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GET
TypeScript

Authorizations

Authorization
string
header
required

Your firm’s API key (the API calls this the tenant key; trdrs_sk_…), server-to-server only.

Query Parameters

symbol
string
required

Response

SymbolInfoResponse. Metadata-only: a known symbol with no configured feed still resolves (provider null).

symbol
string
required
name
string
required

The short display identity

ticker
string
required

The canonical symbol id to resolve and subscribe with on every later call

description
string
required

The long human description

exchange
string
required
listedExchange
string
required

The venue that lists the symbol

type
string
required
supportedResolutions
string[]
required

The wire timeframe tokens this symbol's feed serves. Empty means the feed serves any token the timeframe format published by /api/market/config admits, which is what an unconstrained feed declares rather than a finite list that would promise less than it serves.

timezone
string
required

IANA zone of the exchange session, e.g. America/Chicago

session
string
required

Exchange-local session string in HHMM-HHMM, carrying a trading-day suffix (1 is Sunday through 7 is Saturday) where the session opens on the previous calendar day, and the literal 24x7 for a market that never closes.

dataStatus
enum<string>
required

How live the data is for this caller: streaming when something feeds the symbol, endofday when nothing does

Available options:
streaming,
endofday,
delayed_streaming
volumePrecision
number
required

Decimal places for a volume value: 0 for a whole-unit market, the venue's declared size step otherwise

format
object
required

How the symbol's prices are written, derived exactly from its declared tick and quotation convention and never from the magnitude of a price. pricescale is price units per whole unit (100 writes cents, 100000 writes pipettes, 32 writes thirty-seconds) and alone sets the width of the decimal column; minmov is the smallest move in those units; minmove2 divides one minmov step again for a fraction-of-a-fraction market; fractional writes the sub-unit part as a counted fraction; variableTickSize carries a tick ladder for a symbol that declares one.

provider
enum<string> | null
required
Available options:
pyth,
rithmic,
null
via
string | null
required
tick
number | null
required
quotes
boolean
required

Whether the serving feed exposes a real L1 quote surface

sessionClass
enum<string>
required

The trading-session model the symbol follows (served, never guessed)

Available options:
equity,
futures,
fx,
crypto
multiplier
number | null
required

Dollar value of a 1.0 move per unit; null when unknown, never a guess

sessionHolidays
string

Comma-separated YYYYMMDD full closures, in date order. Present exactly where sessionCalendar is.

corrections
string

Trading days whose session differs from the weekly one, as semicolon-separated session:dates entries. The session is written in the same format as the session property, without a trading-day suffix (a start later than its end opens on the previous calendar day, and a span that runs to midnight closes at 0000); the dates are a comma-separated ordered YYYYMMDD list. Full closures are never listed here; they ride sessionHolidays. Present exactly where the served calendar holds a shortened trading day.

Example:

"1700-1200:20261126;1700-1215:20261127,20261224"

subsessions
object[]

The named sessions of a market whose exchange keeps extended hours: regular, extended, premarket and postmarket. For an equity the regular entry states the same hours as the session property and the extended spans exist nowhere else on the wire; for a future the extended entry states the same hours as the session property and the regular entry states the regular trading hours inside it. Pre-market and post-market status and extended-hours shading read from here. Present for equity and futures; absent for fx, crypto and spreads, whose one session has no named spans.

Example:
currencyCode
string

Quote currency: ISO 4217 for a money-quoted market, or the venue's declared quote asset for a stablecoin-margined perp. Absent when the instrument domain declares none.

unitId
string

The unit a non-currency symbol is quoted in

sessionCalendar
object

The served holiday calendar for the session model (futures and equity; absent for fx/crypto). Dates are exchange-local YYYY-MM-DD; an empty segment list is a full closure; absent dates follow weekday rules. The platform maintains this annually server-side, so clients never ship their own calendar updates.