CuteMarkets Docs

API Reference

Everything you need to integrate market data, build faster, and scale.

Docs

Tip: open /docs/stock-trades-quotes.md directly for raw markdown (easy copy/paste into an LLM).

Stock trades are available across stock plans with plan-specific delay and lookback. Stock quote endpoints require an Expert or Commercial Stocks API subscription.

Use this page with Stocks Data API, Real-Time Stock Data API, Stock Snapshots, Live, Delayed, and Entitlements, and Quotes, Trades, and Aggregates Semantics.

Trades

bash
GET /v1/stocks/trades/{ticker}/
bash
curl "https://api.cutemarkets.com/v1/stocks/trades/AAPL/?timestamp.gte=2026-05-06T13:30:00Z&limit=1000" \
  -H "Authorization: Bearer YOUR_API_KEY"

Last trade

bash
GET /v1/stocks/trades/{ticker}/last/
bash
curl "https://api.cutemarkets.com/v1/stocks/trades/AAPL/last/" \
  -H "Authorization: Bearer YOUR_API_KEY"

Free and Developer stock plans receive delayed last-trade data. Expert and Commercial receive live last-trade data.

Quotes

bash
GET /v1/stocks/quotes/{ticker}/
bash
curl "https://api.cutemarkets.com/v1/stocks/quotes/AAPL/?timestamp.gte=2026-05-06T13:30:00Z&limit=1000" \
  -H "Authorization: Bearer YOUR_API_KEY"

Last quote

bash
GET /v1/stocks/quotes/{ticker}/last/
bash
curl "https://api.cutemarkets.com/v1/stocks/quotes/AAPL/last/" \
  -H "Authorization: Bearer YOUR_API_KEY"

Quote plan requirement

Quotes and last quote require Expert or Commercial on the Stocks API product.

bash
{
  "status": "ERROR",
  "request_id": "cm_abc123",
  "error": {
    "code": "plan_upgrade_required",
    "message": "This endpoint requires an Expert or Commercial plan."
  }
}

Pagination and limits

Trades and quotes default to limit=1000 and clamp to limit=10000. Paginated responses include a signed next_url with a page cursor.

Trades versus quotes

Stock trades and quotes answer different questions. Trades show executions. Quotes show bid/ask market context. A charting view can often start with trades or bars, while a spread-sensitive application needs quote access.

For applications that join stocks to options, keep stock quote terminology aligned with Quotes, Trades, Options Data API, and Stock and Options Data Join Workflow. A stock last trade is not an option fill, and an option quote window is not a stock aggregate bar.

Data objectAnswersCommon application use
Trade historyWhat printed and when?Tape views, activity checks, and historical event review.
Last tradeWhat was the most recent print?Watchlist state and simple ticker cards.
Quote historyWhat bid/ask market existed?Spread checks, execution context, and quote-aware signals.
Last quoteWhat is the latest bid/ask?Live detail panels and routing pre-checks.

Time-window design

Prefer explicit timestamp windows in production. A deterministic request such as timestamp.gte=2026-05-06T13:30:00Z&timestamp.lt=2026-05-06T20:00:00Z is easier to reproduce than an open-ended "latest rows" pull. For large backfills, persist the last successful next_url only as a short-lived continuation and store your own durable high-water mark separately.

bash
curl "https://api.cutemarkets.com/v1/stocks/quotes/AAPL/?timestamp.gte=2026-05-06T13:30:00Z&timestamp.lt=2026-05-06T20:00:00Z&limit=10000" \
  -H "Authorization: Bearer YOUR_API_KEY"

When a stock quote is used as underlying context for an options screen, keep it separate from option quote data. The stock bid/ask describes the underlying market; the option bid/ask describes the contract execution market.

Integration patterns

Use stock trades when the application needs executed activity, such as tape review, event replay, or activity filters. Use stock quotes when the application needs executable market context, such as spread checks or bid/ask-aware signals. If a screen displays both, label them separately so users do not read a last trade as the current bid or ask.

For backfills, split requests by ticker and time window. A single large open-ended query is harder to retry than a series of session-bounded requests. Store the high-water mark as a timestamp from your own job state and treat next_url as a short-lived page continuation for the current query. That separation makes restarts easier when a worker stops mid-page.

For watchlists, last trade and last quote endpoints are usually enough. For research notebooks, historical trades and quotes are safer because they preserve the rows that produced a chart, alert, or spread calculation. If a stock quote supports an options workflow, store the stock quote timestamp beside the option contract quote timestamp; they can differ even when they appear on the same screen.

Common checks before production

  • Confirm the key is a Stocks API key, not an Options API key.
  • Confirm the plan includes stock quotes before calling quote endpoints.
  • Use explicit timestamp windows for reproducible research.
  • Keep trade prints separate from bid/ask quote rows in storage.
  • Log request_id, ticker, timestamp bounds, and page state for failed pulls.

Stock quote and trade notes

Stock trades and stock quotes answer different questions. Trades show prints. Quotes show bid and ask state. Store source type, timestamp, price, size, condition, exchange context, and request window so dashboards can label last sale, current market, and stale state separately.

For options workflows, the stock quote or trade row often becomes underlying context rather than the traded instrument itself. Preserve the stock timestamp before requesting Expirations, Option Chain, or option Quotes. That handoff prevents a scanner from joining a fresh option quote to an old stock signal.

Additional implementation review

Review the stock trades and quotes workflow as a sequence of named data objects, not as a single helper call. The implementation should preserve bid, ask, bid size, ask size, trade price, trade condition, quote condition, sequence, and timestamp. Those fields make support tickets, CI fixtures, and replay notebooks easier to compare because every step can point to the exact request and response that created the displayed value.

The main failure mode is that an execution model can use a last sale where it needs the bid/ask market that was available at that time. Before promoting the workflow, run one concrete example through discovery, retrieval, display, logging, and error handling. Keep the resulting artifact beside the code path so future changes can prove they still use the same terminology and the same market-data assumptions.

Terminology

Terms to keep straight on this page

Market-data APIs use similar words for different objects. These links keep the docs page connected to the precise CuteMarkets workflow and related reference material.

Next steps

Move from the docs into the product workflow

If you are evaluating the API rather than implementing a specific endpoint right now, the product pages map live and historical workflows for stocks, options, and WebSockets.