Exchange-qualified symbols
Equity symbols carry an exchange suffix such as 600519.SH, 000001.SZ or 430047.BJ. Indices, ETFs and FX instruments retain their own namespaces.
Normalization principles
Trading dates are not report periods
Calendar dates use YYYYMMDD. Financial endpoints distinguish the reporting period, announcement date and actual disclosure date where the upstream record provides them.
Numbers remain numeric
Prices, volumes, ratios and monetary fields are returned as JSON numbers where available. The Python SDK maps records into pandas DataFrames without inventing values.
Null is information
Unavailable or inapplicable fields remain null. QuantCoda does not forward-fill financial facts or replace missing observations with zero unless an endpoint explicitly defines that value.
Freshness and publication timing
Update timing is endpoint-specific. Daily market records follow completed trading sessions; financial records follow company disclosure timing; realtime and news endpoints carry their own observation timestamps. Users should inspect the returned date fields rather than infer freshness from request time alone.
“Realtime” describes the interface category and does not by itself promise direct-exchange latency. Network conditions, upstream publication schedules, market sessions and plan entitlements can affect availability.
Corrections, revisions and reproducibility
- Upstream corrections may change historical records; rerun important research inputs and retain retrieval timestamps.
- Within API v1, additions are backward-compatible: new optional parameters, endpoints or response fields may be introduced without changing existing field meanings.
- Breaking changes require a parallel API version and a published migration notice.
- Every research result should record endpoint, parameters, retrieval time and the relevant market or report date.
Quality checks and responsibility
QuantCoda applies schema, type, required-parameter and response-shape checks around its public contract. These checks reduce integration errors but do not remove the need to validate data against the intended research use. Report suspected issues to support@quantcoda.com with the endpoint, symbol, relevant date and a minimal reproducible request.