---
title: "Get Snapshots"
method: GET
path: "/v1/market-data/snapshot"
tags: ["Instrument Data"]
---

# Get Snapshots

`GET /v1/market-data/snapshot`

Get market data snapshots for one or more securities.

## Query parameters

- `instrument_ids` InstrumentIdOrSymbol[]
  - union — Instrument identifier: either an instrument identifier or a symbol (symbol for equities, OSI for options). Non-UUID inputs are resolved server-side.
    - string, uuid — Instrument identifier
    - string — Symbol (symbol for equities, OSI for options)

## Response `200`

Market data snapshots

- object
  - `error` ApiError — A direct mapping of tonic::Status, for use in HTTP responses.
    - `code` integer, required — The error code is used to identify the nature of the error. It corresponds to an HTTP status code.
    - `details` object[]
    - `message` string, required — A human-readable message providing more details about the error.
  - `metadata` ResponseMetadata, required — Metadata for the response. This will always contain a request ID which can be used to identify the request to Clear Street for tracing, and optionally may include pagination data.
    - `next_page_token` string, byte, nullable — Base64URL-encoded pagination token
    - `page_number` integer, nullable — Pagination. Included if this was a GET (list) response
    - `previous_page_token` string, byte, nullable — Base64URL-encoded pagination token
    - `request_id` string, required — A unique ID for this request, generated upon ingestion of the request.
    - `total_items` integer, nullable — Total number of items available (not just in this page).
    - `total_pages` integer, nullable — Total number of pages available.
  - `data` MarketDataSnapshot[], required
    - `cumulative_volume` integer, nullable — Cumulative traded volume reported on the most recent trade, in shares for equities or contracts for options. Absent when no trade is available. When a null/undefined value is observed, it indicates that there is no available data.
    - `greeks` SnapshotGreeks — Theoretical price and Greeks for an options snapshot. All values are **per share**; no contract multiplier is applied.
      - `delta` string, required — Delta: ∂V/∂S, range \[-1, 1\].
      - `gamma` string, required — Gamma: ∂²V/∂S².
      - `iv` string, required — Implied volatility, annualized (`0.20` == 20%).
      - `rho` string, required — Rho per 1.0 rate point.
      - `theo_price` string, required — Theoretical option price in USD per share.
      - `theta` string, required — Theta per trading day.
      - `timestamp` string, date-time, required — Timestamp when the Greeks were calculated.
      - `vega` string, required — Vega per 1.0 vol point.
    - `instrument_id` string, required — Unique instrument identifier.
    - `last_quote` SnapshotQuote — L1 quote fields for a market data snapshot.
      - `ask` string, nullable — Current best ask. Absent when no ask is available (one-sided quote). When a null/undefined value is observed, it indicates that there is no available data.
      - `ask_size` integer, nullable — Size at the best ask, in shares. When a null/undefined value is observed, it indicates that there is no available data.
      - `bid` string, nullable — Current best bid. Absent when no bid is available (one-sided quote). When a null/undefined value is observed, it indicates that there is no available data.
      - `bid_size` integer, nullable — Size at the best bid, in shares. When a null/undefined value is observed, it indicates that there is no available data.
      - `midpoint` string, nullable — Midpoint of bid and ask. Absent when either side is missing. When a null/undefined value is observed, it indicates that there is no available data.
    - `last_trade` SnapshotLastTrade — Last-trade fields for a market data snapshot. For index instruments this carries the current index *level* — a computed value, not a trade: `price` is the level and `size` is always `0` (no contract changes hands).
      - `price` string, required — Most recent last-sale eligible trade price. For index instruments, the current index level.
      - `size` integer, required — Share quantity of the most recent last-sale eligible trade. Always `0` for index instruments, whose level is computed rather than traded.
    - `name` string, nullable — Security name if available. When a null/undefined value is observed, it indicates that there is no available data.
    - `session` SnapshotSession — Session-level pricing metrics for a market data snapshot.
      - `change` string, required — Absolute change from previous close to last trade.
      - `change_percent` string, required — Percent change from previous close to last trade.
      - `previous_close` string, required — Previous session close price.
    - `symbol` string, required — Display symbol for the security.

## Other responses

- `400` — Invalid query parameters
- `404` — Instrument not found

---

[API](https://skmtc.net/clear-street/apis/clear-street-trading-api.md) · [All operations](https://skmtc.net/clear-street/apis/clear-street-trading-api/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/clear-street/clear-street-trading-api/versions/80e6fb2644e0/schema)
