Timeseries

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 data points. Each point represents a specific price or value in a point in time. Frequency depends on source producing the curve.	Live
`snapshot`	Snapshots capture a single point-in-time of a curve's value, taken at a defined market close. One value per curve and contract per day.	15 min after market close

Tick Data

You can query tick level 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?	Availability
customer/socket/websocket	Individual data points	To stream curves	Market hours
ongoing/intraday	Individual data points	To pull a curve for current trading day	Market hours
historical/intraday	Individual data points	To pull a curve for a selected period of time	Always