Connectors

Daily pipe-delimited directories of every Nasdaq-listed and other US exchange-listed security (~11,000 rows): symbol, security name, listing venue, ETF flag, test-issue flag. Seeds the US instrument master.

Bulk directory of ~10,000 SEC registrants with ticker, listing exchange and CIK. Used to resolve filings to instruments and to attach companies (CIK) to US equities.

Parses the U.S. Equity and Options Markets Holiday Schedule table (date, holiday, status) and detects any change in the page (document + section hashes). Output feeds the exchange calendar for all US venues.

Public, unauthenticated WebSocket market-data feed of Coinbase Exchange (ticker channel). One connection carries every subscribed product.

Public Kraken WebSocket v2 ticker channel (best bid/ask, last trade, 24h volume/VWAP/high/low) for the major spot pairs.

Public Binance spot combined WebSocket stream (miniTicker per symbol, pushed every second) for USDT-quoted majors. Exchange event time (E) is used as source timestamp.

Public OKX v5 WebSocket tickers channel (last, bid/ask with sizes, 24h open/high/low/volume) for USDT spot majors. Exchange timestamp `ts`.

Cboe's public delayed-quote JSON (last, bid/ask + sizes, open/high/low, previous close, volume, 30-day implied volatility) for a curated US universe of large caps, ETFs and the SPX/NDX/DJI/RUT/VIX indices. 15-minute delayed.

Daily ECB euro reference rates for 30 currencies, cross-computed to USD pairs. One fixing per business day (~16:00 CET); values are indicative reference rates, not tradable quotes.

Bank of Canada Valet open API: daily average exchange rates (published ~16:30 ET), the target for the overnight rate and Government of Canada benchmark bond yields (2y, 5y, 10y, long).

Daily Treasury par yield curve rates (1 month → 30 years) from the official Treasury XML feed. One value per tenor per business day.

Real-time list of documents filed on EDGAR (all forms). Each filing is stored with accession number, form type, filer name and CIK, and linked to instruments through the SEC company/ticker directory. Material forms (8-K, 10-K/Q, 6-K, S-1, 13D/G…) become FILING_PUBLISHED events.

Current-day trading halts published by Nasdaq (all US listing markets): symbol, halt time, reason code, LULD threshold price and resumption times. Polled every minute during trading hours.

Daily OHLCV bars (up to 400 sessions) for the curated US universe, major FX pairs, crypto and CME continuous futures from the HF Market Data lake (updated weekly from FirstRate). Backfills chart history and provides end-of-day reference closes.