Snapshot Quote API - Version 3.0
Snapshot Quotes offer simple delivery of full-exchange real time & delayed market data in industry standard CSV format. Data can be pulled using HTTP, with integrated GZip Content-Encoding to minimize bandwidth requirements.
Requesting a sample file
To request a sample file, please submit a request with your account representative.
Retrieving data using HTTP
Once you have your demo URL, you should be able to retrieve a snapshot by putting the URL in your web browser. Each line in the snapshot corresponds to a symbol, and each symbol has a collection of fields associated with it.
- For Example:
- 1128452553000,TAC,AM,C=20.51,O=20.47,H=21.45,L=20.35,P=20.85,V=44500 ....
Each line has a variable number of fields. The first 3 fields are mandatory, and all other fields are optional.
The first fields are:
The [Timestamp] field is the last time the symbol was updated in our database, and is in milliseconds since the epoch format. (Jan 1st 1970)
The [Symbol] field is the primary symbol associated with the security in our database.
The [Exchange] field is an alphanumeric code which specifies the exchange the security trades on.
The following exchange codes currently exist:
|NQ||Nasdaq Stock Market|
|NY||New York Stock Exchange|
|AM||American Stock Exchange|
|MF||Nasdaq Mutual Funds|
|PHL||Philadelphia Stock Exchange|
|PBT||Philadelphia Board of Trade|
|TSX||Toronto Stock Exchange|
|TSV||Toronto Venture Stock Exchange|
|TSU||Toronto Stock Exchange USD|
|NEX||Toronto Stock Exchange NEX Board|
|DJI||Dow Jones Indices|
|DJI||Dow Jones Wilshire Indices|
|DWI||Dow Jones World Indices|
|IX||FinancialContent Calculated Indexes|
After the Mandatory Fields, a variable number of optional fields may be present. These fields consist of a 'prefix code', along with an associated value. Fields are routinely added to the feed, so if an unknown prefix code is found, your application should ignore it. Also, you should not rely on the order the fields are returned in, as this may change.
The following prefix codes currently exist:
|Field Code||Data Type||Meaning|
|P||Floating Point||Last Trade Price|
|p||Floating Point||Today's Closing Price (Updated at End of Day)|
|T||Integer||Last Trade Time|
|O||Floating Point||Open Price|
|H||Floating Point||Day's High Price|
|L||Floating Point||Day's Low Price|
|C||Floating Point||Previous Close Price|
|B||Floating Point||Bid Price|
|A||Floating Point||Ask Price|
|b||Integer||Bid Size (# of shares)|
|a||Integer||Ask Size (# of shares)|