ValueRay · Schema

ValueRay Symbol Data

AI-ready aggregate of technical, quantitative, sentiment, risk, and performance data for a single stock or ETF symbol.

AI/LLMETFFinancial DataQuantitativeStocksTechnical Analysis

Properties

Name Type Description
last_update string Timestamp of the last data refresh.
code string Ticker code.
exchange string Listing exchange.
isin string International Securities Identification Number.
type string Instrument type, e.g. 'common stock' or 'etf'.
name string Issuer or fund name.
currency string
country string
country_origin string
market_cap_in_millions string
sector string
industry string
peer_group string
etf_category string Category label for ETFs.
keywords string
dividends object
technical object
risk object
support_resistance array
zigzag_pivot_points array
changepoints array
performance object
sentiment object
View JSON Schema on GitHub

JSON Schema

valueray-symbol-data-schema.json Raw ↑ 
{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://raw.githubusercontent.com/api-evangelist/valueray/main/json-schema/valueray-symbol-data-schema.json",
  "title": "ValueRay Symbol Data",
  "description": "AI-ready aggregate of technical, quantitative, sentiment, risk, and performance data for a single stock or ETF symbol.",
  "type": "object",
  "required": ["code", "exchange", "type", "name"],
  "properties": {
    "last_update": { "type": "string", "description": "Timestamp of the last data refresh." },
    "code": { "type": "string", "description": "Ticker code." },
    "exchange": { "type": "string", "description": "Listing exchange." },
    "isin": { "type": "string", "description": "International Securities Identification Number." },
    "type": { "type": "string", "description": "Instrument type, e.g. 'common stock' or 'etf'." },
    "name": { "type": "string", "description": "Issuer or fund name." },
    "currency": { "type": "string" },
    "country": { "type": "string" },
    "country_origin": { "type": "string" },
    "market_cap_in_millions": { "type": "string" },
    "sector": { "type": "string" },
    "industry": { "type": "string" },
    "peer_group": { "type": "string" },
    "etf_category": { "type": "string", "description": "Category label for ETFs." },
    "keywords": { "type": "string" },
    "dividends": {
      "type": "object",
      "properties": {
        "rate": { "type": "number" },
        "yield": { "type": "number" },
        "payout_ratio": { "type": "number" },
        "growth_5y": { "type": "number" },
        "streak_years": { "type": "integer" },
        "next_payment": { "type": "string" }
      }
    },
    "technical": {
      "type": "object",
      "properties": {
        "last_price": { "type": "number" },
        "52w_high": { "type": "number" },
        "52w_low": { "type": "number" },
        "ema_20": { "type": "number" },
        "sma_50": { "type": "number" },
        "sma_200": { "type": "number" },
        "atr": { "type": "number" },
        "volatility": { "type": "number" },
        "current_volume": { "type": "number" },
        "average_volume_20d": { "type": "number" },
        "hurst_exponent": { "type": "number" },
        "trend_correlation": { "type": "number" }
      }
    },
    "risk": {
      "type": "object",
      "properties": {
        "safety_score": { "type": "number" },
        "beta": { "type": "number" },
        "alpha": { "type": "number" },
        "sharpe_ratio": { "type": "number" },
        "max_drawdown": { "type": "number" },
        "value_at_risk": { "type": "number" },
        "tail_risk": { "type": "number" }
      }
    },
    "support_resistance": {
      "type": "array",
      "items": {
        "type": "object",
        "properties": {
          "level": { "type": "number" },
          "type": { "type": "string", "enum": ["support", "resistance"] },
          "strength": { "type": "string" },
          "from": { "type": "string" },
          "to": { "type": "string" }
        }
      }
    },
    "zigzag_pivot_points": {
      "type": "array",
      "items": {
        "type": "object",
        "properties": {
          "date": { "type": "string" },
          "price": { "type": "number" },
          "direction": { "type": "string", "enum": ["up", "down"] }
        }
      }
    },
    "changepoints": {
      "type": "array",
      "items": {
        "type": "object",
        "properties": {
          "date": { "type": "string" },
          "metric": { "type": "string" },
          "value": { "type": "number" }
        }
      }
    },
    "performance": {
      "type": "object",
      "properties": {
        "1d": { "type": "number" },
        "1w": { "type": "number" },
        "1m": { "type": "number" },
        "3m": { "type": "number" },
        "6m": { "type": "number" },
        "ytd": { "type": "number" },
        "1y": { "type": "number" },
        "3y": { "type": "number" },
        "5y": { "type": "number" },
        "cagr": { "type": "number" },
        "relative_strength": { "type": "number" }
      }
    },
    "sentiment": {
      "type": "object",
      "properties": {
        "rsi": { "type": "number" },
        "vro_score": { "type": "number" },
        "buy_signal": { "type": "string" },
        "sector_rotation": { "type": "string" },
        "industry_rotation": { "type": "string" },
        "market_regime": { "type": "string" }
      }
    }
  }
}