---
title: "Daily market-microstructure timeseries for one security"
method: GET
path: "/api/v1/market-structure/{symbol}"
tags: ["Finance"]
---

# Daily market-microstructure timeseries for one security

`GET /api/v1/market-structure/{symbol}`

Per-security daily lit-microstructure history (hidden/odd-lot/cancel/trade-to-order rates, average trade size, volume, deciles), ascending by date. Use `limit` to return only the most recent N days. 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.

## Path parameters

- `symbol` string, required — Security ticker symbol.

## Query parameters

- `limit` integer, nullable — Return only the most recent N trading days (default: full history).

## Response `200`

Daily market-microstructure timeseries for the symbol.

- EnvelopeMarketStructureSymbolData
  - `data` MarketStructureSymbolData, required
    - `symbol` string, required — Security ticker symbol.
    - `first_date` string, required — Earliest date in the series (YYYY-MM-DD).
    - `last_date` string, required — Latest date in the series (YYYY-MM-DD).
    - `record_count` integer, required — Number of daily records in this series.
    - `records` MarketStructureRecord[], required — Daily microstructure records, ascending by date.
      - `date` string, required — Trading date (YYYY-MM-DD).
      - `trade_volume` integer, required — Total executed share volume on the lit exchanges.
      - `hidden_volume` integer, required — Executed volume from non-displayed (hidden) orders.
      - `odd_lot_volume` integer, required — Executed volume from odd-lot trades.
      - `trades` integer, required — Number of executed trades.
      - `cancels` integer, required — Number of order cancellations.
      - `cancel_to_trade` number, nullable — Cancellations per trade (order cancellation pressure).
      - `hidden_volume_rate` number, nullable — Hidden volume / trade volume - non-displayed liquidity share.
      - `odd_lot_volume_rate` number, nullable — Odd-lot volume / trade volume.
      - `lit_volume_share` number, nullable — Displayed-order volume / trade volume.
      - `trade_to_order_rate` number, nullable — Trade volume / order volume - fill efficiency.
      - `avg_trade_size` number, nullable — Average shares per trade.
      - `mcap_rank` integer, nullable — Market-cap decile (1-10).
      - `turn_rank` integer, nullable — Turnover decile (1-10).
      - `volatility_rank` integer, nullable — Volatility decile (1-10).
      - `price_rank` integer, nullable — Price decile (1-10).
  - `meta` SugraMeta, required — Metadata attached to every /api/v1/* response envelope.
    - `endpoint` string, required — Requested endpoint path.
    - `data_time` string, required — ISO 8601 UTC timestamp of the source data, not of the request.
    - `response_time` string, required — ISO 8601 UTC timestamp when this response was produced.
    - `provider` string, required — API name and version.
    - `source` string, nullable — Identifier of the primary upstream source used for this response.
    - `attribution` string, nullable — Human-readable attribution mandated by an upstream source (e.g. a securities regulator or self-regulatory organization). Present only on responses whose source requires the owner and source to be clearly identified. Do not remove or alter it when using the response.
    - `fallback_used` boolean, nullable — True when the primary source failed and a fallback produced the data.
    - `fallback_chain` string[], nullable — Ordered list of sources attempted, in the order they were tried.
    - `cached` boolean, nullable — True when this response was served from the internal cache.
    - `stale` boolean, nullable — True when the cached response was returned after the upstream rate-limited or errored. Clients can use this to detect degraded data.

## Other responses

- `401` — Missing or invalid `x-api-key` header.
- `422` — Validation Error
- `429` — Daily rate limit exceeded. Check `X-RateLimit-Reset` for the next window.
- `503` — Upstream source is temporarily unavailable. Retry after a short delay.

---

[API](https://skmtc.net/sugra/apis/sugra-api.md) · [All operations](https://skmtc.net/sugra/apis/sugra-api/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/sugra/sugra-api/versions/dcf7427e6897/schema)