET
path: "/api/v2/technicals"
tags: ["Technicals (v2)"]
---

# Api V2 Technicals Get

`GET /api/v2/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/v2/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

- EnvelopeAny
  - `data` unknown, required
  - `freshness` Freshness, required: The v2 freshness envelope. Present on every ``/api/v2/*`` response.
    - `evaluated_at` string, date-time, required: When the API evaluated this response (server wall clock, UTC). Endpoint-health signal: advances on every request even when the underlying data is unchanged.
    - `generated_at` string, date-time, required: When the served data was computed. Equals the snapshot stamp for cycle-backed endpoints, or evaluated_at for endpoints computed on demand for this request.
    - `source_timestamp` string, date-time, nullable: Timestamp of the upstream market observation the payload derives from. This is what freshness_status is measured against. Null when the endpoint has no upstream feed or returned no rows.
    - `latest_event_at` string, date-time, nullable: Newest event timestamp present in the payload (last bar, last trade, last scored row). Best-effort on very large responses, which are sampled rather than fully walked.
    - `age_seconds` number, nullable: evaluated_at - source_timestamp, in seconds. Null when source_timestamp is null.
    - `market_session_status` string, required: pre-market | regular | after-hours | closed (US/Eastern).
    - `expected_update_cadence` string, nullable: ISO-8601 duration for how often this endpoint's data is expected to change right now, e.g. PT60S. Null means no updates are expected (weekend, holiday, or a feed that only runs during the session).
    - `expected_update_cadence_seconds` number, nullable: expected_update_cadence as a number of seconds.
    - `cadence_profile` string, required: Identifier of the cadence class this endpoint belongs to, e.g. analytics_cycle. Stable across releases; the seconds behind it may be retuned.
    - `stale_after` string, date-time, nullable: Instant after which this payload should be treated as stale. Null whenever expected_update_cadence is null.
    - `freshness_status` 'fresh' | 'aging' | 'stale' | 'session_closed' | 'static' | 'unknown', required: The rolled-up freshness verdict for one response. ``fresh`` ``source_timestamp`` is within one expected update cadence. ``aging`` Past one cadence but not yet past ``stale_after`` — the grace band that absorbs normal cycle jitter. Not an error; a client that polls faster than the cadence sees this routinely. ``stale`` Past ``stale_after`` while updates *were* expected. This is the actionable state: the feed behind this endpoint is late. ``session_closed`` A feed-backed endpoint whose feed is not due to produce anything right now (weekend, holiday, or a feed that only runs during the session). The payload is the last good value — deliberately NOT reported as ``stale``, because an overnight consumer polling a closed market is not observing a fault and should not page on it. ``static`` The endpoint is not feed-backed at all: completed history, or a result computed from the caller's own inputs. Age here carries no health meaning and never becomes a fault. ``unknown`` No source timestamp could be resolved from the payload (e.g. a pure calculator, an admin endpoint, or an empty result set). A consumer should fall back to ``evaluated_at`` for endpoint health and make no claim about data age.

## 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)
