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SEC Market Structure Metrics API - Cancels, Hidden, Odd Lots

Daily SEC MIDAS market structure metrics for every U.S. listed stock and ETF: cancels, lit, hidden and odd-lot trades, order and trade volume, with cancel-to-trade, hidden and odd-lot rates and size, turnover, volatility and price deciles.

$0.08 per 1,000 rows

Get an API key

What it returns

Daily SEC MIDAS market structure metrics for every U.S. listed stock and ETF: cancels, lit, hidden and odd-lot trades, order and trade volume, with cancel-to-trade, hidden and odd-lot rates and size, turnover, volatility and price deciles.

Request

POST https://api.pushbuild.com/sec-market-structure-metrics/run with a JSON body. Send your key in the X-API-Key header.

FieldTypeDescription
tickersstringComma separated, e.g. AAPL,SPY
fromDatestringYYYY-MM-DD (default: latest quarter)
toDatestringYYYY-MM-DD
quartersstringe.g. 2026_q2,2026_q1 (overrides dates; max 8)
securityTypestring: , stock, etfStocks or ETFs only Default: "".
allTickersbooleanEvery security (needs no tickers) Default: false.
modestring: metrics, quartersDaily metrics, or list the quarters available Default: "metrics".
maxItemsintegerMaximum items to return (1-500). Default: 100.

Example

curl -X POST https://api.pushbuild.com/sec-market-structure-metrics/run \
  -H "X-API-Key: YOUR_KEY" \
  -H "Content-Type: application/json" \
  -d '{"tickers": "AAPL", "maxItems": 20}'

Response

{"count": 20, "truncated": false, "seconds": 1.4, "items": [ { ... } ]}

Each call returns up to 500 items. Records that fail validation or are not found are flagged in the items and not charged.

Pricing

Pay only for results returned: $0.08 per 1,000 rows. No charge for errors or empty searches.

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