v1

latestOpenAPI 3.1.02026-07-2655154175.6 KB

Flow

Trailing per-time-of-day flow baseline (avg + stddev)

Time-of-day baseline buckets for {ticker} — average and standard deviation of trade count, premium, and FIR per intraday bucket over a configurable lookback window. The reference distribution behind /v1/flow/{ticker}/momentum z-scores.

get/v1/flow/{ticker}/baseline

Path parameters

tickerstring required

Example:SPY

Underlying ticker symbol (uppercase, e.g. SPY, AAPL).

Query parameters

bucket'1min' | '5min' | '15min' | '30min' | '1h'

Bucket size for the time series. Pre-aggregated tables back the sub-hourly resolutions. Coarser buckets (1d, 1w) are rejected on intraday endpoints.

lookback_daysinteger

Trailing window size in trading days.

start_time_of_daystring

Example:09:30

Lower bound of intraday window (HH:MM ET).

end_time_of_daystring

Example:16:00

Upper bound of intraday window (HH:MM ET).

min_dteinteger

max_dteinteger

Response

Per-bucket baseline statistics.

Example response

{
  "data": {
    "buckets": [
      {
        "timeOfDay": "14:30"
      }
    ]
  },
  "meta": {
    "requestId": "d7574836"
  }
}