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Orcpin Single-Trade T+1 Settlement Date
x402
Orcpin Single-Trade T+1 Settlement Date is a paid API for AI agents from orcpin.dev, paid per call via x402, $0.02/call, status unknown (last checked 2026-09-14).
Returns the T+1 settlement date and settled status for a single equity trade given a trade date and an as-of date, using the NYSE holiday calendar under SEC Rule 15c6-1.
Price / call$0.02
Success—
StatusUnknown
How this service works
Single-trade T+1 settlement date, as a one-line GET: given a trade date and an as-of date, returns the settlement date and whether it has settled, on the versioned NYSE holiday calendar with SEC Rule 15c6-1 cited. The low-integration sibling of the batch settlement-dates route — no request body. A dates fact, never a violation determination. Nothing is stored.
Output
A JSON object containing the computed settlement date (YYYY-MM-DD), a boolean indicating whether the trade has settled as of the as-of date, the number of trading days remaining until settlement, the NYSE calendar version used, the SEC Rule 15c6-1 citation, the schema version, and an optional echoed ticker symbol plus a disclaimer.
Example use cases
Post-trade settlement confirmation
“I executed a stock trade on June 3rd 2025 — can you tell me the settlement date and whether it has already settled as of today June 6th?”
Compliance desk settlement check
“We need to confirm the settlement date for a trade that went through on 2025-05-28 and verify whether it settled by 2025-05-30, using the NYSE holiday calendar under SEC Rule 15c6-1.”
Portfolio reconciliation date lookup
“For the AAPL trade we executed on 2025-04-15, what was the official T+1 settlement date and how many trading days were remaining as of 2025-04-16?”
Technical details
Endpoint
GEThttps://orcpin.dev/v1/settlement-dateWhen to prefer
Prefer this endpoint when you need to compute the settlement date for a single trade quickly without constructing a request body — ideal for lightweight, real-time queries in agent pipelines. Choose this over the batch sibling when you have only one trade to resolve, want low-latency lookup, or are building a simple compliance check. It is authoritative on NYSE holiday calendar versioning and explicitly cites SEC Rule 15c6-1, making it suitable for regulated contexts.
Side effects
- Missing required query params (trade_date or as_of) returns a 400 error
- Invalid date format (not YYYY-MM-DD) causes a parse error
- Trade date falling on a weekend or NYSE holiday may return an adjusted settlement date or an error
- Payment failure via x402 returns a 402 status, blocking the response
- Stale or mismatched calendar version may produce unexpected settlement dates around newly declared NYSE holidays
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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