Daily Stock Data API

This API provides access to daily stock data, beta values, mutual fund profiles, and residuals. It supports time range filtering, field selection, and data retrieval in JSON or CSV format. Authentication is required via API key.

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Base URL

https://api.riskmodels.net/daily-stock-data-api

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Authentication

All endpoints require an API key to be passed in the request header:

apikey: <your-api-key>

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Endpoints

1. GET /daily – Retrieve Daily Stock Data

Retrieve daily stock data, optionally filtered by time range, specific fields, and format.

Example Request:

curl --header "apikey: <API_KEY>" \
    --request GET "https://api.riskmodels.net/daily-stock-data-api/daily?symbols=AAPL,GOOG&start_time=2024-10-04&end_time=2024-10-04&fields=close,volume,symbol"

Parameters:

Name	In	Type	Required	Description
symbols	query	string	Yes	Comma-separated list of stock tickers to filter by.
start_time	query	string	Yes	Start of the time range (YYYY-MM-DD).
end_time	query	string	No	End of the time range (YYYY-MM-DD).
fields	query	string	No	Comma-separated list of fields (e.g., close,volume).
format	query	string	No	Format to retrieve data (json or csv). Default: json.

Response Example:

[
  {
    "symbol": "AAPL",
    "close": 149.55,
    "volume": 9812314,
  },
  {
    "symbol": "GOOG",
    "close": 168.56,
    "volume": 11435318,
  }
]

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2. GET /betas – Retrieve Beta Data

Retrieve beta values for specific symbols and factors.

Example Request:

curl --header "apikey: <API_KEY>" \
    --request GET "https://api.riskmodels.net/daily-stock-data-api/betas?symbols=AAPL,GOOG&start_time=2024-10-04&end_time=2024-10-04&fact=Mkt"

Parameters:

Name	In	Type	Required	Description
symbols	query	string	Yes	Comma-separated list of stock tickers to filter by.
fact	query	string	Yes	Factor name to filter by.
start_time	query	string	Yes	Start of the time range (YYYY-MM-DD).
end_time	query	string	No	End of the time range (YYYY-MM-DD).
format	query	string	No	Format to retrieve data (json or csv). Default: json.

Response Example:

[
  {
    "teo": "2024-10-04",
    "symbol": "AAPL",
    "factor_beta": 0.861774725720499,
    "fact": "Mkt"
  },
  {
    "teo": "2024-10-04",
    "symbol": "GOOG",
    "factor_beta": 0.969178634609282,
    "fact": "Mkt"
  }
]

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3. GET /facts – Retrieve Facts Data

Retrieve fact return values filtered by factor and date.

Example Request:

curl --header "apikey: <API_KEY>" \
    --request GET "https://api.riskmodels.net/daily-stock-data-api/facts?fact=Energy&start_time=2024-10-04&end_time=2024-10-07"

Parameters:

Name	In	Type	Required	Description
fact	query	string	Yes	Factor to filter by (e.g., Energy, Mkt).
start_time	query	string	Yes	Start of the time range (YYYY-MM-DD).
end_time	query	string	No	End of the time range (YYYY-MM-DD).
format	query	string	No	Format to retrieve data (json or csv). Default: json.

Response Example:

[
  {
    "teo": "2024-10-04T00:00:00",
    "fact": "Energy",
    "factor_return": 0.47414848827427347
  },
  {
    "teo": "2024-10-07T00:00:00",
    "fact": "Energy",
    "factor_return": 0.7559717995628776
  }
]

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4. GET /gross – Retrieve Gross Data

Retrieve gross return values filtered by symbols and date.

Example Request:

curl --header "apikey: <API_KEY>" \
    --request GET "https://api.riskmodels.net/daily-stock-data-api/gross?symbols=GOOGL,AAPL&start_time=2024-10-04&end_time=2024-10-05

Parameters:

Name	In	Type	Required	Description
symbols	query	string	Yes	Comma-separated list of stock tickers to filter by.
start_time	query	string	Yes	Start of the time range (YYYY-MM-DD).
end_time	query	string	No	End of the time range (YYYY-MM-DD).
format	query	string	No	Format to retrieve data (json or csv). Default: json.

Response Example:

[
  {
    "teo": "2024-10-04T00:00:00",
    "symbol": "GOOGL",
    "gross_return": 0.7235
  },
  {
    "teo": "2024-10-04T00:00:00",
    "symbol": "AAPL",
    "gross_return": 0.5007
  }
]

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5. GET /resids – Retrieve Residuals Data

Retrieve residual data for specific symbols over a time range.

Example Request:

curl --header "apikey: <API_KEY>" \
    --request GET "https://api.riskmodels.net/daily-stock-data-api/resids?symbols=AAPL,GOOG&start_time=2024-10-04&end_time=2024-10-04"

Parameters:

Name	In	Type	Required	Description
symbols	query	string	Yes	Comma-separated list of stock tickers to filter by.
start_time	query	string	Yes	Start of the time range (YYYY-MM-DD).
end_time	query	string	No	End of the time range (YYYY-MM-DD).
format	query	string	No	Format to retrieve data (json or csv). Default: json.

Response Example:

[
  {
    "teo": "2024-10-04",
    "residual_return": -0.202475783971016,
    "symbol": "AAPL"
  },
  {
    "teo": "2024-10-04",
    "residual_return": -0.0489799958486298,
    "symbol": "GOOG"
  }
]

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6. GET /symbol_list – Retrieve Top Stock Symbols

Retrieve top_n symbol list by top_by such as mktcap, mktcap_rank, close, return, turnover, volume. Sector specific symbol list can be retrieve by specifying option sector_code parameter.

Example Request:

curl --header "apikey: <API_KEY>" \
    --request GET "https://api.riskmodels.net/daily-stock-data-api/symbol_list?top_n=5"

Parameters:

Name	In	Type	Required	Description
sector_code	query	string	No	To retrieve symbol list specific to given sector. Default: None.
top_n	query	integer	Yes	Number of top stock symbols to return. Default: 10.
top_by	query	string	No	Column to sort by (e.g., mktcap, mktcap_rank, close, turnover, volume, return). Default: mktcap.
ascending	query	boolean	No	Whether to sort in ascending order. Default: false.

Response Example:

{
  "symbols": [
    "AAPL",
    "NVDA",
    "MSFT",
    "AMZN",
    "META"
  ]
}