GET

/api/v1/signals

Published Quotient trade signals

Returns active published prediction-market signals across the four supported venues, ordered by latest forecast update. topic filters exact tags or categories, including commodities. The newest publication is selected before eligibility filtering, with at most one signal per market. latest_q and nullable thesis describe the same latest researched forecast. published_at and is_new_today describe publication; forecast_updated_at and is_fresh describe research freshness. entry_pm and market.market_odds are venue YES prices. Polymarket International and Kalshi rows require verified live quotes. Caution and warning forecast_status values identify adverse moves and remain visible in the feed. Settlement and execution references are separate metadata. Article evidence is available at /api/v1/markets/{slug}/signals.

Price $0.01Auth x-quotient-api-key or x402Limit 20/s · 600/min · 20,000/day

Parameters

Name	In	Type	Description
window	query	integer	Optional lookback filter in hours on the latest forecast update, not signal publication. Omit it to receive every live signal regardless of forecast recency and sort client-side on published_at or forecast_updated_at. Minimum: 1; Maximum: 168
status	query	string	Comma-separated subset of: active, retired. Default: active. Legacy 13.x values (actionable, unconfirmed, paused, done) return 422 — status values changed in 14.0.0. Independent of lifecycle, the feed omits active rows with no live venue quote and live-fuse-dropped losers; caution/warning rows stay, flagged by forecast_status.
side	query	"YES" \| "NO"	Filter by the signal's trade side
market	query	string	Filter by market slug
topic	query	string	Case-insensitive exact tag or category name, matched against the market's Event tags, categories, and market-level tags — the same taxonomy as /api/v1/markets?topic. topic=commodities narrows the feed to commodity signals. Unknown values return an empty list.
venue	query	"polymarket" \| "polymarket_us" \| "kalshi" \| "limitless"	Optional prediction-market venue filter. Omit it on catalog/feed routes to include every covered venue. On legacy slug or condition-ID lookups, omission retains the Polymarket namespace; prefer marketKey for collision-safe cross-venue lookup.
min_conviction	query	integer	Minimum conviction tier (1-3). Tiers measure the forecaster's ensemble-draw agreement, not spread. Minimum: 1; Maximum: 3
min_capacity_usd	query	number	Minimum near-touch capacity in USD (capacity_usd_at_2c). Signals with unknown capacity pass only via the volume fallback (24h volume >= 5000). Minimum: 0
exclude_drawdown_risk	query	boolean	When true, omit signals whose drawdown_risk_elevated is true. Signals with a null read (no risk-model coverage) are kept — null means unknown, not safe. Default: false
exclude_crash_risk	query	boolean	Deprecated former name for exclude_drawdown_risk. Accepted for one release; exclude_drawdown_risk wins when both are sent. Default: false

Responses

200: Active, recently forecast-updated trade signals with explicit publication and freshness context

Field

Type

Description

signals

required

TradeSignalItem[]

signals fields

Field

Type

Description

required

string

created_at

string

Compatibility alias for published_at

Format: date-time

published_at

string

When the signal itself was published

Format: date-time

forecast_updated_at

string | null

When Q's latest forecast for the market was created

Format: date-time

is_new_today

boolean

True when published_at falls on the current UTC calendar day

is_fresh

boolean

True when forecast_updated_at is no more than six hours old

is_active

boolean

True while the signal is non-terminal; false only for retired signals. This is independent of is_new_today and is_fresh.

side

"YES" | "NO"

The trade side: sign of (Q − market price) at publish

entry_q

number

Quotient probability at publish (0-100 YES scale)

entry_pm

number

Legacy wire name for the source venue's YES price at signal publication (0-100). The field applies to every supported prediction-market venue.

entry_spread_pp

number

Raw |entry_q − entry_pm| in percentage points

window_days

integer | null

Days to resolution at publish

resolves_in_window

boolean

Market settles inside the 7-day hold, so the upside runs to 100¢

forecast_status

object | null

Forecast status using verified live prices and the less favorable of the frozen signal entry and latest forecast venue snapshot, measured on the frozen signal side. Null when a live quote or forecast is unavailable. Settlement provenance is independent metadata.

forecast_status fields

Field	Type	Description
state required	"warning" \| "caution" \| "converged" \| "converging" \| "sideways" \| "diverging"
cents required	integer	Movement states: gap closed (+) or opened (−) over the window. converged: how far past Q the venue sits. Adverse tiers: the move from the worse anchor in position-space cents (negative).
adverse_move_pct required	number \| null	The standing worse-of-anchors adverse move, RELATIVE % of anchor cost, positive = against Q's side. Served on every state — a 14.9% move stays visible below the caution line. Negative means the market has moved in Q's favour. Null when no anchor is priced.
basis required	"since_publish" \| "since_forecast"	The window the read measured: an adverse tier stamps the anchor that fired; other states carry the surface's measurement window.
price_source required	"live" \| "graph"	live = verified venue quote; graph = an explicitly stale graph_snapshot for a venue without a live adapter. Graph snapshots carry stale discovery data.

retired_reason

"resolved" | "flipped" | "fading_q" | "expired" | null

conviction_tier

integer | null

1-3 from the forecaster's ensemble-draw dispersion (3 = draws tightly agree). Not spread.

conviction

"high" | "medium" | "low" | null

has_band

boolean

False only when no conviction estimate could be computed at all (missing Q or price). Pre-ensemble inferred estimates report true with tier capped at 2.

latest_q

number | null

Latest canonical Q (0-1)

thesis

required

string | null

Reviewable thesis paired with latest_q. Falls back to the latest forecast's BLUF; null when neither is stored.

q_side

"YES" | "NO"

The side Q's latest forecast favors at current prices

q_value_cents

integer | null

The side share priced at Q's latest probability (¢)

entry_cost_cents

integer | null

Side cost at publish (¢)

current_cost_cents

integer | null

Side cost now (¢)

distance_to_convergence_cents

integer | null

Cents from current cost to Q's price (or 100¢ when resolves_in_window); <= 0 means the market has reached Q

converge_upside_pct

integer | null

% gain from current cost if the market price moves to Q

max_roi_pct

integer | null

Max upside: % return from current cost if the market resolves on Q's side (side share settles at 100¢) assuming resolution on that side

live_priced

boolean

True only when current pricing came from a verified live Polymarket International or Kalshi venue quote. A failed or unsupported quote does not fall back to graph odds.

priced_at

string | null

Observation timestamp of the verified live venue quote; null when unavailable.

Format: date-time

capacity_usd_at_2c

number | null

Persisted near-touch depth within 2¢, USD notional (refreshed ~12h)

capacity_available

boolean | null

capacity_basis

"depth-2c" | "volume-fallback" | null

volume-fallback = capacity unknown but 24h volume >= 5000

capacity_as_of

string | null

Format: date-time

drawdown_risk_elevated

boolean | null

True when Quotient's risk model puts at least a 15% probability on this signal's side losing most of its remaining value within roughly 72 hours of the latest forecast (forecast_updated_at). The model head is trained on matured 72-hour price paths: a side counts as a deep drawdown when its price printed twice within two hours at or below a quarter of the entry price, or when the market resolved against it. Null means no current read: the forecast predates the risk model (August 2026) or the read has aged past the model's ~72h horizon with unknown current risk. This separate model measures path risk; conviction_tier measures ensemble-draw dispersion. Near expiry, elevated readings are common on both sides, because resolution itself takes the losing side down by more than 75%.

crash_risk_elevated

boolean | null

Deprecated former name for drawdown_risk_elevated; same value. Emitted for one release.

venue_quote

required

VenueQuoteV1

venue_quote fields

Field	Type	Description
schema_version required	"1"
venue required	"polymarket" \| "polymarket_us" \| "kalshi" \| "limitless" \| null	Prediction-market venue key: polymarket (Polymarket International), polymarket_us (Polymarket US), kalshi, or limitless.
market_id required	string \| null
yes_bid required	number \| null	Minimum: 0; Maximum: 1
yes_ask required	number \| null	Minimum: 0; Maximum: 1
yes_last required	number \| null	Minimum: 0; Maximum: 1
selected_probability required	number \| null	Prediction-market YES probability selected for the enclosing response. Inspect freshness and quote_method before treating it as current. Minimum: 0; Maximum: 1
quote_method required	string \| null	midpoint, bid, ask, fresh last, or graph_snapshot. Null when pricing is unavailable.
venue_timestamp required	string \| null	Source clock for the selected quote: book update for book methods, last-trade time for last, or catalog observation time for graph_snapshot. Format: date-time
observed_at required	string \| null	When Quotient observed the live quote or stored graph snapshot. Format: date-time
freshness required	CapabilityState

resolution_reference

required

SourceReferenceV1 | null

Optional settlement-feed context. Signal eligibility uses venue pricing.

resolution_reference fields

Field

Type

Description

schema_version

required

"1"

basis_id

required

string | null

settlement_spec_id

required

string | null

forecast_target_key

string | null

observable_id

required

string | null

provider

required

string | null

instrument_id

required

string | null

symbol

string | null

contract_month

string | null

roll_rule

string | null

unit

string | null

currency

string | null

price_field

string | null

candle_interval

string | null

session

string | null

window

string | null

timezone

string | null

rounding

string | null

value

required

number | null

value_kind

required

ValueKind

observed = a provider print. estimated = Quotient's basis estimate carrying a mandatory estimate block; the value belongs to the estimator, not to the settlement provider the rules name.

estimate

required

EstimateV1 | null

Present exactly when value_kind is estimated; a malformed block fails closed as a missing value.

estimate fields

Field	Type	Description
provider required	string	The estimator, e.g. quotient-basis. Attribution belongs here, not to the rules provider.
method required	string	Estimator method identity, e.g. ewma-log/1.
ci_low required	number
ci_high required	number
inputs_at required	string	When the estimator's inputs were observed. Format: date-time
estimate_version required	string \| null

provider_timestamp

string | null

Format: date-time

source_timestamp

string | null

Format: date-time

observed_at

string | null

Format: date-time

freshness

required

CapabilityState

collection_transport

string | null

strike

number | null

comparator

string | null

fixing_window_start

string | null

fixing_window_end

string | null

barrier_window_start

string | null

barrier_window_end

string | null

payout_semantics

string | null

rules_url

string | null

Format: uri

rules_hash

string | null

rules_version

string | null

mapping_provenance

string | null

mapping_status

required

CapabilityState

execution_reference

required

SourceReferenceV1 | null

Settlement observable and contract semantics. provider identifies the instrument used by the settlement rules. Estimated values are attributed to the estimate block's provider. Asset identity is recorded separately.

execution_reference fields

Field

Type

Description

schema_version

required

"1"

basis_id

required

string | null

settlement_spec_id

required

string | null

forecast_target_key

string | null

observable_id

required

string | null

provider

required

string | null

instrument_id

required

string | null

symbol

string | null

contract_month

string | null

roll_rule

string | null

unit

string | null

currency

string | null

price_field

string | null

candle_interval

string | null

session

string | null

window

string | null

timezone

string | null

rounding

string | null

value

required

number | null

value_kind

required

ValueKind

observed = a provider print. estimated = Quotient's basis estimate carrying a mandatory estimate block; the value belongs to the estimator, not to the settlement provider the rules name.

estimate

required

EstimateV1 | null

Present exactly when value_kind is estimated; a malformed block fails closed as a missing value.

estimate fields

Field	Type	Description
provider required	string	The estimator, e.g. quotient-basis. Attribution belongs here, not to the rules provider.
method required	string	Estimator method identity, e.g. ewma-log/1.
ci_low required	number
ci_high required	number
inputs_at required	string	When the estimator's inputs were observed. Format: date-time
estimate_version required	string \| null

provider_timestamp

string | null

Format: date-time

source_timestamp

string | null

Format: date-time

observed_at

string | null

Format: date-time

freshness

required

CapabilityState

collection_transport

string | null

strike

number | null

comparator

string | null

fixing_window_start

string | null

fixing_window_end

string | null

barrier_window_start

string | null

barrier_window_end

string | null

payout_semantics

string | null

rules_url

string | null

Format: uri

rules_hash

string | null

rules_version

string | null

mapping_provenance

string | null

mapping_status

required

CapabilityState

basis_status

required

BasisStatus

grounding_status

required

GroundingStatus

actionable requires a verified settlement mapping and every required fresh source input. estimated authorizes the same reads as actionable and are attributed to Quotient: the reference value is Quotient's basis estimate (value_kind estimated) with a tight confidence interval. Ordering: actionable > estimated > diagnostic > unavailable; automated use and execution handoffs require actionable or estimated grounding.

suppression_reason

required

string | null

venue_quote_unavailable when the live quote is missing (the only availability gate); other values describe optional settlement-feed context or the perp execution handoff.

market

required

TradeSignalMarket

market fields

Field

Type

Description

venue

required

"polymarket" | "polymarket_us" | "kalshi" | "limitless"

Prediction-market venue key: polymarket (Polymarket International), polymarket_us (Polymarket US), kalshi, or limitless.

nativeMarketId

required

string

nativeEventId

required

string | null

seriesTicker

required

string | null

marketKey

required

string

quotientMarketId

required

string

Stable Quotient market-page id: bare numeric for legacy Polymarket rows, venue-prefixed (kalshi:TICKER, polymarket_us:123, …) elsewhere. quotientUrl is exactly https://quotient.social/markets/{quotientMarketId} (URL-encoded) — the id form the market page resolves for every venue. A market with no Quotient coverage yet may not have a page.

slug

required

string | null

marketUrl

required

string | null

Connector-owned market page URL; null when unavailable.

Format: uri

sourceUrl

required

string | null

Connector provenance or API source URL.

Format: uri

broker_channels

required

"robinhood"[]

Retail brokers that carry this exact venue contract (same order book, same settlement). A broker distributes the venue contract; venue and marketKey remain the contract's identity. Today only robinhood, stamped on Kalshi rows from Robinhood's public listings; empty when no broker lists the market. Filter with topic=robinhood on /markets, /markets/mispriced and /signals, or tag=robinhood on /markets/search.

robinhood_category

required

string | null

Robinhood's own category slug for the listing (economics, politics, crypto, climate, …); null when not listed on Robinhood.

robinhood_url

required

string | null

Deep link to the Robinhood event page; null when not listed on Robinhood.

Format: uri

question

string

condition_id

string | null

Polymarket condition ID when the source venue provides that identifier; null for non-Polymarket rows. Use marketKey for venue-neutral identity.

end_date

string | null

Format: date-time

market_odds

number | null

Current selected source-venue YES probability (0-1), exactly matching venue_quote.selected_probability when present.

volume_24h

number | null

Nullable venue-reported 24-hour activity; not directly comparable across venues.

quotientUrl

string | null

polymarketUrl

string | null

Legacy Polymarket navigation alias. Populated only for Polymarket International rows and null for Polymarket US, Kalshi, and Limitless; use marketUrl for venue-neutral navigation.

relationships

required

RelationshipsEnvelope

Bounded, non-recursive graph references. Each category publishes at most 50 lightweight refs. These refs contain no forecast probability, venue odds, aggregate asset probability, or inferred causal AFFECTS edge.

relationships fields

Field

Type

Description

assets

required

RelationshipAssetRef[]

Maximum items: 50

assets fields

Field	Type	Description
relationship required	"HAS_MARKET" \| "ON_MARKET" \| "ON_FORECAST" \| "HAS_SIGNAL"	Exact graph edge at the final hop. The API does not synthesize AFFECTS relationships.
direction required	"incoming" \| "outgoing"	Direction of the final graph edge relative to the response subject for direct refs, or relative to the explicit via node for two-hop refs.
via required	"direct" \| "market" \| "asset"	direct is one graph hop; market or asset names the explicit intermediate node for a bounded two-hop ref.
id required	string	Format: uuid
assetKey required	string
name required	string
ticker required	string \| null
asset_type required	string

markets

required

RelationshipMarketRef[]

Maximum items: 50

markets fields

Field	Type	Description
relationship required	"HAS_MARKET" \| "ON_MARKET" \| "ON_FORECAST" \| "HAS_SIGNAL"	Exact graph edge at the final hop. The API does not synthesize AFFECTS relationships.
direction required	"incoming" \| "outgoing"	Direction of the final graph edge relative to the response subject for direct refs, or relative to the explicit via node for two-hop refs.
via required	"direct" \| "market" \| "asset"	direct is one graph hop; market or asset names the explicit intermediate node for a bounded two-hop ref.
marketKey required	string
venue required	"polymarket" \| "polymarket_us" \| "kalshi" \| "limitless"	Prediction-market venue key: polymarket (Polymarket International), polymarket_us (Polymarket US), kalshi, or limitless.
nativeMarketId required	string
question required	string \| null

signals

required

RelationshipSignalRef[]

Maximum items: 50

signals fields

Field	Type	Description
relationship required	"HAS_MARKET" \| "ON_MARKET" \| "ON_FORECAST" \| "HAS_SIGNAL"	Exact graph edge at the final hop. The API does not synthesize AFFECTS relationships.
direction required	"incoming" \| "outgoing"	Direction of the final graph edge relative to the response subject for direct refs, or relative to the explicit via node for two-hop refs.
via required	"direct" \| "market" \| "asset"	direct is one graph hop; market or asset names the explicit intermediate node for a bounded two-hop ref.
id required	string
signal_type required	"prediction_market"
canonical_endpoint required	"/api/v1/signals"
side required	string \| null
published_at required	string \| null

truncated

required

object

truncated fields

Field	Type	Description
assets required	boolean
markets required	boolean
signals required	boolean

relationships

required

RelationshipsEnvelope

relationships fields

Field

Type

Description

assets

required

RelationshipAssetRef[]

Maximum items: 50

assets fields

Field	Type	Description
relationship required	"HAS_MARKET" \| "ON_MARKET" \| "ON_FORECAST" \| "HAS_SIGNAL"	Exact graph edge at the final hop. The API does not synthesize AFFECTS relationships.
direction required	"incoming" \| "outgoing"	Direction of the final graph edge relative to the response subject for direct refs, or relative to the explicit via node for two-hop refs.
via required	"direct" \| "market" \| "asset"	direct is one graph hop; market or asset names the explicit intermediate node for a bounded two-hop ref.
id required	string	Format: uuid
assetKey required	string
name required	string
ticker required	string \| null
asset_type required	string

markets

required

RelationshipMarketRef[]

Maximum items: 50

markets fields

Field	Type	Description
relationship required	"HAS_MARKET" \| "ON_MARKET" \| "ON_FORECAST" \| "HAS_SIGNAL"	Exact graph edge at the final hop. The API does not synthesize AFFECTS relationships.
direction required	"incoming" \| "outgoing"	Direction of the final graph edge relative to the response subject for direct refs, or relative to the explicit via node for two-hop refs.
via required	"direct" \| "market" \| "asset"	direct is one graph hop; market or asset names the explicit intermediate node for a bounded two-hop ref.
marketKey required	string
venue required	"polymarket" \| "polymarket_us" \| "kalshi" \| "limitless"	Prediction-market venue key: polymarket (Polymarket International), polymarket_us (Polymarket US), kalshi, or limitless.
nativeMarketId required	string
question required	string \| null

signals

required

RelationshipSignalRef[]

Maximum items: 50

signals fields

Field	Type	Description
relationship required	"HAS_MARKET" \| "ON_MARKET" \| "ON_FORECAST" \| "HAS_SIGNAL"	Exact graph edge at the final hop. The API does not synthesize AFFECTS relationships.
direction required	"incoming" \| "outgoing"	Direction of the final graph edge relative to the response subject for direct refs, or relative to the explicit via node for two-hop refs.
via required	"direct" \| "market" \| "asset"	direct is one graph hop; market or asset names the explicit intermediate node for a bounded two-hop ref.
id required	string
signal_type required	"prediction_market"
canonical_endpoint required	"/api/v1/signals"
side required	string \| null
published_at required	string \| null

truncated

required

object

truncated fields

Field	Type	Description
assets required	boolean
markets required	boolean
signals required	boolean

401: Unauthorized

Field	Type	Description
error required	string	Error code
message required	string	Human-readable message
retry_after	integer	Seconds to wait (only on 429)
retryAfter	integer	Seconds to wait for owner-scoped forecast-request quota errors.
limit_scope	string	Quota scope that rejected the request, such as standard or x_research.
quotaScope	string	Stable forecast-request quota scope, such as venue_market_daily.
limit	integer	Configured bound for the forecast-request quota that was exceeded.

402: Payment Required

Field	Type	Description
error required	string	Error code
message required	string	Human-readable message
retry_after	integer	Seconds to wait (only on 429)
retryAfter	integer	Seconds to wait for owner-scoped forecast-request quota errors.
limit_scope	string	Quota scope that rejected the request, such as standard or x_research.
quotaScope	string	Stable forecast-request quota scope, such as venue_market_daily.
limit	integer	Configured bound for the forecast-request quota that was exceeded.

403: Insufficient credits for the requested route

Field	Type	Description
error required	string	Error code
message required	string	Human-readable message
retry_after	integer	Seconds to wait (only on 429)
retryAfter	integer	Seconds to wait for owner-scoped forecast-request quota errors.
limit_scope	string	Quota scope that rejected the request, such as standard or x_research.
quotaScope	string	Stable forecast-request quota scope, such as venue_market_daily.
limit	integer	Configured bound for the forecast-request quota that was exceeded.

422: Invalid request parameters

Field	Type	Description
error required	string	Error code
message required	string	Human-readable message
retry_after	integer	Seconds to wait (only on 429)
retryAfter	integer	Seconds to wait for owner-scoped forecast-request quota errors.
limit_scope	string	Quota scope that rejected the request, such as standard or x_research.
quotaScope	string	Stable forecast-request quota scope, such as venue_market_daily.
limit	integer	Configured bound for the forecast-request quota that was exceeded.

429: The caller exceeded a per-second, per-minute, daily, or concurrency limit. No credits are debited and no x402 payment is settled for this response.

Field	Type	Description
error required	string	Error code
message required	string	Human-readable message
retry_after	integer	Seconds to wait (only on 429)
retryAfter	integer	Seconds to wait for owner-scoped forecast-request quota errors.
limit_scope	string	Quota scope that rejected the request, such as standard or x_research.
quotaScope	string	Stable forecast-request quota scope, such as venue_market_daily.
limit	integer	Configured bound for the forecast-request quota that was exceeded.

Set QUOTIENT_API_KEY in your shell and replace example identifiers with returned IDs before running a request.

curl

curl --request GET \
  --header "x-quotient-api-key: $QUOTIENT_API_KEY" \
  'https://quotient-api-gateway.onrender.com/api/v1/signals'

200 · application/json

{
  "signals": [
    {
      "id": "3f9d2c1e-6b7a-4f7e-9c2d-1a2b3c4d5e6f",
      "created_at": "2026-08-01T14:15:00Z",
      "published_at": "2026-08-01T14:15:00Z",
      "forecast_updated_at": "2026-08-03T16:20:00Z",
      "is_new_today": false,
      "is_fresh": true,
      "is_active": true,
      "side": "NO",
      "entry_q": 22,
      "entry_pm": 44,
      "entry_spread_pp": 22,
      "window_days": 12,
      "resolves_in_window": false,
      "forecast_status": {
        "state": "sideways",
        "cents": 0,
        "adverse_move_pct": -3.6,
        "basis": "since_forecast",
        "price_source": "live"
      },
      "retired_reason": null,
      "conviction_tier": 3,
      "conviction": "high",
      "has_band": true,
      "latest_q": 0.22,
      "thesis": "Q sees the ceasefire conditions as unlikely to be met before year-end.",
      "q_side": "NO",
      "q_value_cents": 78,
      "entry_cost_cents": 56,
      "current_cost_cents": 58,
      "distance_to_convergence_cents": 20,
      "converge_upside_pct": 34,
      "max_roi_pct": 72,
      "live_priced": true,
      "priced_at": "2026-08-01T16:00:00Z",
      "venue_quote": {
        "schema_version": "1",
        "venue": "polymarket",
        "market_id": "789012",
        "yes_bid": 0.41,
        "yes_ask": 0.43,
        "yes_last": 0.42,
        "selected_probability": 0.42,
        "quote_method": "midpoint",
        "venue_timestamp": "2026-08-01T15:59:59Z",
        "observed_at": "2026-08-01T16:00:00Z",
        "freshness": "verified"
      },
      "resolution_reference": {
        "schema_version": "1",
        "basis_id": "basis:polymarket:789012:rules-v3",
        "settlement_spec_id": "settlement:polymarket:789012:v3",
        "forecast_target_key": "target:polymarket:789012:v3",
        "observable_id": "polymarket:789012:rules",
        "provider": "polymarket",
        "instrument_id": "789012",
        "value": null,
        "freshness": "verified",
        "mapping_status": "verified"
      },
      "execution_reference": null,
      "basis_status": "verified",
      "grounding_status": "actionable",
      "suppression_reason": null,
      "capacity_usd_at_2c": 3400,
      "capacity_available": true,
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