Get realized return per trading day
Returns realized dollar profit or loss less recorded commission, grouped into Sunday-to-Saturday weeks in America/New_York. Each week includes all seven days. Opening fills count as trades and incur fees even when they realize no profit. Exchange and regulatory fees are excluded; fills without a configured commission rate add no fees. Accounts keep separate cost bases before their results are summed. Returns at most 12 weeks per page. Service callers need intent:read and x-organization-id.
Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Headers
Organization UUID, required for service tokens. Ignored for users and API keys.
Query Parameters
Trading account ID. Omit to report every account the organization has in environment
Required broker environment. Includes disabled and deleted accounts. A named account must belong to this environment.
paper, live Range start in New York. Raised to the plan history window, then rounded back to Sunday. Defaults to the week containing end
Range end, widened forward to the Saturday of the week containing it. Defaults to now, so sending neither bound returns the current week
Report the realized return on this symbol alone. Normalized to uppercase. Omitted, the return covers the whole book
Start of the next page as YYYY-MM-DD, taken from a previous response. Overrides start
Response
Daily returns retrieved
Whole weeks, oldest first.
The Sunday the next page starts at, as YYYY-MM-DD, or null once the
requested range is exhausted. Pass it back as next_cursor.
Unlike the keyset cursors on the list endpoints this is a plain date: it is a week boundary the caller can already work out, so there is nothing to be gained by making it opaque.