Ticker Statistics

This endpoint allows permissioned users to get statistical aggregations of ticker/security data over specified time periods. The statistics can be aggregated by various time periods including summary (all data in range), weekly, monthly, quarterly, yearly, or week-to-date.

This endpoint handles the following input fields:

• tickers: a list of security identifiers to retrieve statistics for, required
• start_date: the earliest date of the range over which statistics are being requested (YYYY-MM-DD), required
• end_date: the most recent date of the range over which statistics are being requested (YYYY-MM-DD), required
• aggregation: time period for aggregation - 'SUMMARY', 'WEEKLY', 'MONTHLY', 'QUARTERLY', 'YEARLY', or 'WTD' (week-to-date), required

Here are the output fields returned in a successful call:

• security_id: the ticker/security identifier
• min_data_date: the start date of the aggregation period
• max_data_date: the end date of the aggregation period
• min_value: the minimum value in the period
• median_value: the median value in the period
• average_value: the average (mean) value in the period
• max_value: the maximum value in the period
• data_point_count: the number of data points included in the aggregation
• aggregation: the aggregation type used for this period