> ## Documentation Index
> Fetch the complete documentation index at: https://scalarfield.io/docs/llms.txt
> Use this file to discover all available pages before exploring further.

# Trading with Public.com

> Connect a Public.com account to Scalar Field — connection steps, US equities, ETF, and options order semantics, and the research data functions available for equity and options strategies.

<Info>**Execution:** `venue.trade()` in chat code, `strategy.execute()` in strategy agents.</Info>

# Overview

Public.com connects to Scalar Field as a live brokerage venue. Once linked, Scalar Field reads positions, balances, and order history, and places equity, ETF, and options orders in the account.

| Specification | Value                                             |
| ------------- | ------------------------------------------------- |
| Instruments   | US equities, ETFs, and options (OPRA/OSI symbols) |
| Connection    | Authorize from the portfolio page                 |
| Fractional    | Yes (equities)                                    |
| Hours         | US market hours                                   |
| Quotes        | Last, bid, ask, volume (no order-book depth)      |
| Currency      | USD                                               |

# Order Semantics

* **Equity symbols are plain tickers** (`AAPL`); **options use OPRA/OSI symbols** (`AAPL260919C00250000`). Option positions carry `multiplier: 100`, so `market_value = qty * price * 100`.
* **Fractional quantities are supported** for equities. Size from a dollar budget with `round(budget / price, 2)`.
* The `slippage_bps` parameter does not apply to brokerage venues.

# Connecting

Click "Connect" on the portfolio page and authorize with your Public.com account.

# Usage

```python theme={null}
from scalarlib import venue

# Buy 2 shares of AAPL
resp = venue.trade("buy", "AAPL", 2, account="PUBLIC")

# Options by OPRA symbol
resp = venue.trade("buy", "AAPL260919C00250000", 1, account="PUBLIC")
```

In strategy agents, use `strategy.execute(symbol, target_qty)` instead — see [Strategies](/trading/strategies).

# Data Functions

Equity and options research uses the cross-asset market-data functions; each links to its full reference:

| Function / dataset                                            | Purpose                                                  |
| ------------------------------------------------------------- | -------------------------------------------------------- |
| [Equity & ETF OHLCV](/market-data/equity-ohlcv)               | Historical price bars for backtesting and signals        |
| [Latest Price Snapshot](/market-data/latest-price)            | Live last/bid/ask quotes for sizing and execution checks |
| [Options Quotes](/market-data/options-quotes)                 | Options chains and quotes                                |
| [Options Greeks & IV](/market-data/options-greeks)            | Greeks and implied volatility                            |
| [Options Screener](/market-data/screen-options)               | Contract screening by moneyness, expiry, volume          |
| [Earnings](/market-data/earnings)                             | Earnings calendar and results                            |
| [Insider Trades](/market-data/insider-trades)                 | SEC Form 4 insider transactions                          |
| [Institutional Holdings](/market-data/institutional-holdings) | 13F institutional positions                              |

# Notes

* Orders submitted outside market hours are queued for the next market open.
* Avoid trading directly on Public.com while strategies are active on the account — see [Reconciliation](/trading/reconciliation).

# Related

* [Strategies](/trading/strategies) — automated strategy execution
* [Reconciliation](/trading/reconciliation) — position sync and freeze/unfreeze behavior
* [Supported Venues](/trading/supported-brokerages) — venue registry and `venue.*` functions