Metrics Time Series

Returns a daily time series of computed metrics for a symbol. Supports date range filtering and field selection to limit response size.

When the symbol matches an FX pair (e.g. EURUSD) and no PriceData-derived series exists, the endpoint falls back to FX rate data so polymorphic consumers can resolve any tracked symbol through a single path. For FX-only views, /api/fx/:symbol/series is the canonical zero-ambiguity surface.

Request

curl https://api.bytetree.io/api/metrics/AAPL

# With date range
curl "https://api.bytetree.io/api/metrics/BTCUSD?from=2026-01-01&to=2026-01-31"

# Select specific fields
curl "https://api.bytetree.io/api/metrics/AAPL?fields=closeUsd,byteTrendLocal200w,sharpe52w,drawdown52w"

Path Parameters

Name	Type	Required	Description
`symbol`	`string`	Yes	Ticker symbol (e.g. `AAPL`, `BTCUSD`). Case-insensitive.

Query Parameters

Name	Type	Required	Description
`from`	`string`	No	Start date in `YYYY-MM-DD` format. Inclusive.
`to`	`string`	No	End date in `YYYY-MM-DD` format. Inclusive.
`fields`	`string`	No	Comma-separated list of metric keys to include (e.g. `closeUsd,byteTrendLocal200w`). Returns all fields if omitted.

Response

Field	Type	Description
`symbol`	`string`	The normalised (uppercase) symbol
`count`	`number`	Number of data points returned
`data`	`array`	Array of daily metric objects

Each data point contains date, close, and all computed metric fields at the top level (flattened — no nested metrics key).

All numeric fields default to split-adjusted close. Every time-series metric (MAs, scores, drawdowns, returns, risk) and the Valuation fields below (closeUsd, capr, marketCapUsd) are computed on split-adjusted close. Three explicit raw counterparts (closeRawUsd, caprRaw, marketCapRawUsd) are available for forensic / market-printed-price views. See Data Model for the rationale and the Changelog for cutover history.

Available Metric Fields

Use these keys with the fields query parameter. See Latest Metrics for full descriptions.

ByteTrend Scores (0–5): byteTrendLocal200w, byteTrendLocal30d, byteTrendCapr200w, byteTrendCapr30d

Score Rules (booleans composing each score): byteTrendLocal200wRules, byteTrendLocal30dRules, byteTrendCapr200wRules, byteTrendCapr30dRules

Daily Score Changes (−5 to +5): changeLocal200w, changeLocal30d, changeCapr200w, changeCapr30d

Moving Averages: localMaLong200w, localMaShort30w, localMaLong200d, localMaShort30d, caprMaLong200w, caprMaShort30w, caprMaLong200d, caprMaShort30d, localMaLong200wSlope, localMaShort30wSlope, localMaLong200dSlope, localMaShort30dSlope, caprMaLong200wSlope, caprMaShort30wSlope, caprMaLong200dSlope, caprMaShort30dSlope

Rolling Highs / Lows: localMax20d, localMin20d, caprMax20d, caprMin20d, localMax30d, localMin30d, caprMax30d, caprMin30d, localMax20w, localMin20w, caprMax20w, caprMin20w, localMax200w, caprMax200w

Deviations: devFromLocalMaLong200w, devFromCaprMaLong200w, devFromLocalHigh30d, devFromLocalLow30d, devFromCaprHigh30d, devFromCaprLow30d, devFromLocalHigh30w, devFromLocalHigh200w, devFromLocalLow30w, devFromCaprHigh30w, devFromCaprHigh200w, devFromCaprLow30w

Trend Regime: trendRegimeLocal200w, trendRegimeLocal30d, trendRegimeCapr200w, trendRegimeCapr30d, confirmedRegimeCapr200w, pendingRegimeCapr200w, pendingRegimeCount200w, trendAge200w, consecLocal200w5, consecLocal200w0, consecLocal30d5, consecLocal30d0, consecCapr200w5, consecCapr200w0, consecCapr30d5, consecCapr30d0

Trend Quality: divergenceLocal, divergenceCapr, scoreVelocity5d200w, volumeConfirmation30d, cumulHighs12w

Risk Metrics: volatility30w, sharpe52w, beta52w, returnVolRatio

Drawdown: drawdown52w, drawdownATH, allTimeHighAdjUsd, maxDrawdown30w, maxDrawdown52w

Performance Returns: returnUsd1W, returnUsd1M, returnUsd3M, returnUsd6M, returnUsd12M, returnFwdUsd1D, returnFwdUsd3D, returnFwdUsd1W, returnFwdUsd1M, returnFwdUsd3M, returnFwdUsd6M, returnFwdUsd12M

Relative Strength: relStrengthRaw1M, relStrengthRaw3M, relStrengthRaw12M, relStrengthCapped1M, relStrengthCapped3M, relStrengthCapped12M

Valuation (split-adjusted by default; *Raw siblings expose raw close): closeUsd, capr, marketCapUsd, closeRawUsd, caprRaw, marketCapRawUsd

Notes

Only dates that have completed computation runs are included; gaps in market data produce gaps in the series
date and close are always returned regardless of fields selection
Data is sorted chronologically (oldest first)
Without from/to, returns all available computed history for the symbol