Migrating from v1 — Parameter Changes

This page is for one job: you have a working v1 client, and you want to know what to change. It
covers request parameters only — response fields are described by each endpoint's own
reference page, and the shared response shape by The Response Envelope.

Read the two sections below in order. Changes that apply everywhere catches most of the work;
the per-endpoint tables cover the rest.

🚧

Read this first

Two changes will not raise an error, will return data, and will be wrong.

as_is became split_adjusted, and the boolean is inverted. as_is=true is
split_adjusted=false. Renaming the parameter without flipping the value silently swaps
adjusted and unadjusted share counts.

The bulk index parameter kept its name but changed its accepted values. It now takes
ORTEX index identifiers — US100, US500, UK100, US1000 — not the longer v1 index names.

Market Intelligence content: theme renamed content_theme (2026-10-21)

The Market Intelligence content feed's theme filter is now content_theme, on bulk/market_intelligence/content/, the per-stock market_intelligence/content/ route and their enterprise versions. Its values are unchanged (the feed's own themes, such as overall or short_interest), and each row still reports its theme in the theme field.

theme is no longer accepted on these routes. Sent there, it has no effect and is listed in the response's ignored block with a note naming content_theme. theme remains the Alt Data catalog's filter for business theme names (for example semiconductors).

Split handling on 2026-10-21

• /stock/{namespace}/{identifier}/short/availability/: shortAvailabilityShares is now split-adjusted, like every other share count and like the bulk endpoint. Dates before a split are restated onto today's share basis; shortAvailabilityPct is unchanged.

Fundamentals values corrected on 2026-10-21

Two fundamentals values were wrong and now match the summary category:

For example, AAPL FY2025: valuation evToRevenue was -0.048 and is now 10.78; income dilutedEps was 5.53 and is now 7.46.

Bulk row MICs on 2026-10-21

The mic on bulk and feed rows (closing prices, historic volatility, consensus estimates, average volume, fails to deliver, Reg SHO threshold list, stock scores, options put/call ratios) is now the published MIC, the same value the stock endpoints' instrument.mic carries. Before, some of these rows carried the venue's segment MIC instead, so about 1 listing in 13 showed a different mic on a bulk row than on its stock endpoint (for example XNGS on a bulk row, XNAS on the stock endpoint). operatingMic, ISIN and FIGI are unchanged. Average-volume rows stored before this date keep the identity they were written with.

Universe constituents and Alt Data signals on 2026-10-20

• Universe constituents take exchange_symbol. The add and remove bodies (POST /api/v11/universes/{name}/constituents/ and .../remove/) identify a listing by exchange_symbol + ticker, the name the stock path, the request echo and the instrument block use, or by ortex_tid. exchange is still accepted as a deprecated alias; if you send both, they must agree, otherwise the request is 400 invalidConstituents. Echoes (alreadyPresent, removed, notFound) use the key you sent.
• Alt Data signal rows carry entityRef. On .../altdata/signals/, each row now names the entity it is about, as the observations rows do, so a listing with several entities in one series (a utility's reactor units, a retailer's states) returns rows you can tell apart. The rows themselves are unchanged.

Date parameters renamed on 2026-10-20

No v1.1 endpoint takes as_of_date or ticker_as_of_date any more. An endpoint that returns the snapshot on or before one date takes date, and a ticker in the path resolves to the listing that held it on the endpoint's own date (from_date on a date window, date on a single-date endpoint), so a renamed or reused ticker names the company it named then.

The old names are not accepted. If you send one, the response is served for the default date and lists the parameter under ignored, with a note naming its replacement. Check ignored after migrating.

Field names changed on 2026-10-20

The fundamentals endpoints (summary, income, balance, ratios, cash and valuation, on both the stock and enterprise routes) served some keys that were not valid identifiers, taken from display labels such as EV/Revenue and SG&A. They are renamed: & reads "And", / reads "To", and LTM is one word. Every other fundamentals key is unchanged.

options/details no longer keys its row by expiry date and strike price. The row holds expiries, a list of {"expiry", "strikes"}; each strike is {"strike", "call", "put"} (for the two ratio parameters, the ratio sits on the strike instead of call/put). Expiries and strikes are in ascending order; the values are unchanged.

{"expiries": [{"expiry": "2026-08-29", "strikes": [{"strike": 300.0, "call": {"oi": 579.0}, "put": {"oi": 1918.0}}]}]}

MICs in the stock path on 2026-10-17

The namespace of a stock path now also accepts an exchange's segment or published MIC, as well as its operating MIC. /api/v11/stock/XNGS/{ticker}/… and /api/v11/stock/XLON/{ticker}/… resolve the same listing, with the same instrument block, as the exchange-symbol form. The MIC a response reports as instrument.mic (and instrument.operatingMic) pastes straight back into the path. A namespace shaped like a MIC that no exchange carries is 404 instrumentNotFound. Nothing else changes. See Identifying an instrument.

Stock path segments renamed on 2026-10-17

The two stock path segments are now documented as {namespace}/{identifier}, not {exchange_symbol}/{ticker}: /api/v11/stock/{namespace}/{identifier}/{domain}/{endpoint}/. The first segment was never only an exchange symbol (it also takes a MIC, a country code or an identifier scheme such as isin), and after a scheme the second is not a ticker. The rules are now on one page, Identifying an instrument, and each endpoint's path-parameter description is a line and a link to it.

What you need to do. The URLs are unchanged: every request you send today returns the same data. Two things in the response changed:

• The envelope's request block echoes the two segments as namespace and identifier, on every stock path. It used to echo exchange_symbol and ticker, or, on an identifier path, the scheme as the key ({"isin": "US00165C1045"}, now {"namespace": "isin", "identifier": "US00165C1045"}). The instrument block and the row fields keep exchange_symbol and ticker, because there they really are an exchange symbol and a ticker.
• An error about either segment names it in details[].field as namespace or identifier (previously exchange, exchange_symbol, ticker or the scheme keyword). The error codes are unchanged.

Paths changed on 2026-10-16

Every v1.1 path now follows one pattern, [enterprise/]<shape>/<domain>/<endpoint>/:

• shape is what one response is about: stock/{exchange}/{ticker} (one instrument), bulk
  (many instruments: an index, universe or region, or a feed over a window), market (no
  instrument) or reference (a list that is true now, with no date);
• domain is the category the endpoint is listed under in this reference (short, options,
  reference, dividends, events, altdata, insiders, activist, …);
• endpoint is always present.

The enterprise path is always the retail path with enterprise/ in front. So one listing's cost to
borrow is /api/v11/stock/NYSE/AMC/short/ctb/, an index's is /api/v11/bulk/short/ctb/?index=US500,
and a region's on an enterprise key is /api/v11/enterprise/bulk/short/ctb/?region=US.

What you need to do. Nothing breaks today for a path that had callers: the old enterprise region
and feed paths (/api/v11/enterprise/short/ctb/ and the rest) and the old retail paths keep
answering, with the same response and the same billing. They are no longer listed in this
reference; move to the new path when you next touch the client. The 22 enterprise
per-instrument and catalog paths that nobody called were removed outright, marked removed below. Query parameters
and responses are unchanged, with one exception: no feed takes a ticker (or, on Market Intelligence, an exchange) query parameter any more. One instrument's rows are the feed's per-stock route, /api/v11/stock/{exchange}/{ticker}/<domain>/<endpoint>/: activist/filings/, insiders/transactions/, insiders/global_transactions/, insiders/holdings/, events/government_trades/, market_intelligence/content/ and (enterprise) market_intelligence/stock_reports/. A ticker sent to a feed is reported in the response's ignored block and does not filter.

Where a reference page's address was derived from its path, the page has a new address too:

Changes that apply everywhere

Trailing slashes are optional. Every v1.1 endpoint answers with or without one, so
…/availability and …/availability/ are the same URL. A v1 path that differs from its v1.1
equivalent only by a final slash needs no change. The endpoint reference pages show the
slashed form; both work.

ORTEX ids are the cross-dataset join key. Every v1.1 row about a listing, a security or a company
carries the public ORTEX ids for its level: ortexTid (listing), ortexSid (security) and
ortexCid (company). The level is what one returned row is about: a row about a listing carries all
three, a row about a security ortexSid + ortexCid, and a row about a company (stock scores,
earnings announcements, company-level Alt Data) ortexCid only; ids finer than the row's level are
left out, not sent as null. Bulk and feed responses carry them on every row. Single-instrument
responses carry them once, in the envelope's instrument block, which now also reports isin, figi,
mic and operatingMic so you can confirm what was resolved. The keys are always camelCase, even where
you send the same id as a snake_case query parameter. Use ortexSid to join any two datasets on the
same security, even across listings. These ids never equal an internal database id or a vendor (S&P
Capital IQ) id — do not map one onto the other. Most v1 endpoints returned no ORTEX ids at all.

Two response-code changes are worth knowing before you port error handling — both are covered in
full on Response & Error Codes:

• An unrecognised filter value (e.g. an unknown country) was 404 in v1. It is 400 in v1.1.
  404 now means only that an identifier in the path names nothing.
• An identifier that resolves but has no data was sometimes 404 in v1. It is always 200
  in v1.1, with an empty data array and a meta.emptyReason explaining why.

📘

Field names (2026-10-14)

The four core short measures — short interest, cost to borrow, availability and short score —
now use one set of response field names on every v1.1 surface (stock, bulk and enterprise):
siShares, siPctFreeFloat, siValueUsd; costToBorrowAll, costToBorrowNew;
shortAvailabilityPct, shortAvailabilityShares; shortScore. Three retail endpoints changed
to get there: /stock/…/short/short_interest/ (shortInterestShares → siShares,
shortInterestPcFreeFloat → siPctFreeFloat, shortInterestUsd → siValueUsd),
/stock/…/short/short_score/ (score → shortScore) and /bulk/short/short_interest/
(shortInterestValueUsd → siValueUsd). Cost to borrow and availability were already
consistent. The rows below repeat this per endpoint. Row identity (instrument on stock
responses, the per-row id block on bulk responses) is unchanged.

📘

Identifier fields on retail bulk rows (2026-10-20)

Every retail bulk row (/api/v11/bulk/…) now carries the same identifier fields as an enterprise row,
after the fields it already had: operatingMic, mic, isin, figi, shareClassFigi, mainTid,
tidCurrency and exchangeCountry. Their values come from the same sources as the enterprise rows and
the single-stock instrument block, so a bulk row joins either one on any identifier. Nothing is
renamed or removed: exchangeSymbol and companyName keep their names (the enterprise rows call
them exchange and company), and ticker, ortexTid, ortexSid and ortexCid are unchanged.

📘

Official short interest and split adjustment (2026-10-22)

Official short-interest fields carry an official prefix on every v1.1 surface (stock,
bulk and enterprise), so the exchange-reported figure can never be mistaken for ORTEX's
short-interest estimate: shortInterestShares → officialSiShares, avgDailyVolume →
officialAvgDailyVolume, daysToCover → officialDaysToCover.

Every share- or price-based short measure now takes split_adjusted (default true,
today's share terms; false = the values as they stood on each date). Added on the stock
short_interest, availability, esma_positions, official_short_interest,
short_interest_intraday and short_interest_live endpoints; on /bulk/short_interest/,
/bulk/availability/, /bulk/official_short_interest/ and /bulk/ftd/; and on the
enterprise official_short_interest, esma_positions, short_interest_intraday and ftd
endpoints. Ratios, percentages and USD values are the same either way.

Official short interest was served as reported; it is now split-adjusted by default.
For a listing that split after a report, pass split_adjusted=false to get the figure as
the exchange published it.

Stock endpoints

All of these move from /api/v1/stock/{exchange}/{ticker}/… to
/api/v11/stock/{exchange}/{ticker}/…, and all of them take from_date (now required),
to_date, format, page and page_size.

Bulk endpoints

📘

Bulk identity block (2026-10-20)

Retail bulk responses now carry the documented scope block, the selection you sent plus the snapshot date, e.g. {"index": "US500", "date": "2026-10-19"} or {"universe": "my_watchlist", "date": "2026-10-19"}, as enterprise bulk carries {"region": "US", "date": …}. It replaces the top-level universe: {kind, name} block. The same date is sent in the Ortex-Data-Date header on JSON and CSV responses. scope.date is null only where you omit date and the endpoint serves its latest available data.

Options endpoints

All of these move from /api/v1/stock/{exchange}/{ticker}/options/… to
/api/v11/stock/{exchange}/{ticker}/options/…. Unlike the rest of the stock endpoints, not all of
them take a date window — see the table for which ones do.

ticker_as_of_date still works on these endpoints (see the global table above) —
carried over from v1 unchanged.

Fundamentals endpoints

All six move from /api/v1/stock/{exchange}/{ticker}/fundamentals/{category} to
/api/v11/stock/{exchange}/{ticker}/fundamentals/{category}/. None of them take a date window —
period still names one exact reporting period (a fiscal year as YYYY or a fiscal quarter as
YYYYQx), exactly as it did in v1, so every v1 period value keeps working unchanged. v1.1 is
slightly more forgiving about it: the quarter marker may be lower case, so 2024q3 is accepted
where v1 required 2024Q3.

New in v1.1: ask for the latest reported figures without knowing the period. period also
accepts two case-insensitive selectors — LASTY for the most recent fiscal year and LASTQ for
the most recent fiscal quarter — each resolving to reported figures, never estimates
(estimatedValues: false). This replaces the v1 pattern of guessing a period, checking
estimatedValues, and retrying with an earlier one. request.period echoes the selector you
sent and resolved.period reports the period it resolved to, so a saved request stays
reproducible while the response still tells you which period answered it. A company with no
reported figures at all comes back as an empty 200 with meta.emptyReason, not an error.

An unresolvable ticker is now 404 instrumentNotFound (v1 returned an ad hoc "No company found
for ticker and exchange provided" message). A missing or malformed period (not YYYY,
YYYYQx, LASTY or LASTQ) is 400 invalidPeriod (v1 raised a generic parse error with no
error code). v1's
?refresh=/?conditional_refresh= (an internal cache-debugging knob, not a documented
parameter) is not carried over — no v1.1 endpoint has an equivalent.

Events endpoints

The earnings calendar, the macro-event calendar and US government trades. Each also has a per-stock
route where that makes sense.

Market Intelligence

Four v1 routes become one endpoint, available on both a retail and an enterprise key:

Two things worth knowing about the content feed specifically:

• The default row is smaller than v1's. Both versions return {id, contentType, ticker, exchange, publishedAt, topics} by default and put headline, body, provenance, pulseType, theme and identifiers behind ?include=. That has not changed — but if you were relying on the v1 default and have never sent include, check that you are asking for the fields you read.
• Rows now carry ortexTid, ortexSid, ortexCid and isin by default (v1 carried ortex_sid and isin). All four are null for cross-company content such as weekly digests; isin is the instrument's current ISIN. The v1 detail route returned every optional field; with ?id=, ask for them with ?include=headline,body,provenance,pulse_type,theme,identifiers.
• severity filters on a field that is not returned. It is internal priority, published on no row in either version. v1.1 keeps the filter so nothing is lost, and echoes your value back in the envelope's request block so you can confirm what was applied.

Enterprise endpoints

Not yet migrated

Every other endpoint in the v1 reference now has a v1.1 equivalent. Two do not yet — keep calling v1
for them:

• /api/v1/market_intelligence/rss — see the Market Intelligence section above. It is not staying on
  v1 permanently either; it moves to an unversioned URL, announced separately.
• /api/v1/insider_transactions and /api/v1/insider_transactions/insider — the v1.1 equivalents are
  not yet published.

This page is updated as each endpoint moves, so an endpoint listed here today may have a row in
the tables above by the time you next read it.