The algo trading API.

one call

The condition, asked of the whole market.

The clause that will be the entry and exit rule, evaluated once across every ticker — right now:

POST /v2/scan
{ "q": "rsi_14 < 30 AND above_sma_200 AND market_cap > 1e9" }

// → { "as_of": "2026-08-23T15:18:49Z", "count": 3,
//     "results": [ { "ticker": "LION", "price": 11.67, … },
//                  { "ticker": "KRG",  "price": 26.15, … },
//                  { "ticker": "DVA",  "price": 173.79, … } ] }

Add "asof": "2024-01-05" and the same call answers as that day would have; POST the same q to /v2/scan/subscribe and it fires when the answer changes. Three tenses of one rule is what lets an algorithm go from backtest to live without translation.

Ready to wire it into something? Build a trading algorithm below walks it end to end. Reference: POST /v2/scan · as-of queries · scan subscriptions · the SQL surface.

build it

Build a trading algorithm.

A trading algorithm is a condition and what you do when it fires. Write the condition in SQL, validate it against the past, run it live as a webhook — your handler decides, your broker executes.

1. Define the entry and exit condition — A SQL WHERE clause over 421+ precomputed columns: the whole market evaluated in one call, right now.

curl -X POST "https://api.tickerbot.io/v2/scan" \
  -H "Authorization: Bearer YOUR_KEY" \
  -H "Content-Type: application/json" \
  -d '{ "q": "rsi_14 < 30 AND above_sma_200 AND market_cap > 1e9" }'

{
  "as_of": "2026-08-21T12:56:11Z",
  "count": 2,
  "results": [
    { "ticker": "LION", "name": "Lionsgate Studios Corp.",
      "price": 11.50, "day_change_pct": 0.0031, "market_cap": 3445741094, … },
    { "ticker": "DVA", "name": "DaVita Inc.",
      "price": 175.65, "day_change_pct": 0.0023, "market_cap": 11309826000, … }
  ]
}

One q carries both sides: a ticker starting to match is your entry, a held ticker no longer matching is your exit. There is no separate exit condition to author.

2. Validate it historically — The same q with asof reruns it against the market as it was — delisted tickers included, unlimited depth. This walk validates the exact rule the live loop trades: enter when a ticker matches (its scan row carries the entry price), exit when it no longer does — and since an exited ticker is absent from the scan, one series call prices the exits.

const KEY = process.env.TICKERBOT_API_KEY
const Q = 'rsi_14 < 30 AND above_sma_200 AND market_cap > 1e9'
const dates = ['2024-01-05', '2024-02-05', '2024-03-05', '2024-04-05', '2024-05-06']

const positions = new Map()   // ticker → entry price

for (const date of dates) {
  // who matches, knowing only what this date knew — rows carry the price
  const { results } = await fetch('https://api.tickerbot.io/v2/scan', {
    method: 'POST',
    headers: { Authorization: `Bearer ${KEY}`, 'Content-Type': 'application/json' },
    body: JSON.stringify({ q: Q, asof: date }),
  }).then((r) => r.json())
  const matching = new Map(results.map((r) => [r.ticker, r.price]))

  // EXITS — held positions no longer matching. An exited ticker is absent
  // from the scan, so one series call prices the exits.
  const exiting = [...positions.keys()].filter((t) => !matching.has(t))
  if (exiting.length) {
    const { series } = await fetch(
      `https://api.tickerbot.io/v2/series?tickers=${exiting.join(',')}` +
        `&columns=close&interval=1d&from=${date}&to=${date}`,
      { headers: { Authorization: `Bearer ${KEY}` } },
    ).then((r) => r.json())
    for (const t of exiting) {
      const close = (series[t] ?? [])[0]?.close
      if (close) console.log(`${date}  exit  ${t}  ${((close / positions.get(t) - 1) * 100).toFixed(1)}%`)
      positions.delete(t)
    }
  }

  // ENTRIES — matching tickers not yet held, priced by their own scan row
  for (const [t, price] of matching) {
    if (!positions.has(t) && price) positions.set(t, price)
  }
}

// Real output for this q (condensed):
// 2024-02-05  exit  AAPL  3.6%     2024-03-05  exit  DUOL  18.4%
// 2024-02-05  exit  MANH  25.0%    2024-03-05  exit  AFL   5.9%
// 2024-02-05  exit  KFRC  8.7%     2024-04-05  exit  RAMP  8.4%
// 2024-02-05  exit  LOPE  5.1%     2024-05-06  exit  PFGC  -1.1%
// 2024-02-05  exit  WINA  -2.1%    2024-05-06  exit  NXT   -6.3%

Entries and exits here follow the identical membership rule the webhook fires on. The full treatment — equity curve, position sizing — is the backtester guide.

3. Run it live — Subscribe the same query as a webhook: a ticker entering your condition is your signal to decide; your handler routes any order to your broker.

curl -X POST "https://api.tickerbot.io/v2/scan/subscribe" \
  -H "Authorization: Bearer YOUR_KEY" \
  -H "Content-Type: application/json" \
  -d '{ "q": "rsi_14 < 30 AND above_sma_200 AND market_cap > 1e9",
        "target_url": "https://your-bot.example.com/hook" }'

{
  "id": "wh_SVrlI0OowiE",
  "q": "rsi_14 < 30 AND above_sma_200 AND market_cap > 1e9",
  "channel": "webhook",
  "target_url": "https://your-bot.example.com/hook",
  "signing_secret": "whsec_…",
  "status": "active",
  …
}

4. Write the algorithm — The delivery's matches are tickers that just entered the condition; current_matches is everything matching now — entries and exits from one delivery. (Payload lists cap at 100 rows; confirm any single position with GET /v2/tickers/{ticker}.)

import express from 'express'
const app = express()
app.use(express.json())

const positions = new Map()                     // ticker → qty: your book
const buy  = async (ticker, qty) => { /* your broker's order API */ }
const sell = async (ticker, qty) => { /* your broker's order API */ }

app.post('/hook', async (req, res) => {
  const { matches, current_matches } = req.body
  const matching = new Set(current_matches.map((r) => r.ticker))

  // ENTRIES — new matches you don't already hold
  for (const row of matches) {
    if (!positions.has(row.ticker)) {
      await buy(row.ticker, 100)
      positions.set(row.ticker, 100)
    }
  }

  // EXITS — held positions whose entry condition no longer holds
  for (const [ticker, qty] of positions) {
    if (!matching.has(ticker)) {
      await sell(ticker, qty)
      positions.delete(ticker)
    }
  }

  res.sendStatus(200)
})

app.listen(3000)   // the server behind your target_url

Condition-exit is one exit style — thesis invalidation. Stops, targets, and time exits are your strategy logic, layered on the same book.

The calls behind it