Legal notices

IEX (Investors Exchange)

Data provided for free by IEX. By accessing or using IEX Historical Data, you agree to the IEX Historical Data Terms of Use.

with IEX prices: Prices are on IEX, one venue, and are a reference point only, rather than a basis for making trading decisions.

IEX prices, bars and anything derived from them, share images, exports and API responses included. IEX Historical Data Terms of Use

U.S. Department of the Treasury

Source: U.S. Department of the Treasury.

Treasury yields, bill rates and the real yield curve. home.treasury.gov privacy and legal

U.S. Bureau of Labor Statistics

Source: U.S. Bureau of Labor Statistics. BLS.gov cannot vouch for the data or analyses derived from these data after the data have been retrieved from BLS.gov.

BLS values, release dates and anything derived, with the retrieval date. BLS API terms of service

U.S. Bureau of Economic Analysis

Source: U.S. Bureau of Economic Analysis. This product uses the Bureau of Economic Analysis (BEA) Data API but is not endorsed or certified by BEA.

with release dates only: Source: U.S. Bureau of Economic Analysis.

BEA values; release dates carry the short form. BEA API terms of service

U.S. Census Bureau

Source: U.S. Census Bureau. This product uses the Census Bureau Data API but is not endorsed or certified by the Census Bureau.

Census values and release dates. Census Data API terms of service

Board of Governors of the Federal Reserve System

Source: Board of Governors of the Federal Reserve System.

FOMC dates and the Board's statistical releases (H.4.1, H.6, H.10, H.15, G.17), with the release and its date. Federal Reserve Board website policies

U.S. Energy Information Administration

Source: U.S. Energy Information Administration (EIA)

EIA values, with the report and its release date. EIA open data terms of service

U.S. Securities and Exchange Commission

Source: U.S. SEC EDGAR. SessionLens is not affiliated with or endorsed by the SEC.

Holdings, filing dates and reported financial facts. SEC dissemination policy

Federal Reserve Bank of New York (reference rates)

The [rate] data is subject to the Terms of Use posted at newyorkfed.org. The New York Fed is not responsible for publication of the [rate] by SessionLens, does not sanction or endorse any particular republication, and has no liability for your use.

with SOFR or BGCR: The Secured Overnight Financing Rate (SOFR) Data and Broad General Collateral Rate (BGCR) Data are calculated using data provided under a license granted to the New York Fed by DTCC Solutions LLC, an affiliate of The Depository Trust & Clearing Corporation. Solutions, its affiliates, and third parties from which they obtained data have no liability for the content of this material.

where a feature is named after a rate: SessionLens is not affiliated with the New York Fed. The New York Fed does not sanction, endorse, or recommend any products or services offered by SessionLens.

SOFR, EFFR, OBFR, TGCR and BGCR, their percentiles and volumes; [rate] names the rates shown. New York Fed Terms of Use

Federal Reserve Bank of New York (operations)

© Federal Reserve Bank of New York. Content from the New York Fed subject to the Terms of Use at newyorkfed.org.

Repo and reverse repo operation results. New York Fed Terms of Use

U.S. Department of Labor

Source: U.S. Department of Labor.

Weekly unemployment insurance claims, with the release date. DOL copyright notice

U.S. Commodity Futures Trading Commission

Source: U.S. Commodity Futures Trading Commission, Commitments of Traders.

Commitments of Traders positions, with the report date. CFTC web policy

U.S. Securities and Exchange Commission (market structure metrics)

Source: U.S. SEC, market structure metrics (MIDAS). SessionLens is not affiliated with or endorsed by the SEC.

with anything computed from the metrics, such as IEX's share of a stock's exchange volume: Calculated by SessionLens from the SEC's published metrics.

Trade, cancel, odd-lot, lit and hidden volume metrics per security and exchange, with the period covered and the date of the latest data. SEC dissemination policy

U.S. Securities and Exchange Commission (fails-to-deliver)

Source: U.S. SEC, fails-to-deliver data. SessionLens is not affiliated with or endorsed by the SEC. The SEC cannot guarantee the accuracy of the data or that it is posted by a particular date. Fails-to-deliver are not necessarily the result of short selling and are not evidence of abusive or "naked" short selling.

Fails-to-deliver balances (aggregated over NSCC members; balances, not daily new fails), with the settlement dates covered. Shown by symbol; the CUSIPs in the files are never shown or exported. SEC dissemination policy

OpenFIGI (Bloomberg) and the Object Management Group

FIGI and associated metadata from OpenFIGI. Copyright (c) 2013-2024 Bloomberg LP; Copyright (c) 2015-2024 Object Management Group, Inc. Provided under the MIT License.

Security names, tickers, exchange codes, security types and market sectors taken from OpenFIGI. A FIGI on its own needs no notice. FIGI and OpenFIGI are used only to refer to the identifiers; Bloomberg does not endorse SessionLens. OpenFIGI terms of service · licence text below

OpenFIGI (Bloomberg) and the Object Management Group

FIGIs and their associated metadata are provided under the FIGI standard's MIT licence (OMG FIGI 1.2, Table 8-2), reproduced here as it requires.

Copyright (c) 2013-2024 Bloomberg LP
Copyright (c) 2015-2024 Object Management Group, Inc.

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the 'Software'), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED 'AS IS', WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

See https://opensource.org/licenses/MIT.