Traders Enterprise API

Point-in-time market data.

Security identities, minute bars, S&P 500 membership, fundamentals and news, over HTTP or MCP.

Transaction Type reference data in the Traders Enterprise Platform

The data layer you control.

The API allows the firm to control the data its agents see. It provides a layer you control between the data provider and your operations.

One provider connection: The API holds the connection to the market-data provider and shares it with every consumer. A consumer never connects to the provider itself.
Stored first: Provider pages and stream events are stored before they are delivered.
Access you control: Every data route needs your bearer token and an allowed private-network address.
As of a past time: Agents can read as of a past time and see only what was public then.
Stated feed and delay: Responses say which feed supplied the data and how delayed it is. There is no silent fallback to another feed.
Tools you configure: MCP exposes only the tools configured for your instance. Disabled capabilities are not advertised.

What it covers

Security identity

Look up a security by canonical ID, or by ticker on a date. Historical lookups follow ticker renames, and a security's symbol history is available.

Minute bars

Intraday and historical sessions for one symbol or up to 600 at once, with a stream for updates. Responses state the feed, delay and as-of time, and whether the bars are final. Prices are raw and include extended hours.

Daily bars and quotes

Daily snapshots, current quotes in batch, and daily indicators: EMA, average daily volume and factor betas, computed across ticker changes.

Index and fund membership

S&P 500 members and changes as of a date, with weights. Members and weights of ETFs and index funds on a date.

Fundamentals and short interest

Financial facts from SEC filings since 2014 for S&P 500 members, each with the time it became public. Restatements are kept beside the original. FINRA short interest.

Earnings, dividends and splits

Earnings releases of S&P 500 members since 2016, and earnings surprises. Cash dividends and stock splits, each as of a date you choose.

News

Recent headlines, historical pages, a stored archive and article versions, a live stream, and monthly Parquet exports of the news wire.

Calendars

The US equity session calendar, with early closes and closures, and the US macro release calendar: FOMC decisions, CPI, employment. Both from 2016.

Futures

ES and MES contracts, contract bars, and the front-contract sequence with a declared roll.

Data lake

Completed trading days are published to a data lake of final minute bars.

Consolidated tape: Final bars are SIP minute bars, raw and unadjusted.
Verified: Bars are marked final only after a checksum-verified publication receipt.
Versioned: Each publication has a version and a source manifest.
Reported: A status report gives the publication time and the file and byte counts for each dataset.
Replaces provisional bars: Once a day is final, it replaces the provisional bars for that date.

Customization and technology

Fully customizable

Choose the market-data feed, the symbols published to the lake, and whether MCP is enabled. The source is open, so any part can be changed.

Underlying technology

Java 21 and Spring Boot serve the API. Market data is stored in a Parquet lake of partitioned, ZSTD-compressed files that are written once and never updated, and DuckDB reads them in place. Columnar, compressed storage suits data that is written once and read in bulk. Python scripts acquire and ingest the data. MySQL holds identity and reference data. Live data is delivered over WebSocket.

Model Context Protocol

MCP server

MCP clients connect over HTTP and call the API's tools.

POST /api/v1/data/mcp

security_lookup: Resolve a ticker on a requested date.
lake_status: Inspect the published data lake and its source manifest.
sec_filing_search: Find stored company filings and their acceptance times.
news_search: Search news with optional symbol and time-window filters.

These four tools are read-only. More tools are available depending on how the API is configured.

Example request

Minute bars for a session. The response includes the feed, delay, as-of time, whether the bars are final, and any symbols that could not be resolved.

GET /api/v1/data/bars/intraday/batch?symbols=SPY,QQQ&date=2026-09-24

feed / delayMinutes: Which feed supplied the bars and its delay.
asOf / final: When the response was assembled; whether each symbol has verified final bars.
securityId / unresolved: Resolved dated identities and symbols that could not be answered.

API enquiry

Discuss API access

Tell us which datasets, historical coverage, or MCP tools you need.