generated: '2026-07-22'
method: derived
source: openapi/marketdata-app-openapi-original.yml
notes: >-
  Market Data is a read-only, symbol-keyed market data API; there are no
  mutable resources with server-issued ids. Entities are keyed by ticker
  symbol (stocks, indices, funds) or OCC option symbol (options), and
  responses use a columnar envelope of parallel arrays.
entities:
  - name: Stock
    key: ticker symbol (e.g. AAPL)
    surfaces: [candles, quotes, bulkquotes, bulkcandles, prices, earnings, news]
  - name: StockCandle
    key: symbol + resolution + timestamp
    fields: [o, h, l, c, v, t]
  - name: StockQuote
    key: symbol
    fields: [bid, ask, mid, last, volume, updated]
  - name: OptionContract
    key: OCC option symbol (e.g. AAPL271217C00250000)
    surfaces: [quotes]
  - name: OptionChain
    key: underlying symbol
    filters: [expiration, strike range, delta range, side, liquidity, open interest, volume]
  - name: Expiration
    key: underlying symbol + date
  - name: Strike
    key: underlying symbol + expiration + price
  - name: Earnings
    key: symbol + report date
  - name: NewsItem
    key: symbol + published timestamp
  - name: MarketStatus
    key: date
    fields: [status (open|closed)]
relationships:
  - from: OptionChain
    to: OptionContract
    kind: has_many
    via: optionSymbol
  - from: Stock
    to: OptionChain
    kind: has_one
    via: underlying
  - from: Stock
    to: Expiration
    kind: has_many
    via: underlying
  - from: Stock
    to: Strike
    kind: has_many
    via: underlying
  - from: Stock
    to: StockCandle
    kind: has_many
    via: symbol
  - from: Stock
    to: StockQuote
    kind: has_one
    via: symbol
  - from: Stock
    to: Earnings
    kind: has_many
    via: symbol
  - from: Stock
    to: NewsItem
    kind: has_many
    via: symbol
  - from: OptionContract
    to: Stock
    kind: belongs_to
    via: underlying
id_conventions:
  - domain: options
    format: OCC option symbol - underlying + yymmdd expiration + C/P + strike*1000 zero-padded
    example: AAPL271217C00250000
  - domain: stocks
    format: exchange ticker symbol
    example: AAPL