Documentation

Guides, schemas, and API reference for ssmd market data.

API Reference

REST API for secmaster metadata, market search, fee schedules, and data queries.

Reference

Download Data

Download Parquet files via signed URLs — curl, DuckDB, and Python examples.

API Guide

Researcher Quickstart

API access, data download, DuckDB queries, Python/pandas, and MCP setup.

Getting Started

MCP Setup

Configure the ssmd MCP server for any MCP-compatible client.

Integration

Parquet Schemas

All 11 Arrow schemas with field definitions, type conversions, and versioning.

Reference

Kalshi JSON Schema

Ticker, trade, lifecycle WebSocket messages — field definitions and price units.

Exchange

Kraken Futures JSON Schema

V1 flat format, ticker/trade fields, funding rates, and sequence numbering.

Exchange

Polymarket JSON Schema

CLOB WebSocket messages, condition/token model, and array fan-out.

Exchange

ssmd README

Architecture overview, component map, NATS subject conventions, and build instructions.

Overview

CLAUDE.md

Build commands, architecture details, latency optimizations, and Kubernetes operator.

Developer

Harman OMS

REST API reference for order management — sessions, orders, fills, settlements, and audit.

OMS