> For the complete documentation index, see [llms.txt](https://developer.barchart.com/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://developer.barchart.com/market-replay-docs/reference/response-formats.md).

# Response formats

Use this page when you need to parse Market Replay responses.

Most endpoints return comma-delimited text, one record per line.

## Tick queries

Default tick output:

```
YYYY-MM-DD HH:MM:SS.FFF,TRADING_DAY,SESSION_CODE,PRICE,SIZE
```

Example:

```
2009-02-03 13:30:00.000,10,G,823.5,1
2009-02-03 13:30:00.125,10,G,823.75,7
```

Trade output can add optional fields:

```
YYYY-MM-DD HH:MM:SS.FFF,TRADING_DAY,EXCHANGE_ID(optional),SESSION_CODE,SALE_4BYTE_CONDITION(optional),PRICE,SIZE,PARTICIPANT_ID(optional)
```

Quote output:

```
YYYY-MM-DD HH:MM:SS.FFF,TRADING_DAY,EXCHANGE_ID(optional),QUOTE_CONDITION,BID_PRICE,BID_SIZE,BID_PARTICIPANT_ID(optional),OFFER_PRICE,OFFER_SIZE,OFFER_PARTICIPANT_ID(optional)
```

## Minute queries

Standard minute output:

```
YYYY-MM-DD HH:MM,TRADING_DAY,OPEN,HIGH,LOW,CLOSE,VOLUME
```

Example:

```
2009-02-03 14:44,10,821.75,823.25,820.75,823,10279
2009-02-03 14:43,10,823.25,823.75,821.75,821.75,11888
```

Nearby minute output prepends the active contract:

```
CONTRACT,YYYY-MM-DD HH:MM,TRADING_DAY,OPEN,HIGH,LOW,CLOSE,VOLUME
```

Example:

```
ESU09,2009-09-11 00:13,11,1040,1040,1039.75,1039.75,4
```

## End-of-day queries

EOD output:

```
SYMBOL,YYYY-MM-DD,OPEN,HIGH,LOW,CLOSE,VOLUME[,OPENINTEREST]
```

Example:

```
CSCO,2009-02-09,16.99,17.05,16.62,16.85,37633398
CSCO,2009-02-10,16.59,16.93,15.92,16.05,69148797
```

Open interest is present for futures and omitted for equities.

## Date range queries

Minute date range output:

```
SYMBOL,YYYY-MM-DD HH:MM,YYYY-MM-DD HH:MM
```

Example:

```
AAPL,2008-05-05 09:30,2011-06-29 19:57
IBM,2008-05-05 09:30,2011-06-29 18:51
```

EOD date range output:

```
SYMBOL,YYYY-MM-DD,YYYY-MM-DD
```

Example:

```
AAPL,1987-10-06,2011-06-29
IBM,1987-10-01,2011-06-29
```

## Events queries

Event output:

```
SYMBOL,YYYY-MM-DD,EVENT_TYPE,VALUE
```

Example:

```
IBM,1999-04-21,Earnings,1.55
IBM,1999-05-27,Split,2-1
IBM,2001-05-08,Dividend,0.14
```

## Futures options EOD

CSV output:

```
root,date,lastupdate,underlyingFuture,expirationDate,optionType,symbol,strike,type,open,high,low,settle,volume,oi,volatility,theoretical,delta,gamma,theta,vega,rho,underlying,rates,daystoexp
```

JSON output returns structured objects for options chains. It can also include aggregate stats when enabled.

{% hint style="info" %}
Use `futuresoptions` for CSV and `futuresoptions/json` for JSON.
{% endhint %}

## Parsing tips

* split CSV lines on commas only when the endpoint returns plain text
* parse timestamps differently for ticks and minutes
* expect optional fields on some tick responses
* expect open interest only when the dataset supports it

## Related

* [Query parameter cheat sheet](/market-replay-docs/reference/query-parameter-cheat-sheet.md)
* [Errors and troubleshooting](/market-replay-docs/reference/errors-and-troubleshooting.md)
* [Futures options EOD](/market-replay-docs/api-query-types/futures-options-eod.md)


---

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