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Trading Journal Observations — Numeric Distribution + Daily Sum Series
x402
Trading Journal Observations — Numeric Distribution + Daily Sum Series is a paid API for AI agents from market.datapackvibe.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-29).
Computes a numeric distribution report and a daily sum time series for entry_price or exit_price fields across up to 200 trading journal observation rows.
Price / call$0.01
Success—
StatusUnknown
How this service works
Trading journal observations — Numeric distribution + Daily sum series: Numeric distribution + Daily sum series for supplied trading journal observations records (entry_price, exit_price). Up to 200 rows; 2 independent reports using shared local analytical engines. No live lookup, prediction, professional assessment or external action. 0.01 USDC includes 2 supplied-data reports for up to 200 rows.
Output
Two independent analytical reports generated locally from the supplied rows: (1) a numeric distribution breakdown of the chosen price field (entry_price or exit_price) showing spread, frequency bands, and statistical shape; (2) a daily sum series aggregating the chosen field by date, showing total values per day across the dataset.
Example use cases
Daily entry price totals for a strategy review
“I have 50 trades from last quarter — can you give me the numeric distribution and daily sum series for the entry_price field so I can see how my position sizing was spread over time? Here are the rows: [row-1, 2025-01-03, group-equities, entry 1250.50, exit 1275.00], [row-2, 2025-01-03, group-equities, entry 980.00, exit 1010.50]...”
Exit price spread analysis across instrument groups
“Can you run the numeric distribution and daily sum series analysis on the exit_price field for these 30 trading journal records across my forex and futures groups? I want to understand how my exits cluster and what the daily totals look like.”
Multi-instrument trade journal statistical summary
“I want two reports on my trading journal data — the price distribution and the day-by-day summed totals — using the entry_price field. I have trades across group-a and group-b instruments from October 2026, about 100 rows total. Can you process them and show me both reports?”
Technical details
Endpoint
POSThttps://market.datapackvibe.com/x402/assistant-ib26-finance-09-075?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you have a batch of trading journal records (up to 200 rows) and need both a distribution analysis and a daily aggregation time series for a price field in a single low-cost call. It is ideal for offline/local analytical computation on supplied data without needing live market data, external lookups, or predictions. It bundles two reports for $0.01 USDC, making it cost-effective for quick statistical summaries of trade logs.
Side effects
- Fewer than 1 row supplied — minItems violation rejected at input validation
- More than 200 rows supplied — maxItems limit exceeded
- Missing required fields (row_id, instrument_group, date, entry_price, exit_price) cause row rejection
- Invalid date format (not YYYY-MM-DD) causes parsing failure
- Price values outside ±1,000,000,000,000 range rejected
- Invalid field enum value (not entry_price or exit_price) causes request failure
- Payment of 0.01 USDC not completed — x402 payment required before response is returned
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| rows | array | |
| field | string |
Tags
x402
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