Load NYSE TOP data to DuckDB

NYSE TOP REST API is a proprietary interface for managing pre-trade risk controls, session information, and trade management for various NYSE trading platforms. Everything needed to build a working NYSE TOP → DuckDB pipeline is on this page: the API's base URL, authentication, endpoints, pagination and incremental field — plus a prompt that hands the whole job to your coding agent.

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Build your NYSE TOP to DuckDB pipeline

Paste this prompt into Claude, Codex, or Cursor. The agent does the rest.

PromptCopy prompt
Run uvx dlthub-init@latest to build a pipeline from NYSE TOP to DuckDB and run it on dltHub

That scaffolds a dltHub workspace and installs the dltHub AI harness — the project rules, the secrets-management skill, and the dlt MCP server your agent needs to work safely. From there it reads the NYSE TOP API, proposes the endpoints to load, then writes, runs and validates the pipeline while you review rather than type. Credentials are inspected through MCP tools, so your agent never reads secrets.toml itself. How the LLM-native workflow works →

Prefer to write it yourself? Every fact the agent uses is below.

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NYSE TOP API at a glance

These values come from the NYSE TOP API reference — the authoritative source if anything here looks out of date.

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How do I authenticate with the NYSE TOP API?

The NYSE TOP REST API requires users to contact the Technology Member Services team to request access and receive login instructions for the secure portal. Specific technical details regarding authentication headers or token structures for the REST API are not publicly documented and are managed via individual credential issuance.

1. Get your credentials

To obtain credentials for the NYSE Pillar Trade Ops Portal (TOP) REST API, you must complete the official NYSE Pillar Trade Ops Portal REST API Account Request Form. This process requires submitting the form to crs@nyse.com, ensuring the signatory is authorized via the NYSE Pillar Trade Ops Portal Authorized Administrators Form. Access is granted at the firm level, and firms are typically limited to two TOP API accounts. Note that this process is manual and handled directly by NYSE Client Relationship Services.

2. Add them to .dlt/secrets.toml

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[sources.nyse_top_source]
api_key = "REPLACE_ME"

dlt reads this file automatically at runtime. With the harness, the setup-secrets skill prompts you for the values and never handles the raw credential in chat. For production, see setting up credentials with dlt.

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What NYSE TOP data can I load into DuckDB?

These are the NYSE TOP endpoints dlt can load into DuckDB:

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How do I load only new NYSE TOP records?

NYSE TOP exposes updated_at on api/trades, so dlt can request only the records that changed since the last run. Set it as the cursor_path and dlt tracks the high-water mark for you between runs.

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{"name": "trades", "endpoint": {
    "path": "api/trades",
    "data_selector": "trades",
    "incremental": {"cursor_path": "updated_at", "initial_value": "2024-01-01T00:00:00Z"},
}}

On the first run dlt loads everything from initial_value; on every run after that it requests only what changed and appends with write_disposition="merge" if you set a primary key. See incremental loading.

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What does the generated NYSE TOP pipeline look like?

A standard dlt REST API pipeline — the same code you would write by hand, loading firm_trades and risk_controls from the NYSE TOP API into DuckDB:

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import dlt
from dlt.sources.rest_api import RESTAPIConfig, rest_api_resources

@dlt.source
def nyse_top_source(api_key=dlt.secrets.value):
    config: RESTAPIConfig = {
        "client": {
            "base_url": "https://top.nyse.com",
            "auth": {"type": "api_key", "api_key": api_key},
        },
        "resources": [
            {"name": "trades", "endpoint": {"path": "api/trades", "data_selector": "trades"}},
            {"name": "sessions", "endpoint": {"path": "api/sessions", "data_selector": "sessions"}}
        ],
    }
    yield from rest_api_resources(config)


def load_nyse_top_to_duckdb() -> None:
    pipeline = dlt.pipeline(
        pipeline_name="nyse_top_pipeline",
        destination="duckdb",
        dataset_name="nyse_top_data",
    )
    load_info = pipeline.run(nyse_top_source())
    print(load_info)


if __name__ == "__main__":
    load_nyse_top_to_duckdb()

Run it with python nyse_top_pipeline.py. The agent iterates on this until it loads cleanly — you review and approve, rather than write it from scratch.

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How do I query NYSE TOP data in DuckDB?

dlt creates one table per resource. Query the loaded data with Python or SQL — or ask your agent to, through the MCP server's execute_sql_query tool.

Python (pandas DataFrame):

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import dlt

data = dlt.pipeline("nyse_top_pipeline").dataset()
df = data.trades.df()
print(df.head())

SQL:

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SELECT * FROM nyse_top_data.trades LIMIT 10;

See querying your data with dataset and exploring it in marimo notebooks.

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How do I deploy the NYSE TOP to DuckDB pipeline in production?

The pipeline runs locally, which is ideal for prototyping and one-off analysis. When you need it on a schedule, monitored on every load, and shared with your team, deploy the same dlt code on the dltHub platform — no infrastructure to maintain. The prompt above already ends with "run it on dltHub", so your agent can take it there directly.

• Deploy & schedule — run the pipeline as a managed job with automatic retries.
• Monitor — observable job queues, alerting, and load metrics for every run.
• Transform — promote raw NYSE TOP loads into governed, documented models.
• Visualize & share — explore data in notebooks and publish live dashboards instead of static screenshots.

Book a demo →

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What other destinations can I load NYSE TOP data to?

dlt loads into any of these — only the destination argument changes:

Set dlt.pipeline(destination="snowflake") and add credentials in .dlt/secrets.toml. On the dltHub platform the same pipeline runs against a managed Iceberg lakehouse. See the full destinations list.

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Next steps

• Ready for production? Book a demo of the dltHub platform →
• dlt LLM-native workflow docs
• REST API source reference
• Join the dlt community on Slack