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. SPY, QQQ, TSLA) |
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 |
arbitrage_flag | Boolean flag for exploitable spread |
Funding Fields (/v1/funding/{ticker})
Hyperliquid only — Avantis and Ostium don't support funding rates.
| 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 |
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, arbitrage flag |
| funding fields | Funding rates, z-scores, anomaly flags (Hyperliquid 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_macrois high and macro regime turns risk-off). - Sizing multipliers (e.g. shrink trades in high
beta_vol_indexenvironments). - Hedging hints (e.g. align overlay hedges to
beta_yieldandbeta_dollar).