Daily market-microstructure timeseries for one security

Per-security daily lit-microstructure history (hidden/odd-lot/cancel/trade-to-order rates, average trade size, volume, deciles), ascending by date. Use limit to return only the most recent N days. 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

Daily market-microstructure timeseries for the symbol.

Bodyapplication/json

Example

{
    "data": {
        "symbol": "string",
        "first_date": "string",
        "last_date": "string",
        "record_count": 0,
        "records": [
            {
                "date": "string",
                "trade_volume": 0,
                "hidden_volume": 0,
                "odd_lot_volume": 0,
                "trades": 0,
                "cancels": 0,
                "cancel_to_trade": 0,
                "hidden_volume_rate": 0,
                "odd_lot_volume_rate": 0,
                "lit_volume_share": 0,
                "trade_to_order_rate": 0,
                "avg_trade_size": 0,
                "mcap_rank": 0,
                "turn_rank": 0,
                "volatility_rank": 0,
                "price_rank": 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
    }
}

🟠401Unauthorized

🟠422Parameter Error

🟠429

🔴503Service Unavailable

Daily market-microstructure timeseries for one security

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