Time Series Data

Many of our Market Signal Platform Data endpoints access time series data--data that you can time-window via dates and times. These endpoints use our GET /data method with different key and subkey path parameters.

HTTP requests, like the following Dividends request, follow the GET /data request pattern.

Request Pattern:

BASE_URL/data/core/DATASET/:key/:subkey?token=YOUR_TOKEN&YOUR_QUERY_PARAMS

Example Request:

You can execute the following example request after applying a valid token in place of YOUR_TOKEN in the requests.

https://api.marketsignal.six-group.com/v1/data/CORE/SIX_1BBO/:ISIN?token=YOUR_TOKEN

Request Components:

Component	Description
BASE_URL	https://api.marketsignal.six-group.com/v1/
DATASET	Dataset ID as specified in the endpoint's reference page. For example, the 1BBO reference page specifies Dataset ID 1BBO.
:key	The key is the primary index value to query on. For example, the symbol aapl is used as the key in method call /data/core/advanced_dividends/aapl. The reference page's Path Parameters section marks the key attribute. For example, the 1BBO endpoint's key attribute is symbol.
:subkey	Optional. A subkey is a secondary index value to query on, in addition to the key. For example, the reference ID 2733643 is used as the subkey in method call. If a dataset has a secondary index, the reference page's Path Parameters section marks the subkey attribute with the label subkey.
TOKEN	An API Token authorized with read permissions for the dataset.

Query Parameters

You can use query parameters with time series endpoints to filter results based on supported criteria. In particular, date filtering is available through the Supported Ranges parameters.

Date Filtering

Some endpoints include a date-based index that allows you to filter data by a specific date or range of dates. The relevant date attribute is identified in the endpoint's Response Attributes section (look for the date label).

You can filter by:

Parameter	Type	Details
range	string	Optional. Returns data for a given range. Supported ranges described below.
calendar	boolean	Optional. Boolean. Used in conjunction with range to return data in the future.
limit	number	Optional. Limits the number of results returned. Defaults to 1 when no date or range {subkey} is specified
offset	number	Optional. Provides pagination. Skip n rows (≥ 0).
subattribute	string	Optional. Allows you to query time series by fields in the result set. All time series data is stored by ID, then key, then subkey. If you want to query by any other field in the data, you can use subattribute. For example, news may be stored as /news/{symbol}/{newsId}, and the result data returns the keys id, symbol, date, sector, hasPaywall, lang By default you can only query by symbol or id. Maybe you want to query all news where the language is English. Your query would be: /time-series/news?subattribute=lang|en The syntax is subattribute={keyName1}|{value1},{keyName2}|{value2} Both the key name and the value are case sensitive. A pipe symbol (|) is used to represent "equal to", and a tilde symbol (~) is used to represent "not equal to".
dateField	string	Optional. All time series data is stored by a single date field, and that field is used for any range or date parameters. You may want to query time series data by a different date in the result set. To change the date field used by range queries, pass the case sensitive field name with this parameter. For example, corporate buy back data may be stored by announce date, but also contains an end date which you'd rather query by. To query by end date you would use dateField=endDate&range=last-week
from	string	Optional. Returns data on or after the given from date. Format YYYY-MM-DD
to	string	Optional. Returns data on or before the given to date. Format YYYY-MM-DD
on	string	Optional. Returns data on the given date. Format YYYY-MM-DD
last	number	Optional. Returns the latest n number of records in the series
next	number	Optional. Returns the next n number of records in the series
first	number	Optional. Returns the first n number of records in the series
filter	string	Optional. The standard filter parameter. Filters return data to the specified comma delimited list of keys (case-sensitive)
format	string	Optional. The standard format parameter (json or csv). Returns data as JSON by default.
sort	string	Optional. Specify the order of results, either ASC or DESC. Historical queries, including queries that use last, will default to descending date order (e.g. first record returned is most recent record). Forward looking queries, including queries that use first or specify calendar, will default to ascending date order (e.g. first record returned is nearest record in the future or from the start).
interval	number	Optional. Return every nth record in the result

Supported Ranges

Parameter	Details
today	Returns data for today
yesterday	Returns data for yesterday
ytd	Returns data for the current year
last-week	Returns data for Sunday-Saturday last week
last-month	Returns data for the last month
last-quarter	Returns data for the last quarter
d	Use the short hand d to return a number of days. Example: 2d returns 2 days. If calendar=true, data is returned from today forward.
w	Use the short hand w to return a number of weeks. Example: 2w returns 2 weeks. If calendar=true, data is returned from today forward.
m	Use the short hand m to return a number of months. Example: 2m returns 2 months. If calendar=true, data is returned from today forward.
q	Use the short hand q to return a number of quarters. Example: 2q returns 2 quarters. If calendar=true, data is returned from today forward.
y	Use the short hand y to return a number of years. Example: 2y returns 2 years. If calendar=true, data is returned from today forward.
tomorrow	Calendar data for tomorrow. Requires calendar=true
this-week	Calendar data for Sunday-Saturday this week. Requires calendar=true
this-month	Calendar data for current month. Requires calendar=true
this-quarter	Calendar data for current quarter. Requires calendar=true
next-week	Calendar data for Sunday-Saturday next week. Requires calendar=true
next-month	Calendar data for next month. Requires calendar=true
next-quarter	Calendar data for next quarter. Requires calendar=true
specific quarter	Use the short hand Q[1-4]YYYY to return a specific quarter for a given year. Example: Q22020 returns from January 1, 2020 to March 31, 2020.
specific half	Use the short hand H[1-2]YYYY to return a specific half for a given year. Example: H12020 returns from January 1, 2020 to June 30, 2020.
specific year	Use the short hand YYYY to return a specific half for a given year. Example: 2020 returns from January 1, 2020 to December 31, 2020.