API TraderAPI QuantAPI Developer
Raw alternative-data observations for one instrument and one series.
Available Data Points:
- Series Slug: Which series this observation belongs to.
- Period Date: The period the value describes (valid clock).
- Published At: When the value first became knowable (knowledge clock). Filter on this to avoid look-ahead bias.
- Value: The numeric value, where the series has one.
- Value Text: The textual value, for categorical series such as trial status.
- Entity Ref: The publisher's own identifier for the entity, kept so a value can be traced to its source row.
Two dates per row, and the difference matters
periodDate is what the number is about. publishedAt is when it first became knowable. A Form 10-D describing July is filed in mid-August, so a backtest that filters on periodDate reads a document six weeks before it existed. Filter on publishedAt for anything where look-ahead bias would matter.
from_date and to_date filter on periodDate, because that is the axis you plot against.
Availability depends on the source
A series whose rawAvailable is false in the catalog returns 403 seriesNotAvailable here — its derived signals are available from the signals endpoint, because a percentile computed by ORTEX is ORTEX's to publish where the publisher's own numbers are not.
Entities that do not resolve to a listed instrument are not returned by this endpoint at all; some series (market-wide capacity, national enrolment) describe no single company by design.
Try it out! You can test the API with the trial key TEST. Simply include it in your request headers; either here, or add the header "Ortex-Api-Key": "TEST" to your http request.
Trial key restrictions: Trial keys may be limited to a specific date range and set of regions. Requests outside the allowed regions or entirely outside the allowed date range are rejected; a date window that partially overlaps the allowed range is trimmed to it, reported in meta.restriction.
Get full access! Get a key at app.ortex.com/apis
