v1

latestOpenAPI 3.1.02026-07-24124141.8 KB
trades

Get Aggregated Trades

Get daily aggregated trades with VWAP, VWAY, volume, and trade count.

Aggregates trades by date and ISIN, calculating:

  • VWAP (Volume Weighted Average Price)
  • VWAY (Volume Weighted Average Yield)
  • Total volume
  • Number of trades

Results are sorted by trade_date in descending order (most recent first).

post/api/ts/trades/aggregate

Request body

Response

Successful Response

pageinteger required
page_sizeinteger required
totalinteger required
total_pagesinteger required
has_nextboolean required
has_previousboolean required