v1.8.2 - Historical Trading Signals Endpoint

You can now retrieve paginated historical smoothed trading signals for any ticker using GET /v1/signals/historical/{ticker}. The endpoint applies the same hourly resampling and smoothing algorithm as the live GET /signals endpoint, so the historical series is consistent with the live signal you already receive.

Added

• GET /v1/signals/historical/{ticker} - Retrieve historical smoothed trading signals for a single ticker with keyset pagination.

  Parameters:

  • model_name - Model to use for signals. Same options as GET /signals (v2 default, v1, v1_raw, v2_raw, v3, v3_raw, sentiment, fundamental_sentiment, sector_sentiment, macroeconomic_sentiment, technical, latest)
  • smoothing_parameter - Number of consecutive hourly periods a signal must persist before being accepted. Default 2, range 1–48
  • start_date - Start of the query window in YYYY-MM-DD format. Defaults to 7 days ago. Maximum lookback is 90 days
  • end_date - Optional end of the query window in YYYY-MM-DD format
  • limit - Number of records per page. Default 100, maximum 1000
  • next_token - Pagination cursor returned in the previous response. Pass this to fetch the next page

  Response shape (PaginatedSignalsResponse):

  JSON

  {
    "data": [
      {
        "date": "2026-05-19T14:00:00",
        "ticker": "BZ_COM",
        "decision": "BUY",
        "confidence": 0.92,
        "reason": "Confirmed uptrend"
      }
    ],
    "limit": 100,
    "next_token": "<opaque_token>",
    "has_more": true
  }

  Pagination: Pass the next_token from the response as the next_token query parameter on the next request to advance through the result set. When has_more is false and next_token is null you have reached the end of the available data.