get_market_returns

Get market returns · $0.02 per call (x402, USDC) Retrieves supported split-adjusted close-price returns for one ticker versus SPY. Request session_intervals from 1 to 252; date bounds select return end sessions, while an omitted date range uses the latest completed official session. Returns typed security and benchmark returns, excess percentage points, exact session dates and retained support. Complete security/SPY paths, official calendars and verified adjustment basis are required; missing or ambiguous inputs remain held. Price returns exclude dividends, fees and execution effects, and do not measure investor account performance. Current requests refresh only missing, incomplete or stale closing-price references from the configured delayed SIP feed; historical/pinned queries preserve input availability; use the returned snapshot, as_of, filters and next_offset for further pages.

Input parameters

Parameter	Type	Required	Description
`cursor`	string	No	Archive continuation token; reuse with snapshot ID/hash, as_of and unchanged filters. max length 4096
`ticker`	string	Yes
`as_of`	string	No	Availability cutoff, separate from event/period filters. Historical reads never refresh.
`snapshot_id`	string	No	Pin continuation to the returned snapshot ID; reuse with snapshot_hash and as_of.
`snapshot_hash`	string	No
`filters_sha256`	string	No	Reuse the returned filter hash unchanged with continuation pages.
`offset`	integer	No	min 0; max 10000000
`limit`	integer	No	Matching typed observations per page; default32. min 1; max 100
`max_snapshot_age_hours`	number	No	Requested verification-age tolerance: default1hour for retained archives,24hours for closing-price references. Record dates and publication cadence are separate. max 87600
`date_from`	string	No	Inclusive native date lower bound, selected by date_field.
`date_to`	string	No	Inclusive native date upper bound, selected by date_field.
`date_field`	”period” \| “observation”	No	Date meaning; defaults to period for facts/macro/holdings/returns, event for insider trades, observation for options/short volume, scheduled for calendar.
`session_intervals`	array of integer	No

Transports

MCP: tools/call with name get_market_returns at https://beliefstate.ai/mcp (account access) or https://beliefstate.ai/v1/research/mcp (wallet access). See MCP integration.
x402 HTTP: POST https://beliefstate.ai/v1/research/get_market_returns with the arguments as a JSON body. An unpaid request returns an HTTP 402 payment quote.

Example request

MCP

{
  "jsonrpc": "2.0",
  "id": 1,
  "method": "tools/call",
  "params": {
    "name": "get_market_returns",
    "arguments": {
      "ticker": "NVDA"
    }
  }
}

x402 HTTP

curl --request POST \
  --url 'https://beliefstate.ai/v1/research/get_market_returns' \
  --header 'Content-Type: application/json' \
  --data '{"ticker":"NVDA"}'

The example shows request shape only. Identifiers are placeholders, not records.

All research tools

Contract version: 2026-11-08. Input parameters and tool metadata come from the shared executable catalog. REST API version: v1.

Get Started

Core Concepts

Guides

Reference

Endpoints

Research tools

Input parameters

Transports

Example request

MCP

x402 HTTP

​Input parameters

​Transports

​Example request

​MCP

​x402 HTTP

​Related

Input parameters

Transports

Example request

MCP

x402 HTTP

Related