Fields

SigmaGrid defines a compact, explicit schema designed for agents. Data is organized across endpoint tiers — the free teaser provides labels only, while paid endpoints return numeric data.

Free Teaser Fields (`/v1/signals/{ticker}`)

The free signals endpoint returns directional labels only — no numeric values.

Field	Description
`ticker`	Underlying symbol (e.g. `TSLA`, `NVDA`, `SPY`)
`regime`	`risk_on` / `risk_off` / `transitioning`
`event_risk`	Event-risk level label
`gated_endpoints`	Map of paid endpoint paths for numeric data

Fair Value Fields (`/v1/fair-value/{ticker}`)

Field	Description
`fair_value`	Institutional fair-value estimate
`confidence`	Confidence score (0-1)
`source`	`market_hours` / `futures_adjusted` / `pre_market_blend`
per-venue premium	Premium-to-close in bps, keyed by venue

Premium & Spread Fields

/v1/premium/{ticker} — per-venue premiums and spread summary.

/v1/spread/{ticker}:

Field	Description
`cheapest_venue`	Venue with lowest premium
`richest_venue`	Venue with highest premium
`max_spread_bps`	Maximum spread across venues in basis points

Funding Fields (`/v1/funding/{ticker}`)

Stocks only (SPY and QQQ have no perp on our venues). Veranta (formerly Avantis) charges a borrow fee rather than periodic funding.

Field	Description
`funding_rate`	Current funding rate
`z_score`	Funding z-score vs historical
`anomaly_flag`	Whether funding is anomalous
`reversion_prob`	Mean-reversion probability

Regime Fields

/v1/regime/{ticker}:

Field	Description
`regime`	`risk_on` / `risk_off` / `transitioning`
VIX context	VIX level and related context
`confidence`	Regime classification confidence

/v1/regime-basic/{ticker} — adds VIX level, VIX 24h change (points), funding direction.

Event Risk Fields

/v1/event-risk/{ticker}:

Field	Description
`level`	Event-risk level (e.g. `elevated`)
`hours_to_event`	Hours until next earnings event
`avg_move_pct`	Historical average move percentage
implied vs historical	Assessment of implied vs realized vol

/v1/events/{ticker}:

Field	Description
`event_next`	Next major event
`event_impact`	Expected impact level
`event_bias`	Directional bias: `risk-on` / `risk-off` / `neutral`
`risk_level`	Overall risk level

Liquidity Fields (`/v1/liquidity/{ticker}`)

Stocks only.

Field	Description
`dex_execution.execution_costs.venues`	Per venue: cost in bps at $10k / $100k / $1m, fee, size cap, 24h volume, market open
`dex_execution.execution_costs.best_by_size`	Cheapest venue at each size
`dex_execution.execution_costs.crossover`	Size where the cheapest venue changes (trading cost only), with from/to venue and an `approximate` flag
`dex_execution.execution_costs.crossover_with_fees`	Same, with the one-way opening fee added
`dex_execution.execution_costs.ineligible`	Venues left out and why (not listed, no live price, market closed)
`dex_execution.best_execution_venue`	Cheapest venue at $10k
`tradfi_intelligence`	Gamma regime, positioning bias, ETF flows, smart-money conviction

Costs exclude fees (fees_included: false); fees are listed per venue so you can add them.

Alpha Snapshot Fields (`/v1/alpha-snapshot/{ticker}`)

The richest single-ticker endpoint. Includes all signal columns:

Field	Description
`fair_value`	Fair value with confidence score and source
per-venue premiums	Premium-to-close in bps per venue
`vol_forecast_1h`	1-hour volatility forecast
`vol_forecast_4h`	4-hour volatility forecast
`regime`	`risk_on` / `risk_off` / `transitioning`
event risk fields	Earnings proximity, historical avg move, implied-vs-historical
spread fields	Cheapest/richest venue, max spread bps
funding fields	Funding rates, z-scores, anomaly flags (stocks only)
`beta_macro`	Sensitivity to broad risk appetite
`beta_yield`	Sensitivity to interest rates
`beta_dollar`	Sensitivity to USD strength
`beta_vol_index`	Sensitivity to volatility regime (VIX-style)

Macro Beta Fields (in alpha-snapshot responses)

Field	Description
`beta_macro`	Sensitivity to broad risk appetite
`beta_yield`	Sensitivity to interest rates
`beta_dollar`	Sensitivity to USD strength
`beta_vol_index`	Sensitivity to volatility regime (e.g. VIX-style)

You can treat these betas as:

Routing inputs (e.g. suppress risk when beta_macro is high and macro regime turns risk-off).
Sizing multipliers (e.g. shrink trades in high beta_vol_index environments).
Hedging hints (e.g. align overlay hedges to beta_yield and beta_dollar).

Free Teaser Fields (/v1/signals/{ticker})​

Fair Value Fields (/v1/fair-value/{ticker})​

Premium & Spread Fields​

Funding Fields (/v1/funding/{ticker})​

Regime Fields​

Event Risk Fields​

Liquidity Fields (/v1/liquidity/{ticker})​

Alpha Snapshot Fields (/v1/alpha-snapshot/{ticker})​

Macro Beta Fields (in alpha-snapshot responses)​