This page explains the enumerated values used by Market Data API fields, organized by field name. When a field has different value sets on different endpoints, each set is listed separately.
- Enum values are case-sensitive. Send them exactly as written in the Value column.
agg_type
Aggregation dimension used to rank sectors in the market sectors list. Use it with direction.
| Value | Meaning |
|---|
MARKET_VALUE | Rank sectors by market value. |
VOLUME | Rank sectors by trading volume accumulated over the selected period. |
alert_type
Unusual activity alert type, used by the unusual activities endpoint.
| Value | Meaning |
|---|
MAJOR_BUY | Major buy. A single buy trade's value exceeds the average per-minute traded value of the last 60 minutes. Requires trading in every minute of the last 60 minutes and at least 800 trades. |
MAJOR_SELL | Major sell. A single sell trade's value exceeds the average per-minute traded value of the last 60 minutes. Requires trading in every minute of the last 60 minutes and at least 800 trades. |
SINGLE_TRADE_SPIKE_UP | Single-trade spike up. A buy trade is priced more than 2% above the previous trade. Requires trading in each of the last 3 minutes. |
SINGLE_TRADE_SPIKE_DOWN | Single-trade spike down. A sell trade is priced more than 2% below the previous trade. Requires trading in each of the last 3 minutes. |
VOLUME_SURGE_RALLY | Volume surge with price rise. Over the last 3 minutes, volume in each minute is at least 3 times the 15-minute average, the 3-minute average volume is at least 6 times the 15-minute average, and the price rises. Requires trading in each of the last 15 minutes. |
VOLUME_SURGE_DECLINE | Volume surge with price decline. Same volume conditions as VOLUME_SURGE_RALLY, and the price falls over the 3 minutes. |
VOLUME_SURGE_FLAT | Volume surge with flat price. Same volume conditions as VOLUME_SURGE_RALLY, and the price is unchanged over the 3 minutes. |
LOW_LEVEL_REBOUND | Rebound from a low. The price had fallen 1.5% or more before the last 5 minutes, then rises 0.8% or more in the last minute and 1.5% or more over the last 5 minutes. |
HIGH_LEVEL_PULLBACK | Pullback from a high. The price had risen 1.5% or more before the last 5 minutes, then falls 0.8% or more in the last minute and 1.5% or more over the last 5 minutes. |
GAP_UP_BREAKOUT | Breakout. The price rises 2% or more within the last 5 minutes after trading within a 1.2% range over the previous 10 minutes. |
PLATFORM_DIVE | Sharp dive. The price falls 2% or more within the last 5 minutes after trading within a 1.2% range over the previous 10 minutes. |
ACCELERATED_RALLY | Accelerated rally. The price rises 0.8% or more in the last minute and 1.5% or more over the last 5 minutes. Unlike LOW_LEVEL_REBOUND, no prior decline is required. |
ACCELERATED_DECLINE | Accelerated decline. The price falls 0.8% or more in the last minute and 1.5% or more over the last 5 minutes. Unlike HIGH_LEVEL_PULLBACK, no prior rise is required. |
GAIN_EXCEEDS_7_PCT | Gain of 7% or more. The latest change ratio is +7% or higher. |
LOSS_EXCEEDS_7_PCT | Loss of 7% or more. The latest change ratio is -7% or lower. |
category
| Value | Meaning |
|---|
US_STOCK | US stocks |
US_ETF | US ETFs |
HK_STOCK | Hong Kong stocks |
US_OPTION | US options |
US_FUTURES | US futures |
US_CRYPTO | Cryptocurrencies |
US_EVENT | US event contracts |
direction
| Value | Meaning |
|---|
ASC | Ascending order |
DESC | Descending order |
div_type
| Value | Meaning |
|---|
CASH_DIVIDEND | Cash dividend |
STOCK_DIVIDEND | Stock dividend. The company distributes additional shares; shareholders have no choice of form. |
SCRIP_DIVIDEND | Scrip dividend. Shareholders may choose to receive cash or an equivalent value in shares. |
RETURN_OF_CAPITAL | Return of capital |
INTEREST_PRINCIPAL_PAYMENT | Interest and principal payment |
DIVIDEND_REINVESTMENT | Dividend reinvestment |
TRUST_INCOME_DISTRIBUTION | Trust income distribution |
frequency
Release frequency of economic calendar events, returned by the economic calendar endpoint.
| Value | Meaning |
|---|
Weekly | Released weekly |
Monthly | Released monthly |
Quarterly | Released quarterly |
Annual | Released annually |
Weekday | Released irregularly |
grade
Fear & greed sentiment grade, derived from fear_greed_index (0–100).
| Value | Meaning |
|---|
EXTREME_FEAR | Extreme fear. fear_greed_index ≤ 20. |
FEAR | Fear. 21 ≤ fear_greed_index ≤ 40. |
NEUTRAL | Neutral. 41 ≤ fear_greed_index ≤ 60. |
GREED | Greed. 61 ≤ fear_greed_index ≤ 80. |
EXTREME_GREED | Extreme greed. fear_greed_index ≥ 81. |
imbalance_action_type
Net Order Imbalance Indicator (NOII) data from Nasdaq. Supported for US_STOCK only.
| Value | Meaning |
|---|
PRE_OPEN | Order imbalance before the opening cross |
PRE_CLOSE | Order imbalance before the closing cross |
imbalance_side
Direction of the order imbalance, returned by the NOII snapshot endpoint. Values are passed through from Nasdaq NOII data.
| Value | Meaning |
|---|
0 | Not set |
1 | No imbalance |
2 | Buy imbalance (excess buy interest) |
3 | Sell imbalance (excess sell interest) |
4 | Insufficient orders to calculate |
imbalance_var_indicator
Size of the deviation between the near indicative clearing price and the current reference price, returned by the NOII snapshot endpoint. Values are passed through from Nasdaq NOII data.
This field shows magnitude only, not direction. Values are not ordered by magnitude: 10 is the smallest deviation (less than 1%), and 11–13 are the largest.
| Value | Meaning |
|---|
0 | Not set |
1 | 1% to 1.99% |
2 | 2% to 2.99% |
3 | 3% to 3.99% |
4 | 4% to 4.99% |
5 | 5% to 5.99% |
6 | 6% to 6.99% |
7 | 7% to 7.99% |
8 | 8% to 8.99% |
9 | 9% to 9.99% |
10 | Less than 1% |
11 | 10% to 19.99% |
12 | 20% to 29.99% |
13 | 30% or greater |
period
Statistics period for market sectors.
| Value | Meaning |
|---|
D1 | Last 1 day |
D5 | Last 5 days |
MO1 | Last 1 month |
MO3 | Last 3 months |
position
Institutional holding change type.
| Value | Meaning |
|---|
OPEN | New position opened |
CLOSE | Position fully closed |
CHANGE | Existing position changed (increased or decreased), neither newly opened nor fully closed |
rank_type
Most active stocks
| Value | Meaning |
|---|
VOLUME | Rank by volume |
RELATIVE_VOLUME_10D | Rank by 10-day relative volume |
TURNOVER | Rank by turnover (traded value) |
TURNOVER_RATE | Rank by turnover rate |
AMPLITUDE | Rank by amplitude |
52-week high/low
| Value | Meaning |
|---|
NEW_HIGH | New 52-week high |
NEAR_HIGH | Near the 52-week high |
NEW_LOW | New 52-week low |
NEAR_LOW | Near the 52-week low |
Top gainers & losers
| Value | Meaning |
|---|
PRE_MARKET | Pre-market change |
AFTER_MARKET | After-hours change |
MIN_3 | Last 3 minutes |
MIN_5 | Last 5 minutes |
DAY_1 | Last 1 day |
DAY_5 | Last 5 days |
MONTH_1 | Last 1 month |
MONTH_3 | Last 3 months |
WEEK_52 | Last 52 weeks |
Top gainers & losers (Broker Market Data API)
| Value | Meaning |
|---|
PRE_MARKET | Pre-market change |
AFTER_MARKET | After-hours change |
M3 | Last 3 minutes |
M5 | Last 5 minutes |
D1 | Last 1 day |
D5 | Last 5 days |
MO1 | Last 1 month |
MO3 | Last 3 months |
W52 | Last 52 weeks |
region
Region of economic calendar events, used by the economic calendar endpoint.
| Value | Meaning |
|---|
US | United States |
CN | China |
EU | European Union |
JP | Japan |
GB | United Kingdom |
sentiment
News sentiment.
| Value | Meaning |
|---|
POSITIVE | Positive |
NEGATIVE | Negative |
NEUTRAL | Neutral |
side
Insider transactions
| Value | Meaning |
|---|
BUY | Insider purchase |
SELL | Insider sale |
Trade direction (stock, futures, and option ticks)
| Value | Meaning |
|---|
B | Buy, traded at the best ask (buyer took the seller's quote) |
S | Sell, traded at the best bid (seller took the buyer's quote) |
G | Buy, traded above the best ask |
L | Sell, traded below the best bid |
N | Neutral. The aggressor side cannot be determined, for example a trade between the bid and ask or in an auction. |
NB | Buy-initiated. The buyer took the seller's quote (at or above the best ask). |
NS | Sell-initiated. The seller took the buyer's quote (at or below the best bid). |
B, S, G, L, and N classify a trade by its price relative to the best bid and ask. NB and NS classify a trade by which side initiated it. These are two different classifications, and not every endpoint returns NB or NS.
Taker side (event contract ticks)
Values in this set are lowercase.
| Value | Meaning |
|---|
yes | The taker bought the YES side |
no | The taker bought the NO side |
sort_by
| Value | Meaning |
|---|
CHANGE_RATIO | Change ratio |
RELATIVE_VOLUME_10D | 10-day relative volume |
MARKET_VALUE | Market value |
CLOSE | Close price |
PRICE | Latest price |
PE_TTM | P/E ratio (TTM) |
HIGH | High price |
LOW | Low price |
AMPLITUDE | Amplitude |
TURNOVER | Turnover (traded value) |
VOLUME | Volume |
YIELD | Dividend yield (high dividend ranking only) |
DIVIDEND | Dividend per share (high dividend ranking only) |
split_type
| Value | Meaning |
|---|
SPLIT | Split: share count increases, unit price decreases |
MERGE | Merge: share count decreases, unit price increases |
status
Event contract events
| Value | Meaning |
|---|
ACTIVE | Active; the event is in progress |
INACTIVE | Inactive; the event has ended |
Event contract markets
| Value | Meaning |
|---|
ACTIVE | Open for trading |
CLOSED | Closed for trading |
FINALIZED | The result is finalized |
Event contract milestones
This field may be empty.
| Value | Meaning |
|---|
NOT_STARTED | Not started |
INPROGRESS | In progress |
CLOSED | Ended |
CANCELLED | Cancelled |
POSTPONED | Postponed |
DELAYED | Delayed |
SUSPENDED | Suspended |
UNKNOWN | Unknown |
sub_types
Streaming subscription data types.
| Value | Meaning |
|---|
QUOTE | Real-time quote |
SNAPSHOT | Market snapshot |
TICK | Tick-by-tick trades |
subtype
Security subtype.
| Value | Meaning |
|---|
COMMON_STOCK | Common stock |
ETF | Exchange-traded fund |
INDEX | Index |
PREFERRED_STOCK | Preferred stock |
WARRANT | Warrant. A longer-dated instrument that can be traded separately. |
UNITS | Units (trust or partnership units) |
RIGHT | Right. A short-dated right offered to existing shareholders to buy new shares, usually at a discount. |
timespan
Bars
| Value | Meaning |
|---|
M1 | 1-minute bars |
M5 | 5-minute bars |
M15 | 15-minute bars |
M30 | 30-minute bars |
M60 | 60-minute bars |
M120 | 120-minute bars |
M240 | 240-minute bars |
D | Daily bars |
W | Weekly bars |
M | Monthly bars |
Y | Yearly bars |
| Value | Meaning |
|---|
S5 | 5-second footprint |
S15 | 15-second footprint |
M1 | 1-minute footprint |
M5 | 5-minute footprint |
M30 | 30-minute footprint |
trading_sessions
All times are US Eastern Time (ET). A boundary time belongs to the session that starts at it; for example, 09:30 belongs to RTH.
Footprint endpoints (stocks and futures) do not support OVN.
| Value | Meaning |
|---|
PRE | Pre-market, 04:00–09:30 |
RTH | Regular trading hours, 09:30–16:00 |
ATH | After-hours, 16:00–20:00 |
OVN | Overnight, 20:00 to 04:00 the next day |