NYSE TOP Python API Docs | dltHub
Build a NYSE TOP-to-database pipeline in Python using dlt with AI harness support for Claude Code, Cursor, and Codex.
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NYSE TOP REST API is a proprietary interface for managing pre-trade risk controls, session information, and trade management for various NYSE trading platforms. The REST API base URL is https://top.nyse.com and access requires individual credentials issued via the Technology Member Services team.
dlt is an open-source Python library that handles authentication, pagination, and schema evolution automatically. dlthub provides AI context files that enable code assistants to generate production-ready pipelines. Install with uv add "dlt[hub]" and start loading NYSE TOP data in under 10 minutes.
What data can I load from NYSE TOP?
Here are some of the endpoints you can load from NYSE TOP:
| Resource | Endpoint | Method | Data selector | Description |
|---|---|---|---|---|
| sessions | /api/sessions | GET | Download inventory of Pillar Order Entry and Drop Copy sessions | |
| trades | /api/trades | GET | Retrieve executed trade details | |
| symbol_data | /api/symbol-data | GET | Retrieve symbol data | |
| risk_controls | /api/risk-controls | GET | Manage pre-trade and activity-based risk controls | |
| risk_controls | /api/risk-controls | POST | Manage pre-trade and activity-based risk controls |
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
[sources.nyse_top_source] api_key = "REPLACE_ME"
dlt reads this automatically at runtime — never hardcode tokens in your pipeline script. For production environments, see setting up credentials with dlt for environment variable and vault-based options.
How do I set up and run the pipeline?
Set up a virtual environment and install dlt:
uv init uv add "dlt[hub]"
1. Install the dlt AI harness:
uv run dlthub ai init --agent <your-agent> # <agent>: claude | cursor | codex
This installs project rules, a secrets management skill, appropriate ignore files, and configures the dlt MCP server for your agent. Learn more →
2. Install the rest-api-pipeline toolkit:
uv run dlthub ai toolkit install rest-api-pipeline
This loads the skills and context about dlt the agent uses to build the pipeline iteratively, efficiently, and safely. The agent uses MCP tools to inspect credentials — it never needs to read your secrets.toml directly. Learn more →
3. Start LLM-assisted coding:
Use /find-source to load data from the NYSE TOP API into DuckDB.
The rest-api-pipeline toolkit takes over from here — it reads relevant API documentation, presents you with options for which endpoints to load, and follows a structured workflow to scaffold, debug, and validate the pipeline step by step.
4. Run the pipeline:
uv run python nyse_top_pipeline.py
If everything is configured correctly, you'll see output like this:
Pipeline nyse_top_pipeline load step completed in 0.26 seconds 1 load package(s) were loaded to destination duckdb and into dataset nyse_top_data The duckdb destination used duckdb:/nyse_top.duckdb location to store data Load package 1749667187.541553 is LOADED and contains no failed jobs
Inspect your pipeline and data:
uv run dlthub show
This opens the Pipeline Dashboard where you can verify pipeline state, load metrics, schema (tables, columns, types), and query the loaded data directly.
Python pipeline example
This example loads firm_trades and risk_controls from the NYSE TOP API into DuckDB. It mirrors the endpoint and data selector configuration from the table above:
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 get_data() -> 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)
To add more endpoints, append entries from the resource table to the "resources" list using the same name, path, and data_selector pattern.
How do I query the loaded data?
Once the pipeline runs, dlt creates one table per resource. You can query with Python or SQL.
Python (pandas DataFrame):
import dlt data = dlt.pipeline("nyse_top_pipeline").dataset() sessions_df = data.trades.df() print(sessions_df.head())
SQL (DuckDB example):
SELECT * FROM nyse_top_data.trades LIMIT 10;
In a marimo or Jupyter notebook:
import dlt data = dlt.pipeline("nyse_top_pipeline").dataset() data.trades.df().head()
See how to explore your data in marimo Notebooks and how to query your data in Python with dataset.
What destinations can I load NYSE TOP data to?
dlt supports loading into any of these destinations — only the destination parameter changes:
| Destination | Example value |
|---|---|
| DuckDB (local, default) | "duckdb" |
| PostgreSQL | "postgres" |
| BigQuery | "bigquery" |
| Snowflake | "snowflake" |
| Redshift | "redshift" |
| Databricks | "databricks" |
| Filesystem (S3, GCS, Azure) | "filesystem" |
Change the destination in dlt.pipeline(destination="snowflake") and add credentials in .dlt/secrets.toml. See the full destinations list.
Next steps
Continue your data engineering journey with the other toolkits of the dltHub AI harness:
data-exploration— Build custom notebooks, charts, and dashboards for deeper analysis with marimo notebooks.dlthub-platform— Deploy, schedule, and monitor your pipeline in production.
uv run dlthub ai toolkit install data-exploration uv run dlthub ai toolkit install dlthub-platform
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