v5

OpenAPI 3.1.0Proprietary2026-08-031,5423,1505.5 MB
Finance

Market-structure leaderboard (latest SEC day)

Securities with the most non-displayed (hidden) executed volume on the most recent SEC market-structure day. SEC Market Structure (MIDAS) metrics describe how a security trades on the lit exchanges, aggregated across venues per day: hidden_volume_rate is the share of executed volume that came from non-displayed (hidden) orders - a dark-liquidity-within-lit signal; odd_lot_volume_rate, cancel_to_trade (order cancellation pressure), trade_to_order_rate (fill efficiency) and avg_trade_size round out the picture, with mcap / turnover / volatility / price deciles (1-10). Off-exchange (ATS / dark-pool) venue volume is NOT in this dataset - it covers lit exchanges only. Source: U.S. Securities and Exchange Commission.

get/api/v1/market-structure

Response

Latest-day hidden-volume leaderboard + coverage.

Example response

{
  "meta": {
    "endpoint": "/api/v1/fred/us/cpi",
    "data_time": "2026-04-16T14:30:00Z",
    "response_time": "2026-04-16T14:30:12Z",
    "provider": "Sugra API v1.0.1",
    "source": "sugra_crypto",
    "attribution": "Short interest and Reg SHO daily short volume data is owned by and sourced from FINRA (Financial Industry Regulatory Authority).",
    "fallback_chain": [
      "sugra_crypto",
      "sugra_finance"
    ]
  }
}