Macro, Rates & FX

What's inside#

Treasury yields & rates: Live US Treasury curve (1M–30Y) with per-tenor 1-day changes, recession-watch spreads (2s10s, 3m10y), breakeven inflation (5Y, 10Y), the trade-weighted USD index, and a T-bill quick reference for parked cash. The curve is T+1 (the latest record is the prior business day). Quote these numbers verbatim instead of training data.

Real-time commodities: Live spot prices for WTI oil, Brent, gold, silver, natural gas, and copper: the last official FRED close anchored to the live return of a tracking ETF (USO, BNO, GLD, SLV, UNG, CPER), so prices reflect today's market rather than FRED's publish lag.

Cross-asset state & regime: A one-call macro dashboard, the current regime read, a cross-asset composite with real underlying values and a CDX credit block, regime signals by asset class, and a pulse from the issuing authorities (volatility term structure, leading indicators, official-sector positioning, Treasury auctions, shipping chokepoints).

CFTC Commitments-of-Traders: Weekly futures positioning by trader cohort (money managers, producers and hedgers, other reportables, small traders), with a 4-week money-manager delta per contract.

Volatility and positioning (Pro): Daily open, high, low and close of VIX (from 1990), VXO (from 1986), VXN and VXD; the VIX futures settlement curve with contango or backwardation stated; and every trader category of the full disaggregated Commitments of Traders report.

Macro history (Pro): The history beneath macro_pulse, which serves only the latest reading: weekly primary-dealer positions, the Fed's Treasury holdings, Treasury auction results, OECD leading indicators, daily transits through 24 shipping chokepoints, 68 US economic series as first released, and S&P 500 valuation since 1871.

Calendars: Macro releases (CPI, NFP, FOMC, GDP and more) with actual, consensus and prior values, analyst rating and price-target actions, and each company's earnings-call dates (Pro). The feed behind the economics calendar is retired: it returned no data after 2026-06-30 and will not be restored. That calendar answers only from an archive that ends around that date, and returns 503 when called without date_from; see When a calendar feed is unavailable. The ratings calendar reads a live ratings feed, and the earnings-call schedule reads the corporate-events archive. The FX economic calendar below and news/ratings on News & Sentiment come from a different feed and do not depend on the retired one.

Earnings & the Street: The next confirmed earnings date from a multi-source consensus (also as a stream), Street consensus EPS with the options-implied expected move, past quarters' surprises with the one-day move after each report, every individual analyst estimate revision back to 1980, and management guidance history. On Pro, the estimates archive adds EPS surprises on one share basis, monthly analyst rating counts and monthly insider sentiment.

FX news, sentiment & prices: Articles with sentiment for currency pairs (EUR-USD, GBP-USD, USD-JPY and so on), macro FX themes (Fed, ECB, BoJ, CPI and more), daily pair sentiment, clustered FX events, an FX economic calendar, and live FX mid prices.

Access#

Exceptions, each marked in the tables below:

• The two deep estimate archives, /api/v3/intel/street_estimates_history/{ticker} and /api/v3/intel/street_estimates_guidance/{ticker}, bill as the Funds product at 4 credits per call (Starter and up).
• /api/v3/volatility/* and /api/v3/positioning/* bill as Volatility & Positioning (volatility_positioning): 4 credits per call, Pro and up.
• /api/v3/macro_history/* and /api/v3/estimates_history/* bill as Alt-Data (alt_data): 3 credits per call, Pro and up.
• /api/v3/intel/calendar/conference_calls bills as Transcripts & Events (events_transcripts): 3 credits per call, Pro and up.

Endpoints#

Rates and yields#

Commodities#

Cross-asset state and regime#

macro_pulse caveats. volatility_term_structure is indicative, not official settlement: it is built from Cboe's public web feed since 2026-08-01, holds 9 monthly contracts (Cboe also lists weeklies), and on a few days repeats the prior session's values or carries a non-session date.

Positioning#

COT report timing. Each report is stamped at 20:00 ET on the Thursday after its Tuesday report date, before the CFTC releases it on Friday at 15:30 ET, and releases delayed by the 2018 to 2019 and 2025 government shutdowns and the 2023 ION outage came later still. Positions are correct; do not use the stamp as the release time in a backtest until it is restated.

Volatility and positioning (Pro)#

Macro history (Pro)#

The full history beneath macro_pulse, which serves only the latest reading of the same datasets.

Economic calendar#

Earnings and Street estimates#

One next-report date#

earnings_next and street_estimates both carry next_report_resolved, one next-report date resolved from the same inputs, so the two routes never print different dates for the same ticker:

• date and time_of_day, and status: confirmed, projected or unknown.
• confirmed_by: company when the issuer confirmed the date, vendor_consensus when the calendars and web search agree, or null for a projection. An issuer-confirmed date wins over a consensus date, and a consensus date over a projection.
• source, and alternatives: other dates the inputs held, each with its status and source.
• inputs says which sources the answer was resolved from: options_flow is consulted or unavailable; consensus is consulted, not_needed (the issuer confirmed the date) or unavailable (the consensus was not ready in time; retry for the settled date). Both are not_consulted for a ticker that is not a symbol.

On street_estimates, next_report is still the options-flow feed's own row, with its report_date_basis; read the date from next_report_resolved.

Earnings reaction moves#

On earnings_history, report_date is the day results were announced, from the options-flow earnings calendar, and null when that calendar has no date for the quarter. It used to be the calendar-quarter end, which is now calendar_quarter_end; fiscal_quarter_end, fiscal_year and fiscal_quarter identify the quarter, and report_time and report_date_source say when and where the date came from. The move is measured on the session that traded on the release: the next session for an after-close report, the report day otherwise.

• day_move_pct is that session's open-to-close move and day_range_pct its high-to-low range. day_move_date names the session.
• day_move_basis is reaction_session when the release time is known, release_time_unknown when it is not (the first session on or after report_date, so the reaction may be the next one), or reaction_session_pending when that session has not closed yet, and then the move is null.
• reaction_move_pct runs from the last close before the release to the reaction session's close, the move to compare with an implied move. It is null unless the release time is known.
• warning: "report_dates_unavailable" means the report-date source failed; the EPS rows are still served.

How far the estimate archives run#

street_estimates_history and street_estimates_guidance add data_through (the archive's newest announcement date), is_stale, max_lag_days (65 for the estimate archive, 21 for guidance) and window_after_coverage. When window_after_coverage is true the window starts after the archive ends, so no rows means the archive holds none for the window, not that no analyst estimated. A failed archive read answers with error: "warehouse_read_failed" and empty rows, where it used to say warning: "no_rows".

Estimates history (Pro)#

The estimates feed's archived quarters and months, beneath earnings_history and analyst_consensus (which answer from the live feed). An unlisted symbol is a 404 unknown_ticker.

FX news, sentiment and prices#

FX pairs are sent to the feed as EUR-USD. pair and pairs also accept EURUSD, EUR/USD, eur_usd and C:EURUSD, normalised to that form, and the response echoes the normalised pair. EURUSD used to reach the feed unchanged and fail: latest answered 503, and sentiment_stats and summary came back empty.

A filter a news_forex route does not take is refused, not dropped: a non-blank pair, pairs, currency, currencies, ticker, tickers, symbol, symbols, sector, sectors, industry, topic or topics that the route does not declare answers 422 with error: "unsupported_filter", not billed, and detail names the parameter or route to use: pairs on latest and prices, pair on sentiment_stats, trending, events and summary/{pair}, currency on economic_calendar, topic on by_category. market_sentiment, top_mentions and sundown_digest take no pair filter.

When the FX news feed fails and returns nothing, every news_forex route answers 503 with error: "upstream_unavailable", not billed, instead of a 200 with empty data. error_code names the failure (for example upstream_quota_exhausted, or upstream_not_configured when no feed is configured), upstream_error summarises it, and Retry-After says when to retry; the body has no data field. A feed that answered with nothing is still a 200, and a partial failure keeps its rows beside a vendor_error block. summary/{pair} refuses this way when its parts come back empty while the feed is out of quota. When the feed states when its quota resets, upstream_error adds quota_resets_at (UTC) and quota_resets_at_basis, and the body adds retry_after_basis: "firm_recheck": Retry-After is when Wealthnow next checks the feed, not when the quota returns (see News & Sentiment). On by_category, a section other than general or alltickers returns 422 instead of an empty list.

When a calendar feed is unavailable#

Current status (2026-09-30). The feed behind the economics calendar is retired. It returned no data after 2026-06-30, and the archive stops at about that date, so every call takes the fallback path described below. The ratings calendar answers from a live ratings feed instead; see The analyst ratings calendar. Since 2026-09-30 the conference-call calendar reads each company's earnings calls from the corporate-events archive (see its row above), so nothing in this section applies to it.

• calendar/economics without date_from returns 503 with error_code: "forward_window_empty" (not billed). With an explicit date_from it serves archived past events with degraded: true, or 503 with upstream_dead_no_archive when the window is newer than the archive.
• calendar/ratings reads its archive (newest action 2026-06-26) only when the live ratings feed fails.
• A 503 caused by the retired feed (forward_window_empty or upstream_dead_no_archive) carries Retry-After: 86400 and says that retrying will not change the answer. Do not poll it. A failed archive read (archive_read_timeout, archive_read_failed) is transient and keeps a short Retry-After.
• For recent macro prints with actual, forecast and previous values use GET /api/v3/news_forex/economic_calendar. For current analyst upgrades, downgrades and initiations use calendar/ratings or GET /api/v3/news/ratings (News & Sentiment), which read the same live ratings feed. Neither depends on the retired newswire.

The economics calendar reads its live feed first and falls back to a warehouse archive; the ratings calendar reads its live ratings feed first and falls back to its archive the same way. Every served response carries a coverage block (items_returned, newest_item_date, oldest_item_date, forward_dated_items, upstream_reachable) and a staleness block (stale, severity, age_days, disclosure).

• The feed answered with nothing: 200 with items: [] and result: "empty_but_healthy". That is a genuine empty result.
• The feed is down and the archive has usable rows: 200 with degraded: true. Quote each item with its own date.
• The feed is down and the archive cannot answer: 503 with error: "upstream_unavailable", an error_code (forward_window_empty, upstream_dead_no_archive, archive_read_timeout or archive_read_failed), is_empty_result_set: false and a Retry-After header. The body has no items field on purpose, and the call is not billed.
• The economics calendar is forward-looking. When the live feed is down and you did not pass date_from, the archive is read only from today on, so past events are never returned as an upcoming schedule. Pass an explicit date_from to read past releases from the archive. The ratings calendar has no forward window: a rating action stays true after the day it happened.

The analyst ratings calendar#

Since 2026-09-25 calendar/ratings answers from the live analyst-ratings feed that news/ratings reads, with source: "vendor:news-ratings-feed" and a source_note. It used to serve an archive whose newest action was 2026-06-26. Items come newest first:

• date and time are New York time, named in time_zone: "America/New_York". analyst_firm, rating_prior, rating_current, pt_prior, pt_current and pt_pct_change come from the feed, and currency is USD when a target is given in dollars.
• analyst_name, company, url and importance are null: the live feed does not carry them.
• action_company is the feed's action type as Upgrades, Downgrades, Initiates, Reiterates or Resumes.
• action_pt is derived from the two targets: Raises or Lowers when the target moved, Maintains when it did not, Announces when there was no prior target, and null when the action carries no target.
• action matches action_pt or action_company. Maintains also matches a reiterated rating (action_company: "Reiterates"), because the feed has no separate "maintains" type.
• scan says how much of the feed was read: rows_read, pages, complete and filtered_after_read. The feed filters Initiates itself; any other action is matched after reading the newest actions, at most two pages of 50. When that read stopped before the feed ran out and fewer than limit items matched, result is not_found_in_rows_read (nothing matched) or partial_scan (some did), and detail asks you to narrow tickers or date_from and date_to. Neither means no such action exists.
• A live answer with no items has result: "empty_but_healthy". With tickers, staleness is stale: false with feed_read_at, and age_days is the newest action's age: an old action on a quiet ticker is still a current read.

If the live feed fails, the archive answers as it did before 2026-09-25, and vendor_error names the live feed's failure. A 503 in that case advises a retry once the live feed is restored, rather than saying the feed is retired.

Freshness policy on macro_snapshot#

macro_snapshot judges every field against its own update cadence and reports it: is_stale, stale_fields, and field_freshness (as_of, age_hours, stale per field). The freshness parameter decides what happens when something is stale:

• off (default): always 200; staleness is reported, not enforced.
• live: 503 with error_code: "data_stale" if a live-market field (VIX, gold, S&P 500, Nasdaq-100, DJIA, Russell 2000) is stale. Slower reference series such as the broad USD index are tolerated.
• strict: 503 if any field is past its cadence.

The 503 body names the stale fields (stale_fields, field_freshness) so you can branch on data. Retry with freshness=off to accept stale values explicitly.

Streaming the next earnings date#

GET /api/v3/earnings/next/{ticker}/stream (2 credits, Starter and up) returns text/event-stream with the same consensus contract as earnings_next. It is a REST route only; there is no MCP tool for it.

• event: partial arrives when the paid sources already agree (about 500 ms), with the web-search source marked as still in flight. It is skipped when they do not agree.
• event: result always follows once web search has verified (about 2–3 s). If the web disagrees with the paid sources it sets vendor_coverage_alert.
• event: error with error_code: "stream_failure" replaces result if the stream fails.

A malformed ticker is rejected with 400 invalid_ticker before the stream opens. Use the stream when you can render incrementally (chat surfaces, live tickers); synchronous callers should keep using earnings_next, which skips the web lookup when the paid sources agree. See Streaming for the other SSE feeds.

Credit block in macro_snapshot#

macro_snapshot carries a credit block, the credit market's risk gauge alongside the equity and rates indicators. It reports on-the-run 5Y composite spreads already converted to basis points, plus the session-over-session change. Widening IG/HY spreads signal risk-off; tightening signals risk-on. The block is T-2 (two sessions behind) because the underlying composites are disseminated with a lag: as_of always tells you the true date, and stale flags per field. For the full index history by series and tenor, use /api/v3/credit/indices.

Withheld values in cross_asset#

signals_cross_asset checks each futures level before serving it. A level is withheld (served null) when the source wrote no value (reason: "missing_null"), when it holds the source's 0.0 marker for an input missing from its feed (missing_sentinel), or when it falls outside a wide plausibility range (out_of_range, with valid_range). Every field computed from a withheld level, such as a curve slope, a momentum reading or the regime bucket's regime_score, is withheld with it (derived_from_invalid, naming the level in source). invalid_fields in each bucket maps every withheld field to its value in the source and its reason.

The feed has no ICE Dollar Index. Its dx_front column holds EUR per USD, the inverse of the CME euro future, so dx_front is always null (not_this_instrument) and that value is served as usd_proxy_eur_per_usd in the fx bucket (null when the euro future's own level, eu_front, is withheld). dx_curve_slope is always null too (not_measured), and dxy_momentum_basis says that dxy_momentum is a direction read from that proxy, not a Dollar Index level or return.

Examples#

Bash: Get live Treasury curve#

curl -H "Authorization: Bearer $WEALTHNOW_API_KEY" \  "https://firm.wealthnow.io/api/v3/macro/treasury_curve" # Response (points keyed by tenor: 1m, 3m, 6m, 1y, 2y, 3y, 5y, 7y, 10y, 20y, 30y):# {#   "ok": true,#   "timestamp": "2026-09-24T14:32:00Z",#   "as_of": "2026-09-23",#   "age_hours": 38.5,#   "is_stale": false,#   "source": "vendor:market-data",#   "points": {#     "1m":  {"yield_pct": 4.12, "change_1d_bps": 1.0},#     "3m":  {"yield_pct": 4.05, "change_1d_bps": 0.0},#     "2y":  {"yield_pct": 3.61, "change_1d_bps": -2.0},#     "10y": {"yield_pct": 4.08, "change_1d_bps": -3.0},#     "30y": {"yield_pct": 4.66, "change_1d_bps": -2.0},#     ...#   },#   "spreads": {#     "spread_2s10s_bps": 47.0,#     "inverted_2s10s": false,#     "spread_3m10y_bps": 3.0,#     "inverted_3m10y": false,#     "source": "computed:treasury_curve_points"#   },#   "prev_date": "2026-09-22",#   "units": "percent (points), basis points (changes/spreads)"# }

A tenor the feed did not publish comes back with yield_pct: null. is_stale turns true when the record date is more than 120 hours old.

Python: Get real-time commodity spot prices#

import os, requests r = requests.get(    "https://firm.wealthnow.io/api/v3/intel/commodities",    params={"symbol": "all"},    headers={"Authorization": f"Bearer {os.environ['WEALTHNOW_API_KEY']}"},    timeout=30,)r.raise_for_status()data = r.json() # Response:# {#   "ok": true,#   "timestamp": "2026-07-05T14:32:00Z",#   "items": {#     "wti_oil": {#       "name": "WTI Crude Oil",#       "unit": "USD per barrel",#       "spot": 82.45,#       "spot_basis": "live_etf_bridged",#       "spot_time": "2026-07-05T14:30:00Z",#       "official_close": 81.92,#       "official_close_as_of": "2026-07-03",#       "change_pct_1d": 0.68,#       "change_pct_5d": 1.25,#       "etf_proxy_quote": {"etf": "USO", "price": 82.45, "day_change_pct": 0.68}#     },#     "gold": {#       "name": "Gold (LBMA PM Fix)",#       "unit": "USD per troy ounce",#       "spot": 2457.50,#       "spot_basis": "live_etf_bridged",#       "official_close": 2450.00,#       "change_pct_1d": 0.31,#       "etf_proxy_quote": {"etf": "GLD", "price": 195.60, "day_change_pct": 0.31}#     }#   },#   "count": 6,#   "source": "fred.stlouisfed.org + live ETF bridge",#   "as_of_date_utc": "2026-07-05",#   "any_stale": false# } for commodity, data in data["items"].items():    print(f"{commodity}: ${data['spot']:.2f} ({data.get('change_pct_1d', 0):+.2f}%)")

Bash: the credit block in macro_snapshot#

curl -H "Authorization: Bearer $WEALTHNOW_API_KEY" \  "https://firm.wealthnow.io/api/v3/intel/macro_snapshot" | jq '.credit'

{  "source": "warehouse:credit-index-composites",  "as_of": "2026-07-30",  "is_stale": false,  "stale_fields": [],  "fields": {    "cdx_na_ig_5y_bps": {      "value": 53.1,      "prev": 54.7,      "delta_bps": -1.6,      "as_of": "2026-07-30",      "stale": false    },    "cdx_na_hy_5y_bps": {      "value": 313.6,      "prev": 322.4,      "delta_bps": -8.8,      "as_of": "2026-07-30",      "stale": false    }  },  "note": "on-the-run 5Y composite spreads, T-2 by source, the credit market's risk gauge; full series at /api/v3/credit/indices"}

Bash: refuse a stale macro snapshot#

curl -i -H "Authorization: Bearer $WEALTHNOW_API_KEY" \  "https://firm.wealthnow.io/api/v3/intel/macro_snapshot?freshness=live" # 200 when every live-market field is inside its cadence. Otherwise a 503# (not billed) that names what is stale:# HTTP/1.1 503# {#   ...#   "error_code": "data_stale",#   "freshness_policy": "live",#   "stale_fields": ["vix"],#   "field_freshness": {"vix": {"as_of": "2026-09-19T20:15:00Z", "age_hours": 114.0, "stale": true}},#   ...# }

Python: next earnings date, then what the Street expects#

import os, requests HEADERS = {"Authorization": f"Bearer {os.environ['WEALTHNOW_API_KEY']}"}BASE = "https://firm.wealthnow.io" nxt = requests.get(f"{BASE}/api/v3/earnings/next/NVDA", headers=HEADERS, timeout=30)nxt.raise_for_status()e = nxt.json()# {#   "ok": true,#   "ticker": "NVDA",#   "next_earnings_date": "2026-11-18",     # null unless confirmed#   "time_of_day": "AMC",#   "confirmed": true,#   "fiscal_period": "Q3 2027",#   "days_until": 55,#   "primary_source": "market_data",#   "sources_agreed": 3,#   "sources_total": 5,#   "summary": "...",#   "per_source": [{"source": "market_data", "date": "2026-11-18", "confirmed": true}, ...],#   "citations": [...],#   "data_freshness": "2026-09-24T14:12:00Z",#   "_meta": {"confidence": "high", "coverage": "confirmed", "is_projected": false, ...}# }print(e["summary"]) est = requests.get(f"{BASE}/api/v3/intel/street_estimates/NVDA", headers=HEADERS, timeout=30)est.raise_for_status()s = est.json()# {#   "ok": true,#   "ticker": "NVDA",#   "next_report": {#     "report_date": "2026-11-18",#     "report_time": "postmarket",#     "report_date_basis": "company",       # "estimation" = projected, not confirmed#     "date_confirmed_by_company": true,#     "street_mean_eps": 1.12,#     "expected_move_usd": 11.8,#     "expected_move_pct": 6.4,#     "fiscal_quarter_end": "2026-10-31"#   },#   "recent_reports": [{"report_date": "2026-08-26", "street_mean_eps": 1.01, "actual_eps": 1.05,#                       "eps_surprise": 0.04, "eps_surprise_pct": 3.96, "post_earnings_move_1d": ...,#                       "eps_basis": "unknown"}],#   "beat_rate_pct": 87.5,#   "events_available": 40,#   "as_of": "2026-09-24T14:12:03Z",#   "source": "vendor:options-flow",#   "eps_basis": "unknown",#   "eps_basis_note": "...",#   "next_report_resolved": {#     "date": "2026-11-18", "status": "confirmed", "confirmed_by": "company",#     "source": "options_flow", "time_of_day": "AMC", "alternatives": [],#     "inputs": {"options_flow": "consulted", "consensus": "not_needed"}, ...#   }# }nr = s["next_report"]resolved = s["next_report_resolved"]if resolved["status"] == "confirmed" and nr:    print(f"Reports {resolved['date']} ({resolved['confirmed_by']}); "          f"Street EPS {nr['street_mean_eps']}, implied move ±{nr['expected_move_pct']}%")

Bash: stream the next earnings date#

curl -N -H "Authorization: Bearer $WEALTHNOW_API_KEY" \  "https://firm.wealthnow.io/api/v3/earnings/next/NVDA/stream" # event: partial# data: {"ticker": "NVDA", "next_earnings_date": "2026-11-18", "confirmed": true, "per_source": [...,#        {"source": "web_search", "reason": "streaming_partial_web_in_flight", ...}], "_meta": {...}, ...}## event: result# data: {"ticker": "NVDA", "next_earnings_date": "2026-11-18", "confirmed": true,#        "vendor_coverage_alert": null, "_meta": {"confidence": "high", ...}, ...}

Python: macro calendar for the week ahead, with a fallback#

While the calendar feed is down (see When a calendar feed is unavailable) the first call returns 503 forward_window_empty, so this example falls back to the past week's US releases from the FX economic calendar. Those are recent prints, not an upcoming schedule.

import os, requestsfrom datetime import date, timedelta HEADERS = {"Authorization": f"Bearer {os.environ['WEALTHNOW_API_KEY']}"}BASE = "https://firm.wealthnow.io" today = date.today()r = requests.get(    f"{BASE}/api/v3/intel/calendar/economics",    params={"country": "USA", "date_to": (today + timedelta(days=7)).isoformat(),            "importance": 3, "limit": 50},    headers=HEADERS, timeout=30,)if r.status_code == 503:    body = r.json()    # Not an empty calendar: the feed is down and the archive cannot answer (not billed).    print(body.get("error_code") or body.get("error"),          "retry after", r.headers.get("Retry-After"), "s")    fx = requests.get(        f"{BASE}/api/v3/news_forex/economic_calendar",        params={"currency": "USD", "importance": "high", "date_range": "last7days"},        headers=HEADERS, timeout=30,    )    fx.raise_for_status()    for row in fx.json()["items"]:  # actual, forecast and previous values per release        print(row)else:    r.raise_for_status()    data = r.json()    print(data["staleness"]["disclosure"])    for ev in data["items"]:        print(ev["date"], ev["time"], ev["event"], "consensus", ev["consensus"], "prior", ev["prior"])

Python: what is moving EUR-USD#

import os, requests HEADERS = {"Authorization": f"Bearer {os.environ['WEALTHNOW_API_KEY']}"}BASE = "https://firm.wealthnow.io" s = requests.get(f"{BASE}/api/v3/news_forex/summary/EUR-USD", headers=HEADERS, timeout=30)s.raise_for_status()summary = s.json()  # {"ok": true, "pair": "EUR-USD", "recent_news": [...], "sentiment_stats": {...},                    #  "trending": [...], "news_count_24h": 14, ...}print(summary["news_count_24h"], "stories in the last 24h") px = requests.get(f"{BASE}/api/v3/news_forex/prices", params={"pairs": "EUR-USD,USD-JPY"},                  headers=HEADERS, timeout=30)px.raise_for_status()print(px.json()["items"])  # live mids, refreshed upstream every 15 minutes

Related#