Intraday Pricing

With release 239 on May 5, 2022, Molecule supports intraday pricing.

How it works

Molecule's Marks API now supports a new attribute, effective_at, that, when included in the payload of a POST request or a query parameter in a GET request, will trigger the use of the new intraday pricing model.  Let's look at some examples below.

Examples

Making POST requests to https://app.molecule.io/api/v2/marketdata/marks with the example payloads below would result in each of these marks getting saved separately, even though they are marks for the same product, as_of, and contract.

{
    'product': 'GBTC',
    'as_of': '2022-05-04',
    'contract': '2022-05-04',
    'value': 38783.38,
    'effective_at': '2022-05-04 15:00:00'
}

{
    'product': 'GBTC',
    'as_of': '2022-05-04',
    'contract': '2022-05-04',
    'value': 38759.38,
    'effective_at': '2022-05-04 15:15:00'
}

{
    'product': 'GBTC',
    'as_of': '2022-05-04',
    'contract': '2022-05-04',
    'value': 38772.128,
    'effective_at': '2022-05-04 15:30:00'
}

{
    'product': 'GBTC',
    'as_of': '2022-05-04',
    'contract': '2022-05-04',
    'value': 38899.78,
    'effective_at': '2022-05-04 15:45:00'
}

These intraday marks can be created by including the query parameter effective_at in a GET request to the same URL.  For products flagged as spot products, the request will have special handling that will return the mark nearest to the effective_at query parameter.

A future release will include support for searching a range.

For more information on using intraday pricing, please get in touch with us at product@molecule.io.