> ## Documentation Index > Fetch the complete documentation index at: https://docs.trdrs.co/llms.txt > Use this file to discover all available pages before exploring further. # Get symbol details > Returns one symbol's display identity, price format, and session model. Fetch once per instrument and cache for the session: tick size, price precision, contract multiplier, session class, and the served holiday calendar all live here, so charts and tickets format prices without hardcoding exchange conventions. Resolution is metadata-only and answers even when no feed is configured for the symbol. A spread expression (see the history route) resolves under type `spread` with no tick and no quote surface; a string that matches a catalog symbol exactly is always that symbol, never arithmetic. ## OpenAPI ````yaml /partner-platform/openapi.json get /api/market/symbol-info openapi: 3.1.0 info: title: trdrs Engine API version: 1.1.0 description: >- ## API Reference This is the served OpenAPI contract for the trdrs engine: market data, trading and account routes for your firm's traders, trdrs Connect account-registration handoff, and preview challenge routes. See Quick Start for the first integration path: key setup, market config, chart data, Connect account registrations, idempotency, stream reconnects, and conformance. See Overview and API Standards for the cross-cutting contract rules. servers: - url: https://app.trdrs.co description: Production - url: / description: This engine security: [] tags: - name: Market data description: >- Symbol search and resolution, OHLCV history, quote snapshots, the server clock, and the live bar stream. Crypto rides each venue’s public feed; futures stream from the caller’s own connected Rithmic account. With none connected, futures requests answer 503 `feed_requires_connection`. - name: News description: >- Aggregated market news and the economic calendar, from licensed/open sources, keyword-tagged with futures roots at ingest. Platform-wide content (nothing per-user), admitted exactly like Market data: a licensed origin, a session, or a firm API key. Headlines page by published time, scope by instrument root, and stream live over SSE; thumbnails serve through the image proxy. - name: Trading description: >- The money surface: entries, exits, replaces, cancels, and position/account flattening. Every order-placing call uses `clientOrderId` as its idempotency key. - name: Account description: >- Reading a connected account. You do not create trading accounts here: a trader connects their own broker account (or creates a free demo account) in the app, and firms create evaluation accounts through the Partner API (Firm accounts → Create evaluation accounts) or register venue accounts through Connect (Create an account registration). Account state and the durable ledgers: balances, positions, working orders, fills, P&L history, and the live account stream. - name: Connect description: >- trdrs Connect account registration, for partner firms. Register an account you issued on your own venue — a pending account registration — with the trader’s sign-in email, optionally the venue account id and the login name your venue issued. The trader finds it waiting in the connect flow the moment they sign in with that email: the connect step is pre-filled with everything except the credential, which the trader always enters themselves. A registration never transmits a password and never grants access to anything before the trader’s own login succeeds. These routes answer a partner-scoped key only; a firm API key or a user session gets 401. Registrations expire after 30 days; re-registering the same email + account refreshes the expiry instead of duplicating. The end-to-end flow guide is **[Quick Start](/docs/guides/quick-start)**. - name: Firm accounts description: >- Evaluation accounts your firm issues on the trdrs venue, through your partner key — the other half of account setup. Connect registrations hand off accounts that exist on your venue; these routes create and manage accounts on ours: the trader trades them on trdrs, and your firm owns the lifecycle. Every route is scoped to accounts your firm created through this API — an account the same trader opened themselves is invisible and untouchable here, by construction. Creation is batched with per-item results, and every write carries your own `referenceId`, so a crashed pipeline retries safely. Served when the deployment runs the prop engine; without it, every route in this group answers `404`. - name: Webhooks description: >- The outbound event bus: register an https endpoint and the platform pushes events to it instead of your back office polling us. Every delivery is signed (`trdrs-signature: t=,v1=` over `${t}.${rawBody}`) so you can prove it came from us and is fresh, and every delivery is durable — a failed attempt is retried with backoff for about nine hours and the whole log is readable, so an endpoint that was down is a delay rather than a lost event. Serves brokers and prop firms alike: the account-registration (`registration.*`) events fire wherever Connect does, and the account events fire where the prop engine runs. - name: Challenges description: >- The prop evaluation surface: challenge programs and a trader’s own enrollments. **Preview: the one group on this page outside the additive-only guarantee** (the pre-contract v1 scaffold; the Phase-1 rebuild will change these shapes; see Stability). **Cookie-authenticated, not key-authenticated**, and served only when the engine runs with `CHALLENGES_ENABLED`; without that flag the bundle is absent and every route below returns `404`. The firm-console/admin half of this surface is deliberately not documented here. It is back office, not licensed surface. paths: /api/market/symbol-info: get: tags: - Market data summary: Get symbol details description: >- Returns one symbol's display identity, price format, and session model. Fetch once per instrument and cache for the session: tick size, price precision, contract multiplier, session class, and the served holiday calendar all live here, so charts and tickets format prices without hardcoding exchange conventions. Resolution is metadata-only and answers even when no feed is configured for the symbol. A spread expression (see the history route) resolves under type `spread` with no tick and no quote surface; a string that matches a catalog symbol exactly is always that symbol, never arithmetic. parameters: - name: symbol in: query required: true schema: type: string responses: '200': description: >- SymbolInfoResponse. Metadata-only: a known symbol with no configured feed still resolves (provider null). content: application/json: schema: $ref: '#/components/schemas/SymbolInfoResponse' '404': description: Unknown symbol (a data answer, not a failure) content: application/json: schema: $ref: '#/components/schemas/ErrorResponse' security: - tenantKey: [] x-codeSamples: - lang: javascript label: TypeScript source: >- const res = await fetch('https://app.trdrs.co/api/market/symbol-info?symbol=ESU6', { headers: { Authorization: `Bearer ${process.env.TRDRS_API_KEY}` }, }) const data = await res.json() - lang: shell label: cURL source: |- curl 'https://app.trdrs.co/api/market/symbol-info?symbol=ESU6' \ -H "Authorization: Bearer $TRDRS_API_KEY" components: schemas: SymbolInfoResponse: type: object properties: symbol: type: string name: type: string description: The short display identity ticker: type: string description: >- The canonical symbol id to resolve and subscribe with on every later call description: type: string description: The long human description exchange: type: string listedExchange: type: string description: The venue that lists the symbol type: type: string supportedResolutions: type: array items: type: string description: >- 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: type: string description: IANA zone of the exchange session, e.g. America/Chicago session: type: string description: >- 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. sessionHolidays: type: string description: >- Comma-separated YYYYMMDD full closures, in date order. Present exactly where sessionCalendar is. corrections: type: string description: >- 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: type: array items: $ref: '#/components/schemas/Subsession' description: >- 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: - id: regular session: 0930-1600 sessionCorrections: 0930-1300:20261127,20261224 - id: extended session: 0400-2000 sessionCorrections: 0400-1700:20261127,20261224 - id: premarket session: 0400-0930 - id: postmarket session: 1600-2000 sessionCorrections: 1300-1700:20261127,20261224 dataStatus: type: string enum: - streaming - endofday - delayed_streaming description: >- How live the data is for this caller: streaming when something feeds the symbol, endofday when nothing does currencyCode: type: string description: >- 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: type: string description: The unit a non-currency symbol is quoted in volumePrecision: type: number description: >- Decimal places for a volume value: 0 for a whole-unit market, the venue's declared size step otherwise format: $ref: '#/components/schemas/PriceFormat' provider: type: - string - 'null' enum: - pyth - rithmic - null via: type: - string - 'null' tick: type: - number - 'null' quotes: type: boolean description: Whether the serving feed exposes a real L1 quote surface sessionClass: type: string enum: - equity - futures - fx - crypto description: The trading-session model the symbol follows (served, never guessed) sessionCalendar: type: object description: >- 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. properties: holidays: type: object additionalProperties: type: array items: $ref: '#/components/schemas/SessionSegment' coverageThrough: type: string description: Last exchange-local date the table covers (YYYY-MM-DD) required: - holidays - coverageThrough multiplier: type: - number - 'null' description: >- Dollar value of a 1.0 move per unit; null when unknown, never a guess required: - symbol - name - ticker - description - exchange - listedExchange - type - supportedResolutions - timezone - session - dataStatus - volumePrecision - format - provider - via - tick - quotes - sessionClass - multiplier example: symbol: ESU6 name: E-mini S&P 500 Sep 2026 ticker: ESU6 description: E-mini S&P 500 Sep 2026 exchange: CME listedExchange: CME type: futures supportedResolutions: [] timezone: America/Chicago session: 1700-1600:23456 sessionHolidays: 20261225,20270101 corrections: 1700-1200:20261126;1700-1215:20261127,20261224 subsessions: - id: regular session: 0830-1515:23456 sessionCorrections: 0830-1200:20261126;0830-1215:20261127,20261224 - id: extended session: 1700-1600:23456 sessionCorrections: 1700-1200:20261126;1700-1215:20261127,20261224 - id: premarket session: 1700-0830:23456 - id: postmarket session: 1515-1600:23456 dataStatus: streaming currencyCode: USD volumePrecision: 0 format: pricescale: 100 minmov: 25 provider: rithmic via: null tick: 0.25 quotes: true sessionClass: futures sessionCalendar: holidays: '2026-12-25': [] coverageThrough: '2027-06-30' multiplier: 50 ErrorResponse: type: object properties: error: type: string required: - error example: error: invalid_instrument Subsession: type: object properties: id: type: string enum: - regular - extended - premarket - postmarket description: >- regular is the exchange regular hours; premarket and postmarket are the extended spans before and after them; extended is the whole span from the pre-market open to the post-market close. The session property equals regular for an exchange whose session is its regular hours (NYSE) and equals extended for an exchange whose one continuous session contains them (CME Globex). session: type: string description: >- The subsession hours, in the same format as the session property, with the session property's trading-day suffix example: 0400-0930 description: type: string description: >- A display label a third-party feed may state. Not served by this engine: labels come from the client catalog, keyed by id. sessionCorrections: type: string description: >- Trading days that shorten this subsession, in the same format as the corrections property. Present exactly where the served calendar shortens this subsession. A subsession a corrected day drops entirely (the Globex closing hour on an early close) has no entry, because the format states shorter hours and not none: on any date a subsession is bounded by that date's extended entry. example: 1300-1700:20261127,20261224 required: - id - session PriceFormat: type: object description: >- 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. properties: pricescale: type: number minmov: type: number minmove2: type: number description: >- Further division of one minmov step: 2 is halves of a thirty-second, 4 is quarters fractional: type: boolean description: Write the sub-unit part as a counted fraction, e.g. 119'16 variableTickSize: type: string description: >- Ordered tick ladder: alternating tick and exclusive upper bound, ending with the tick that applies above the last bound required: - pricescale - minmov SessionSegment: type: object properties: start: type: number description: Minutes from exchange-local midnight end: type: number description: End minute, exclusive (1440 = next midnight) session: type: string enum: - pre - open - eth - after required: - start - end - session securitySchemes: tenantKey: type: http scheme: bearer description: >- Your firm’s API key (the API calls this the `tenant` key; `trdrs_sk_…`), server-to-server only. ````