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This guide covers the three ways to read prices from a scenario: a historical window, a point-in-time snapshot, and a market-wide snapshot.

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Historical OHLCV

Pull daily bars for a ticker, optionally bounded by a date window: 
curl -s "https://api.davidhf.com/prices?scenario_id=<id>&ticker=AAPL&interval=day&start_date=2026-01-02&end_date=2026-03-27" \
  -H "X-API-KEY: YOUR_API_KEY"
Only interval=day is supported. Page large ranges with limit (max 10000) and offset.

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Return components

To see why a bar moved, market, sector, idiosyncratic, and event contributions, add include_components=true: 
curl -s "https://api.davidhf.com/prices?scenario_id=<id>&ticker=AAPL&include_components=true&limit=5" \
  -H "X-API-KEY: YOUR_API_KEY"
This is useful for attribution and for training models that should separate systematic from idiosyncratic moves.

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Point-in-time snapshot

The single bar visible as of a date, exactly what a participant would have seen at the close: 
curl -s "https://api.davidhf.com/prices/snapshot?scenario_id=<id>&ticker=AAPL&as_of=2026-03-26" \
  -H "X-API-KEY: YOUR_API_KEY"

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Market-wide snapshot

A cross-section of the whole scenario as of a date, good for building daily universe states: 
curl -s "https://api.davidhf.com/prices/snapshot/market?scenario_id=<id>&as_of=2026-03-26&limit=500" \
  -H "X-API-KEY: YOUR_API_KEY"
For a backtest, step the as_of date forward day by day and pull the market snapshot at each step. David never returns future bars, so the loop is leakage-free by construction. See Point-in-time agents.

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Prices API

Date semantics