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updatedAt: 2026-08-18T20:45:07.000Z
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Fetch the complete documentation index at: https://documentation.sparta.app/llms.txt. Use this file to discover all available pages before exploring further. Append .md to any documentation page URL to get its markdown version.

# Snapshots

Time series data in the Sparta Data Marketpalce is provided in two granularities - **tick level** data (individual time series data points) and **snapshots** (selected values from the tick level data at a specific time of day).

| **Granularity** | **Description**                                                                                                                                                                                              | **Availability**          |
| --------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ | ------------------------- |
| `tick`          | Individual [time series](https://documentation.sparta.app/docs/timeseries) data points. Each point represents a specific price or value in a point in time. Frequency depends on source producing the curve. | Live                      |
| `snapshot`      | One value per curve and contract per day.                                                                                                                                                                    | 15 min after market close |

## Snapshot Data

A snapshot is a single point-in-time capture of a curve's value, taken at a defined market close.

It is not an average, and it is not "whatever the last tick was when you called the API". It is the value that stood at that exact moment. Two people pulling the same snapshot get the same number, which is what makes snapshots the right basis for end-of-day marks, P\&L, backtesting, and anything you need to reproduce or defend later.

If you need to look at the market as it evolved during the day, or as it moves right now rather than as it closed, use the tick level data endpoints (historical/intraday and ongoing/intraday) or real-time feed instead (websocket).

### Market Snapshots

Sparta captures three snapshots per trading day, one at each major regional close.

* Singapore (16:30 local time or 12:30 on early close days)
* London (16:30 local time or 12:30 on early close days)
* New York (14:30 local time or 13:30 if early close)

You can query snapshot data via the API from multiple endpoints, depending on the time range you need to retrieve:

| Endpoint                                                                                             | What data does it return?               | When to use?                                                                                       | First availability (UTC)                   | Lastest update (UTC) |
| ---------------------------------------------------------------------------------------------------- | --------------------------------------- | -------------------------------------------------------------------------------------------------- | ------------------------------------------ | -------------------- |
| [ongoing/last-settlement](https://documentation.sparta.app/docs/ongoing-data#last-settlement)        | London                                  | To pull today's London snapshots only                                                              | \~15 after each market close. (16:45 UTC)  | Midnight UTC         |
| [ongoing/last-assessments](https://documentation.sparta.app/docs/ongoing-data#last-assessments)      | Singapore, <br />London, <br />New York | To pull today's snapshots for all three markets                                                    | \~15 after each market close. midnight UTC | Midnight UTC         |
| [historical/settlements](https://documentation.sparta.app/docs/historical-data#end-of-day-snapshots) | London                                  | To pull London market snapshots for a time range (up to 30 days)                                   | Midnight UTC                               | Midnight UTC         |
| [Bulk Download](https://documentation.sparta.app/docs/bulk-download)                                 | Singapore, <br />London, <br />New York | To pull all three markets snapshots for a large time period and for an entire vertical (e.g Crude) | 04:00 UTC (next day) for previous day.     | 04:00 UTC (next day) |

### Rolling forward values

A snapshot contains for each symbol and contract (tenor) the most recent data point available **before or on market close**. For a symbol of an illiquid curve, there could be a case where no new data point is available for the symbol and contract for the day which leaves a 'gap' in the snapshot.

To close these gaps, we roll forward the latest value from a previous period to gurantee a value for a symbol and contract is available in the snapshot.

### Late arriving data

Because of market dynamics, there are cases where a pre-market close price quote that we should have used for the snapshot lands with Sparta ***after*** the market closed.

We refer to these caes as **snapshot corrections**. We only process snapshot corrections for a trading day snapshot up to midnight UTC. Qoutes that land after midnight UTC are available in the tick level data but are not considered in the snapshot calculation process.

> We plan to add labeling to make any rolled-forward or late-arriving data self-identifying in the data.