Alt Data observations

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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

Path Params
string
required

Where to find the instrument: a venue (exchange symbol, MIC or ISO-2 country) or an identifier scheme (tid, sid, cid, isin, figi). See Identifying an instrument.

string
required

The ticker on that venue, or the value in that scheme. An ISIN, sid, cid or share-class FIGI answers for the main listing only; reference/listings lists the others. See Identifying an instrument.

Query Params
date
required

Inclusive start of the returned date window. Format: YYYY-MM-DD.

Also selects the instrument: the ticker resolves to the listing that held it on the exchange in the URL path on this date. To retrieve a delisted or renamed company, use its former exchange and ticker with a from_date from when it was listed. An identifier path (/stock/isin|figi|sid|cid/<value>/…) resolves at this date too. The instrument block in the response names the company the data belongs to.

date

Inclusive end of the returned date window (defaults to today). Format: YYYY-MM-DD.

string
required

The series to return. List every available slug with the Alt Data catalog endpoint. Passing an unknown slug returns 400 invalidSeries.

string

The publisher of the requested series. Only needed when a series slug is published by more than one source, which returns 400 invalidSeries naming the alternatives. Every series' source is reported by the Alt Data catalog endpoint.

integer

Page number within the paginated result set. Must be >= 1. Defaults to 1.

integer

Number of rows per page. The default and the maximum allowed depend on the API tier; a value above the tier maximum is rejected with 400 invalidPageSize.

string
enum
Defaults to json

Response format. "json" (default) or "csv".

Allowed:
Headers
string
enum
Defaults to application/json

Generated from available response content types

Allowed:
Responses

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