Bundle Format

Fields and Fetch Reference

The StratAlerts market bundle is a structured snapshot of every tracked symbol delivered as an NDJSON file — one JSON object per line, one line per symbol. It refreshes every 300 seconds (5 minutes), so the data your LLM receives always reflects current market conditions. This page covers the exact bundle format, every available field, how to fetch the bundle, and how to parse it in code.

File format

The bundle is NDJSON (Newline-Delimited JSON). Each line is a valid, self-contained JSON object representing one symbol. This format is intentional: it streams efficiently, parses line by line without loading the entire file into memory, and works cleanly as LLM context input.

bundle-0001.ndjson

{"Symbol":"SPY","Sector":"ETF","LastPrice":561.40,...}
{"Symbol":"QQQ","Sector":"ETF","LastPrice":477.83,...}
{"Symbol":"AAPL","Sector":"Technology","LastPrice":213.57,...}

Refresh cadence: Every 300 seconds. The bundle URL does not change — the same URL always returns the latest snapshot.

Fields

Identity and price

Field	Type	Description
`Symbol`	string	Ticker symbol (e.g., `SPY`, `NQ=F`, `BTC-USD`)
`Sector`	string	Sector classification (e.g., `Technology`, `Financials`, `ETF`)
`LastPrice`	number	Most recent trade price
`LastTradeTimestamp`	string (ISO 8601)	Timestamp of the last trade
`LastPriceSource`	string	Data source for the last price

TFC state

Timeframe continuity (TFC) state is provided for five higher timeframes. Each value is one of green, red, or na.

Field	Timeframe	Values
`TFC_D`	Daily	`green`, `red`, `na`
`TFC_W`	Weekly	`green`, `red`, `na`
`TFC_M`	Monthly	`green`, `red`, `na`
`TFC_Q`	Quarterly	`green`, `red`, `na`
`TFC_Y`	Yearly	`green`, `red`, `na`

Candles (OHLCV)

OHLCV bars are included for nine timeframes. Each timeframe block contains: Time, Open, High, Low, Close, Volume.

Timeframe key	Timeframe
`Candle_15`	15-minute
`Candle_30`	30-minute
`Candle_60`	60-minute
`Candle_4H`	4-hour
`Candle_D`	Daily
`Candle_W`	Weekly
`Candle_M`	Monthly
`Candle_Q`	Quarterly
`Candle_Y`	Yearly

Each candle object looks like:

candle object

{
  "Time": "2026-04-10T09:30:00Z",
  "Open": 558.20,
  "High": 563.80,
  "Low": 557.40,
  "Close": 561.40,
  "Volume": 42871200
}

Setup fields

Setup fields reflect the current Strat setup state on the daily timeframe by default.

Field	Type	Description
`C2`	string	Candle 2 scenario — the prior candle type (e.g., `1`, `2U`, `2D`, `3`)
`C1`	string	Candle 1 scenario — the current candle type
`CC`	string	Current candle scenario
`SetupTarget`	string	The identified setup target (price level or label)
`TriggerGreen`	number \| null	Price level that triggers the bullish side of the setup
`TriggerRed`	number \| null	Price level that triggers the bearish side of the setup
`Continuation`	boolean	Whether the setup is a continuation setup
`InForce`	boolean	Whether the setup is currently in-force (trigger has been breached)
`P3`	boolean	Whether the setup is a P3 (potential 3)
`PMG`	boolean	Whether a PMG (potential major gap) flag is set

Sample bundle row

This shows a complete single-symbol row from the bundle:

sample row (SPY)

{
  "Symbol": "SPY",
  "Sector": "ETF",
  "LastPrice": 561.40,
  "LastTradeTimestamp": "2026-04-10T14:35:22Z",
  "LastPriceSource": "consolidated",
  "TFC_D": "green",
  "TFC_W": "green",
  "TFC_M": "red",
  "TFC_Q": "red",
  "TFC_Y": "green",
  "Candle_D": {
    "Time": "2026-04-10T09:30:00Z",
    "Open": 558.20,
    "High": 563.80,
    "Low": 557.40,
    "Close": 561.40,
    "Volume": 42871200
  },
  "Candle_W": {
    "Time": "2026-04-07T09:30:00Z",
    "Open": 549.10,
    "High": 564.90,
    "Low": 546.30,
    "Close": 561.40,
    "Volume": 198450000
  },
  "C2": "1",
  "C1": "2U",
  "CC": "2U",
  "SetupTarget": "564.90",
  "TriggerGreen": 563.80,
  "TriggerRed": 557.40,
  "Continuation": false,
  "InForce": false,
  "P3": false,
  "PMG": false
}

Fetching the bundle

Send an HTTP GET to your bundle URL with your API key in the X-API-Key header:

curl -H "X-API-Key: YOUR_API_KEY" \
  https://app.stratalerts.com/api/v1/bundles/latest.ndjson

import requests

response = requests.get(
    "https://app.stratalerts.com/api/v1/bundles/latest.ndjson",
    headers={"X-API-Key": "YOUR_API_KEY"},
)
response.raise_for_status()
bundle_text = response.text

const response = await fetch(
  "https://app.stratalerts.com/api/v1/bundles/latest.ndjson",
  {
    headers: { "X-API-Key": "YOUR_API_KEY" },
  }
);
const bundleText = await response.text();

Your bundle URL and API key are available in Account → AI Tools after subscribing.

Parsing the bundle in Python

This example fetches the bundle, parses every row, and filters for symbols that are in-force on the daily:

parse and filter bundle

import json
import requests

def fetch_bundle(api_key: str) -> list[dict]:
    url = "https://app.stratalerts.com/api/v1/bundles/latest.ndjson"
    response = requests.get(url, headers={"X-API-Key": api_key})
    response.raise_for_status()
    rows = []
    for line in response.text.splitlines():
        line = line.strip()
        if line:
            rows.append(json.loads(line))
    return rows

def in_force_daily(rows: list[dict]) -> list[dict]:
    return [r for r in rows if r.get("InForce") is True]

rows = fetch_bundle("YOUR_API_KEY")
active = in_force_daily(rows)

for symbol in active:
    print(f"{symbol['Symbol']} — {symbol['CC']} — in force at {symbol['TriggerGreen'] or symbol['TriggerRed']}")

Parse the bundle line by line rather than loading the entire file into memory at once. For large universes, streaming line-by-line reduces memory overhead significantly.

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Fields and Fetch Reference

File format

Fields

Identity and price

TFC state

Candles (OHLCV)

Setup fields

Sample bundle row

Fetching the bundle

Parsing the bundle in Python

AI Tools overview

AI Search

​Fields and Fetch Reference

​File format

​Fields

​Identity and price

​TFC state

​Candles (OHLCV)

​Setup fields

​Sample bundle row

​Fetching the bundle

​Parsing the bundle in Python

​Related

AI Tools overview

AI Search

Fields and Fetch Reference

File format

Fields

Identity and price

TFC state

Candles (OHLCV)

Setup fields

Sample bundle row

Fetching the bundle

Parsing the bundle in Python

Related