DOCS

REST API

A small REST surface for latest quotes, historical backfill and reference data.

The REST API complements the stream: use it for the latest quote, to backfill history before going live, and to list reference data. Base URL: https://api.tick-stream.xyz/v1. All requests need an API key; timestamps are ISO-8601 (UTC).

GET /quote

The latest trade and top-of-book for a symbol.

curl "https://api.tick-stream.xyz/v1/quote?symbol=ES" \
  -H "Authorization: Bearer sk_live_…"

{
  "symbol": "ES",
  "price": 5283.25,
  "bid": 5283.00,
  "ask": 5283.25,
  "ts": 1749556800
}

GET /ticks

Historical ticks for a time window — the backfill endpoint. Results are ordered by time (oldest first).

curl "https://api.tick-stream.xyz/v1/ticks?symbol=ES&start=2025-06-01T13:30:00Z&end=2025-06-01T20:00:00Z" \
  -H "Authorization: Bearer sk_live_…"

from tickstream import Client
ticks = Client("sk_live_…").ticks(
    "ES", start="2025-06-01T13:30:00Z", end="2025-06-01T20:00:00Z")
print(len(ticks), "ticks")

The response carries count and truncated. If truncated is true, request the next page by setting start to the last returned ts. Ticks land in the archive within ~5 minutes of trading; for the live edge use the WebSocket stream.

GET /l3

Replay of order-level depth — every individual order's new/change/delete with its exchange order id, queue priority, sequence number and nanosecond stamp. Windows are capped at one hour per request, and the archive starts when order-level recording was switched on (there is no vendor MBO history). Full field reference on the L3 page.

GET /cot

Weekly CFTC Commitments of Traders positioning for the index futures — refreshed automatically after each Friday release (data as of Tuesday).

Each report carries open_interest, change_oi and long/short/net for non-commercials (large specs), commercials (hedgers) and non-reportables (small traders).

GET /symbols & GET /options

Reference data lives at /symbols (all instruments) and /options?underlying= (latest chain snapshot). See those pages for the full parameters and response shapes.

GET /history/*

The endpoints above serve recent data. For the full archive since 2019 — every tick, Level 2 update and option-chain snapshot over any date range — use the dedicated historical data endpoints (/history/ticks, /history/book, /history/options), which require a data-archive plan.

GET /algos

The live-tested algos are queryable over REST: GET /v1/algos (catalog) and GET /v1/algos/{id}/track (full backtest + live track record) are public; GET /v1/algos/{id}/signal and /events return the current signal and live event feed once you rent that algo.