VQ Codes Market intelligence, distilled.
A learned compressed representation of financial market state. Each code sequence captures 16 minutes of multi-asset activity in just 8 integers — pre-computed feature extraction for quant strategies and ML pipelines.
API Response
{
"symbol": "SPY",
"timestamp": "2025-01-15T14:32:00Z",
"codes": [412, 87, 553, 29, 841, 156, 702, 394],
"codebook_version": "v1.0",
"window_minutes": 16
}Each response returns 8 codebook indices (0–1023) representing the current market regime.
Built for quantitative workflows
Skip months of feature engineering. Get market state in a format your models already understand.
8-token representation
16 minutes of multi-asset market activity compressed into 8 integers. Minimal bandwidth, maximum signal.
Pre-computed features
No raw data wrangling. Our VQ-VAE models do the heavy lifting so you can focus on alpha generation.
Market language
Treat market regimes like tokens in a language model. Embed, cluster, or predict — codes slot into any ML pipeline.
Start building with VQ Codes
Free tier includes 1,000 API calls per month. No credit card required.