Return a list of the most traded tickers based on transaction volume on a certain interval (up to 90 days)
Authorization header that should be filled with your Sectors Financial API key.
Start date for which the list of the most traded tickers is to be retrieved.
Format
The API endpoint only accepts start
date in the YYYY-MM-DD
format.
Earliest date
The start
date must be no earlier than 90 days before the end
date. If a date earlier than this is provided, only the most recent 90
days of data will be retrieved.
Default value
When only end
date is provided, the default value of start
date is 30 days before the end
date.
When start
and end
dates are not provided, the default value of start
date is 30 days before today.
End date for which the list of the most traded tickers is to be retrieved.
Format
The API endpoint only accepts end
date in the YYYY-MM-DD
format.
Latest date
The end
date must be no later than 90 days after the start
date.
If a date later than this is provided, only the most recent 90 days of
data will be retrieved.
Default value
When only start
date is provided, the default value of end
date is 30 days after the start
date.
When start
and end
dates are not provided, the default value of end
date is today.
Number of tickers to be retrieved (defaults to 5, with a maximum of 10).
Default to “false”. If set to “true”, the returned list will be sorted based on transaction volume multiplied by closing price.
Subsector from which the list of most traded tickers is to be retrieved.
Get the available sub_sector
Get the available sub_sector
from the Subsectors
endpoint.
Examples of the sub_sector
banks
, financing-service
, insurance
, retailing
, tobacco
Format
The API endpoint only accepts sub_sector
in the kebab case format
(lowercase and separated by ”-”).
Return a list of the most traded tickers based on transaction volume on a certain interval (up to 90 days)
Authorization header that should be filled with your Sectors Financial API key.
Start date for which the list of the most traded tickers is to be retrieved.
Format
The API endpoint only accepts start
date in the YYYY-MM-DD
format.
Earliest date
The start
date must be no earlier than 90 days before the end
date. If a date earlier than this is provided, only the most recent 90
days of data will be retrieved.
Default value
When only end
date is provided, the default value of start
date is 30 days before the end
date.
When start
and end
dates are not provided, the default value of start
date is 30 days before today.
End date for which the list of the most traded tickers is to be retrieved.
Format
The API endpoint only accepts end
date in the YYYY-MM-DD
format.
Latest date
The end
date must be no later than 90 days after the start
date.
If a date later than this is provided, only the most recent 90 days of
data will be retrieved.
Default value
When only start
date is provided, the default value of end
date is 30 days after the start
date.
When start
and end
dates are not provided, the default value of end
date is today.
Number of tickers to be retrieved (defaults to 5, with a maximum of 10).
Default to “false”. If set to “true”, the returned list will be sorted based on transaction volume multiplied by closing price.
Subsector from which the list of most traded tickers is to be retrieved.
Get the available sub_sector
Get the available sub_sector
from the Subsectors
endpoint.
Examples of the sub_sector
banks
, financing-service
, insurance
, retailing
, tobacco
Format
The API endpoint only accepts sub_sector
in the kebab case format
(lowercase and separated by ”-”).