Anyfinancial Realtime API Data Us

US Real-time/API Data

This sub-skill is self-contained. It recreates the US point lookup behavior in AnyFinancial itself and does not depend on external skill repos.

Use For

• Latest or current US stock price.
• Recent intraday OHLCV bars.
• Latest US ticker-specific news.
• Latest point fundamentals.
• Today's OHLC aggregated from recent intraday bars.

Authentication

Use the Rebyte sandbox token and relay URL:

AUTH_TOKEN=$(/home/user/.local/bin/rebyte-auth)
API_URL=$(python3 -c "import json; print(json.load(open('/home/user/.rebyte.ai/auth.json'))['sandbox']['relay_url'])")

Requests use:

POST $API_URL/api/data/financial/sql
Authorization: Bearer $AUTH_TOKEN
Content-Type: application/json

The request body is JSON:

{"sql":"SELECT ...","parameters":[]}

Local Commands

The bundled CLI builds the SQL and sends it through the Rebyte relay:

python3 ../scripts/anyfinancial_api_data.py us latest-price AAPL
python3 ../scripts/anyfinancial_api_data.py us latest-bars AAPL --limit 10
python3 ../scripts/anyfinancial_api_data.py us latest-news TSLA --limit 5
python3 ../scripts/anyfinancial_api_data.py us fundamentals AAPL --limit 1
python3 ../scripts/anyfinancial_api_data.py us today-ohlc AAPL 2026-07-02

Run these from realtime-api-data/us/. From the repository root, use:

python3 realtime-api-data/scripts/anyfinancial_api_data.py us latest-price AAPL

SQL Patterns

Latest Price

SELECT ticker, t, o, h, l, c, v
FROM us.bars_1m
WHERE ticker = 'AAPL'
ORDER BY t DESC
LIMIT 1

Latest Bars

SELECT ticker, t, o, h, l, c, v
FROM us.bars_1m
WHERE ticker = 'AAPL'
ORDER BY t DESC
LIMIT 10

Latest News

SELECT title, published_utc, tickers, content
FROM us.news
WHERE ARRAY_CONTAINS(tickers, 'TSLA')
ORDER BY published_utc DESC
LIMIT 5

Latest Fundamentals

SELECT *
FROM us.fundamentals
WHERE ARRAY_CONTAINS(tickers, 'AAPL')
ORDER BY end_date DESC
LIMIT 1

Today's OHLC From Intraday Bars

WITH day_bars AS (
  SELECT t, o, h, l, c, v
  FROM us.bars_1m
  WHERE ticker = 'AAPL'
    AND t >= to_timestamp('2026-07-02T00:00:00')
    AND t < to_timestamp('2026-07-02T23:59:59')
),
agg AS (
  SELECT date_trunc('day', MIN(t)) AS day,
         MIN(t) AS first_bar,
         MAX(t) AS last_bar,
         MIN(l) AS low,
         MAX(h) AS high,
         SUM(v) AS volume
  FROM day_bars
),
open_row AS (SELECT o AS open FROM day_bars ORDER BY t ASC LIMIT 1),
close_row AS (SELECT c AS close FROM day_bars ORDER BY t DESC LIMIT 1)
SELECT day, first_bar, last_bar, open, high, low, close, volume
FROM agg CROSS JOIN open_row CROSS JOIN close_row

Response Handling

Successful responses are JSON. Rows may appear in data, rows, result, or results; if the body is an array, treat it as the row list. Preserve returned timestamps in the user-facing answer; include source fields only when the provider returns them.

Errors may include success: false, error, message, or detail. Report the HTTP/provider message exactly and adjust the SQL once; do not retry the same failing query.

Usage Rules

• For direct lookups, keep queries scoped to one ticker and a small LIMIT.
• For latest/current requests, query the API; do not answer from memory.
• If a table or column is uncertain, use ../../data/SKILL.md to run catalog and schema discovery first.
• Use DataFusion SQL syntax.
• Include the bar/news/fundamentals timestamp in the answer.

Do Not Use For

• Event-driven strategy simulation. Use ../../backtesting/SKILL.md.
• Canonical Rebyte Financial Data Service SQL for backtest data. Use ../../data/SKILL.md during the Backtesting data phase.
• Long-form financial research; AnyFinancial Real-time/API Data only retrieves provider data.