Market Data

The Markets section provides access to real-time and historical market data, including quotes, options chains, strikes, expirations, and Greeks. Users can retrieve detailed information to analyze market conditions, track price movements, and evaluate options strategies across various securities. This enables informed decision-making and comprehensive market insights within the Brokerage API.Real-time data is available to all Tradier Brokerage account holders for US-based stocks and options. If you are not a Tradier Brokerage account holder, we are unable to provide you with any real-time data solution.

We use standard symbols for most equities and ETFs. Options require the standard OCC symbology to be used. Investopedia has a good explanation of the symbol and its parts.

Warrants and preferred class (and other specialized) securities will use a / in replacement of a . which is sometimes used at other brokers. For example: BRK.A should be BRK/A BRK.B should be BRK/B

Realtime vs Delayed

Real-time data is pulled from a consolidated feed from all exchanges. Delayed data is constructed from the same feed but is delayed industry-standard 15 minutes.

Greeks

Greeks and volatility data have been included courtesy of the ORATS APIs. In the Brokerage API, Greeks are updated once per hour starting at around 10:15. For real-time Greeks/IV and additional data, please check out their full offering of in-depth options data at https://orats.com/data-api

Historical Quotes

Historical pricing for a security consists of daily candles (OCHLV). This data will usually cover the entire lifetime of the company if sending reasonable start/end times. You can fetch historical pricing for options by passing the OCC option symbol (ex., AAPL251226C00270000) as the symbol.

Notes: Historical data may not be dividend-adjusted, as this relies on the exchanges to report/adjust it properly. Historical options data is not available for expired options.

Time & Sales

Time and Sales (timesales) is typically used for charting purposes. It captures pricing across a time slice at predefined intervals.

Tick data is also available through this endpoint. This results in a very large data set for high-volume symbols, so the time slice needs to be much smaller to keep downloads time reasonable.

Whereas historical quotes are available across the lifetime of the security, time and sales data provides greater depth in time for larger intervals.