Market-structure leaderboard (latest SEC day)

Securities with the most non-displayed (hidden) executed volume on the most recent SEC market-structure day. SEC Market Structure (MIDAS) metrics describe how a security trades on the lit exchanges, aggregated across venues per day: hidden_volume_rate is the share of executed volume that came from non-displayed (hidden) orders - a dark-liquidity-within-lit signal; odd_lot_volume_rate, cancel_to_trade (order cancellation pressure), trade_to_order_rate (fill efficiency) and avg_trade_size round out the picture, with mcap / turnover / volatility / price deciles (1-10). Off-exchange (ATS / dark-pool) venue volume is NOT in this dataset - it covers lit exchanges only. Source: U.S. Securities and Exchange Commission.

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🟢200OK

application/json

Latest-day hidden-volume leaderboard + coverage.

Bodyapplication/json

Example

{
    "data": {
        "latest_quarter": "string",
        "latest_date": "string",
        "symbol_count": 0,
        "quarter_count": 0,
        "count": 0,
        "leaderboard": [
            {
                "symbol": "string",
                "date": "string",
                "trade_volume": 0,
                "hidden_volume": 0,
                "hidden_volume_rate": 0,
                "odd_lot_volume_rate": 0,
                "cancel_to_trade": 0
            }
        ]
    },
    "meta": {
        "endpoint": "/api/v1/fred/us/cpi",
        "data_time": "2026-04-16T14:30:00Z",
        "response_time": "2026-04-16T14:30:12Z",
        "provider": "Sugra API v1.0.1",
        "source": "string",
        "attribution": "string",
        "fallback_used": true,
        "fallback_chain": [
            "string"
        ],
        "cached": true,
        "stale": true
    }
}

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Market-structure leaderboard (latest SEC day)

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