Portfolio · Endpoint

Trades

Every fill: decision time, phase, quantity, prices, fees and costs.

GET/v1/alphas/{alpha}/trades

Parameters

Path parameters

Name	Type	Required	Default	Description
`alpha`	string	required	—	alpha_id (e.g. CausalHaarActivityDisplacement_0de63b8678a2_sp500pit_weekly_20260730t000858z_f358d1480d42). Use the value returned by GET /v1/alphas.

Query parameters

Name	Type	Required	Default	Description
`book`	string	required	—	Required, with no default. A book's adjustment and settlement variants (<book>_adjustments, <book>_settlements) are not fills, so picking one for you would return the wrong rows. Omitting book returns a 400 listing the books available for this alpha.
`from`	YYYY-MM-DD	optional	window start	First trading day, inclusive.
`to`	YYYY-MM-DD	optional	window end	Last trading day, inclusive.
`symbol`	string	optional	—	Restrict to one ticker.
`limit`	integer 1–5000	optional	100	Rows per page. Below 1 or above 5000 is a 400 bad_request naming the parameter and the constraint it broke.
`offset`	integer	optional	0	Rows to skip; pagination.has_more is false at the end.

Example request

curl

curl -H "Authorization: Bearer sxk_live_4f9c…" \
  "https://api.simicx.com/v1/alphas/CausalHaarActivityDisplacement_0de63b8678a2_sp500pit_weekly_20260730t000858z_f358d1480d42/trades?book=long_short&from=2026-06-22&to=2026-06-26&symbol=AAPL"

Try it

Execute GET /v1/alphas/{alpha}/trades against the live API using your key. Paste a key below to send without signing in, or sign in to auto-fill from your profile — either way, the call counts towards your rate limits. Whether the route answers depends on your key's endpoint allow-list — /v1/me lists what is in force; a new key starts with only the self-service routes until an administrator grants more.

API key

Remember on this device

Base URL

Sent server-side via a same-origin proxy; only the documented host(s) are allowed.

alphapath · required

Paste an API key above to list alphas your key may access.

bookquery · required

fromquery

toquery

symbolquery

limitquery

offsetquery

Request

GEThttps://api.simicx.com/v1/alphas/{alpha}/trades?limit=100&offset=0

Example response

JSON · synthetic values, real schema

{
  "data": [
    {
      "book": "long_short",
      "timestamp": "2026-06-29T13:31:00Z",
      "decision_at": "2026-06-26",
      "symbol": "AAPL",
      "phase": "rebalance",
      "quantity": 96,
      "mid_price": 214.10,
      "fill_price": 214.30,
      "fee": 4.12,
      "execution_cost": 23.40,
      "rebalance_adjustment_reason": "weight_increase",
      "exit_reason": null
    }
  ],
  "pagination": { "limit": 100, "offset": 0, "returned": 1, "total": 3, "has_more": true },
  "meta": { "run": "CausalHaarActivityDisplacement_0de63b8678a2_sp500pit_weekly_20260730t000858z_f358d1480d42", "alpha_id": "CausalHaarActivityDisplacement_0de63b8678a2_sp500pit_weekly_20260730t000858z_f358d1480d42", "source_alpha_id": "causal_haar_activity_displacement_reversal_b3874c9db78d", "book": "long_short" }
}

Response fields

Every field the response can carry, what it means, and how it is computed.

Field

Type

Meaning

How it is computed

timestamp

ISO timestamp

When the fill happened.

Fills execute at the next session open after the decision date.

decision_at

YYYY-MM-DD

The rebalance that caused the trade.

Joins to /rebalances/{date}.

symbol

string

The traded name.

—

phase

open | rebalance | close

Why the trade happened.

open = entering the book, rebalance = weekly re-target, close = leaving it.

quantity

number (signed)

Shares filled.

Positive buy, negative sell.

mid_price

number

Reference mid at decision time.

The price the target weight was sized against.

fill_price

number

Achieved price including modelled impact.

fill_price − mid_price (× quantity) is the impact component of execution_cost.

fee

base currency

Commission on the fill.

Per-share commission model.

execution_cost

base currency

Total cost of the fill.

fee + market impact; feeds the pnl and ledger rows.

rebalance_adjustment_reason

string | null

Why the weight changed.

entry, weight_increase, weight_decrease, exit — the book-side echo of decision_reason.

exit_reason

string | null

Why a closing trade happened.

signal_exit (dropped from the selection), risk_exit, or null for non-closing phases.

pagination.limitoffset

integer

The page window applied.

Echoes the request parameters (or their defaults — 100 rows, 500 on /equity-curve).

pagination.returned

integer

Rows in this page.

data.length — below limit on the last page.

pagination.total

integer

Rows matching the query across all pages.

Server-side count before paging.

pagination.has_more

boolean

Whether another page exists.

offset + returned < total — false on the last page; stop paging there.

meta.run

string

The alpha that served the response.

Echoes the resolved alpha_id. Retain for reproducible analysis.

meta.alpha_id

string

Source label associated with the alpha, when present.

Informational; address data endpoints with alpha_id / meta.run.

timestampISO timestamp
When the fill happened.
How it is computed
Fills execute at the next session open after the decision date.
decision_atYYYY-MM-DD
The rebalance that caused the trade.
How it is computed
Joins to /rebalances/{date}.
symbolstring
The traded name.
How it is computed
—
phaseopen | rebalance | close
Why the trade happened.
How it is computed
open = entering the book, rebalance = weekly re-target, close = leaving it.
quantitynumber (signed)
Shares filled.
How it is computed
Positive buy, negative sell.
mid_pricenumber
Reference mid at decision time.
How it is computed
The price the target weight was sized against.
fill_pricenumber
Achieved price including modelled impact.
How it is computed
fill_price − mid_price (× quantity) is the impact component of execution_cost.
feebase currency
Commission on the fill.
How it is computed
Per-share commission model.
execution_costbase currency
Total cost of the fill.
How it is computed
fee + market impact; feeds the pnl and ledger rows.
rebalance_adjustment_reasonstring | null
Why the weight changed.
How it is computed
entry, weight_increase, weight_decrease, exit — the book-side echo of decision_reason.
exit_reasonstring | null
Why a closing trade happened.
How it is computed
signal_exit (dropped from the selection), risk_exit, or null for non-closing phases.
pagination.limitoffsetinteger
The page window applied.
How it is computed
Echoes the request parameters (or their defaults — 100 rows, 500 on /equity-curve).
pagination.returnedinteger
Rows in this page.
How it is computed
data.length — below limit on the last page.
pagination.totalinteger
Rows matching the query across all pages.
How it is computed
Server-side count before paging.
pagination.has_moreboolean
Whether another page exists.
How it is computed
offset + returned < total — false on the last page; stop paging there.
meta.runstring
The alpha that served the response.
How it is computed
Echoes the resolved alpha_id. Retain for reproducible analysis.
meta.alpha_idstring
Source label associated with the alpha, when present.
How it is computed
Informational; address data endpoints with alpha_id / meta.run.