Export Snapshots
The endpoint retrieves stored OHLCV bars in CSV format. The stored bars are created by inserting OHLCV records using the OHLCV: insert endpoint.
Request
| Method | Path |
|---|---|
GET | /api/v1/trade-session-summary/export |
Query Parameters
| Name | Description |
|---|---|
symbol | [Required] Symbol. |
class | [Required] Market identifier code such as XNGS for NASDAQ, XNYS/ARCX for NYSE, IEXG for IEX, SETS/SEAQ/IOB for LSE, or TQBR/TQCB/CETS for MOEX. |
exchange | Exchange or trading venue name, such as NASDAQ, NYSE, IEX, LSE, MOEX. |
startDate | [Required] Start date in ISO format, inclusive |
endDate | [Required] End date in ISO format, exclusive |
session | Session name. All session types are retrieved if not specified. |
stage | Session stage. All stages are retrieved if not specified. |
fields | List of statistics to include in the response. If specified, datetime, symbol, and at least one statistics field must be present. |
Note
symbol, class, session, and stage fields can enumerate multiple values specified as a comma-separated list symbol=A,B or multiple parameters in the query string &symbol=A&symbol=B.
Example
GET /api/v1/trade-session-summary/export?class=IEXG&symbol=TSLA,AAPL&startDate=2021-01-13T00%3A00%3A00Z&endDate=2021-01-15T00%3A00%3A00Z&fields=datetime,class,symbol,open,high,low,close,vwap,voltoday,numtrades
datetime,class,symbol,open,high,low,close,vwap,voltoday,numtrades
2021-01-13T21:00:00Z,SIP,AAPL,128.76,131.45,128.49,130.89,130.5588,88636831,596230
2021-01-14T21:00:00Z,SIP,AAPL,130.8,131,128.76,128.91,129.7381,89671755,651392
2021-01-13T21:00:00Z,SIP,TSLA,852.76,860.47,832,854.41,846.5136,33312385,776362
2021-01-14T21:00:00Z,SIP,TSLA,843.39,863,838.75,845,851.4645,31265746,695464