Authentication

Every request needs your API key, which you generate from your account. Send it in the header:

curl -H "Authorization: Bearer YOUR_KEY" \
  "https://quantcapitol.com/api/v1/trades?min_score=90"

If your client or our host strips the Authorization header, use the X-Api-Key header instead, or the ?key=YOUR_KEY query parameter — all three work:

curl -H "X-Api-Key: YOUR_KEY" "https://quantcapitol.com/api/v1/trades.php?min_score=90"
curl "https://quantcapitol.com/api/v1/trades.php?key=YOUR_KEY&min_score=90"

Keys are tied to active premium membership.

Rate limits

1,000 requests per hour per key. Every response includes X-RateLimit-Remaining so you can pace your calls. Exceed it and you'll get a 429 until the next hour.

GET /api/v1/trades

The scored trade feed. Optional filters:

• min_score — only trades at or above this interest score (0–100)
• ticker — a single symbol, e.g. NVDA
• type — BUY or SELL
• limit — rows per page, 1–1000 (default 100); offset for paging

{
  "data": [
    {
      "transaction_date": "2026-08-11",
      "pol_name": "…",
      "ticker": "NVDA",
      "transaction_type": "BUY",
      "amount_display": "$1K–$15K",
      "interest_score": 98,
      "sector": "Technology"
      // …
    }
  ],
  "meta": { "total": 143, "limit": 100, "offset": 0, "returned": 100 }
}

GET /api/v1/scores

The full per-trade score breakdown — every sub-component (recency, size, unusual, consensus, historical) behind the final interest score. Same filters as /trades (min_score, ticker, limit, offset). This is the raw calibration data, for those who want to see exactly how the number is built.

Enriched endpoints — computed analysis

Beyond the raw feed, these serve ready-made analysis so you don't have to aggregate it yourself:

• GET /api/v1/politicians — every member with computed metrics: trade counts, jurisdiction overlap, timing edge, favorite sectors. Add ?slug=nancy-pelosi for one member, or ?min_trades=20 to filter.
• GET /api/v1/clusters — cross-party / consensus clusters (a stock traded by several members), with the buy/sell split. Filter with ?min_politicians=3.
• GET /api/v1/sectors — per-sector reports: net money flow, most active traders, most-traded tickers, active legislation. Add ?sector=Technology for one sector.
• GET /api/v1/overlap — Congress × corporate-insider (SEC Form 4) convergence events: where a member and the company's own officers/directors traded the same ticker the same way within 60 days. Filter with ?ticker=NVDA, ?direction=convergence or ?min_strength=moderate. Context, not a signal — see the honest calibration.

Every row on /trades also carries a compact ins field when corporate insiders traded that ticker nearby — {"d": "convergence|divergence", "s": "strong|moderate|weak", "n": <insiders>} — so you get the overlap inline without a second call.

curl -H "X-Api-Key: YOUR_KEY" \
  "https://quantcapitol.com/api/v1/politicians.php?slug=nancy-pelosi"

Python SDK

A tiny, dependency-free client (standard library only — pandas optional). Download quantcapitol.py, drop it next to your code, and:

from quantcapitol import QuantCapitol

qc = QuantCapitol("YOUR_KEY")

# Highest-interest trades as a list of dicts
for t in qc.trades(min_score=90, limit=20):
    print(t["transaction_date"], t["pol_name"], t["ticker"], t["interest_score"])

# Page through the entire matching history, lazily
n = sum(1 for _ in qc.iter_trades(min_score=80))

# As a pandas DataFrame (pip install pandas)
df = qc.trades_df(ticker="NVDA")

It handles auth, paging and retry/back-off on rate limits for you. Methods: trades(), iter_trades(), scores(), politicians(), clusters(), sectors(), and the *_df pandas helpers.

Bulk downloads

For a full snapshot rather than paged calls, premium members can download the complete trade history in one file — ideal for loading into a notebook or a data warehouse:

• Parquet — columnar, typed, compressed (best for analytics): https://quantcapitol.com/accounts/export.php?format=parquet
• Excel (.xlsx) — a real workbook: …/export.php?format=xlsx
• CSV — …/export.php?format=csv
• JSON — …/export.php?format=json
• Insider overlap (CSV) — the full Congress × Form 4 convergence dataset: …/export.php?format=overlap

These are gated to your logged-in premium session (not the API key). Parquet needs no client library server-side; it's pre-built each day.

Reference data — free

The mapping tables behind the analysis are public, so you can resolve tickers and committees cleanly in your own pipeline without a key:

• https://quantcapitol.com/static/reference/committee-sector-map.json — each congressional committee → the market sectors it oversees (the exact mapping used for conflict detection).
• https://quantcapitol.com/static/reference/securities.csv (and .json) — every traded ticker → company name + sector.

Both refresh with each build. The trade feed itself stays premium.