Overview
The Quant API is a comprehensive interface providing access to a wide array of quantitative data points for the 75,000+ companies in our database. It is designed to furnish users with essential financial data and derived metrics, facilitating informed investment decisions.
With the Quant API, users can delve into a wealth of financial data points such as stock prices, trading volumes, and market capitalization. These metrics offer an in-depth view of a company's financial health and market performance, enabling users to monitor trends, evaluate potential investments, and track market movements.
Stock prices and trading volumes, two fundamental aspects of market data, can be accessed seamlessly. These offer a pulse on a company's market performance and liquidity, which are key considerations for investors.
Market capitalization data provided by the API offers a snapshot of a company's size and market value, serving as a critical benchmark for investors when comparing companies in a similar industry or sector.
Beyond these standard metrics, the Quant API also provides distinctive signals like the Bull Bear Score and Style Investing Signals. These proprietary measures offer unique insights into market sentiment and investment styles.
The Bull Bear Score, for instance, provides a sentiment indicator based on market trends, giving users a hint of the prevailing market mood.
Style Investing Signals, on the other hand, offer insights into the investment strategies that are currently in favor in the market, aiding users in aligning their portfolio strategies with overarching market trends.
Detailed specifications of each functionality, including specific endpoints, parameters, and response formats will be presented in the subsequent sections.
List of Endpoints
All URIs are relative to https://quant.api.yukkalab.com
| Method | HTTP request | Description |
|---|---|---|
| Bearish Stocks | GET /signal/bearish_stocks | Bearish Stocks Overlay |
| Bullish Stocks | GET /signal/bullish_stocks | Bullish Stocks Overlay |
| Bull Bear Score | GET /trading/{entity_type}/{entity_id}/bull_bear_score_ts | Bull Bear Score Ts |
| Bull Bear Score batched | POST /trading/portfolio/bull_bear_score_ts_itemized | Bull Bear Score Ts Itemized |
| Market Capitalization | GET /trading/{entity_type}/{entity_id}/market_cap | Market Cap |
| Market Capitalization batched | POST /trading/portfolio/market_cap_itemized | Mcap Itemized |
| Trading Volume | GET /trading/{entity_type}/{entity_id}/trading_volume_ts | Trading Volume Ts |
| Trading Volume batched | POST /trading/portfolio/trading_volume_ts_itemized | Trading Volume Ts Itemized |
| Stock Price | GET /trading/{entity_type}/{entity_id}/yl_price | Yl Price |
| Stock Price batched | POST /trading/portfolio/yl_price_itemized | Yl Price Itemized |
| Global News Analytics Dataset | POST /company_data/eod_data | EOD Dataset |
| Global Event Detection Dataset | POST /company_data/events | Event Dataset |
Documentation For Models
- BearishStocksOverlay
- BullBearScore
- BullBearScoreTsItemizedResponse
- BullBearScoreTsResponse
- BullBearTicker
- BullishStocksOverlay
- Copyright
- EODEntry
- EODResponseModel
- EntityInfo
- EventData
- EventsModel
- McapItemizedResponse
- McapResponse
- Price
- SquidScore
- Stocks
- TradingVolume
- TradingVolumeTs
- TradingVolumeTsItemizedResponse
- YLPriceItemizedResponse
- YLPriceResponse
Documentation For Authorization
All endpoints do not require authorization.
Author
Batched data export
Every datapoint exists either for a single company, as well as for multiple companies. These endpoint return the same data, but for multiple companies simultaneously, which is why it becomes a POST Request.
The amount of companies posted to these _itemized endpoints should be limited to 100, due to the large amount of data transmitted.