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Return intraday factor snapshots for dashboards using the current benchmark proxy surface and freshness metadata
Audience: application and coding agent.

Canonical metadata

  • requestId
  • traceparent

Example request

curl -X GET \
  -H "x-api-key: $SECAPI_API_KEY" \
  -H "secapi-version: 2026-03-19" \
  "https://api.secapi.ai/v1/factors/returns/intraday"

Example response

{
  "object": "list",
  "data": [
    {
      "object": "factor_intraday_snapshot",
      "id": "factor_intraday_snapshot:VALUE:1d:2026-06-09T19:45:00.000Z",
      "factorKey": "VALUE",
      "factorName": "Value",
      "factorCategory": "style",
      "modelName": "secapi_stock_basket_factor_model_v1",
      "window": "1d",
      "snapshotAt": "2026-06-09T19:45:00.000Z",
      "benchmarkSymbols": [
        "VLUE",
        "IWD",
        "IWF"
      ],
      "rawReturn": 0.0038,
      "pureReturn": 0.0031,
      "scaledReturn": 0.0042,
      "zScore": 1.42,
      "leverage": 1,
      "responseMode": "compact",
      "dataAsOf": "2026-06-09",
      "freshnessStatus": "fresh",
      "methodologyVersion": "secapi_factor_returns_v1",
      "materializationVersion": "2026-06-09",
      "provenance": {
        "source": "secapi_factor_pipeline",
        "sourceLabel": "SecAPI factor pipeline",
        "accessionNumber": null,
        "filingUrl": "https://docs.secapi.ai/factors/methodology",
        "acceptedAt": null,
        "retrievedAt": "2026-06-09T22:15:00.000Z",
        "parserVersion": "secapi-factor-pipeline"
      },
      "freshness": {
        "status": "fresh",
        "asOf": "2026-06-09T22:15:00.000Z",
        "sourcePublishedAt": "2026-06-09T21:30:00.000Z",
        "lagMs": 2700000
      },
      "materialization": {
        "parserVersion": "secapi-factor-pipeline",
        "materializationVersion": "2026-06-09"
      },
      "sourceRights": {
        "source": "secapi_owned_factor_pipeline",
        "sourceLabel": "SecAPI factor pipeline",
        "posture": "public_safe",
        "publicAvailability": "public",
        "contractStatus": "approved",
        "restrictions": [],
        "notes": "SecAPI-owned derived factor data."
      },
      "methodology": {
        "id": "secapi_factor_returns",
        "version": "v1",
        "summary": "SecAPI-owned daily factor returns, exposures, and portfolio analytics built for agent and API workflows.",
        "confidence": "high",
        "launchState": "beta",
        "inputs": [
          "secapi_factor_returns",
          "secapi_factor_exposures",
          "market_calendar"
        ],
        "validation": {
          "launchHistoryFloor": "2015-01-01",
          "marketCalendarAware": true
        }
      },
      "revision": {
        "sourcePublishedAt": "2026-06-09T21:30:00.000Z",
        "retrievedAt": "2026-06-09T22:15:00.000Z",
        "vintageId": "2026-06-09",
        "revisedFrom": null
      },
      "degradedState": null
    }
  ],
  "hasMore": false,
  "nextCursor": null,
  "responseMode": "compact",
  "requestId": "req_2ZK8Q1W9F4M6P7R3",
  "traceparent": "00-4bf92f3577b34da6a3ce929d0e0e4736-00f067aa0ba902b7-01"
}

Give this prompt to your agent

Failure posture

  • treat non-2xx responses as contract-aware failures, not free-form errors
  • preserve requestId and traceparent in logs and downstream reports
  • if provenance or freshness metadata is present, return it unchanged so trust is not lost in the handoff