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macanderson/flow_prophet_openapi.yml

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flow_prophet_openapi.yml
---
components:
responses: {}
schemas:
Alert Rule Name:
description: The name of the alert rule.
examples:
- RepeatedHits
title: Alert Rule Name
type: string
Analyst Action:
description: The action of the recommendation.
enum:
- initiated
- reiterated
- downgraded
- upgraded
- maintained
examples:
- maintained
title: Analyst Action
type: string
Analyst Field Action:
description: The action of the recommendation.
enum:
- initiated
- reiterated
- downgraded
- upgraded
- maintained
examples:
- maintained
title: Analyst Field Action
type: string
Analyst Field Firm:
description: The firm the analyst is working for.
examples:
- UBS
title: Analyst Field Firm
type: string
Analyst Field Name:
description: The name of the analyst.
examples:
- David Vogt
title: Analyst Field Name
type: string
Analyst Field Rating:
description: The rating of the analyst.
examples:
- 2.44
maximum: 5
minimum: 0
title: Analyst Field Rating
type: number
Analyst Field Recommendation:
description: The recommendation the analyst gave out.
enum:
- Buy
- Hold
- Sell
examples:
- Hold
title: Analyst Field Recommendation
type: string
Analyst Field Target Price:
description: The target price of the rating.
examples:
- '190.0'
title: Analyst Field Target Price
type: string
Analyst Field Time:
description: The UTC timestamp, when the rating was released.
examples:
- 2023-09-08T12:21:10Z
title: Analyst Field Time
type: string
Analyst Field Title:
description: The news title of the rating that went out.
examples:
- China news could create demand headwind for Apple in Dec. quarter, says UBS
title: Analyst Field Title
type: string
Analyst Rating:
description: A rating of an analyst.
examples:
-
data:
- action: maintained
analyst_name: Tyler Radke
firm: Citi
rating: '3.5'
recommendation: Buy
sector: Technology
target: '420.0'
ticker: MSFT
timestamp: 2023-09-11T11:21:12Z
title: Citi opens 'positive catalyst watch' on Microsoft into 'catalyst path'
- action: maintained
analyst_name: Mark Rothschild
firm: Canaccord Genuity
rating: '4.91'
recommendation: Hold
sector: Conglomerates
target: '11.75'
ticker: DRETF
timestamp: 2023-09-11T11:11:32Z
title: Canaccord Genuity Keeps Their Hold Rating on Dream Office Real Estate Investment (DRETF)
properties:
action:
$ref: '#/components/schemas/Analyst Field Action'
analyst_name:
$ref: '#/components/schemas/Analyst Field Name'
firm:
$ref: '#/components/schemas/Analyst Field Firm'
rating:
$ref: '#/components/schemas/Analyst Field Rating'
recommendation:
$ref: '#/components/schemas/Analyst Field Recommendation'
sector:
$ref: '#/components/schemas/Market General Sector'
target:
$ref: '#/components/schemas/Analyst Field Target Price'
ticker:
$ref: '#/components/schemas/Analyst Sector'
timestamp:
$ref: '#/components/schemas/Analyst Field Time'
title:
$ref: '#/components/schemas/Analyst Field Title'
title: Analyst Rating
type: object
Analyst Recommendation:
description: The recommendation the analyst gave out.
enum:
- Buy
- Hold
- Sell
examples:
- Hold
title: Analyst Recommendation
type: string
Analyst Sector:
description: A financial sector.
title: Analyst Sector
AnalystSector:
description: A financial sector.
enum:
- Conglomerates
- Consumer Goods
- Financial
- General
- Healthcare
- Industrial Goods
- Materials
- Services
- Technology
- Utilities
examples:
- Financial
title: AnalystSector
type: string
Candle Close:
description: The closing price of the candle.
examples:
- '56.79'
title: Candle Close
type: string
Candle End time:
description: The end time of the candle as UTC timestamp.
examples:
- 2023-09-07T20:07:00Z
title: Candle End time
type: string
Candle High:
description: The highest price of the candle.
examples:
- '58.12'
title: Candle High
type: string
Candle Low:
description: The lowest price of the candle.
examples:
- '51.90'
title: Candle Low
type: string
Candle Open:
description: The opening price of the candle.
examples:
- '54.29'
title: Candle Open
type: string
Candle Size:
description: The size of the candles.
enum:
- 1m
- 5m
- 10m
- 15m
- 30m
- 1h
- 4h
examples:
- 5m
title: Candle Size
type: string
Candle Start time:
description: The start time of the candle as UTC timestamp.
examples:
- 2023-09-07T20:06:00Z
title: Candle Start time
type: string
Candle Total volume:
description: The total volume of the ticker for the full trading till now.
examples:
- 13744676
title: Candle Total volume
type: integer
Candle Volume:
description: The volume of the candle.
examples:
- 10699
title: Candle Volume
type: integer
Candle data:
description: The candle data for the requested timeframe.
examples:
-
data:
- close: '56.79'
end_time: 2023-09-07T20:11:00Z
high: '56.79'
low: '56.79'
market_time: po
open: '56.79'
start_time: 2023-09-07T20:10:00Z
total_volume: 13774488
volume: 29812
- close: '56.79'
end_time: 2023-09-07T20:07:00Z
high: '56.79'
low: '56.79'
market_time: po
open: '56.79'
start_time: 2023-09-07T20:06:00Z
total_volume: 13744676
volume: 10699
properties:
close:
$ref: '#/components/schemas/Candle Close'
end_time:
$ref: '#/components/schemas/Candle End time'
high:
$ref: '#/components/schemas/Candle High'
low:
$ref: '#/components/schemas/Candle Low'
market_time:
$ref: '#/components/schemas/Market General Market Time'
open:
$ref: '#/components/schemas/Candle Open'
start_time:
$ref: '#/components/schemas/Candle Start time'
total_volume:
$ref: '#/components/schemas/Candle Total volume'
volume:
$ref: '#/components/schemas/Candle Volume'
title: Candle data
type: object
Charm:
description: ''
examples:
- '9.2'
title: Charm
type: string
Congress Member:
default: Nancy Pelosi
description: |
The full name of a congress member. Cannot contain digits/numbers.
Spaces need to be replaced with either '+' or '%20', e.g. Adam Kinzinger -> Adam+Kinzinger or Adam%20Kinzinger.
examples:
- Adam Kinzinger
title: Congress Member
type: string
Country & Sector exposure:
description: ''
examples:
-
country:
- country: Ireland
weight: '0.0164'
- country: Other
weight: '0.0059'
- country: Switzerland
weight: '0.0043'
- country: Netherlands
weight: '0.0015'
- country: Canada
weight: '0.0014'
- country: Bermuda
weight: '0.0011'
- country: Israel
weight: '0.0001'
- country: United States
weight: '0.9693'
sector:
- sector: Basic Materials
weight: '0.022'
- sector: Communication Services
weight: '0.0861'
- sector: Consumer Cyclical
weight: '0.1091'
- sector: Consumer Defensive
weight: '0.0626'
- sector: Energy
weight: '0.041'
- sector: Financial Services
weight: '0.125'
- sector: Healthcare
weight: '0.1272'
- sector: Industrials
weight: '0.0816'
- sector: Other
weight: '0.00009999999999990905'
- sector: Real Estate
weight: '0.0243'
- sector: Technology
weight: '0.2971'
- sector: Utilities
weight: '0.0239'
properties:
country:
$ref: '#/components/schemas/Etf Countries'
sector:
$ref: '#/components/schemas/Etf Sectors'
title: Country & Sector exposure
type: object
DTE:
description: The number of days until the option expires.
examples:
- 5
title: DTE
type: integer
Daily Market Tide:
description: ''
examples:
-
data:
- date: 2023-09-08
net_call_premium: '660338.0000'
net_put_premium: '-547564.0000'
net_volume: 23558
timestamp: 2023-09-08T09:30:00-04:00
- date: 2023-09-08
net_call_premium: '4907138.0000'
net_put_premium: '-1709539.0000'
net_volume: 64312
timestamp: 2023-09-08T09:31:00-04:00
- date: 2023-09-08
net_call_premium: '4839265.0000'
net_put_premium: '-2731793.0000'
net_volume: 80029
timestamp: 2023-09-08T09:32:00-04:00
properties:
net_call_premium:
$ref: '#/components/schemas/Market General Net Call Premium'
net_put_premium:
$ref: '#/components/schemas/Market General Net Put Premium'
net_volume:
$ref: '#/components/schemas/Market General Net Volume'
timestamp:
$ref: '#/components/schemas/General Tick time'
title: Daily Market Tide
type: object
Darkpool Trade:
description: A darkpool trade.
examples:
-
data:
- canceled: false
executed_at: 2023-02-16T00:59:44Z
ext_hour_sold_codes: extended_hours_trade
market_center: L
nbbo_ask: '19'
nbbo_ask_quantity: 6600
nbbo_bid: '18.99'
nbbo_bid_quantity: 29100
premium: '121538.56'
price: '18.9904'
sale_cond_codes:
size: 6400
ticker: QID
tracking_id: 71984388012245
trade_code:
trade_settlement: regular_settlement
volume: 9946819
- canceled: false
executed_at: 2023-02-16T00:59:44Z
ext_hour_sold_codes: extended_hours_trade
market_center: L
nbbo_ask: '19'
nbbo_ask_quantity: 6600
nbbo_bid: '18.99'
nbbo_bid_quantity: 29100
premium: '353214'
price: '18.99'
sale_cond_codes:
size: 18600
ticker: QID
tracking_id: 71984384768588
trade_code:
trade_settlement: regular_settlement
volume: 9940419
properties:
canceled:
$ref: '#/components/schemas/Single Trade Is Trade Cancelled'
executed_at:
$ref: '#/components/schemas/Single Trade Execution Time'
ext_hour_sold_codes:
$ref: '#/components/schemas/Single Trade External Hour Sold Code'
market_center:
$ref: '#/components/schemas/Single Trade Market Center'
nbbo_ask:
$ref: '#/components/schemas/ToBeDone'
nbbo_ask_quantity:
$ref: '#/components/schemas/ToBeDone'
nbbo_bid:
$ref: '#/components/schemas/ToBeDone'
nbbo_bid_quantity:
$ref: '#/components/schemas/ToBeDone'
premium:
$ref: '#/components/schemas/Option Contract Premium'
price:
$ref: '#/components/schemas/Single Trade Price'
sale_cond_codes:
$ref: '#/components/schemas/Single Trade Sale Cond Code'
size:
$ref: '#/components/schemas/Single Trade Size'
ticker:
$ref: '#/components/schemas/Stock Ticker'
tracking_id:
$ref: '#/components/schemas/Single Trade Tracking ID'
trade_code:
$ref: '#/components/schemas/Single Trade Trade Code'
trade_settlement:
$ref: '#/components/schemas/Single Trade Settlement'
volume:
$ref: '#/components/schemas/Stock Day Stock Volume'
title: Darkpool Trade
type: object
Delta:
description: |
A delta of either 10 or 25.
title: Delta
DynLimitAamjbjwgmep:
description: 'The minimum stock price. Min: 0.'
examples:
- 5.23
minimum: 0
title: DynLimitAamjbjwgmep
type: integer
DynLimitAaxyicjnqfm:
description: 'The minimum ratio of call options volume vs 30 day avg call options volume. Min: 0.'
examples:
- 0.25
minimum: 0
title: DynLimitAaxyicjnqfm
type: integer
DynLimitAazxinorviz:
description: "The maximum open interest on that alert's contract at the time of the alert. Min: 0."
examples:
- 125
minimum: 0
title: DynLimitAazxinorviz
type: integer
DynLimitAbdtyoyeezo:
description: 'The minimum open interest on that contract. Min: 0.'
examples:
- 12300
minimum: 0
title: DynLimitAbdtyoyeezo
type: integer
DynLimitAbmmvsjqabs:
default: 1
description: 'How many items to return. Default: 1. Max: 500. Min: 1.'
examples:
- 10
maximum: 500
minimum: 1
title: DynLimitAbmmvsjqabs
type: integer
DynLimitAbvymhstjax:
description: 'The minimum contract volume to open interest ratio. Min: 0.'
examples:
- 0.32
minimum: 0
title: DynLimitAbvymhstjax
type: integer
DynLimitAcgpkrivurz:
description: 'The minimum open interest vs options volume ratio. Min: 0.'
examples:
- 0.5
minimum: 0
title: DynLimitAcgpkrivurz
type: integer
DynLimitAcuuylcrann:
description: 'The maximum volume on that contract. Min: 0.'
examples:
- 55600
minimum: 0
title: DynLimitAcuuylcrann
type: integer
DynLimitAcxjjxntkyk:
description: |-
The minimum intraday price change of the contract from open till now.
If the first traded contract filled at a price of 1.2, and the most recent trade was made at 1.5,
then the intraday price change is: (1.5 - 1.2) / 1.2 = 0.25.
Min: 0.
examples:
- 0.2
minimum: 0
title: DynLimitAcxjjxntkyk
type: integer
DynLimitAdmzqxnciez:
description: 'The maximum floor volume to contract volume ratio. Min: 0.'
examples:
- 0.45
minimum: 0
title: DynLimitAdmzqxnciez
type: integer
DynLimitAdnesjuexzx:
description: 'The minimum volatility. Min: 0.'
examples:
- 0.15
minimum: 0
title: DynLimitAdnesjuexzx
type: integer
DynLimitAdphwldmrqq:
description: 'The minimum options volume. Min: 0.'
examples:
- 10000
minimum: 0
title: DynLimitAdphwldmrqq
type: integer
DynLimitAdpjidncqnm:
description: 'The minimum multi leg volume to contract volume ratio. Min: 0.'
examples:
- 0.3
minimum: 0
title: DynLimitAdpjidncqnm
type: integer
DynLimitAdqplbgftzp:
description: 'The maximum implied move perc. Max: 1. Min: 0.'
examples:
- 0.6
maximum: 1
minimum: 0
title: DynLimitAdqplbgftzp
type: integer
DynLimitAdzgpnnkhju:
description: 'The maximum iv rank. Max: 100. Min: 0.'
examples:
- 22.6
maximum: 100
minimum: 0
title: DynLimitAdzgpnnkhju
type: integer
DynLimitAebxkkfifmq:
description: 'The maximum open interest change of put contracts compared to the previous day. Min: -1.'
examples:
- 0.2
minimum: -1
title: DynLimitAebxkkfifmq
type: integer
DynLimitAemggnklpjd:
description: 'The minimum options premium. Min: 0.'
examples:
- 10000
minimum: 0
title: DynLimitAemggnklpjd
type: integer
DynLimitAeqgngvyxpr:
description: 'The maximum ratio of call options volume vs 3 day avg call options volume. Min: 0.'
examples:
- 1.72
minimum: 0
title: DynLimitAeqgngvyxpr
type: integer
DynLimitAfqydyatanm:
description: 'The maximum open interest change compared to the previous day. Min: -1.'
examples:
- 0.2
minimum: -1
title: DynLimitAfqydyatanm
type: integer
DynLimitAfrpjgwiygb:
description: 'The minimum call options volume. Min: 0.'
examples:
- 10000
minimum: 0
title: DynLimitAfrpjgwiygb
type: integer
DynLimitAfzgwiehqcl:
description: 'The minimum size on that alert. Size is defined as the sum of the sizes of all transactions that make up the alert. Min: 0.'
examples:
- 125
minimum: 0
title: DynLimitAfzgwiehqcl
type: integer
DynLimitAgklwwddbbm:
default: false
description: Boolean wheter to only include stocks which pay dividends. Setting this to false has no effect.
examples:
- true
title: DynLimitAgklwwddbbm
type: boolean
DynLimitAgnttnwyjni:
description: 'The maximum contract volume to open interest ratio. Min: 0.'
examples:
- 1.58
minimum: 0
title: DynLimitAgnttnwyjni
type: integer
DynLimitAhijpmfgwtt:
description: 'The maximum put to call ratio. Min: 0.'
examples:
- 1.5
minimum: 0
title: DynLimitAhijpmfgwtt
type: integer
DynLimitAhlqafvlumf:
description: 'The minimum put options premium. Min: 0.'
examples:
- 35000
minimum: 0
title: DynLimitAhlqafvlumf
type: integer
DynLimitAielxewrxwu:
description: 'The maximum put options volume. Min: 0.'
examples:
- 35000
minimum: 0
title: DynLimitAielxewrxwu
type: integer
DynLimitAiqwniqqiua:
description: 'The maximum open interest change of call contracts compared to the previous day. Min: -1.'
examples:
- 0.2
minimum: -1
title: DynLimitAiqwniqqiua
type: integer
DynLimitAiqxukgpniv:
default: 500
description: 'How many items to return. Default: 500. Max: 500. Min: 1.'
examples:
- 10
maximum: 500
minimum: 1
title: DynLimitAiqxukgpniv
type: integer
DynLimitAisbhpztyvo:
description: 'The maximum stock price. Min: 0.'
examples:
- 10.53
minimum: 0
title: DynLimitAisbhpztyvo
type: integer
DynLimitAjiokysubro:
default: false
description: Boolean whether to only include stocks which are part of the S&P 500. Setting this to false has no effect.
examples:
- true
title: DynLimitAjiokysubro
type: boolean
DynLimitAjrrcvnhtrz:
description: 'The minimum iv rank. Max: 100. Min: 0.'
examples:
- 0.15
maximum: 100
minimum: 0
title: DynLimitAjrrcvnhtrz
type: integer
DynLimitAktpmqoeofy:
default: false
description: Only include contracts where the volume is greater than the open interest.
examples:
- true
title: DynLimitAktpmqoeofy
type: boolean
DynLimitAkuvydpeqsb:
description: 'The minimum volume on that contract. Min: 0.'
examples:
- 12300
minimum: 0
title: DynLimitAkuvydpeqsb
type: integer
DynLimitAkznvpznjzo:
description: 'The minimum strike. Min: 0.'
examples:
- 120.5
minimum: 0
title: DynLimitAkznvpznjzo
type: integer
DynLimitAlaetkhyrfg:
description: 'The minimum % change to the previous trading day. Min: -1.'
examples:
- -0.45
minimum: -1
title: DynLimitAlaetkhyrfg
type: integer
DynLimitAlwzunqubqu:
description: 'The maximum open interest. Min: 0.'
examples:
- 35000
minimum: 0
title: DynLimitAlwzunqubqu
type: integer
DynLimitAmfrkecwnfj:
description: "The minimum open interest on that alert's contract at the time of the alert. Min: 0."
examples:
- 125
minimum: 0
title: DynLimitAmfrkecwnfj
type: integer
DynLimitAmgtudozlnq:
description: 'The minimum ratio of put options volume vs 3 day avg put options volume. Min: 0.'
examples:
- 0.25
minimum: 0
title: DynLimitAmgtudozlnq
type: integer
DynLimitAmgzkptjjvn:
description: 'The minimum put options premium. Min: 0.'
examples:
- 10000
minimum: 0
title: DynLimitAmgzkptjjvn
type: integer
DynLimitAmltaxtjajj:
description: 'The minimum floor volume on that contract. Min: 0.'
examples:
- 12300
minimum: 0
title: DynLimitAmltaxtjajj
type: integer
DynLimitAmopjlvawgr:
description: 'The minimum implied move. Min: 0.'
examples:
- 0.45
minimum: 0
title: DynLimitAmopjlvawgr
type: integer
DynLimitAmqgqebweqt:
default: true
description: Boolean flag whether all transactions are opening transactions based on OI, Size & Volume.
examples:
- true
title: DynLimitAmqgqebweqt
type: boolean
DynLimitAmueidzsnsc:
default: 100
description: 'How many items to return. Default: 100. Max: 200. Min: 1.'
examples:
- 10
maximum: 200
minimum: 1
title: DynLimitAmueidzsnsc
type: integer
DynLimitAmwliqvynaj:
description: 'The minimum floor volume to contract volume ratio. Min: 0.'
examples:
- 0.2
minimum: 0
title: DynLimitAmwliqvynaj
type: integer
DynLimitAnfcxtqjiqm:
default: true
description: Boolean flag whether a transaction is a intermarket sweep.
examples:
- true
title: DynLimitAnfcxtqjiqm
type: boolean
DynLimitAnqyzpkbbzf:
default: false
description: Only return tickers, that are in the S&P 500 index or the Nasdaq 100 index.
examples:
- true
title: DynLimitAnqyzpkbbzf
type: boolean
DynLimitAobhrkzcssd:
description: 'The maximum ratio of put options volume vs 30 day avg put options volume. Min: 0.'
examples:
- 1.72
minimum: 0
title: DynLimitAobhrkzcssd
type: integer
DynLimitAoeodtqcvbv:
description: 'The maximum ratio of options volume vs 30 day avg options volume. Min: 0.'
examples:
- 1.72
minimum: 0
title: DynLimitAoeodtqcvbv
type: integer
DynLimitAofttqrknrw:
description: 'The maximum premium on that contract. Min: 0.'
examples:
- 53100.32
minimum: 0
title: DynLimitAofttqrknrw
type: integer
DynLimitAoomfzhzrit:
description: 'The minimum marketcap. Min: 0.'
examples:
- 1000000
minimum: 0
title: DynLimitAoomfzhzrit
type: integer
DynLimitAoqbrtjqtpy:
description: 'The minimum call options premium. Min: 0.'
examples:
- 35000
minimum: 0
title: DynLimitAoqbrtjqtpy
type: integer
DynLimitAoqhjlkkhpl:
description: 'The minimum net options premium. Min: 0.'
examples:
- 35000
minimum: 0
title: DynLimitAoqhjlkkhpl
type: integer
DynLimitApfwbbzutqr:
description: 'The maximum call options volume. Min: 0.'
examples:
- 35000
minimum: 0
title: DynLimitApfwbbzutqr
type: integer
DynLimitApgorxielxd:
description: 'The maximum ratio of options volume vs 3 day avg options volume. Min: 0.'
examples:
- 1.72
minimum: 0
title: DynLimitApgorxielxd
type: integer
DynLimitApyqibgdoqz:
description: 'The minimum ratio of call options volume vs 3 day avg call options volume. Min: 0.'
examples:
- 0.25
minimum: 0
title: DynLimitApyqibgdoqz
type: integer
DynLimitAqamqyhhbyd:
description: 'How many items to return. If no limit is given, returns all matching data. Min: 1.'
examples:
- 10
minimum: 1
title: DynLimitAqamqyhhbyd
type: integer
DynLimitAqatvtzxufg:
description: |
The minimum OTM diff of a contract.
Given a strike price of 120 and an underlying price of 98
the diff for a call option would equal to:
(120 - 98) / 98 = 0.2245
The diff for a put option would equal to:
-1 * (120 - 98) / 98 = -0.2245.
examples:
- 0.53
title: DynLimitAqatvtzxufg
type: integer
DynLimitAqcmnijyoys:
description: 'The minimum ratio of put options volume vs 30 day avg put options volume. Min: 0.'
examples:
- 0.25
minimum: 0
title: DynLimitAqcmnijyoys
type: integer
DynLimitAqikvrcdczf:
description: "The maximum volume on that alert's contract at the time of the alert. Min: 0."
examples:
- 125
minimum: 0
title: DynLimitAqikvrcdczf
type: integer
DynLimitAqiohpsziso:
description: 'The maximum multi leg volume to contract volume ratio. Min: 0.'
examples:
- 0.5
minimum: 0
title: DynLimitAqiohpsziso
type: integer
DynLimitAqmsbtkvcgk:
description: 'The maximum implied move. Min: 0.'
examples:
- 1.4
minimum: 0
title: DynLimitAqmsbtkvcgk
type: integer
DynLimitAqqnasuzpct:
description: 'The maximum marketcap. Min: 0.'
examples:
- 250000000
minimum: 0
title: DynLimitAqqnasuzpct
type: integer
DynLimitAqsvqnpmpxq:
description: 'The minimum days to expiry. Min: 0.'
examples:
- 1
minimum: 0
title: DynLimitAqsvqnpmpxq
type: integer
DynLimitAramwklcthf:
default: true
description: Boolean flag whether a transaction is a call.
examples:
- true
title: DynLimitAramwklcthf
type: boolean
DynLimitArayimtbrpc:
description: 'The minimum premium on that contract. Min: 0.'
examples:
- 12500.5
minimum: 0
title: DynLimitArayimtbrpc
type: integer
DynLimitArbitojiixg:
description: 'The maximum floor volume on that contract. Min: 0.'
examples:
- 55800
minimum: 0
title: DynLimitArbitojiixg
type: integer
DynLimitArdokgzdjqm:
description: 'The maximum premium on that alert. Min: 0.'
examples:
- 12500.5
minimum: 0
title: DynLimitArdokgzdjqm
type: integer
DynLimitAretlafeayz:
description: 'The maximum volatility. Min: 0.'
examples:
- 0.6
minimum: 0
title: DynLimitAretlafeayz
type: integer
DynLimitArjmtuxjkjs:
description: |
The minimum OTM diff of a contract.
Given a strike price of 120 and an underlying price of 98
the diff for a call option would equal to:
(120 - 98) / 98 = 0.2245
The diff for a put option would equal to:
-1 * (120 - 98) / 98 = -0.2245.
examples:
- 1.34
title: DynLimitArjmtuxjkjs
type: integer
DynLimitArpedvptwpq:
description: 'The maximum % change to the previous trading day. Min: -1.'
examples:
- 0.2
minimum: -1
title: DynLimitArpedvptwpq
type: integer
DynLimitArxhwzqhnwn:
default: 50
description: 'How many items to return. Default: 50. Min: 1.'
examples:
- 10
minimum: 1
title: DynLimitArxhwzqhnwn
type: integer
DynLimitAsawcqthixh:
description: 'How many items to return. Max: 2500. Min: 1.'
examples:
- 10
maximum: 2500
minimum: 1
title: DynLimitAsawcqthixh
type: integer
DynLimitAshrfjgorlv:
description: "The minimum volume on that alert's contract at the time of the alert. Min: 0."
examples:
- 125
minimum: 0
title: DynLimitAshrfjgorlv
type: integer
DynLimitAsrtcrkghex:
description: |-
The maximum intraday price change for the contract since market open.
If the first traded contract filled at a price of 1.2, and the most recent trade was made at 1.5,
then the intraday price change is: (1.5 - 1.2) / 1.2 = 0.25.
Min: 0.
examples:
- 0.6
minimum: 0
title: DynLimitAsrtcrkghex
type: integer
DynLimitAsskdzuckaa:
description: 'The maximum ratio of call options volume vs 30 day avg call options volume. Min: 0.'
examples:
- 1.72
minimum: 0
title: DynLimitAsskdzuckaa
type: integer
DynLimitAssvxrytwgo:
description: 'The maximum days to expiry. Min: 0.'
examples:
- 3
minimum: 0
title: DynLimitAssvxrytwgo
type: integer
DynLimitAsuqidonqwc:
description: 'The maximum ratio of put options volume vs 3 day avg put options volume. Min: 0.'
examples:
- 1.72
minimum: 0
title: DynLimitAsuqidonqwc
type: integer
DynLimitAszkdhbpmbg:
description: 'The maximum open interest vs options volume ratio. Min: 0.'
examples:
- 1.5
minimum: 0
title: DynLimitAszkdhbpmbg
type: integer
DynLimitAubyuvmshpt:
description: 'The minimum ratio of options volume vs 3 day avg options volume. Min: 0.'
examples:
- 0.25
minimum: 0
title: DynLimitAubyuvmshpt
type: integer
DynLimitAuhqgtmbgfy:
description: 'The minimum put options volume. Min: 0.'
examples:
- 10000
minimum: 0
title: DynLimitAuhqgtmbgfy
type: integer
DynLimitAukscmlppho:
description: 'The minimum implied move perc. Max: 1. Min: 0.'
examples:
- 0.15
maximum: 1
minimum: 0
title: DynLimitAukscmlppho
type: integer
DynLimitAuldaenclsu:
description: 'The maximum options volume. Min: 0.'
examples:
- 35000
minimum: 0
title: DynLimitAuldaenclsu
type: integer
DynLimitAvkwzhqdgcc:
description: 'The minimum call options premium. Min: 0.'
examples:
- 10000
minimum: 0
title: DynLimitAvkwzhqdgcc
type: integer
DynLimitAvoguwyhkhx:
description: 'The maximum % price change of the contract to the previous day. Min: 0.'
examples:
- 0.68
minimum: 0
title: DynLimitAvoguwyhkhx
type: integer
DynLimitAvwrboubisv:
description: 'The minimum open interest change of call contracts compared to the previous day. Min: -1.'
examples:
- -0.45
minimum: -1
title: DynLimitAvwrboubisv
type: integer
DynLimitAvwsoxnytae:
description: 'The minimum % price change of the contract to the previous day. Min: 0.'
examples:
- 0.5
minimum: 0
title: DynLimitAvwsoxnytae
type: integer
DynLimitAwjdaquxrrf:
description: 'The minimum put to call ratio. Min: 0.'
examples:
- 0.5
minimum: 0
title: DynLimitAwjdaquxrrf
type: integer
DynLimitAwkjcbdgbuv:
description: 'The minimum open interest change compared to the previous day. Min: -1.'
examples:
- -0.45
minimum: -1
title: DynLimitAwkjcbdgbuv
type: integer
DynLimitAwlkzpcgxay:
default: true
description: Boolean flag whether a transaction is a put.
examples:
- true
title: DynLimitAwlkzpcgxay
type: boolean
DynLimitAxghjcokilr:
description: 'The minimum net options premium. Min: 0.'
examples:
- 10000
minimum: 0
title: DynLimitAxghjcokilr
type: integer
DynLimitAxkaqvfjvzn:
description: 'The minimum open interest change of put contracts compared to the previous day. Min: -1.'
examples:
- -0.45
minimum: -1
title: DynLimitAxkaqvfjvzn
type: integer
DynLimitAxkkaryvarc:
description: 'The minimum ratio of options volume vs 30 day avg options volume. Min: 0.'
examples:
- 0.25
minimum: 0
title: DynLimitAxkkaryvarc
type: integer
DynLimitAynumvdiypf:
default: false
description: Only include contracts which are currently out of the money.
examples:
- true
title: DynLimitAynumvdiypf
type: boolean
DynLimitAypyzbazxtg:
description: 'The maximum size on that alert. Min: 0.'
examples:
- 125
minimum: 0
title: DynLimitAypyzbazxtg
type: integer
DynLimitAzbxguusvdu:
description: 'The minimum open interest. Min: 0.'
examples:
- 10000
minimum: 0
title: DynLimitAzbxguusvdu
type: integer
DynLimitAzcygndqclk:
default: 10
description: 'The minimum amount of years data for the month need to be available for the ticker. Default: 10. Min: 1.'
examples:
- 3
minimum: 1
title: DynLimitAzcygndqclk
type: integer
DynLimitAzfbqcnowjg:
description: 'The maximum open interest on that contract. Min: 0.'
examples:
- 55600
minimum: 0
title: DynLimitAzfbqcnowjg
type: integer
DynLimitAzjapiodvay:
default: true
description: Boolean flag whether a transaction is from the floor.
examples:
- true
title: DynLimitAzjapiodvay
type: boolean
DynLimitAzompjhfmeu:
description: 'The minimum options premium. Min: 0.'
examples:
- 35000
minimum: 0
title: DynLimitAzompjhfmeu
type: integer
DynLimitAzypbfzepbq:
description: 'The minimum premium on that alert. Min: 0.'
examples:
- 12500.5
minimum: 0
title: DynLimitAzypbfzepbq
type: integer
Earning:
description: |
Earnings information for a ticker and date.
examples:
-
data:
- close: '24.22'
close_date: 2023-02-14
continent: North America
country_code: US
country_name: UNITED STATES
ending_fiscal_quarter: 2022-12-31
eps_mean_est: '0.36'
full_name: INVENTRUST PROPERTIES
has_options: true
implied_move: '0.1003106047550717336683417085'
is_s_p_500: false
marketcap: '1649115201'
prev: '24.27'
prev_date: 2023-02-13
report_date: 2023-02-14
report_time: postmarket
sector: Real Estate
source: company
street_mean_est: '0.36'
symbol: IVT
- close: '39.06'
close_date: 2023-02-14
continent: Europe
country_code: LU
country_name: LUXEMBOURG
ending_fiscal_quarter: 2022-12-31
eps_mean_est: '0.18'
full_name: TERNIUM SA
has_options: true
implied_move: '0.06470822359148703557312252964'
is_s_p_500: false
marketcap: '7375279462'
prev: '37.88'
prev_date: 2023-02-13
report_date: 2023-02-14
report_time: postmarket
sector: Basic Materials
source: company
street_mean_est: '0.183'
symbol: TX
properties:
close:
$ref: '#/components/schemas/ToBeDone'
close_date:
$ref: '#/components/schemas/General ISO Date'
continent:
$ref: '#/components/schemas/ToBeDone'
country_code:
$ref: '#/components/schemas/ToBeDone'
country_name:
$ref: '#/components/schemas/ToBeDone'
ending_fiscal_quarter:
$ref: '#/components/schemas/General ISO Date'
eps_mean_est:
$ref: '#/components/schemas/ToBeDone'
full_name:
$ref: '#/components/schemas/ToBeDone'
has_options:
$ref: '#/components/schemas/ToBeDone'
implied_move:
$ref: '#/components/schemas/ToBeDone'
is_s_p_500:
$ref: '#/components/schemas/ToBeDone'
marketcap:
$ref: '#/components/schemas/ToBeDone'
prev:
$ref: '#/components/schemas/ToBeDone'
prev_date:
$ref: '#/components/schemas/General ISO Date'
report_date:
$ref: '#/components/schemas/General ISO Date'
sector:
$ref: '#/components/schemas/ToBeDone'
source:
$ref: '#/components/schemas/ToBeDone'
street_mean_est:
$ref: '#/components/schemas/ToBeDone'
symbol:
$ref: '#/components/schemas/ToBeDone'
title: Earning
type: object
Economic Event:
description: The event/reason. Can be a fed speaker or an economic report/indicator
examples:
- PCE index
title: Economic Event
type: string
Economic Forecast:
description: The forecast if the event is an economic report/indicator
examples:
- '69.4'
title: Economic Forecast
type: string
Economic Previous:
description: The previous value of the preceding period if the event is an economic report/indicator
examples:
- '69.4'
title: Economic Previous
type: string
Economic Reported Period:
description: The period for that the economic report/indicator is being reported.
examples:
- December
title: Economic Reported Period
type: string
Economic Time:
description: The time at which the event will start as UTC timestamp.
examples:
- 2023-12-22T13:30:00Z
title: Economic Time
type: string
Economic Type:
description: The type of the event
enum:
- fed-speaker
- fomc
- report
examples:
- fomc
title: Economic Type
type: string
Economic calendar:
description: The economic calendar for the current & next week
examples:
-
data:
- event: Consumer sentiment (final)
forecast: '69.4'
prev: '69.4'
reported_period: December
time: 2023-12-22T15:00:00Z
type: report
- event: PCE index
forecast:
prev: 0.0%
reported_period: November
time: 2023-12-22T13:30:00Z
type: report
properties:
event:
$ref: '#/components/schemas/Economic Event'
forecast:
$ref: '#/components/schemas/Economic Forecast'
prev:
$ref: '#/components/schemas/Economic Previous'
reported_period:
$ref: '#/components/schemas/Economic Reported Period'
time:
$ref: '#/components/schemas/Economic Time'
type:
$ref: '#/components/schemas/Economic Type'
title: Economic calendar
type: object
Error Message:
description: A json object containing information on the error cause.
examples:
-
msg: 'Invalid path input: MSFT12 (valid example: AAPL) - Invalid query input(s): date=2023-02-140 (valid example: date=2024-01-18)'
path: /api/darkpool/MSFT12
query: date=2023-02-140
url: localhost:4000/api/darkpool/MSFT12?date=2023-02-140
properties:
msg:
description: An error message containing information about the faulty input.
type: string
path:
description: The URL path segment.
type: string
query:
description: The URL query segment.
type: string
url:
description: The full URL causing the error.
type: string
title: Error Message
type: object
Error Message on an internal server error.:
description: A plain message informing, that an internal server error occured. In this case please send a mail with the full URL that caused the issue to [email protected].
examples:
- Something went wrong
title: Error Message on an internal server error.
type: string
Error Message stating that the requested element was not found causing an empty result to be generated.:
description: A message containing an empty JSON response, indicating that the requested element was not found causing an empty result to be generated.
examples:
- '{}'
title: Error Message stating that the requested element was not found causing an empty result to be generated.
type: object
Etf AUM:
description: The total assets under management (AUM) of the ETF.
examples:
- '428887833900'
title: Etf AUM
type: string
Etf Company:
description: The company which oversees the ETF.
examples:
- SPDR
title: Etf Company
type: string
Etf Countries:
description: A list of countries with their exposure by percentage.
examples:
- |
[
{
"country": "Netherlands",
"weight": "0.0015"
},
{
"country": "Canada",
"weight": "0.0014"
}
]
items:
description: A country and it's corresponding exposure in percentage.
examples:
- |
{
"country": "Switzerland",
"weight": "0.0043"
}
properties:
country:
description: The country.
examples:
- Ireland
type: string
weight:
description: The country exposure in percentage.
examples:
- '0.0164'
type: string
type: object
title: Etf Countries
type: array
Etf Description:
description: Information about the ETF.
examples:
- The Trust seeks to achieve its investment objective by holding a portfolio of the common stocks that are included in the index (the “Portfolio”), with the weight of each stock in the Portfolio substantially corresponding to the weight of such stock in the index.
title: Etf Description
type: string
Etf Domicile:
description: The domicile of the ETF.
examples:
- US
title: Etf Domicile
type: string
Etf Expense Ratio:
description: The expense ratio of the ETF.
examples:
- '0.0945'
title: Etf Expense Ratio
type: string
Etf Full Name:
description: The full name of the ETF.
examples:
- SPDR S&P 500 ETF Trust
title: Etf Full Name
type: string
Etf Holdings Count:
description: The amount of holdings the ETF has.
examples:
- 503
title: Etf Holdings Count
type: integer
Etf Inception Date:
description: The inception date of the ETF as an ISO date.
examples:
- 1993-01-22
title: Etf Inception Date
type: string
Etf Info:
description: ''
examples:
-
data:
aum: '428887833900'
avg30_volume: '73784934'
call_vol: 284364
description: The Trust seeks to achieve its investment objective by holding a portfolio of the common stocks that are included in the index (the “Portfolio”), with the weight of each stock in the Portfolio substantially corresponding to the weight of such stock in the index.
domicile: US
etf_company: SPDR
expense_ratio: '0.0945'
has_options: true
holdings_count: 503
inception_date: 1993-01-22
name: SPDR S&P 500 ETF Trust
opt_vol: 533227
put_vol: 248863
stock_vol: 4348819
website: https://www.ssga.com/us/en/institutional/etfs/funds/spdr-sp-500-etf-trust-spy
properties:
aum:
$ref: '#/components/schemas/Etf AUM'
avg30_volume:
$ref: '#/components/schemas/Stock Average 30 Day Volume'
call_vol:
$ref: '#/components/schemas/Market General Call Volume'
description:
$ref: '#/components/schemas/Etf Description'
domicile:
$ref: '#/components/schemas/Etf Domicile'
etf_company:
$ref: '#/components/schemas/Etf Company'
expense_ratio:
$ref: '#/components/schemas/Etf Expense Ratio'
has_options:
$ref: '#/components/schemas/Stock Has Options'
holdings_count:
$ref: '#/components/schemas/Etf Holdings Count'
inception_date:
$ref: '#/components/schemas/Etf Inception Date'
name:
$ref: '#/components/schemas/Etf Full Name'
opt_vol:
$ref: '#/components/schemas/Etf Total Volume'
put_vol:
$ref: '#/components/schemas/Market General Put Volume'
stock_vol:
$ref: '#/components/schemas/Stock Day Stock Volume'
website:
$ref: '#/components/schemas/Etf Website Url'
title: Etf Info
type: object
Etf Sector Full Name:
description: The name/sector of the SPDR sector ETF.
examples:
- S&P 500 Index
title: Etf Sector Full Name
type: string
Etf Sectors:
description: A list of sectors with their exposure by percentage.
examples:
- |
[
{
"sector": "Basic Materials",
"weight": "0.022"
},
{
"sector": "Communication Services",
"weight": "0.0861"
}
]
items:
description: A sector and it's corresponding exposure in percentage.
examples:
- |
{
"sector": "Basic Materials",
"weight": "0.022"
}
properties:
sector:
description: The sector.
examples:
- Healthcare
type: string
weight:
description: The sector exposure in percentage.
examples:
- '0.1272'
type: string
type: object
title: Etf Sectors
type: array
Etf Total Volume:
description: The total options volume traded for the last trading day.
examples:
- 533227
title: Etf Total Volume
type: integer
Etf Website Url:
description: A link to the website of the ETF.
examples:
- https://www.ssga.com/us/en/institutional/etfs/funds/spdr-sp-500-etf-trust-spy
title: Etf Website Url
type: string
Expiry:
description: The expiry date of an option contract in ISO format.
examples:
- 2022-05-30
title: Expiry
type: string
Expiry breakdown:
description: All expirations for a ticker
examples:
-
data:
- chains: 5000
expiry: 2023-09-07
open_interest: 554
volume: 1566232
- chains: 50
expiry: 2023-10-20
open_interest: 0
volume: 1532
- chains: 20
expiry: 2023-11-30
open_interest: 33112
volume: 931
properties:
chains:
description: The total amount of chains for that expiry
examples:
- 12223
type: integer
expiry:
$ref: '#/components/schemas/Option Contract Expiry'
open_interest:
description: The total open interest for that expiry
examples:
- 12223
type: integer
volume:
description: The total volume for that expiry
examples:
- 12223
type: integer
title: Expiry breakdown
type: object
Expiry dates:
description: A single expiry date in ISO date format.
examples:
- 2024-02-02
title: Expiry dates
type: string
FDA Calendar Catalyst:
description: The kind of upcoming date causing the event.
examples:
- PDUFA Date
title: FDA Calendar Catalyst
type: string
FDA Calendar Description:
description: The description of the event.
examples:
- The FDA extended the new target action date for a decision under the Prescription Drug User Fee Act (PDUFA) to February 24, 2024, but agreed to work with Iovance to expedite the remaining review for a potentially earlier approval date.
title: FDA Calendar Description
type: string
FDA Calendar Drug:
description: The name of the drug.
examples:
- Lifileucel
title: FDA Calendar Drug
type: string
FDA Calendar End Date:
description: The event end date in ISO date format.
examples:
- 2024-02-24
title: FDA Calendar End Date
type: string
FDA Calendar Indication:
description: The sickness or symptom the drug is used to treat.
examples:
- for the Treatment of Advanced Melanoma
title: FDA Calendar Indication
type: string
FDA Calendar Start Time:
description: The event start date in ISO date format.
examples:
- 2024-02-24
title: FDA Calendar Start Time
type: string
FDA Calendar Status:
description: The status of the drug admission.
examples:
- NDA
title: FDA Calendar Status
type: string
FDA Calendar Ticker:
description: The ticker of the company applying for drug admission.
examples:
- IOVA
title: FDA Calendar Ticker
type: string
Fda calendar:
description: The fda calendar for the current week
examples:
-
data:
- catalyst: PDUFA Date
description: The FDA extended the new target action date for a decision under the Prescription Drug User Fee Act (PDUFA) to February 24, 2024, but agreed to work with Iovance to expedite the remaining review for a potentially earlier approval date.
drug: Lifileucel
end_date: 2024-02-24
indication: for the Treatment of Advanced Melanoma
start_date: 2024-02-24
status: NDA
ticker: IOVA
- catalyst: ''
description: FDA decision on Roluperidone for the treatment of negative symptoms in schizophrenia
drug: Roluperidone
end_date: 2024-02-26
indication: ''
start_date: 2024-02-26
status: NDA
ticker: NERV
properties:
catalyst:
$ref: '#/components/schemas/FDA Calendar Catalyst'
description:
$ref: '#/components/schemas/FDA Calendar Description'
drug:
$ref: '#/components/schemas/FDA Calendar Drug'
end_date:
$ref: '#/components/schemas/FDA Calendar End Date'
indication:
$ref: '#/components/schemas/FDA Calendar Indication'
start_date:
$ref: '#/components/schemas/FDA Calendar Start Time'
status:
$ref: '#/components/schemas/FDA Calendar Status'
ticker:
$ref: '#/components/schemas/FDA Calendar Ticker'
title: Fda calendar
type: object
Flow Alert:
description: |
Representation of a flow alert.
examples:
-
data:
- alert_rule: RepeatedHits
all_opening_trades: false
created_at: 2023-12-12T16:35:52.168490Z
expiry: 2023-12-22
expiry_count: 1
has_floor: false
has_multileg: false
has_singleleg: true
has_sweep: true
open_interest: 7913
option_chain: MSFT231222C00375000
price: '4.05'
strike: '375'
ticker: MSFT
total_ask_side_prem: '151875'
total_bid_side_prem: '405'
total_premium: '186705'
total_size: 461
trade_count: 32
type: call
underlying_price: '372.99'
volume: 2442
volume_oi_ratio: '0.30860609124226'
properties:
alert_rule:
$ref: '#/components/schemas/Alert Rule Name'
all_opening_trades:
$ref: '#/components/schemas/Option Contract All Opening Trades'
created_at:
$ref: '#/components/schemas/General UTC Timestamp'
expiry:
$ref: '#/components/schemas/Option Contract Expiry'
expiry_count:
$ref: '#/components/schemas/Option Contract Expiry Count'
has_floor:
$ref: '#/components/schemas/Option Contract Has Floor'
has_multileg:
$ref: '#/components/schemas/Single Trade Has Multileg'
has_singleleg:
$ref: '#/components/schemas/Single Trade Is Single Leg'
has_sweep:
$ref: '#/components/schemas/Single Trade Is Sweep'
open_interest:
$ref: '#/components/schemas/ToBeDone'
option_chain:
$ref: '#/components/schemas/Option Contract Symbol'
price:
$ref: '#/components/schemas/ToBeDone'
strike:
$ref: '#/components/schemas/Option Contract Strike'
ticker:
$ref: '#/components/schemas/ToBeDone'
total_ask_side_prem:
$ref: '#/components/schemas/ToBeDone'
total_bid_side_prem:
$ref: '#/components/schemas/ToBeDone'
total_premium:
$ref: '#/components/schemas/ToBeDone'
total_size:
$ref: '#/components/schemas/ToBeDone'
trade_count:
$ref: '#/components/schemas/ToBeDone'
type:
$ref: '#/components/schemas/Option Contract Type'
underlying_price:
$ref: '#/components/schemas/ToBeDone'
volume:
$ref: '#/components/schemas/ToBeDone'
volume_oi_ratio:
$ref: '#/components/schemas/ToBeDone'
title: Flow Alert
type: object
Flow alert rule:
description: ''
enum:
- FloorTradeSmallCap
- FloorTradeMidCap
- RepeatedHits
- RepeatedHitsAscendingFill
- RepeatedHitsDescendingFill
- FloorTradeLargeCap
- OtmEarningsFloor
- LowHistoricVolumeFloor
- VolumeOverOi
- SweepsFollowedByFloor
examples:
- RepeatedHits
title: Flow alert rule
type: string
Flow per expiry:
description: |
The flow data per expiry for a trading day.
examples:
-
data:
- call_otm_premium: '3885339'
call_otm_trades: 10213
call_otm_volume: 81598
call_premium: '5839180'
call_premium_ask_side: '2615356'
call_premium_bid_side: '2722619'
call_trades: 11383
call_volume: 89177
call_volume_ask_side: 43669
call_volume_bid_side: 40164
date: 2024-01-22
expiry: 2024-01-26
put_otm_premium: '632247'
put_otm_trades: 2077
put_otm_volume: 12164
put_premium: '4802145'
put_premium_ask_side: '3593584'
put_premium_bid_side: '690572'
put_trades: 2744
put_volume: 20101
put_volume_ask_side: 7396
put_volume_bid_side: 8113
ticker: BABA
- call_otm_premium: '1264038'
call_otm_trades: 2550
call_otm_volume: 17525
call_premium: '1869073'
call_premium_ask_side: '885103'
call_premium_bid_side: '832727'
call_trades: 2936
call_volume: 19268
call_volume_ask_side: 7778
call_volume_bid_side: 9875
date: 2024-01-22
expiry: 2024-02-02
put_otm_premium: '206709'
put_otm_trades: 588
put_otm_volume: 3581
put_premium: '627117'
put_premium_ask_side: '191982'
put_premium_bid_side: '354687'
put_trades: 847
put_volume: 4709
put_volume_ask_side: 1238
put_volume_bid_side: 3004
ticker: BABA
date: 2024-01-22
properties:
call_otm_premium:
$ref: '#/components/schemas/Market General Call OTM Premium'
call_otm_trades:
$ref: '#/components/schemas/Market General Call OTM Trades'
call_otm_volume:
$ref: '#/components/schemas/Market General Call OTM Volume'
call_premium:
$ref: '#/components/schemas/Market General Call Premium'
call_premium_ask_side:
$ref: '#/components/schemas/Market General Call Premium Ask Side'
call_premium_bid_side:
$ref: '#/components/schemas/Market General Call Premium Bid Side'
call_trades:
$ref: '#/components/schemas/Market General Call Trades'
call_volume:
$ref: '#/components/schemas/Market General Call Volume'
call_volume_ask_side:
$ref: '#/components/schemas/Market General Call Volume Ask Side'
call_volume_bid_side:
$ref: '#/components/schemas/Market General Call Volume Bid Side'
date:
$ref: '#/components/schemas/Market General Trading day'
expiry:
$ref: '#/components/schemas/Option Contract Expiry'
put_otm_premium:
$ref: '#/components/schemas/Market General Put OTM Premium'
put_otm_trades:
$ref: '#/components/schemas/Market General Put OTM Trades'
put_otm_volume:
$ref: '#/components/schemas/Market General Put OTM Volume'
put_premium:
$ref: '#/components/schemas/Market General Put Premium'
put_premium_ask_side:
$ref: '#/components/schemas/Market General Put Premium Ask Side'
put_premium_bid_side:
$ref: '#/components/schemas/Market General Put Premium Bid Side'
put_trades:
$ref: '#/components/schemas/Market General Put Trades'
put_volume:
$ref: '#/components/schemas/Market General Put Volume'
put_volume_ask_side:
$ref: '#/components/schemas/Market General Put Volume Ask Side'
put_volume_bid_side:
$ref: '#/components/schemas/Market General Put Volume Bid Side'
ticker:
$ref: '#/components/schemas/Stock Ticker'
title: Flow per expiry
type: object
Flow per strike:
description: |
The flow data per strike for a trading day.
examples:
-
- call_otm_premium: '9908777.0'
call_otm_trades: 6338
call_otm_volume: 40385
call_premium: '9908777.0'
call_premium_ask_side: '5037703.0'
call_premium_bid_side: '4055973.0'
call_trades: 6338
call_volume: 40385
call_volume_ask_side: 20145
call_volume_bid_side: 16923
date: 2024-01-22
put_otm_premium: '0.0'
put_otm_trades: 0
put_otm_volume: 0
put_premium: '2746872.0'
put_premium_ask_side: '799873.0'
put_premium_bid_side: '1614848.0'
put_trades: 841
put_volume: 4306
put_volume_ask_side: 1398
put_volume_bid_side: 2323
strike: '70.0'
ticker: BABA
- call_otm_premium: '4208428.0'
call_otm_trades: 2875
call_otm_volume: 28218
call_premium: '4208428.0'
call_premium_ask_side: '1543361.0'
call_premium_bid_side: '1589925.0'
call_trades: 2875
call_volume: 28218
call_volume_ask_side: 14048
call_volume_bid_side: 10418
date: 2024-01-22
put_otm_premium: '0.0'
put_otm_trades: 0
put_otm_volume: 0
put_premium: '1996364.0'
put_premium_ask_side: '432005.0'
put_premium_bid_side: '1317894.0'
put_trades: 323
put_volume: 2270
put_volume_ask_side: 482
put_volume_bid_side: 1545
strike: '75.0'
ticker: BABA
properties:
call_otm_premium:
$ref: '#/components/schemas/Market General Call OTM Premium'
call_otm_trades:
$ref: '#/components/schemas/Market General Call OTM Trades'
call_otm_volume:
$ref: '#/components/schemas/Market General Call OTM Volume'
call_premium:
$ref: '#/components/schemas/Market General Call Premium'
call_premium_ask_side:
$ref: '#/components/schemas/Market General Call Premium Ask Side'
call_premium_bid_side:
$ref: '#/components/schemas/Market General Call Premium Bid Side'
call_trades:
$ref: '#/components/schemas/Market General Call Trades'
call_volume:
$ref: '#/components/schemas/Market General Call Volume'
call_volume_ask_side:
$ref: '#/components/schemas/Market General Call Volume Ask Side'
call_volume_bid_side:
$ref: '#/components/schemas/Market General Call Volume Bid Side'
date:
$ref: '#/components/schemas/Market General Trading day'
put_otm_premium:
$ref: '#/components/schemas/Market General Put OTM Premium'
put_otm_trades:
$ref: '#/components/schemas/Market General Put OTM Trades'
put_otm_volume:
$ref: '#/components/schemas/Market General Put OTM Volume'
put_premium:
$ref: '#/components/schemas/Market General Put Premium'
put_premium_ask_side:
$ref: '#/components/schemas/Market General Put Premium Ask Side'
put_premium_bid_side:
$ref: '#/components/schemas/Market General Put Premium Bid Side'
put_trades:
$ref: '#/components/schemas/Market General Put Trades'
put_volume:
$ref: '#/components/schemas/Market General Put Volume'
put_volume_ask_side:
$ref: '#/components/schemas/Market General Put Volume Ask Side'
put_volume_bid_side:
$ref: '#/components/schemas/Market General Put Volume Bid Side'
strike:
$ref: '#/components/schemas/Option Contract Strike'
ticker:
$ref: '#/components/schemas/Stock Ticker'
title: Flow per strike
type: object
Gamma:
description: ''
examples:
- '0.005'
title: Gamma
type: string
General ISO Date:
description: An ISO date.
examples:
- 2024-01-09
title: General ISO Date
type: string
General Tick time:
description: The start time of the tick as a timestamp with timezone.
examples:
- 2023-09-07T09:30:00-04:00
title: General Tick time
type: string
General UTC Timestamp:
description: A UTC timestamp.
examples:
- 2023-12-12T16:35:52.168490Z
title: General UTC Timestamp
type: string
Gex Calculation Time:
description: The UTC timestamp of the calculation
examples:
- 2023-12-13T05:00:41.481000Z
title: Gex Calculation Time
type: string
Gex Call Charm:
description: The sum of the charm values of all call transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract).
examples:
- '102382359.5786'
title: Gex Call Charm
type: string
Gex Call Delta:
description: The sum of the delta values of all call transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract).
examples:
- '227549667.4651'
title: Gex Call Delta
type: string
Gex Call Gamma:
description: The sum of the gamma values of all call transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract).
examples:
- '9356683.4241'
title: Gex Call Gamma
type: string
Gex Call Vanna:
description: The sum of the vanna values of all call transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract).
examples:
- '152099632406.9564'
title: Gex Call Vanna
type: string
Gex Charm Per One Percent Move OI:
description: |
The charm 1% move based on OI:
This is calculated as charm * open interest * 365
examples:
- '5124108502049.17'
title: Gex Charm Per One Percent Move OI
type: string
Gex Charm Per One Percent Move Volume:
description: |
The charm 1% move based on volume:
This is calculated as charm * volume * 365
examples:
- '320909908341.10'
title: Gex Charm Per One Percent Move Volume
type: string
Gex Delta Per One Percent Move OI:
description: |
The delta 1% move based on OI:
This is calculated as delta * open interest * price * price
examples:
- '70827151575067.12'
title: Gex Delta Per One Percent Move OI
type: string
Gex Delta Per One Percent Move Volume:
description: |
The delta 1% move based on volume:
This is calculated as delta * volume * price * price
examples:
- '2282895170748.09'
title: Gex Delta Per One Percent Move Volume
type: string
Gex Gamma Per One Percent Move OI:
description: |
The gamma 1% move based on OI:
This is calculated as gamma * open interest * price * price
examples:
- '65476967081.41'
title: Gex Gamma Per One Percent Move OI
type: string
Gex Gamma Per One Percent Move Volume:
description: |
The gamma 1% move based on volume:
This is calculated as gamma * volume * price * price
examples:
- '12921519098.30'
title: Gex Gamma Per One Percent Move Volume
type: string
Gex Put Charm:
description: The sum of the charm values of all put transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract).
examples:
- '-943028472.4815'
title: Gex Put Charm
type: string
Gex Put Delta:
description: The sum of the delta values of all put transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract).
examples:
- '-191893077.7193'
title: Gex Put Delta
type: string
Gex Put Gamma:
description: The sum of the gamma values of all put transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract).
examples:
- '-12337386.0524'
title: Gex Put Gamma
type: string
Gex Put Vanna:
description: The sum of the vanna values of all put transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract).
examples:
- '488921784213.1121'
title: Gex Put Vanna
type: string
Gex Underlying Price:
description: |
The underlying price used in calculations.
NOTE: For any index ticker this will be the current ATM strike.
examples:
- '4650'
title: Gex Underlying Price
type: string
Gex Vanna Per One Percent Move OI:
description: |
The vanna 1% move based on OI:
This is calculated as vanna * open interest
examples:
- '-54622844772.90'
title: Gex Vanna Per One Percent Move OI
type: string
Gex Vanna Per One Percent Move Volume:
description: |
The vanna 1% move based on volume:
This is calculated as vanna * volume
examples:
- '-5559678859.12'
title: Gex Vanna Per One Percent Move Volume
type: string
Greek Exposure:
description: ''
examples:
-
data:
- call_charm: '102382359.5786'
call_delta: '227549667.4651'
call_gamma: '9356683.4241'
call_vanna: '152099632406.9564'
date: 2023-09-08
put_charm: '-943028472.4815'
put_delta: '-191893077.7193'
put_gamma: '-12337386.0524'
put_vanna: '488921784213.1121'
- call_charm: '81465130.0002'
call_delta: '210202465.3421'
call_gamma: '8456599.8505'
call_vanna: '161231587973.6811'
date: 2023-09-07
put_charm: '-1054548432.6111'
put_delta: '-210881557.3003'
put_gamma: '-12703877.0243'
put_vanna: '488921784213.1121'
properties:
call_charm:
$ref: '#/components/schemas/Gex Call Charm'
call_delta:
$ref: '#/components/schemas/Gex Call Delta'
call_gamma:
$ref: '#/components/schemas/Gex Call Gamma'
call_vanna:
$ref: '#/components/schemas/Gex Call Vanna'
date:
$ref: '#/components/schemas/Market General Trading day'
put_charm:
$ref: '#/components/schemas/Gex Put Charm'
put_delta:
$ref: '#/components/schemas/Gex Put Delta'
put_gamma:
$ref: '#/components/schemas/Gex Put Gamma'
put_vanna:
$ref: '#/components/schemas/Gex Put Vanna'
title: Greek Exposure
type: object
Greek Exposure By Strike:
description: ''
examples:
-
data:
- call_charm: '102382359.5786'
call_delta: '227549667.4651'
call_gamma: '9356683.4241'
call_vanna: '152099632406.9564'
put_charm: '-943028472.4815'
put_delta: '-191893077.7193'
put_gamma: '-12337386.0524'
put_vanna: '488921784213.1121'
strike: '150'
- call_charm: '81465130.0002'
call_delta: '210202465.3421'
call_gamma: '8456599.8505'
call_vanna: '161231587973.6811'
put_charm: '-1054548432.6111'
put_delta: '-210881557.3003'
put_gamma: '-12703877.0243'
put_vanna: '488921784213.1121'
strike: '152.5'
properties:
call_charm:
$ref: '#/components/schemas/Gex Call Charm'
call_delta:
$ref: '#/components/schemas/Gex Call Delta'
call_gamma:
$ref: '#/components/schemas/Gex Call Gamma'
call_vanna:
$ref: '#/components/schemas/Gex Call Vanna'
put_charm:
$ref: '#/components/schemas/Gex Put Charm'
put_delta:
$ref: '#/components/schemas/Gex Put Delta'
put_gamma:
$ref: '#/components/schemas/Gex Put Gamma'
put_vanna:
$ref: '#/components/schemas/Gex Put Vanna'
strike:
$ref: '#/components/schemas/Strike'
title: Greek Exposure By Strike
type: object
Greek Exposure By Strike And Expiry:
description: ''
examples:
-
data:
- call_charm: '102382359.5786'
call_delta: '227549667.4651'
call_gamma: '9356683.4241'
call_vanna: '152099632406.9564'
expiry: 2022-05-25
put_charm: '-943028472.4815'
put_delta: '-191893077.7193'
put_gamma: '-12337386.0524'
put_vanna: '488921784213.1121'
strike: '150'
- call_charm: '81465130.0002'
call_delta: '210202465.3421'
call_gamma: '8456599.8505'
call_vanna: '161231587973.6811'
expiry: 2022-05-25
put_charm: '-1054548432.6111'
put_delta: '-210881557.3003'
put_gamma: '-12703877.0243'
put_vanna: '488921784213.1121'
strike: '152.5'
properties:
call_charm:
$ref: '#/components/schemas/Gex Call Charm'
call_delta:
$ref: '#/components/schemas/Gex Call Delta'
call_gamma:
$ref: '#/components/schemas/Gex Call Gamma'
call_vanna:
$ref: '#/components/schemas/Gex Call Vanna'
expiry:
$ref: '#/components/schemas/Expiry'
put_charm:
$ref: '#/components/schemas/Gex Put Charm'
put_delta:
$ref: '#/components/schemas/Gex Put Delta'
put_gamma:
$ref: '#/components/schemas/Gex Put Gamma'
put_vanna:
$ref: '#/components/schemas/Gex Put Vanna'
strike:
$ref: '#/components/schemas/Strike'
title: Greek Exposure By Strike And Expiry
type: object
Greeks:
description: |
The greek values for a set of call and put contracts at the same strike and expiry for a ticker.
examples:
-
data:
- call_charm: '9.32'
call_delta: '0.5'
call_gamma: '0.0051'
call_iv: '0.3'
call_rho: '0.0321'
call_theta: '-0.62'
call_vanna: '-0.91'
call_vega: '0.15'
date: 2024-01-01
expiry: 2024-01-05
put_charm: '9.32'
put_delta: '-0.51'
put_gamma: '0.005'
put_iv: '0.29'
put_rho: '-0.022'
put_theta: '-0.62'
put_vanna: '-0.91'
put_vega: '0.15'
strike: '480.0'
ticker: SPY
- call_charm: '9.32'
call_delta: '0.45'
call_gamma: '0.003'
call_iv: '0.33'
call_rho: '0.0321'
call_theta: '-0.62'
call_vanna: '-0.91'
call_vega: '0.15'
date: 2024-01-01
expiry: 2024-01-05
put_charm: '9.32'
put_delta: '-0.55'
put_gamma: '0.007'
put_iv: '0.32'
put_rho: '-0.022'
put_theta: '-0.62'
put_vanna: '-0.91'
put_vega: '0.15'
strike: '490.0'
ticker: SPY
properties:
call_charm:
$ref: '#/components/schemas/Charm'
call_delta:
$ref: '#/components/schemas/delta'
call_gamma:
$ref: '#/components/schemas/Gamma'
call_iv:
$ref: '#/components/schemas/Implied Volatility'
call_rho:
$ref: '#/components/schemas/Rho'
call_theta:
$ref: '#/components/schemas/Theta'
call_vanna:
$ref: '#/components/schemas/Vanna'
call_vega:
$ref: '#/components/schemas/Vega'
date:
$ref: '#/components/schemas/General ISO Date'
expiry:
$ref: '#/components/schemas/General ISO Date'
put_charm:
$ref: '#/components/schemas/Charm'
put_delta:
$ref: '#/components/schemas/delta'
put_gamma:
$ref: '#/components/schemas/Gamma'
put_iv:
$ref: '#/components/schemas/Implied Volatility'
put_rho:
$ref: '#/components/schemas/Rho'
put_theta:
$ref: '#/components/schemas/Theta'
put_vanna:
$ref: '#/components/schemas/Vanna'
put_vega:
$ref: '#/components/schemas/Vega'
strike:
$ref: '#/components/schemas/Strike'
ticker:
$ref: '#/components/schemas/Stock Ticker'
title: Greeks
type: object
Historical Risk Reversal Skew:
description: ''
examples:
-
data:
- date: 2024-01-01
risk_reversal: '0.014'
ticker: SPY
- date: 2024-01-02
risk_reversal: '0.009'
ticker: SPY
properties:
date:
$ref: '#/components/schemas/General ISO Date'
risk_reversal:
$ref: '#/components/schemas/Risk Reversal'
ticker:
$ref: '#/components/schemas/Stock Ticker'
title: Historical Risk Reversal Skew
type: object
Holdings:
description: ''
examples:
-
data:
- avg30_volume: '52433648'
bearish_premium: '32565174'
bullish_premium: '22987045'
call_premium: '45254976'
call_volume: 197685
close: '194.84'
has_options: true
high: '196.579'
low: '194.41'
name: APPLE INC
prev_price: '197.14'
put_premium: '16338631'
put_volume: 106773
sector: Technology
shares: 169938760
short_name: APPLE
ticker: AAPL
type: stock
volume: 12314310
week52_high: '199.62'
week52_low: '123.15'
weight: '7.335'
- avg30_volume: '30239291'
bearish_premium: '14318236'
bullish_premium: '14142305'
call_premium: '22499010'
call_volume: 48302
close: '371.0'
has_options: true
high: '371.0'
low: '368.73'
name: MICROSOFT CORP
prev_price: '369.36'
put_premium: '8688334'
put_volume: 35055
sector: Technology
shares: 85913823
short_name: MICROSOFT
ticker: MSFT
type: stock
volume: 3760724
week52_high: '384.3'
week52_low: '216.98'
weight: '6.959'
- avg30_volume: '51068229'
bearish_premium: '27305757'
bullish_premium: '37477652'
call_premium: '68914858'
call_volume: 243442
close: '152.82'
has_options: true
high: '152.9'
low: '150.09'
name: AMAZON.COM INC
prev_price: '149.6'
put_premium: '15242490'
put_volume: 86301
sector: Consumer Cyclical
shares: 104991822
short_name: AMAZON
ticker: AMZN
type: stock
volume: 11285233
week52_high: '150.57'
week52_low: '81.43'
weight: '3.44'
properties:
avg30_volume:
$ref: '#/components/schemas/Stock Average 30 Day Volume'
bearish_premium:
$ref: '#/components/schemas/Market General Bearish Premium'
bullish_premium:
$ref: '#/components/schemas/Market General Bullish Premium'
call_premium:
$ref: '#/components/schemas/Market General Call Premium'
call_volume:
$ref: '#/components/schemas/Market General Call Volume'
close:
$ref: '#/components/schemas/Candle Close'
has_options:
$ref: '#/components/schemas/Stock Has Options'
high:
$ref: '#/components/schemas/Candle High'
low:
$ref: '#/components/schemas/Candle Low'
name:
$ref: '#/components/schemas/Stock Company Name'
open:
$ref: '#/components/schemas/Candle Open'
prev_price:
$ref: '#/components/schemas/Stock Prev Close Price'
put_premium:
$ref: '#/components/schemas/Market General Put Premium'
put_volume:
$ref: '#/components/schemas/Market General Put Volume'
sector:
$ref: '#/components/schemas/Market General Sector'
ticker:
$ref: '#/components/schemas/Stock Ticker'
volume:
$ref: '#/components/schemas/Stock Day Stock Volume'
week_52_high:
$ref: '#/components/schemas/Stock Week 52 High'
week_52_low:
$ref: '#/components/schemas/Stock Week 52 low'
title: Holdings
type: object
Imbalances Volume:
description: ''
examples:
-
- date: 2024-01-22
event: moc
side: sell
type: first
value: 483000000
- date: 2024-01-22
event: moc
side: sell
type: second
value: 483000000
- date: 2024-01-22
event: moc
side: sell
type: third
value: 483000000
properties:
date:
$ref: '#/components/schemas/Market General Trading day'
event:
$ref: '#/components/schemas/Market General Imbalance Event'
side:
$ref: '#/components/schemas/Market General Imbalance Side'
type:
$ref: '#/components/schemas/Market General Imbalance Type'
value:
$ref: '#/components/schemas/Market General Imbalance Value'
title: Imbalances Volume
type: object
Implied Volatility:
description: ''
examples:
- '0.30'
title: Implied Volatility
type: string
Implied Volatility Term Structure:
description: ''
examples:
-
data:
- date: 2023-09-08
dte: 0
expiry: 2023-09-08
implied_move: '3.1025'
implied_move_perc: '0.01765'
volatility: '0.2319'
- date: 2023-09-08
dte: 7
expiry: 2023-09-15
implied_move: '4.923'
implied_move_perc: '0.02747'
volatility: '0.2352'
properties:
date:
$ref: '#/components/schemas/Market General Trading day'
dte:
$ref: '#/components/schemas/DTE'
expiry:
$ref: '#/components/schemas/Stock Expiry'
implied_move:
$ref: '#/components/schemas/Stock Implied Move'
implied_move_perc:
$ref: '#/components/schemas/Stock Implied Move Perc'
volatility:
$ref: '#/components/schemas/Stock Volatility'
title: Implied Volatility Term Structure
type: object
Insider Trades Amount Range:
description: The reported amount range of the transaction.
examples:
- $1,000 - $15,000
title: Insider Trades Amount Range
type: string
Insider Trades Filing Date:
description: The filing date as ISO date.
examples:
- 2023-12-13
title: Insider Trades Filing Date
type: string
Insider Trades Filing Notes:
description: Notes of the filing.
examples:
- 'Subholding Of: Stephens Advantage Account Description: FT UNIT 10479 PFD mutual-fund 32500'
title: Insider Trades Filing Notes
type: string
Insider Trades Issuer:
description: The person who executed the transaction.
examples:
- spouse
title: Insider Trades Issuer
type: string
Insider Trades Member Type:
description: The type of person who executed the transaction.
enum:
- senate
- house
- other
examples:
- house
title: Insider Trades Member Type
type: string
Insider Trades Notional Purchases:
description: The total notional value of purchase transactions.
examples:
- '14317122.490'
title: Insider Trades Notional Purchases
type: string
Insider Trades Notional Sells:
description: The total notional value of sell transactions.
examples:
- '-1291692.4942'
title: Insider Trades Notional Sells
type: string
Insider Trades Purchases:
description: The amount of purchase transactions.
examples:
- 12
title: Insider Trades Purchases
type: integer
Insider Trades Reporter:
description: The person who reported the transaction.
examples:
- Stephen Cohen
title: Insider Trades Reporter
type: string
Insider Trades Sells:
description: The amount of sell transactions.
examples:
- 10
title: Insider Trades Sells
type: integer
Insider Trades Transaction Date:
description: The transaction date as ISO date.
examples:
- 2023-12-06
title: Insider Trades Transaction Date
type: string
Insider Trades Transaction Type:
description: The transaction type.
enum:
- Buy
- Sell (partial)
- Purchase
- Sale (Partial)
- Receive
- Sale (Full)
- Sell (PARTIAL)
- Sell
- Exchange
examples:
- Sell
title: Insider Trades Transaction Type
type: string
Insider statistics:
description: ''
examples:
-
data:
- filing_date: 2023-12-13
purchases: 12
purchases_notional: '14317122.490'
sells: 10
sells_notional: '-1291692.4942'
- filing_date: 2023-12-12
purchases: 78
purchases_notional: '46598915.1911'
sells: 211
sells_notional: '-182466466.7165'
- filing_date: 2023-12-11
purchases: 96
purchases_notional: '431722108.8184'
sells: 210
sells_notional: '-1058043617.3548'
properties:
filing_date:
$ref: '#/components/schemas/Insider Trades Filing Date'
purchases:
$ref: '#/components/schemas/Insider Trades Purchases'
purchases_notional:
$ref: '#/components/schemas/Insider Trades Notional Purchases'
sells:
$ref: '#/components/schemas/Insider Trades Sells'
sells_notional:
$ref: '#/components/schemas/Insider Trades Notional Sells'
title: Insider statistics
type: object
Issue types:
description: An array of 1 or more issue types.
examples:
-
- Common Stock
- Index
items:
$ref: '#/components/schemas/Single issue type'
title: Issue types
type: array
Market General Avg 3 Day Call Volume:
description: Avg 3 day call volume.
examples:
- '606258.533333333333'
title: Market General Avg 3 Day Call Volume
type: string
Market General Avg 3 Day Put Volume:
description: Avg 3 day put volume.
examples:
- '436126.833333333333'
title: Market General Avg 3 Day Put Volume
type: string
Market General Avg 30 Day Call Volume:
description: Avg 30 day call volume.
examples:
- '679430.000000000000'
title: Market General Avg 30 Day Call Volume
type: string
Market General Avg 30 Day Put Volume:
description: Avg 30 day put volume.
examples:
- '401961.285714285714'
title: Market General Avg 30 Day Put Volume
type: string
Market General Avg 30 Day Stock Volume:
description: Avg 30 day stock volume.
examples:
- '74402355'
title: Market General Avg 30 Day Stock Volume
type: string
Market General Avg 7 Day Call Volume:
description: Avg 7 day call volume.
examples:
- '679145.333333333333'
title: Market General Avg 7 Day Call Volume
type: string
Market General Avg 7 Day Put Volume:
description: Avg 7 day put volume.
examples:
- '388676.000000000000'
title: Market General Avg 7 Day Put Volume
type: string
Market General Bearish Premium:
description: The bearish premium is defined as (call premium bid side) + (put premium ask side).
examples:
- '143198625'
title: Market General Bearish Premium
type: string
Market General Bullish Premium:
description: The bullish premium is defined as (call premium ask side) + (put premium bid side).
examples:
- '196261414'
title: Market General Bullish Premium
type: string
Market General Call OTM Premium:
description: The sum of the premium of all the out the money (OTM) call transactions that executed.
examples:
- '9908777.0'
title: Market General Call OTM Premium
type: string
Market General Call OTM Trades:
description: The amount of out the money (OTM) call transactions that executed.
examples:
- 6338
title: Market General Call OTM Trades
type: integer
Market General Call OTM Volume:
description: The sum of the size of all the out the money (OTM) call transactions that executed.
examples:
- 40385
title: Market General Call OTM Volume
type: integer
Market General Call Open Interest:
description: The sum of open interest of all the call options.
examples:
- 3975333
title: Market General Call Open Interest
type: integer
Market General Call Premium:
description: The sum of the premium of all the call transactions that executed.
examples:
- '9908777.0'
title: Market General Call Premium
type: string
Market General Call Premium Ask Side:
description: The sum of the premium of all the call transactions that executed on the ask side.
examples:
- '5037703.0'
title: Market General Call Premium Ask Side
type: string
Market General Call Premium Bid Side:
description: The sum of the premium of all the call transactions that executed on the bid side.
examples:
- '4055973.0'
title: Market General Call Premium Bid Side
type: string
Market General Call Trades:
description: The amount of call transactions that executed.
examples:
- 6338
title: Market General Call Trades
type: integer
Market General Call Volume:
description: The sum of the size of all the call transactions that executed.
examples:
- 990943
title: Market General Call Volume
type: integer
Market General Call Volume Ask Side:
description: The sum of the size of all the call transactions that executed on the ask side.
examples:
- 417251
title: Market General Call Volume Ask Side
type: integer
Market General Call Volume Bid Side:
description: The sum of the size of all the call transactions that executed on the bid side.
examples:
- 498271
title: Market General Call Volume Bid Side
type: integer
Market General Imbalance Event:
description: The event.
enum:
- moc
- moo
examples:
- moc
title: Market General Imbalance Event
type: string
Market General Imbalance Side:
description: The side.
enum:
- buy
- sell
examples:
- buy
title: Market General Imbalance Side
type: string
Market General Imbalance Type:
description: The type of MOC/MOO.
enum:
- first
- second
- third
- final
examples:
- third
title: Market General Imbalance Type
type: string
Market General Imbalance Value:
description: The imbalance value.
examples:
- 483000000
title: Market General Imbalance Value
type: integer
Market General Market Time:
description: |
The market time:
- pr = premarket
- r = regular
- po = postmarket
enum:
- r
- po
- pr
examples:
- pr
title: Market General Market Time
type: string
Market General Net Call Premium:
description: Defined as (call premium ask side) - (call premium bid side).
examples:
- '-29138464'
title: Market General Net Call Premium
type: string
Market General Net Call Volume:
description: Defined as (call volume ask side) - (call volume bid side).
examples:
- 1049
title: Market General Net Call Volume
type: integer
Market General Net Put Premium:
description: Defined as (put premium ask side) - (put premium bid side).
examples:
- '23924325'
title: Market General Net Put Premium
type: string
Market General Net Put Volume:
description: Defined as (put volume ask side) - (put volume bid side).
examples:
- 1313
title: Market General Net Put Volume
type: integer
Market General Net Volume:
description: Defined as (call volume ask side) - (call volume bid side) - ((put volume ask side) - (put volume bid side)).
examples:
- 64312
title: Market General Net Volume
type: integer
Market General Previous Call Open interest:
description: The call open interest of the previous trading day.
examples:
- 3994750
title: Market General Previous Call Open interest
type: integer
Market General Previous Put Open interest:
description: The put open interest of the previous trading day.
examples:
- 3679410
title: Market General Previous Put Open interest
type: integer
Market General Previous Trading Day:
description: The date of the previous trading day in ISO format.
examples:
- 2023-09-07
title: Market General Previous Trading Day
type: string
Market General Put Call Ratio:
description: The put call ratio which is defined as put volume / call volume.
examples:
- '0.815713920982337'
title: Market General Put Call Ratio
type: string
Market General Put OTM Premium:
description: The sum of the premium of all the out the money (OTM) put transactions that executed.
examples:
- '1204570.0'
title: Market General Put OTM Premium
type: string
Market General Put OTM Trades:
description: The amount of out the money (OTM) put transactions that executed.
examples:
- 4270
title: Market General Put OTM Trades
type: integer
Market General Put OTM Volume:
description: The sum of the size of all the out the money (OTM) put transactions that executed.
examples:
- 12638
title: Market General Put OTM Volume
type: integer
Market General Put Open Interest:
description: The sum of the open interest of all the put options.
examples:
- 3564153
title: Market General Put Open Interest
type: integer
Market General Put Premium:
description: The sum of the premium of all the put transactions that executed.
examples:
- '163537151'
title: Market General Put Premium
type: string
Market General Put Premium Ask Side:
description: The sum of the premium of all the put transactions that executed on the ask side.
examples:
- '799873.0'
title: Market General Put Premium Ask Side
type: string
Market General Put Premium Bid Side:
description: The sum of the premium of all the put transactions that executed on the bid side.
examples:
- '4055973.0'
title: Market General Put Premium Bid Side
type: string
Market General Put Trades:
description: The amount of put transactions that executed.
examples:
- 841
title: Market General Put Trades
type: integer
Market General Put Volume:
description: The sum of the size of all the put transactions that executed.
examples:
- 808326
title: Market General Put Volume
type: integer
Market General Put Volume Ask Side:
description: The sum of the size of all the put transactions that executed on the ask side.
examples:
- 431791
title: Market General Put Volume Ask Side
type: integer
Market General Put Volume Bid Side:
description: The sum of the size of all the put transactions that executed on the bid side.
examples:
- 314160
title: Market General Put Volume Bid Side
type: integer
Market General Sector:
description: The financial sector of the ticker. Empty if unknown or not applicable such as ETF/Index.
enum:
- Basic Materials
- Communication Services
- Consumer Cyclical
- Consumer Defensive
- Energy
- Financial Services
- Healthcare
- Industrials
- Real Estate
- Technology
- Utilities
examples:
- Technology
title: Market General Sector
type: string
Market General Trading day:
description: |
A trading date in ISO format.
examples:
- 2023-09-08
title: Market General Trading day
type: string
Market Holiday Dates:
description: An array of dates in ISO format.
examples:
-
- 2025-01-01
- 2024-01-01
- 2023-01-02
items:
description: A date the Market Holiday is happening.
examples:
- 2023-01-02
type: string
title: Market Holiday Dates
type: array
Market Holiday Early Close:
description: Boolean flag indicating if the market is open and closes early on the given dates.
examples:
- true
title: Market Holiday Early Close
type: boolean
Market Holiday Event:
description: The event/reason why the market is not open on the given dates.
examples:
- New Years Day
title: Market Holiday Event
type: string
Market Holidays:
description: The days at which the market either closes early or is fully closed.
examples:
-
data:
- data:
- 2025-01-01
- 2024-01-01
- 2023-01-02
event: New Years Day
- data:
- 2025-01-20
- 2024-01-15
- 2023-01-16
event: Martin Luther King, Jr. Day
- data:
- 2025-02-17
- 2024-02-19
- 2023-02-20
event: Washington's Birthday
- data:
- 2025-04-18
- 2024-03-29
- 2023-04-07
event: Good Friday
- data:
- 2025-05-26
- 2024-05-27
- 2023-05-29
event: Memorial Day
- data:
- 2025-06-19
- 2024-06-19
- 2023-06-19
event: Juneteenth National Independence Day
- data:
- 2025-07-03
- 2024-07-03
- 2023-07-03
early_close: true
event: Independence Day (early close)
- data:
- 2025-07-04
- 2024-07-04
- 2023-07-04
event: Independence Day
- data:
- 2025-09-01
- 2024-09-02
- 2023-09-04
event: Labor Day
- data:
- 2025-11-27
- 2024-11-28
- 2023-11-23
event: Thanksgiving Day
- data:
- 2025-11-28
- 2024-11-29
- 2023-11-24
early_close: true
event: Thanksgiving Day (early close)
- data:
- 2025-12-24
- 2024-12-24
early_close: true
event: Christmas Day (early close)
- data:
- 2025-12-25
- 2024-12-25
- 2023-12-25
event: Christmas Day
properties:
data:
$ref: '#/components/schemas/Market Holiday Dates'
early_close:
$ref: '#/components/schemas/Market Holiday Early Close'
event:
$ref: '#/components/schemas/Market Holiday Event'
title: Market Holidays
type: object
Market Options Volume:
description: ''
examples:
-
data:
- call_premium: '7306144788.68'
call_volume: 22074116
date: 2023-09-08
put_premium: '8413594929.65'
put_volume: 19941285
properties:
call_premium:
$ref: '#/components/schemas/Market General Call Premium'
call_volume:
$ref: '#/components/schemas/Market General Call Volume'
date:
$ref: '#/components/schemas/Market General Trading day'
put_premium:
$ref: '#/components/schemas/Market General Put Premium'
put_volume:
$ref: '#/components/schemas/Market General Put Volume'
title: Market Options Volume
type: object
Market Sector Tickers:
description: List of tickers which are in the sector.
examples:
-
data:
- AMD
- INTC
- NVDA
title: Market Sector Tickers
type: array
Max Pain:
description: ''
examples:
-
data:
- date: 2024-03-04
values:
- - 2024-03-04
- '473'
- - 2024-03-05
- '472'
- date: 2024-03-05
values:
- - 2024-03-05
- '472'
- - 2024-03-06
- '474'
properties:
date:
$ref: '#/components/schemas/Market General Trading day'
values:
description: Max pain per expiry
examples:
-
- - 2024-03-04
- '473'
- - 2024-03-05
- '472'
type: array
title: Max Pain
type: object
NBBO Ask:
description: The National Best Bid and Offer (NBBO) ask price.
examples:
- '0.03'
title: NBBO Ask
type: string
NBBO Bid:
description: The National Best Bid and Offer (NBBO) bid price.
examples:
- '0.03'
title: NBBO Bid
type: string
Net Prem Tick response.:
description: The net premium for each trading minute.
examples:
-
data:
- date: 2023-09-07
net_call_premium: '-2075581.0000'
net_call_volume: -2259
net_put_premium: '-15559.0000'
net_put_volume: 95
tape_time: 2023-09-07T09:30:00-04:00
- date: 2023-09-07
net_call_premium: '670064.0000'
net_call_volume: 754
net_put_premium: '-1480020.0000'
net_put_volume: -264
tape_time: 2023-09-07T09:31:00-04:00
- date: 2023-09-07
net_call_premium: '128926.0000'
net_call_volume: 1347
net_put_premium: '-644069.0000'
net_put_volume: 2181
tape_time: 2023-09-07T09:32:00-04:00
- date: 2023-09-07
net_call_premium: '-1095135.0000'
net_call_volume: 1049
net_put_premium: '135732.0000'
net_put_volume: 415
tape_time: 2023-09-07T09:33:00-04:00
- date: 2023-09-07
net_call_premium: '165842.0000'
net_call_volume: 429
net_put_premium: '-379365.0000'
net_put_volume: 224
tape_time: 2023-09-07T09:34:00-04:00
- date: 2023-09-07
net_call_premium: '376569.0000'
net_call_volume: 1002
net_put_premium: '408447.0000'
net_put_volume: 1313
tape_time: 2023-09-07T09:35:00-04:00
- date: 2023-09-07
net_call_premium: '1528190.0000'
net_call_volume: 4616
net_put_premium: '-1385094.0000'
net_put_volume: -3197
tape_time: 2023-09-07T09:36:00-04:00
- date: 2023-09-07
net_call_premium: '646507.0000'
net_call_volume: 565
net_put_premium: '-171857.0000'
net_put_volume: -351
tape_time: 2023-09-07T09:37:00-04:00
properties:
net_call_premium:
$ref: '#/components/schemas/Market General Net Call Premium'
net_call_volume:
$ref: '#/components/schemas/Market General Net Call Volume'
net_put_premium:
$ref: '#/components/schemas/Market General Net Put Premium'
net_put_volume:
$ref: '#/components/schemas/Market General Net Put Volume'
tape_time:
$ref: '#/components/schemas/General Tick time'
title: Net Prem Tick response.
type: object
OI Change:
description: |
A list of option contracts with their OI change relative to the previous day.
examples:
-
data:
- avg_price: '30.0543738131838322'
curr_date: 2024-01-09
curr_oi: 35207
last_ask: '34.00'
last_bid: '32.90'
last_date: 2024-01-08
last_fill: '33.50'
last_oi: 2119
oi_change: '15.6149126946672959'
oi_diff_plain: 33088
option_symbol: MSFT240315C00350000
percentage_of_total: '0.08879378869021333312'
prev_ask_volume: 32861
prev_bid_volume: 235
prev_mid_volume: 81
prev_multi_leg_volume: 32762
prev_neutral_volume: 81
prev_stock_multi_leg_volume: 0
prev_total_premium: '99711396.00'
rnk: 74
trades: 187
underlying_symbol: MSFT
volume: 33177
- avg_price: '0.16762696308382622884'
curr_date: 2024-01-09
curr_oi: 33253
last_ask: '0.23'
last_bid: '0.20'
last_date: 2024-01-08
last_fill: '0.22'
last_oi: 27361
oi_change: '0.21534300646906180330'
oi_diff_plain: 5892
option_symbol: MSFT240119C00400000
percentage_of_total: '0.02624444319547373013'
prev_ask_volume: 8915
prev_bid_volume: 860
prev_mid_volume: 31
prev_multi_leg_volume: 214
prev_neutral_volume: 31
prev_stock_multi_leg_volume: 0
prev_total_premium: '164375.00'
rnk: 1638
trades: 602
underlying_symbol: MSFT
volume: 9806
properties:
avg_price:
$ref: '#/components/schemas/ToBeDone'
curr_date:
$ref: '#/components/schemas/General ISO Date'
curr_oi:
$ref: '#/components/schemas/ToBeDone'
last_ask:
$ref: '#/components/schemas/ToBeDone'
last_bid:
$ref: '#/components/schemas/ToBeDone'
last_date:
$ref: '#/components/schemas/General ISO Date'
last_fill:
$ref: '#/components/schemas/ToBeDone'
last_oi:
$ref: '#/components/schemas/ToBeDone'
oi_change:
$ref: '#/components/schemas/ToBeDone'
oi_diff_plain:
$ref: '#/components/schemas/ToBeDone'
option_symbol:
$ref: '#/components/schemas/Option Contract Symbol'
percentage_of_total:
$ref: '#/components/schemas/ToBeDone'
prev_ask_volume:
$ref: '#/components/schemas/ToBeDone'
prev_bid_volume:
$ref: '#/components/schemas/ToBeDone'
prev_mid_volume:
$ref: '#/components/schemas/ToBeDone'
prev_multi_leg_volume:
$ref: '#/components/schemas/ToBeDone'
prev_neutral_volume:
$ref: '#/components/schemas/ToBeDone'
prev_stock_multi_leg_volume:
$ref: '#/components/schemas/ToBeDone'
prev_total_premium:
$ref: '#/components/schemas/ToBeDone'
rnk:
$ref: '#/components/schemas/ToBeDone'
trades:
$ref: '#/components/schemas/ToBeDone'
underlying_symbol:
$ref: '#/components/schemas/ToBeDone'
volume:
$ref: '#/components/schemas/ToBeDone'
title: OI Change
type: object
Off Lit Price Level:
description: ''
examples:
-
data:
- lit_vol: 19941285
off_vol: 22074116
price: '120.12'
- lit_vol: 199415
off_vol: 220741
price: '123.12'
properties:
lit_vol:
$ref: '#/components/schemas/Stock Lit Volume'
off_vol:
$ref: '#/components/schemas/Stock Off Lit Volume'
price:
$ref: '#/components/schemas/Stock Price Level'
title: Off Lit Price Level
type: object
Option Chains response:
description: All option chains for a given ticker.
examples:
-
data:
- AAPL230908C00175000
- AAPL231020C00185000
- AAPL230908C00180000
- AAPL230908C00182500
- AAPL230908C00185000
- AAPL230908C00187500
- AAPL230908P00172500
- AAPL230908P00175000
- AAPL230908P00177500
- AAPL230908C00177500
- AAPL230915C00177500
- AAPL230915C00180000
- AAPL230915C00185000
- AAPL230915C00187500
- AAPL230915C00192500
- AAPL230915C00195000
- AAPL230915C00200000
properties: {}
title: Option Chains response
type: object
Option Contract All Opening Trades:
description: ''
examples:
- false
title: Option Contract All Opening Trades
type: boolean
Option Contract Ask Volume:
description: |
The amount of volume that happened on the ask side.
Ask side is defined as (ask + bid) / 2 < fill price.
examples:
- 119403
title: Option Contract Ask Volume
type: integer
Option Contract Avg Price:
description: The volume weighted average fill price of the contract.
examples:
- '1.0465802437910297887119234370'
title: Option Contract Avg Price
type: string
Option Contract Bid Volume:
description: |
The amount of volume that happened on the bid side.
Bid side is defined as (ask + bid) / 2 > fill price.
examples:
- 122789
title: Option Contract Bid Volume
type: integer
Option Contract Close:
description: The last fill on the contract.
examples:
- '0.03'
title: Option Contract Close
type: string
Option Contract Cross Volume:
description: |
The amount of cross volume.
Cross volume consists of all transaction that have the cross trade code.
examples:
- 0
title: Option Contract Cross Volume
type: integer
Option Contract Expiry:
description: The contract expiry date in ISO format.
examples:
- 2023-12-22
title: Option Contract Expiry
type: string
Option Contract Expiry Count:
description: The amount of expiries belonging to the trade. This is only greater than 1 if it is a multileg trade.
examples:
- 2
title: Option Contract Expiry Count
type: integer
Option Contract Floor Volume:
description: |
The amount of floor volume.
Floor volume consists of all transaction that have the floor trade code.
examples:
- 142
title: Option Contract Floor Volume
type: integer
Option Contract Has Floor:
description: ''
examples:
- false
title: Option Contract Has Floor
type: boolean
Option Contract High:
description: The highest fill on that contract.
examples:
- '2.95'
title: Option Contract High
type: string
Option Contract IV High:
description: The highest implied volatility at which a transaction occurred.
examples:
- '0.675815680048166'
title: Option Contract IV High
type: string
Option Contract IV Low:
description: The lowest implied volatility at which a transaction occurred.
examples:
- '0.310502942482285'
title: Option Contract IV Low
type: string
Option Contract Last Transaction IV:
description: The implied volatility for the last transaction.
examples:
- '0.675815680048166'
title: Option Contract Last Transaction IV
type: string
Option Contract Last Transaction Time:
description: The last time there was a transaction for the given contract as UTC timestamp.
examples:
- 2023-09-08T17:45:32Z
title: Option Contract Last Transaction Time
type: string
Option Contract Low:
description: The lowest fill on that contract.
examples:
- '0.02'
title: Option Contract Low
type: string
Option Contract Mid Volume:
description: |
The amount of volume that happened in the middle of the ask and bid.
Mid is defined as (ask + bid) / 2 == fill price.
examples:
- 22707
title: Option Contract Mid Volume
type: integer
Option Contract Multi Leg Volume:
description: |
The amount of volume that happened as part of a multileg trade with another contract.
This can be spreads/rolls/condors/butterflies and more.
examples:
- 7486
title: Option Contract Multi Leg Volume
type: integer
Option Contract No Side Volume:
description: |
The amount of volume that happened on no identifiable side.
This can be late, out of sequence and/or cross transactions.
examples:
- 0
title: Option Contract No Side Volume
type: integer
Option Contract Open:
description: The first fill on that contract.
examples:
- '0.92'
title: Option Contract Open
type: string
Option Contract Open interest:
description: The open interest for the contract.
examples:
- 18680
title: Option Contract Open interest
type: integer
Option Contract Premium:
description: The total option premium.
examples:
- '27723806.00'
title: Option Contract Premium
type: string
Option Contract Previous Close Price:
description: The previous trading day's contract price.
examples:
- '1.29'
title: Option Contract Previous Close Price
type: string
Option Contract Previous Open Interest:
description: The previous trading day's open interest.
examples:
- 18680
title: Option Contract Previous Open Interest
type: integer
Option Contract Screener response.:
description: ''
examples:
-
data:
- ask_side_volume: 119403
avg_price: '1.0465802437910297887119234370'
bid_side_volume: 122789
chain_prev_close: '1.29'
close: '0.03'
cross_volume: 0
er_time: unkown
floor_volume: 142
high: '2.95'
last_fill: 2023-09-08T17:45:32Z
low: '0.02'
mid_volume: 22707
multileg_volume: 7486
next_earnings_date: 2023-10-18
no_side_volume: 0
open: '0.92'
open_interest: 18680
option_symbol: TSLA230908C00255000
premium: '27723806.00'
sector: Consumer Cyclical
stock_multi_leg_volume: 52
stock_price: '247.94'
sweep_volume: 18260
ticker_vol: 2546773
total_ask_changes: 44343
total_bid_changes: 43939
trades: 39690
volume: 264899
properties:
ask_side_volume:
$ref: '#/components/schemas/Option Contract Ask Volume'
avg_price:
$ref: '#/components/schemas/Option Contract Avg Price'
bid_side_volume:
$ref: '#/components/schemas/Option Contract Bid Volume'
chain_prev_close:
$ref: '#/components/schemas/Option Contract Previous Close Price'
close:
$ref: '#/components/schemas/Option Contract Close'
cross_volume:
$ref: '#/components/schemas/Option Contract Cross Volume'
er_time:
$ref: '#/components/schemas/Stock Earnings time'
floor_volume:
$ref: '#/components/schemas/Option Contract Floor Volume'
high:
$ref: '#/components/schemas/Option Contract High'
last_fill:
$ref: '#/components/schemas/Option Contract Last Transaction Time'
low:
$ref: '#/components/schemas/Option Contract Low'
mid_volume:
$ref: '#/components/schemas/Option Contract Mid Volume'
multileg_volume:
$ref: '#/components/schemas/Option Contract Multi Leg Volume'
next_earnings_date:
$ref: '#/components/schemas/Stock Next Earnings Date'
no_side_volume:
$ref: '#/components/schemas/Option Contract No Side Volume'
open:
$ref: '#/components/schemas/Option Contract Open'
open_interest:
$ref: '#/components/schemas/Option Contract Open interest'
option_symbol:
$ref: '#/components/schemas/Option Contract Symbol'
premium:
$ref: '#/components/schemas/Option Contract Premium'
sector:
$ref: '#/components/schemas/Market General Sector'
stock_multi_leg_volume:
$ref: '#/components/schemas/Option Contract Stock Multi Leg Volume'
stock_price:
$ref: '#/components/schemas/Stock Close Price'
sweep_volume:
$ref: '#/components/schemas/Option Contract Sweep Volume'
ticker_vol:
$ref: '#/components/schemas/Stock Total Volume'
total_ask_changes:
$ref: '#/components/schemas/Option Contract Total Ask Changes'
total_bid_changes:
$ref: '#/components/schemas/Option Contract Total Bid Changes'
trades:
$ref: '#/components/schemas/Option Contract Total Trades Count'
volume:
$ref: '#/components/schemas/Option Contract Volume'
title: Option Contract Screener response.
type: object
Option Contract Stock Multi Leg Volume:
description: |
The amount of volume that happened as part of a stock transaction and possibly other option contracts.
This can be covered calls and more.
examples:
- 52
title: Option Contract Stock Multi Leg Volume
type: integer
Option Contract Strike:
description: The contract strike.
examples:
- '375'
title: Option Contract Strike
type: string
Option Contract Sweep Volume:
description: |
The amount of sweep volume.
Sweep volume consists of all transaction that have the sweep trade code.
examples:
- 18260
title: Option Contract Sweep Volume
type: integer
Option Contract Symbol:
description: |
The option symbol of the contract.
You can use the following regex to extract underlying ticker, option type, expiry & strike:
`^(?<symbol>[\w]*)(?<expiry>(\d{2})(\d{2})(\d{2}))(?<type>[PC])(?<strike>\d{8})$`
Keep in mind that the strike needs to be multiplied by 1,000.
title: Option Contract Symbol
type: string
Option Contract Total Ask Changes:
description: The amount of time the ask changed for the given contract.
examples:
- 44343
title: Option Contract Total Ask Changes
type: integer
Option Contract Total Bid Changes:
description: The amount of time the bid changed for the given contract.
examples:
- 43939
title: Option Contract Total Bid Changes
type: integer
Option Contract Total Trades Count:
description: The amount of transaction for this contract.
examples:
- 39690
title: Option Contract Total Trades Count
type: integer
Option Contract Type:
description: The contract type.
enum:
- call
- put
examples:
- call
title: Option Contract Type
type: string
Option Contract Volume:
description: The contract volume.
examples:
- 264899
title: Option Contract Volume
type: integer
Option Price Level:
description: ''
examples:
-
data:
- call_volume: 22074116
price: '120.12'
put_volume: 19941285
- call_volume: 220741
price: '123.12'
put_volume: 199415
properties:
call_volume:
$ref: '#/components/schemas/Market General Call Volume'
price:
$ref: '#/components/schemas/Stock Price Level'
put_volume:
$ref: '#/components/schemas/Market General Put Volume'
title: Option Price Level
type: object
Option contract :
description: ''
examples:
-
chains:
- ask_volume: 1766
avg_price: '0.01360828625235404896'
bid_volume: 887
cross_volume: 0
date: 2023-05-26
floor_volume: 0
high_price: '0.03'
implied_volatility: '0.310502942482285'
iv_high: '0.675815680048166'
iv_low: '0.310502942482285'
last_price: '0.01'
last_tape_time: 2023-05-26T21:30:29.000000Z
low_price: '0.01'
mid_volume: 0
multi_leg_volume: 393
neutral_volume: 2
open_interest: 15907
stock_multi_leg_volume: 0
sweep_volume: 752
total_premium: '3613.00'
trades: 244
volume: 2655
properties:
ask_volume:
$ref: '#/components/schemas/Option Contract Ask Volume'
avg_price:
$ref: '#/components/schemas/Option Contract Avg Price'
bid_volume:
$ref: '#/components/schemas/Option Contract Bid Volume'
cross_volume:
$ref: '#/components/schemas/Option Contract Cross Volume'
date:
$ref: '#/components/schemas/Market General Trading day'
floor_volume:
$ref: '#/components/schemas/Option Contract Floor Volume'
high_price:
$ref: '#/components/schemas/Option Contract High'
implied_volatility:
$ref: '#/components/schemas/Option Contract Last Transaction IV'
iv_high:
$ref: '#/components/schemas/Option Contract IV High'
iv_low:
$ref: '#/components/schemas/Option Contract IV Low'
last_price:
$ref: '#/components/schemas/Option Contract Close'
last_tape_time:
$ref: '#/components/schemas/Option Contract Last Transaction Time'
low_price:
$ref: '#/components/schemas/Option Contract Low'
mid_volume:
$ref: '#/components/schemas/Option Contract Mid Volume'
multi_leg_volume:
$ref: '#/components/schemas/Option Contract Multi Leg Volume'
no_side_volume:
$ref: '#/components/schemas/Option Contract No Side Volume'
open_interest:
$ref: '#/components/schemas/Option Contract Open interest'
stock_multi_leg_volume:
$ref: '#/components/schemas/Option Contract Stock Multi Leg Volume'
sweep_volume:
$ref: '#/components/schemas/Option Contract Sweep Volume'
total_premium:
$ref: '#/components/schemas/Option Contract Premium'
trades:
$ref: '#/components/schemas/Option Contract Total Trades Count'
volume:
$ref: '#/components/schemas/Option Contract Volume'
title: Option contract
type: object
Option contracts:
description: All option contracts for a ticker
examples:
-
data:
- ask_volume: 56916
avg_price: '0.77927817593516586531'
bid_volume: 68967
floor_volume: 1815
high_price: '5.75'
implied_volatility: '0.542805337797143'
last_price: '0.01'
low_price: '0.01'
mid_volume: 6393
multi_leg_volume: 9871
nbbo_ask: '0.01'
nbbo_bid: '0'
no_side_volume: 6393
open_interest: 22868
option_symbol: AAPL240202P00185000
prev_oi: 20217
stock_multi_leg_volume: 13
sweep_volume: 12893
total_premium: '10307980.00'
volume: 132276
- ask_volume: 54820
avg_price: '0.19195350495251190385'
bid_volume: 60784
floor_volume: 0
high_price: '0.80'
implied_volatility: '0.462957019859562'
last_price: '0.01'
low_price: '0.01'
mid_volume: 2215
multi_leg_volume: 5301
nbbo_ask: '0.01'
nbbo_bid: '0'
no_side_volume: 2215
open_interest: 19352
option_symbol: AAPL240202C00187500
prev_oi: 18135
stock_multi_leg_volume: 9
sweep_volume: 11152
total_premium: '2261577.00'
volume: 117819
properties:
ask_volume:
$ref: '#/components/schemas/Option Contract Ask Volume'
avg_price:
$ref: '#/components/schemas/Option Contract Avg Price'
bid_volume:
$ref: '#/components/schemas/Option Contract Bid Volume'
cross_volume:
$ref: '#/components/schemas/Option Contract Cross Volume'
floor_volume:
$ref: '#/components/schemas/Option Contract Floor Volume'
high_price:
$ref: '#/components/schemas/Option Contract High'
implied_volatility:
$ref: '#/components/schemas/Option Contract Last Transaction IV'
last_price:
$ref: '#/components/schemas/Option Contract Close'
low_price:
$ref: '#/components/schemas/Option Contract Low'
mid_volume:
$ref: '#/components/schemas/Option Contract Mid Volume'
multi_leg_volume:
$ref: '#/components/schemas/Option Contract Multi Leg Volume'
nbbo_ask:
$ref: '#/components/schemas/NBBO Ask'
nbbo_bid:
$ref: '#/components/schemas/NBBO Bid'
no_side_volume:
$ref: '#/components/schemas/Option Contract No Side Volume'
open_interest:
$ref: '#/components/schemas/Option Contract Open interest'
option_symbol:
$ref: '#/components/schemas/Option Contract Symbol'
prev_oi:
$ref: '#/components/schemas/Option Contract Previous Open Interest'
stock_multi_leg_volume:
$ref: '#/components/schemas/Option Contract Stock Multi Leg Volume'
sweep_volume:
$ref: '#/components/schemas/Option Contract Sweep Volume'
total_premium:
$ref: '#/components/schemas/Option Contract Premium'
volume:
$ref: '#/components/schemas/Option Contract Volume'
title: Option contracts
type: object
OptionContract:
description: An option contract in the ISO format.
examples:
- TSLA230526P00167500
title: OptionContract
type: string
OptionType:
description: The option type to filter by if specified.
enum:
- call
- Call
- put
- Put
title: OptionType
type: string
OrderDirection:
default: desc
description: Whether to sort descending or ascending. Descending by default.
enum:
- desc
- asc
examples:
- asc
title: OrderDirection
type: string
Rho:
description: ''
examples:
- '-0.002'
title: Rho
type: string
Risk Reversal:
description: The difference between the iv of a put and a call with similar absolute deltas.
examples:
- '-0.021'
title: Risk Reversal
type: string
Rule Name:
description: An array of 1 or more rule name.
examples:
-
- RepeatedHits
- RepeatedHitsAscendingFill
items:
$ref: '#/components/schemas/Flow alert rule'
title: Rule Name
type: array
SPIKE value:
description: |
The SPIKE value at a time.
examples:
-
data:
- time: 2023-02-14T14:31:00Z
value: '20.42'
- time: 2023-02-14T14:32:00Z
value: '20.55'
- time: 2023-02-14T14:33:00Z
value: '20.52'
properties:
publish_date:
$ref: '#/components/schemas/Spike Time'
title:
$ref: '#/components/schemas/Spike Value'
title: SPIKE value
type: object
Screener contract order by field:
description: The field to order by.
enum:
- bid_ask_vol
- bull_bear_vol
- contract_pricing
- daily_perc_change
- diff
- dte
- earnings
- expires
- expiry
- floor_volume
- floor_volume_ratio
- from_high
- from_low
- iv
- multileg_volume
- open_interest
- premium
- spread
- stock_price
- tape_time
- ticker
- total_multileg_volume_ratio
- trades
- volume
- volume_oi_ratio
- volume_ticker_vol_ratio
examples:
- volume
title: Screener contract order by field
type: string
Screener order by field:
description: The field to order by.
enum:
- total_oi_change
- call_oi_change
- put_oi_change
- total_oi_change_perc
- call_oi_change_perc
- put_oi_change_perc
- implied_move
- implied_move_perc
- volatility
- iv30d
- iv30d_1d
- iv30d_1w
- iv30d_1m
- iv_rank
- net_premium
- net_call_premium
- net_put_premium
- perc_change
- marketcap
- next_dividend_date
- next_earnings_date
- perc_call_vol_ask
- perc_call_vol_bid
- perc_put_vol_ask
- perc_put_vol_bid
- call_volume
- volume
- premium
- call_premium
- put_premium
- put_volume
- total_open_interest
- call_open_interest
- put_open_interest
- put_call_ratio
examples:
- premium
title: Screener order by field
type: string
Seasonality Average Change:
description: The average relative price change per day for the month.
examples:
- 0.09494354167379757
title: Seasonality Average Change
type: number
Seasonality Change:
description: The relative price change for the month.
examples:
- 0.09494354167379757
title: Seasonality Change
type: number
Seasonality Close Price:
description: The closing stock price of the ticker for the month.
examples:
- '182.91'
title: Seasonality Close Price
type: string
Seasonality Market:
description: |
The price change for the ticker over the given count of years.
examples:
-
data:
- avg_change: '-0.0068'
max_change: '0.0642'
median_change: '-0.0041'
min_change: '-0.0913'
month: 6
positive_closes: 7
positive_months_perc: '0.4375'
ticker: SPY
years: 16
- avg_change: '0.0201'
max_change: '0.1459'
median_change: '-0.0034'
min_change: '-0.0401'
month: 4
positive_closes: 3
positive_months_perc: '0.4285'
ticker: XLRE
years: 7
properties:
avg_change:
$ref: '#/components/schemas/Seasonality Average Change'
max_change:
$ref: '#/components/schemas/Seasonality Max Change'
median_change:
$ref: '#/components/schemas/Seasonality Median Change'
min_change:
$ref: '#/components/schemas/Seasonality Min Change'
month:
$ref: '#/components/schemas/Seasonality Month Number'
positive_closes:
$ref: '#/components/schemas/Seasonality Positive Closes Count'
positive_months_perc:
$ref: '#/components/schemas/Seasonality Positive Months Percent'
ticker:
$ref: '#/components/schemas/Stock Ticker'
years:
$ref: '#/components/schemas/Seasonality Year Count'
title: Seasonality Market
type: object
Seasonality Max Change:
description: The maximum relative price change per day for the month.
examples:
- 0.14970489711277724
title: Seasonality Max Change
type: number
Seasonality Median Change:
description: The median relative price change per day for the month.
examples:
- 0.09494354167379757
title: Seasonality Median Change
type: number
Seasonality Min Change:
description: The minimum relative price change per day for the month.
examples:
- 0.0401821862348179
title: Seasonality Min Change
type: number
Seasonality Month Number:
description: The number indicating the month the data applies for. e.g. 1 -> January, 2 -> February, ...
examples:
- 5
title: Seasonality Month Number
type: integer
Seasonality Monthly:
description: |
The price change for the ticker in the month over the given count of years.
examples:
-
data:
- avg_change: 0.0034
max_change: 0.0635
median_change: 0.0195
min_change: -0.0727
month: 1
positive_closes: 2
positive_months_perc: 0.6667
years: 3
- avg_change: -0.0153
max_change: 0.0724
median_change: -0.0153
min_change: -0.1029
month: 4
positive_closes: 1
positive_months_perc: 0.5
years: 2
properties:
avg_change:
$ref: '#/components/schemas/Seasonality Average Change'
max_change:
$ref: '#/components/schemas/Seasonality Max Change'
median_change:
$ref: '#/components/schemas/Seasonality Median Change'
min_change:
$ref: '#/components/schemas/Seasonality Min Change'
month:
$ref: '#/components/schemas/Seasonality Month Number'
positive_closes:
$ref: '#/components/schemas/Seasonality Positive Closes Count'
positive_months_perc:
$ref: '#/components/schemas/Seasonality Positive Months Percent'
years:
$ref: '#/components/schemas/Seasonality Year Count'
title: Seasonality Monthly
type: object
Seasonality Open Price:
description: The opening stock price of the ticker for the month.
examples:
- '182.91'
title: Seasonality Open Price
type: string
Seasonality Performance Order By:
description: Optional columns to order the result by
enum:
- ticker
- month
- positive_closes
- years
- positive_months_perc
- median_change
- avg_change
- max_change
- min_change
examples:
- ticker
title: Seasonality Performance Order By
type: string
Seasonality Performers:
description: |
The price change for the ticker over the given count of years.
examples:
-
data:
- avg_change: '0.0592'
marketcap: '19427901578'
max_change: '0.1104'
median_change: '0.0639'
min_change: '0.0091'
month: 5
positive_closes: 11
positive_months_perc: '1.1'
sector: Healthcare
ticker: ICLR
years: 10
- avg_change: '0.0577'
marketcap: '1927713687'
max_change: '0.2301'
median_change: '0.0417'
min_change: '-0.2485'
month: 5
positive_closes: 10
positive_months_perc: '1'
sector: Technology
ticker: AMBA
years: 10
properties:
avg_change:
$ref: '#/components/schemas/Seasonality Average Change'
marketcap:
$ref: '#/components/schemas/Stock Marketcap AUM'
max_change:
$ref: '#/components/schemas/Seasonality Max Change'
median_change:
$ref: '#/components/schemas/Seasonality Median Change'
min_change:
$ref: '#/components/schemas/Seasonality Min Change'
month:
$ref: '#/components/schemas/Seasonality Month Number'
positive_closes:
$ref: '#/components/schemas/Seasonality Positive Closes Count'
positive_months_perc:
$ref: '#/components/schemas/Seasonality Positive Months Percent'
sector:
$ref: '#/components/schemas/Market General Sector'
ticker:
$ref: '#/components/schemas/Stock Ticker'
years:
$ref: '#/components/schemas/Seasonality Year Count'
title: Seasonality Performers
type: object
Seasonality Positive Closes Count:
description: The number of years, the month had a positive close.
examples:
- 2
title: Seasonality Positive Closes Count
type: integer
Seasonality Positive Months Percent:
description: The relative amount of times, the month had a positive close. Multiply with 100 to get the amount in percent.
examples:
- 0.6667
title: Seasonality Positive Months Percent
type: number
Seasonality Year:
description: The Year.
examples:
- 5
title: Seasonality Year
type: integer
Seasonality Year Count:
description: The number of years used to calculate the data.
examples:
- 3
title: Seasonality Year Count
type: number
Seasonality Year Month:
description: |
The price change for the ticker in the month in the year.
examples:
-
data:
- change: '-0.0469'
close: 315.75
month: 9
open: 331.31
year: 2023
- change: '0.0690'
close: 338.11
month: 10
open: 316.28
year: 2023
properties:
change:
$ref: '#/components/schemas/Seasonality Change'
close:
$ref: '#/components/schemas/Seasonality Close Price'
month:
$ref: '#/components/schemas/Seasonality Month Number'
open:
$ref: '#/components/schemas/Seasonality Open Price'
year:
$ref: '#/components/schemas/Seasonality Year'
title: Seasonality Year Month
type: object
Sector:
description: A financial sector.
enum:
- Basic Materials
- Communication Services
- Consumer Cyclical
- Consumer Defensive
- Energy
- Financial Services
- Healthcare
- Industrials
- Real Estate
- Technology
- Utilities
examples:
- Technology
title: Sector
type: string
Sector ETF:
description: ''
examples:
-
data:
- avg30_call_volume: '3636459.000000000000'
avg30_put_volume: '4796289.166666666667'
avg30_stock_volume: '74402355'
avg_30_day_call_volume: '3636459.000000000000'
avg_30_day_put_volume: '4796289.166666666667'
avg_7_day_call_volume: '3343061.285714285714'
avg_7_day_put_volume: '4521616.428571428571'
bearish_premium: '258905527'
bullish_premium: '238729761'
call_premium: '293824502'
call_volume: 1844830
full_name: S&P 500 Index
high: '447.11'
last: '446.15'
low: '444.8'
marketcap: '406517275500'
open: '444.93'
prev_close: '444.85'
prev_date: 2023-09-07
put_premium: '244159205'
put_volume: 2009005
ticker: SPY
volume: 23132119
week52_high: '459.44'
week52_low: '342.65'
properties:
avg30_stock_volume:
$ref: '#/components/schemas/Market General Avg 30 Day Stock Volume'
avg_30_day_call_volume:
$ref: '#/components/schemas/Market General Avg 30 Day Call Volume'
avg_30_day_put_volume:
$ref: '#/components/schemas/Market General Avg 30 Day Put Volume'
avg_7_day_call_volume:
$ref: '#/components/schemas/Market General Avg 7 Day Call Volume'
avg_7_day_put_volume:
$ref: '#/components/schemas/Market General Avg 7 Day Put Volume'
bearish_premium:
$ref: '#/components/schemas/Market General Bearish Premium'
bullish_premium:
$ref: '#/components/schemas/Market General Bullish Premium'
call_premium:
$ref: '#/components/schemas/Market General Call Premium'
call_volume:
$ref: '#/components/schemas/Market General Call Volume'
close:
$ref: '#/components/schemas/Candle Close'
full_name:
$ref: '#/components/schemas/Etf Sector Full Name'
high:
$ref: '#/components/schemas/Candle High'
low:
$ref: '#/components/schemas/Candle Low'
marketcap:
$ref: '#/components/schemas/Stock Marketcap AUM'
open:
$ref: '#/components/schemas/Candle Open'
prev_close:
$ref: '#/components/schemas/Stock Prev Close Price'
prev_date:
$ref: '#/components/schemas/Market General Previous Trading Day'
put_premium:
$ref: '#/components/schemas/Market General Put Premium'
put_volume:
$ref: '#/components/schemas/Market General Put Volume'
ticker:
$ref: '#/components/schemas/Stock Ticker'
volume:
$ref: '#/components/schemas/Stock Day Stock Volume'
week_52_high:
$ref: '#/components/schemas/Stock Week 52 High'
week_52_low:
$ref: '#/components/schemas/Stock Week 52 low'
title: Sector ETF
type: object
Sectors:
description: An array of 1 or more sectors.
examples:
-
- Consumer Cyclical
- Technology
- Utilities
items:
$ref: '#/components/schemas/Single sector'
title: Sectors
type: array
Senate Stock:
description: A senate stock
examples:
-
data:
- amounts: $15,001 - $50,000
filed_at_date: 2023-02-13
issuer: not-disclosed
member_type: house
notes: 'Subholding Of: Stephens Advantage Account Description: FT UNIT 10479 PFD mutual-fund 32500'
reporter: Stephen Cohen
ticker: FHWVOX
transaction_date: 2023-02-06
txn_type: Buy
properties:
amounts:
$ref: '#/components/schemas/Insider Trades Amount Range'
filed_at_date:
$ref: '#/components/schemas/Insider Trades Filing Date'
issuer:
$ref: '#/components/schemas/Insider Trades Issuer'
member_type:
$ref: '#/components/schemas/Insider Trades Member Type'
notes:
$ref: '#/components/schemas/Insider Trades Filing Notes'
reporter:
$ref: '#/components/schemas/Insider Trades Reporter'
ticker:
$ref: '#/components/schemas/Stock Ticker'
transaction_date:
$ref: '#/components/schemas/Insider Trades Transaction Date'
txn_type:
$ref: '#/components/schemas/Insider Trades Transaction Type'
title: Senate Stock
type: object
Side:
default: ALL
description: The side of a stock trade. Must be one of ASK, BID, MID. If not set, will return all side's trades.
enum:
- ALL
- ASK
- BID
- MID
examples:
- ASK
title: Side
type: string
Single Trade Execution Time:
description: The time with timezone when a trade was executed.
examples:
- 2023-02-16T00:59:44Z
title: Single Trade Execution Time
type: string
Single Trade External Hour Sold Code:
description: The code describing why the trade happened outside of regular market hours. Null if none applies.
enum:
- sold_out_of_sequence
- extended_hours_trade_late_or_out_of_sequence
- extended_hours_trade
examples:
- sold_out_of_sequence
title: Single Trade External Hour Sold Code
type: string
Single Trade Has Multileg:
description: Whether the trade is a multileg trade.
examples:
- false
title: Single Trade Has Multileg
type: boolean
Single Trade Is Single Leg:
description: Whether the trade is a singleleg trade.
examples:
- true
title: Single Trade Is Single Leg
type: boolean
Single Trade Is Sweep:
description: Whether the trade is a sweep.
examples:
- true
title: Single Trade Is Sweep
type: boolean
Single Trade Is Trade Cancelled:
description: Whether the trade has been cancelled.
examples:
- true
title: Single Trade Is Trade Cancelled
type: boolean
Single Trade Market Center:
description: The market center code.
examples:
- L
title: Single Trade Market Center
type: string
Single Trade Price:
description: The price of the trade.
examples:
- '18.9904'
title: Single Trade Price
type: string
Single Trade Sale Cond Code:
description: The sale condition code. Null if none applies.
enum:
- contingent_trade
- odd_lot_execution
- prio_reference_price
- average_price_trade
examples:
- contingent_trade
title: Single Trade Sale Cond Code
type: string
Single Trade Settlement:
description: The kind of trade settlement.
enum:
- cash_settlement
- next_day_settlement
- seller_settlement
- regular_settlement
examples:
- cash_settlement
title: Single Trade Settlement
type: string
Single Trade Size:
description: The size of the transaction.
examples:
- 6400
title: Single Trade Size
type: integer
Single Trade Tracking ID:
description: The tracking ID of the trade.
examples:
- 71984388012245
title: Single Trade Tracking ID
type: integer
Single Trade Trade Code:
description: The trade code. Null if none applies.
enum:
- derivative_priced
- qualified_contingent_trade
- intermarket_sweep
examples:
- derivative_priced
title: Single Trade Trade Code
type: string
Single issue type:
description: A singular issue type.
enum:
- Common Stock
- ETF
- Index
- ADR
examples:
- Common Stock
title: Single issue type
type: string
Single sector:
description: A singular sector.
enum:
- Basic Materials
- Communication Services
- Consumer Cyclical
- Consumer Defensive
- Energy
- Financial Services
- Healthcare
- Industrials
- Real Estate
- Technology
- Utilities
examples:
- Real Estate
title: Single sector
type: string
SingleMonthNumber:
description: A month number indicating the month, e.g. 1 -> January, 2 -> February, ...
enum:
- '1'
- '2'
- '3'
- '4'
- '5'
- '6'
- '7'
- '8'
- '9'
- '10'
- '11'
- '12'
examples:
- '3'
title: SingleMonthNumber
type: string
SingleTicker:
description: A single ticker
examples:
- AAPL
title: SingleTicker
type: string
SingleTickerForSector:
description: A single ticker. The result will only contain tickers in the same sector as the given ticker, e.g. 'MSFT' will only yield result tickers in sector 'Technology'.
examples:
- AAPL
title: SingleTickerForSector
type: string
Spike Time:
description: The timestamp for the SPIKE value.
examples:
- 2023-02-14T14:31:00Z
title: Spike Time
type: date
Spike Value:
description: The SPIKE value.
examples:
- '24.53'
title: Spike Value
type: string
Spot Call Charm Exposure:
description: The sum of the spot charm exposure values of all call transactions at a given strike.
examples:
- '102382359.5786'
title: Spot Call Charm Exposure
type: string
Spot Call Gamma Exposure:
description: The sum of the spot gamma exposure values of all call transactions at a given strike.
examples:
- '9356683.4241'
title: Spot Call Gamma Exposure
type: string
Spot Call Vanna Exposure:
description: The sum of the spot vanna exposure values of all call transactions at a given strike.
examples:
- '152099632406.9564'
title: Spot Call Vanna Exposure
type: string
Spot GEX exposures per 1min:
description: ''
examples:
-
data:
- charm_per_one_percent_move_oi: '5124108502049.17'
charm_per_one_percent_move_vol: '320909908341.10'
delta_per_one_percent_move_oi: '70827151575067.12'
delta_per_one_percent_move_vol: '2282895170748.09'
gamma_per_one_percent_move_oi: '65476967081.41'
gamma_per_one_percent_move_vol: '12921519098.30'
price: '4650'
time: 2023-12-13T05:00:41.481000Z
vanna_per_one_percent_move_oi: '-54622844772.90'
vanna_per_one_percent_move_vol: '-5559678859.12'
properties:
charm_per_one_percent_move_oi:
$ref: '#/components/schemas/Gex Charm Per One Percent Move OI'
charm_per_one_percent_move_vol:
$ref: '#/components/schemas/Gex Charm Per One Percent Move Volume'
delta_per_one_percent_move_oi:
$ref: '#/components/schemas/Gex Delta Per One Percent Move OI'
delta_per_one_percent_move_vol:
$ref: '#/components/schemas/Gex Delta Per One Percent Move Volume'
gamma_per_one_percent_move_oi:
$ref: '#/components/schemas/Gex Gamma Per One Percent Move OI'
gamma_per_one_percent_move_vol:
$ref: '#/components/schemas/Gex Gamma Per One Percent Move Volume'
price:
$ref: '#/components/schemas/Gex Underlying Price'
time:
$ref: '#/components/schemas/Gex Calculation Time'
vanna_per_one_percent_move_oi:
$ref: '#/components/schemas/Gex Vanna Per One Percent Move OI'
vanna_per_one_percent_move_vol:
$ref: '#/components/schemas/Gex Vanna Per One Percent Move Volume'
title: Spot GEX exposures per 1min
type: object
Spot Put Charm Exposure:
description: The sum of the spot charm exposure values of all put transactions at a given strike.
examples:
- '102382359.5786'
title: Spot Put Charm Exposure
type: string
Spot Put Gamma Exposure:
description: The sum of the spot gamma exposure values of all put transactions at a given strike.
examples:
- '9356683.4241'
title: Spot Put Gamma Exposure
type: string
Spot Put Vanna Exposure:
description: The sum of the spot vanna exposure values of all put transactions at a given strike.
examples:
- '152099632406.9564'
title: Spot Put Vanna Exposure
type: string
Spot greek exposures by strike:
description: ''
examples:
-
data:
- call_charm_oi: '70827151575067.12'
call_charm_vol: '70827151575067.12'
call_gamma_oi: '5124108502049.17'
call_gamma_vol: '5124108502049.17'
call_vanna_oi: '65476967081.41'
call_vanna_vol: '65476967081.41'
price: '4650'
put_charm_oi: '2282895170748.09'
put_charm_vol: '2282895170748.09'
put_gamma_oi: '320909908341.10'
put_gamma_vol: '320909908341.10'
put_vanna_oi: '12921519098.30'
put_vanna_vol: '12921519098.30'
time: 2023-12-13T05:00:41.481000Z
properties:
call_charm_oi:
$ref: '#/components/schemas/Spot Call Charm Exposure'
call_charm_vol:
$ref: '#/components/schemas/Spot Call Charm Exposure'
call_gamma_oi:
$ref: '#/components/schemas/Spot Call Gamma Exposure'
call_gamma_vol:
$ref: '#/components/schemas/Spot Call Gamma Exposure'
call_vanna_oi:
$ref: '#/components/schemas/Spot Call Vanna Exposure'
call_vanna_vol:
$ref: '#/components/schemas/Spot Call Vanna Exposure'
price:
$ref: '#/components/schemas/Gex Underlying Price'
put_charm_oi:
$ref: '#/components/schemas/Spot Put Charm Exposure'
put_charm_vol:
$ref: '#/components/schemas/Spot Put Charm Exposure'
put_gamma_oi:
$ref: '#/components/schemas/Spot Put Gamma Exposure'
put_gamma_vol:
$ref: '#/components/schemas/Spot Put Gamma Exposure'
put_vanna_oi:
$ref: '#/components/schemas/Spot Put Vanna Exposure'
put_vanna_vol:
$ref: '#/components/schemas/Spot Put Vanna Exposure'
strike:
$ref: '#/components/schemas/Strike'
time:
$ref: '#/components/schemas/Gex Calculation Time'
title: Spot greek exposures by strike
type: object
Stock Average 30 Day Volume:
description: The avg stock volume for the stock last 30 days.
examples:
- '55973002'
title: Stock Average 30 Day Volume
type: string
Stock Close Price:
description: The latest stock price of the ticker.
examples:
- '182.91'
title: Stock Close Price
type: string
Stock Company Name:
description: The name of the company.
examples:
- APPLE INC
title: Stock Company Name
type: string
Stock Day Stock Volume:
description: The volume of the ticker for the trading day.
examples:
- 23132119
title: Stock Day Stock Volume
type: integer
Stock Earnings time:
description: The time when the earnings will be released.
enum:
- unkown
- afterhours
- premarket
examples:
- premarket
title: Stock Earnings time
type: string
Stock Expiry:
description: The expiry of an options cycle as an ISO date.
examples:
- 2023-09-08
title: Stock Expiry
type: string
Stock Full Name:
description: Full name of the ticker.
examples:
- APPLE
title: Stock Full Name
type: string
Stock Has Dividend:
description: Boolean flag whether the company pays dividends.
examples:
- true
title: Stock Has Dividend
type: boolean
Stock Has Earnings History:
description: Boolean flag whether historic earnings data is present.
examples:
- true
title: Stock Has Earnings History
type: boolean
Stock Has Investment Arm:
description: Boolean flag whether the given stock is holding stocks of other companies.
examples:
- true
title: Stock Has Investment Arm
type: boolean
Stock Has Options:
description: Boolean flag whether the company has options.
examples:
- true
title: Stock Has Options
type: boolean
Stock Implied Move:
description: The implied move of the underlying stock by a given date based on the money option contracts. It is calculated by multiplying the sum of the call and put price by 0.85. If no expiry date is included, then the implied move is for the nearest end of the week expiration (the nearest monthly expiration if there are no weekly contracts).
examples:
- '2.2398043036460877'
title: Stock Implied Move
type: string
Stock Implied Move Perc:
description: The implied move as a percentage of the underlying stock price.
examples:
- '0.012247398860706955'
title: Stock Implied Move Perc
type: string
Stock Is Index Ticker:
description: Indicator, whether the ticker is an index.
examples:
- true
title: Stock Is Index Ticker
type: boolean
Stock Issue Type:
description: The issue type of the ticker.
enum:
- Common Stock
- ETF
- Index
- ADR
examples:
- Common Stock
title: Stock Issue Type
type: string
Stock Iv 30d:
description: The 30 day implied volatility.
examples:
- '0.2038053572177887'
title: Stock Iv 30d
type: string
Stock Iv 30d 1D:
description: The previous trading day's 30 day implied volatility.
examples:
- '0.18791808187961578'
title: Stock Iv 30d 1D
type: string
Stock Iv 30d 1M:
description: The implied volatility relative to the implied volatility throughout the previous year. A rank of 0 indicates that the implied volatility is the lowest it has been within the past year. A rank of 100 indicates that the implied volatility is the highest it has been within the past year.
examples:
- '13.52369891956068210400'
title: Stock Iv 30d 1M
type: string
Stock Iv 30d 1W:
description: The 30 day implied volatility from 1 week ago.
examples:
- '0.18398597836494446'
title: Stock Iv 30d 1W
type: string
Stock Lit Volume:
description: The lit volume (this only represents stock trades executed on exchanges operated by Nasdaq).
examples:
- 19941285
title: Stock Lit Volume
type: integer
Stock Marketcap AUM:
description: The marketcap of the underlying ticker. If the issue type of the ticker is ETF then the marketcap represents the AUM.
examples:
- '2965813810400'
title: Stock Marketcap AUM
type: string
Stock Next Dividend Date:
description: The next dividend date of the ticker. Null if either unknown as of now or the stock does not pay dividends.
examples:
- 2023-10-26
format: date
title: Stock Next Dividend Date
type: string
Stock Next Earnings Date:
description: The next earnings date of the ticker. Null if either unknown as of now or if the ticker does not have any earnings such as an ETF
examples:
- 2023-10-26
format: date
title: Stock Next Earnings Date
type: string
Stock Off Lit Volume:
description: The off lit stock volume (this only represents the FINRA operated exchanges).
examples:
- 22074116
title: Stock Off Lit Volume
type: integer
Stock Open Interest:
description: The sum of open interest for all contracts.
examples:
- 451630
title: Stock Open Interest
type: integer
Stock Options Volume:
description: The sum of volume for all contracts.
examples:
- 962332
title: Stock Options Volume
type: integer
Stock Prev Close Price:
description: The previous trading day's stock price of the ticker.
examples:
- '189.70'
title: Stock Prev Close Price
type: string
Stock Price Level:
description: The price level.
examples:
- '120.12'
title: Stock Price Level
type: string
Stock Screener response:
description: Response schema for stock screener requests.
examples:
-
data:
- avg_30_day_call_volume: '606258.533333333333'
avg_30_day_put_volume: '436126.833333333333'
avg_3_day_call_volume: '679145.333333333333'
avg_3_day_put_volume: '388676.000000000000'
avg_7_day_call_volume: '679430.000000000000'
avg_7_day_put_volume: '401961.285714285714'
bearish_premium: '196261414'
bullish_premium: '143198625'
call_open_interest: 3975333
call_premium: '222941665'
call_volume: 990943
call_volume_ask_side: 417251
call_volume_bid_side: 498271
close: '182.91'
date: 2023-09-06
er_time: unkown
implied_move: '2.2398043036460877'
implied_move_perc: '0.012247398860706955'
is_index: false
issue_type: Common Stock
iv30d: '0.2038053572177887'
iv30d_1d: '0.18791808187961578'
iv30d_1m: '0.2136848270893097'
iv30d_1w: '0.18398597836494446'
iv_rank: '13.52369891956068210400'
marketcap: '2965813810400'
net_call_premium: '-29138464'
net_put_premium: '23924325'
next_dividend_date:
next_earnings_date: 2023-10-26
prev_call_oi: 3994750
prev_close: '189.70'
prev_put_oi: 3679410
put_call_ratio: '0.815713920982337'
put_open_interest: 3564153
put_premium: '163537151'
put_volume: 808326
put_volume_ask_side: 431791
put_volume_bid_side: 314160
sector: Technology
ticker: AAPL
total_open_interest: 7539486
volatility: '0.18338055163621902'
week_52_high: '198.23'
week_52_low: '124.17'
properties:
avg_30_day_call_volume:
$ref: '#/components/schemas/Market General Avg 30 Day Call Volume'
avg_30_day_put_volume:
$ref: '#/components/schemas/Market General Avg 30 Day Put Volume'
avg_3_day_call_volume:
$ref: '#/components/schemas/Market General Avg 3 Day Call Volume'
avg_3_day_put_volume:
$ref: '#/components/schemas/Market General Avg 3 Day Put Volume'
avg_7_day_call_volume:
$ref: '#/components/schemas/Market General Avg 7 Day Call Volume'
avg_7_day_put_volume:
$ref: '#/components/schemas/Market General Avg 7 Day Put Volume'
bearish_premium:
$ref: '#/components/schemas/Market General Bearish Premium'
bullish_premium:
$ref: '#/components/schemas/Market General Bullish Premium'
call_open_interest:
$ref: '#/components/schemas/Market General Call Open Interest'
call_premium:
$ref: '#/components/schemas/Market General Call Premium'
call_volume:
$ref: '#/components/schemas/Market General Call Volume'
call_volume_ask_side:
$ref: '#/components/schemas/Market General Call Volume Ask Side'
call_volume_bid_side:
$ref: '#/components/schemas/Market General Call Volume Bid Side'
close:
$ref: '#/components/schemas/Stock Close Price'
er_time:
$ref: '#/components/schemas/Stock Earnings time'
implied_move:
$ref: '#/components/schemas/Stock Implied Move'
implied_move_perc:
$ref: '#/components/schemas/Stock Implied Move Perc'
is_index:
$ref: '#/components/schemas/Stock Is Index Ticker'
issue_type:
$ref: '#/components/schemas/Stock Issue Type'
iv30d:
$ref: '#/components/schemas/Stock Iv 30d'
iv30d_1d:
$ref: '#/components/schemas/Stock Iv 30d 1D'
iv30d_1m:
$ref: '#/components/schemas/Stock Iv 30d 1M'
iv30d_1w:
$ref: '#/components/schemas/Stock Iv 30d 1W'
iv_rank:
$ref: '#/components/schemas/Stock Iv 30d 1M'
marketcap:
$ref: '#/components/schemas/Stock Marketcap AUM'
net_call_premium:
$ref: '#/components/schemas/Market General Net Call Premium'
net_put_premium:
$ref: '#/components/schemas/Market General Net Put Premium'
next_dividend_date:
$ref: '#/components/schemas/Stock Next Dividend Date'
next_earnings_date:
$ref: '#/components/schemas/Stock Next Earnings Date'
prev_call_oi:
$ref: '#/components/schemas/Market General Previous Call Open interest'
prev_close:
$ref: '#/components/schemas/Stock Prev Close Price'
prev_put_oi:
$ref: '#/components/schemas/Market General Previous Put Open interest'
put_call_ratio:
$ref: '#/components/schemas/Market General Put Call Ratio'
put_open_interest:
$ref: '#/components/schemas/Market General Put Open Interest'
put_premium:
$ref: '#/components/schemas/Market General Put Premium'
put_volume:
$ref: '#/components/schemas/Market General Put Volume'
put_volume_ask_side:
$ref: '#/components/schemas/Market General Put Volume Ask Side'
put_volume_bid_side:
$ref: '#/components/schemas/Market General Put Volume Bid Side'
sector:
$ref: '#/components/schemas/Market General Sector'
ticker:
$ref: '#/components/schemas/Stock Ticker'
total_open_interest:
$ref: '#/components/schemas/Stock Total Open Interest'
volatility:
$ref: '#/components/schemas/Stock Volatility'
week_52_high:
$ref: '#/components/schemas/Stock Week 52 High'
week_52_low:
$ref: '#/components/schemas/Stock Week 52 low'
title: Stock Screener response
type: object
Stock Short Description:
description: Short description about what the stock does.
examples:
- Apple Inc. is an American multinational technology company headquartered in Cupertino, California. Apple is the worlds largest technology company by ...
title: Stock Short Description
type: string
Stock Ticker:
description: The stock ticker.
examples:
- AAPL
title: Stock Ticker
type: string
Stock Total Open Interest:
description: The sum of open interest of all chains for the given ticker.
title: Stock Total Open Interest
type: integer
Stock Total Volume:
description: The total amount of options volume for the given ticker.
title: Stock Total Volume
type: integer
Stock Volatility:
description: The implied volatility average of the at the money put and call option contracts. If no expiry date is included, then the volatility is of the nearest end of the week expiration (the nearest monthly expiration if there are no weekly contracts).
examples:
- '0.18338055163621902'
title: Stock Volatility
type: string
Stock Week 52 High:
description: The 52 week high stock price of the ticker.
examples:
- '198.23'
title: Stock Week 52 High
type: string
Stock Week 52 low:
description: The 52 week low stock price of the ticker.
examples:
- '124.17'
title: Stock Week 52 low
type: string
StockTradesMinPremium:
default: 0
description: The minimum premium requested trades should have. Must be a positive integer.
examples:
- 50000
minimum: 0
title: StockTradesMinPremium
type: integer
Strike:
description: The strike price of an option contract.
examples:
- '150.0'
title: Strike
type: string
Theta:
description: ''
examples:
- '-0.64'
title: Theta
type: string
Ticker:
description: A comma separated list of tickers. To exclude certain tickers prefix the first ticker with a `-`.
examples:
- AAPL,INTC
title: Ticker
type: string
Ticker Info:
description: General information about the given ticker.
examples:
-
data:
announce_time: unkown
avg30_volume: '55973002'
full_name: APPLE
has_dividend: true
has_earnings_history: true
has_investment_arm: false
has_options: true
issue_type: Common Stock
marketcap: '2776014233920'
marketcap_size: big
next_earnings_date: 2023-10-26
sector: Technology
short_description: Apple Inc. is an American multinational technology company headquartered in Cupertino, California. Apple is the worlds largest technology company by ...
symbol: AAPL
uw_tags: []
properties:
announce_time:
$ref: '#/components/schemas/Stock Earnings time'
avg30_volume:
$ref: '#/components/schemas/Stock Average 30 Day Volume'
full_name:
$ref: '#/components/schemas/Stock Full Name'
has_dividend:
$ref: '#/components/schemas/Stock Has Dividend'
has_earnings_history:
$ref: '#/components/schemas/Stock Has Earnings History'
has_investment_arm:
$ref: '#/components/schemas/Stock Has Investment Arm'
has_options:
$ref: '#/components/schemas/Stock Has Options'
issue_type:
$ref: '#/components/schemas/Stock Issue Type'
marketcap:
$ref: '#/components/schemas/Stock Marketcap AUM'
next_earnings_date:
$ref: '#/components/schemas/Stock Next Earnings Date'
sector:
$ref: '#/components/schemas/Market General Sector'
short_description:
$ref: '#/components/schemas/Stock Short Description'
title: Ticker Info
type: object
Ticker Options Volume:
description: ''
examples:
-
data:
- avg_30_day_call_volume: '658450.333333333333'
avg_30_day_put_volume: '481505.300000000000'
avg_3_day_call_volume: '949763.000000000000'
avg_3_day_put_volume: '756387.333333333333'
avg_7_day_call_volume: '878336.000000000000'
avg_7_day_put_volume: '580650.857142857143'
bearish_premium: '138449839'
bullish_premium: '152015294'
call_open_interest: 4358631
call_premium: '208699280'
call_volume: 1071546
call_volume_ask_side: 486985
call_volume_bid_side: 514793
date: 2023-09-08
net_call_premium: '122015294'
net_put_premium: '108449839'
put_open_interest: 3771656
put_premium: '125472872'
put_volume: 666386
put_volume_ask_side: 298282
put_volume_bid_side: 318834
properties:
avg_30_day_call_volume:
$ref: '#/components/schemas/Market General Avg 30 Day Call Volume'
avg_30_day_put_volume:
$ref: '#/components/schemas/Market General Avg 30 Day Put Volume'
avg_3_day_call_volume:
$ref: '#/components/schemas/Market General Avg 3 Day Call Volume'
avg_3_day_put_volume:
$ref: '#/components/schemas/Market General Avg 3 Day Put Volume'
avg_7_day_call_volume:
$ref: '#/components/schemas/Market General Avg 7 Day Call Volume'
avg_7_day_put_volume:
$ref: '#/components/schemas/Market General Avg 7 Day Put Volume'
bearish_premium:
$ref: '#/components/schemas/Market General Bearish Premium'
bullish_premium:
$ref: '#/components/schemas/Market General Bullish Premium'
call_open_interest:
$ref: '#/components/schemas/Market General Call Open Interest'
call_premium:
$ref: '#/components/schemas/Market General Call Premium'
call_volume:
$ref: '#/components/schemas/Market General Call Volume'
call_volume_ask_side:
$ref: '#/components/schemas/Market General Call Volume Ask Side'
call_volume_bid_side:
$ref: '#/components/schemas/Market General Call Volume Bid Side'
date:
$ref: '#/components/schemas/Market General Trading day'
net_call_premium:
$ref: '#/components/schemas/Market General Net Call Premium'
net_put_premium:
$ref: '#/components/schemas/Market General Net Put Premium'
put_open_interest:
$ref: '#/components/schemas/Market General Put Open Interest'
put_premium:
$ref: '#/components/schemas/Market General Put Premium'
put_volume:
$ref: '#/components/schemas/Market General Put Volume'
put_volume_ask_side:
$ref: '#/components/schemas/Market General Put Volume Ask Side'
put_volume_bid_side:
$ref: '#/components/schemas/Market General Put Volume Bid Side'
title: Ticker Options Volume
type: object
Time frame:
default: 1Y
description: |
The timeframe of the data to return. Default 1Y
Can be one of the following formats:
- YTD
- 1D, 2D, etc.
- 1W, 2W, etc.
- 1M, 2M, etc.
- 1Y, 2Y, etc.
examples:
- 2M
title: Time frame
type: string
ToBeDone:
description: ''
title: ToBeDone
Trading day:
description: |
A trading date in the format of YYYY-MM-DD.
This is optional and by default the last trading date.
examples:
- 2024-01-18
title: Trading day
type: date
Use5mCandles:
default: true
description: Return data in 5 minutes intervals.
examples:
- false
title: Use5mCandles
type: boolean
UseOtmOnly:
default: false
description: Only include out of the money transactions.
examples:
- true
title: UseOtmOnly
type: boolean
Vanna:
description: ''
examples:
- '-0.9'
title: Vanna
type: string
Vega:
description: ''
examples:
- '0.15'
title: Vega
type: string
Volume & OI per Expiry:
description: The volume and open interest per expiry.
examples:
-
data:
- expires: 2023-09-08
oi: 451630
volume: 962332
- expires: 2023-09-15
oi: 1422982
volume: 631608
properties:
expires:
$ref: '#/components/schemas/Stock Expiry'
oi:
$ref: '#/components/schemas/Stock Open Interest'
volume:
$ref: '#/components/schemas/Stock Options Volume'
title: Volume & OI per Expiry
type: object
delta:
description: ''
examples:
- '0.5'
title: delta
type: string
securitySchemes:
authorization:
scheme: bearer
type: http
info:
contact:
email: [email protected]
name: API Support
description: |
Documentation for the official [FlowProphet](https://flowprophet.com) api
## Request Access
To request access to the API, please contact us at [[email protected]], an api key is required.
title: FlowProphet Api
version: '0.0.1'
openapi: 3.1.0
paths:
/api/congress/congress-trader:
get:
callbacks: {}
description: |
Returns the recent reports by the given congress member.
operationId: PublicApi.CongressController.congress_trader
parameters:
- description: ''
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAmueidzsnsc'
- description: ''
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
- description: the name of the member of congress
in: query
name: name
required: false
schema:
$ref: '#/components/schemas/Congress Member'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Senate Stock'
description: congress member reports
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Recent Reports By Trader
tags:
- congress
/api/congress/late-reports:
get:
callbacks: {}
description: |
Returns the recent late reports by congress members.
If a date is given, will only return recent late reports, which's report date is <= the given input date.
operationId: PublicApi.CongressController.congress_late_reports
parameters:
- description: limit the number of results returned
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAmueidzsnsc'
- description: iso date string in the format of YYYY-MM-DD to filter the results
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Senate Stock'
description: recent late reports by congress members
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Recent Late Reports
tags:
- congress
/api/congress/recent-reports:
get:
callbacks: {}
description: |
Returns the latest reported trades by congress members.
If a date is given, will only return reports, which's transaction date is <= the given input date.
operationId: PublicApi.CongressController.congress_recent_reports
parameters:
- description: limit the number of results returned
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAmueidzsnsc'
- description: iso date string in the format of YYYY-MM-DD to filter the results
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Senate Stock'
description: recent congress reports
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Recent Reported Congress Trades
tags:
- congress
/api/congress/recent-trades:
get:
callbacks: {}
description: |
Returns the latest transacted trades by congress members.
If a date is given, will only return reports, which's transaction date is <= the given input date.
operationId: PublicApi.CongressController.congress_recent_trades
parameters:
- description: limit the number of results returned
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAmueidzsnsc'
- description: ''
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Senate Stock'
description: ''
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Recent Congress Trades
tags:
- congress
/api/darkpool/recent:
get:
callbacks: {}
description: |
Returns the latest darkpool trades.
operationId: PublicApi.DarkpoolController.darkpool_recent
parameters:
- description: limit the number of results returned
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAmueidzsnsc'
- description: ''
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Darkpool Trade'
description: darkpool trades
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Recent Darkpool Trades
tags:
- darkpool
/api/darkpool/{ticker}:
get:
callbacks: {}
description: |
Returns the darkpool trades for the given ticker on a given day.
Date must be the current or a past date. If no date is given, returns data for the current/last market day.
operationId: PublicApi.DarkpoolController.darkpool_ticker
parameters:
- description: ticker symbol
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: iso date string in the format of YYYY-MM-DD to filter the results
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
- description: limit the number of results returned
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAqamqyhhbyd'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Darkpool Trade'
description: darkpool trades
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Ticker Darkpool Trades
tags:
- darkpool
/api/earnings/afterhours:
get:
callbacks: {}
description: |
Returns the next upcoming afterhours earnings for the given date.
Date must be the current or a past date. If no date is given, returns data for the current/last market day.
operationId: PublicApi.EarningsController.afterhours
parameters:
- description: iso date string in the format of YYYY-MM-DD to filter the results
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Earning'
description: after hours earnings
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Afterhours
tags:
- earnings
/api/earnings/premarket:
get:
callbacks: {}
description: |
Returns the next upcoming premarket earnings for the given date.
Date must be the current or a past date. If no date is given, returns data for the current/last market day.
operationId: PublicApi.EarningsController.premarket
parameters:
- description: iso date string in the format of YYYY-MM-DD to filter the results
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Earning'
description: next upcoming premarket earnings by date
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Premarket
tags:
- earnings
/api/earnings/{ticker}:
get:
callbacks: {}
description: |
Returns the past earnings for the given ticker.
operationId: PublicApi.EarningsController.ticker
parameters:
- description: ticker symbol
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Earning'
description: earnings report
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Past Ticker Earnings
tags:
- earnings
/api/etfs/{ticker}/exposure:
get:
callbacks: {}
description: |
Returns all ETFs in which the given ticker is a holding
operationId: PublicApi.EtfController.exposure
parameters:
- description: ticker symbol
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Holdings'
description: etfs holding ticker
summary: Exposure
tags:
- etfs
/api/etfs/{ticker}/holdings:
get:
callbacks: {}
description: |
Returns the holdings of the ETF
operationId: PublicApi.EtfController.holdings
parameters:
- description: ticker symbol
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Holdings'
description: holdings of the etf
summary: Holdings
tags:
- etfs
/api/etfs/{ticker}/info:
get:
callbacks: {}
description: |
Returns the information about the given ETF ticker.
operationId: PublicApi.EtfController.info
parameters:
- description: ticker symbol
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Etf Info'
description: etf info
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Information
tags:
- etfs
/api/etfs/{ticker}/weights:
get:
callbacks: {}
description: |
Returns the sector & country weights for the given ETF ticker.
operationId: PublicApi.EtfController.weights
parameters:
- description: ticker symbol
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Country & Sector exposure'
description: sector & country weights
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Sector & Country weights
tags:
- etfs
/api/market/economic-calendar:
get:
callbacks: {}
description: |
Returns the economic calendar.
operationId: PublicApi.MarketController.events
parameters: []
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Economic calendar'
description: Economic Calendar response
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Economic calendar
tags:
- market
/api/market/fda-calendar:
get:
callbacks: {}
description: |
Returns the fda calendar for the current week.
operationId: PublicApi.MarketController.fda_calendar
parameters: []
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Fda calendar'
description: Fda Calendar response
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Fda calendar
tags:
- market
/api/market/holidays:
get:
callbacks: {}
description: |
Returns the market holidays.
operationId: PublicApi.MarketController.holidays
parameters: []
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Market Holidays'
description: Market Holiday response
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Market Holidays
tags:
- market
/api/market/imbalances:
get:
callbacks: {}
description: |
Returns the MOC/MOO imbalances.
operationId: PublicApi.MarketController.imbalances
parameters: []
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Imbalances Volume'
description: Imbalances response
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Imbalances
tags:
- market
/api/market/insider-buy-sells:
get:
callbacks: {}
description: |
Returns the total amount of purchases & sells as well as notional values for insider transactions
across the market
operationId: PublicApi.MarketController.insider_buy_sells
parameters:
- description: limit the number of results returned
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAqamqyhhbyd'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Market Options Volume'
description: market options volume response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Total Insider Buy & Sells
tags:
- market
/api/market/market-tide:
get:
callbacks: {}
description: |
Market Tide is a proprietary tool that can be viewed from the Market Overview page. The Market Tide chart provides real time data based on a proprietary formula that examines market wide options activity and filters out 'noise'.
Date must be the current or a past date. If no date is given, returns data for the current/last market day.
Per default data are returned in 1 minute intervals. Use `interval_5m=true` to have this return data in 5 minute intervals instead.
For example:
- $15,000 in calls transacted at the ask has the effect of increasing the daily net call premium by $15,000.
- $10,000 in calls transacted at the bid has the effect of decreasing the daily net call premium by $10,000.
The resulting net premium from both of these trades would be $5000 (+ $15,000 - $10,000).
Transactions taking place at the mid are not accounted for.
In theory:
The sentiment in the options market becomes increasingly bullish if:
1. The aggregated CALL PREMIUM is increasing at a faster rate.
2. The aggregated PUT PREMIUM is decreasing at a faster rate.
The sentiment in the options market becomes increasingly bearish if:
1. The aggregated CALL PREMIUM is decreasing at a faster rate.
2. The aggregated PUT PREMIUM is increasing at a faster rate.
----
This can be used to build a market overview such as:
![market tide](https://i.imgur.com/tuwTCDc.png)
operationId: PublicApi.MarketController.market_tide
parameters:
- description: iso date string in the format of YYYY-MM-DD to filter the results
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
- description: Only include out of the money transactions
in: query
name: otm_only
required: false
schema:
$ref: '#/components/schemas/UseOtmOnly'
- description: Return data in 5 minutes intervals
in: query
name: interval_5m
required: false
schema:
$ref: '#/components/schemas/Use5mCandles'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Daily Market Tide'
description: daily market tide results
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Market Tide
tags:
- market
/api/market/oi-change:
get:
callbacks: {}
description: |
Returns the non-Index/non-ETF contracts and OI change data with the highest OI change (default: descending).
Date must be the current or a past date. If no date is given, returns data for the current/last market day.
operationId: PublicApi.MarketController.oi_change
parameters:
- description: iso date string in the format of YYYY-MM-DD to filter the results
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
- description: limit the number of results returned
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAmueidzsnsc'
- description: order the results in ascending or descending order
in: query
name: order
required: false
schema:
$ref: '#/components/schemas/OrderDirection'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/OI Change'
description: oi change results
summary: OI Change
tags:
- market
/api/market/sector-etfs:
get:
callbacks: {}
description: |
Returns the current trading days statistics for the SPDR sector etfs
----
This can be used to build a market overview such as:
![sectors etf](https://i.imgur.com/yQ5o6rR.png)
operationId: PublicApi.MarketController.sector_etfs
parameters: []
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Sector ETF'
description: sector etfs
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Sector Etfs
tags:
- market
/api/market/spike:
get:
callbacks: {}
description: |
Returns the SPIKE values for the given date.
Date must be the current or a past date. If no date is given, returns data for the current/last market day.
operationId: PublicApi.MarketController.spike
parameters:
- description: iso date string in the format of YYYY-MM-DD to filter the results
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/SPIKE value'
description: spike value response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: SPIKE
tags:
- market
/api/market/total-options-volume:
get:
callbacks: {}
description: |
Returns the total options volume and premium for all trade executions
that happened on a given trading date.
----
This can be used to build a market options overview such as:
![Market State](https://i.imgur.com/IioJyq9.png)
operationId: PublicApi.MarketController.total_options_volume
parameters:
- description: iso date string in the format of YYYY-MM-DD to filter the results
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAbmmvsjqabs'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Market Options Volume'
description: market options volume response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Total Options Volume
tags:
- market
/api/market/{ticker}/etf-tide:
get:
callbacks: {}
description: |
The ETF tide is similar to the Market Tide. While the market tide is based on options activity of the whole market
the ETF tide is only based on the options activity of the holdings of the specified ETF.
operationId: PublicApi.MarketController.etf_tide
parameters:
- description: ticker symbol
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/Ticker'
- description: iso date string in the format of YYYY-MM-DD to filter the results
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Daily Market Tide'
description: daily market tide response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: ETF Tide
tags:
- market
/api/option-contract/{id}/flow:
get:
callbacks: {}
description: |
Returns the latest flows for the given option chain. Optionally a min premium and a side can be supplied in the query for further filtering.
If no date is specified data for the last trading day is being returned.
operationId: PublicApi.OptionContractController.flow
parameters:
- description: option contract id
in: path
name: id
required: true
schema:
$ref: '#/components/schemas/OptionContract'
- description: bid or ask side
in: query
name: side
required: false
schema:
$ref: '#/components/schemas/Side'
- description: minimum premium
in: query
name: min_premium
required: false
schema:
$ref: '#/components/schemas/StockTradesMinPremium'
- description: limit the number of results returned
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAqamqyhhbyd'
- description: iso date string in the format of YYYY-MM-DD to filter the results
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Flow per expiry'
description: flow per expiry response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Flow Data
tags:
- option-contract
/api/option-contract/{id}/historic:
get:
callbacks: {}
description: |
Returns for every trading day historic data for the given option contract
operationId: PublicApi.OptionContractController.history
parameters:
- description: option contract id
in: path
name: id
required: true
schema:
$ref: '#/components/schemas/OptionContract'
- description: limit the number of results returned
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAqamqyhhbyd'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Option contract'
description: option contract results
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Historic Data
tags:
- option-contract
/api/option-trades/flow-alerts:
get:
callbacks: {}
description: |
Returns the latest flow alerts.
operationId: PublicApi.OptionTradeController.flow_alerts
parameters:
- description: ticker symbol
in: query
name: ticker_symbol
required: false
schema:
$ref: '#/components/schemas/Ticker'
- description: minimum premium limit
in: query
name: min_premium
required: false
schema:
$ref: '#/components/schemas/DynLimitAzypbfzepbq'
- description: maximum premium limit
in: query
name: max_premium
required: false
schema:
$ref: '#/components/schemas/DynLimitArdokgzdjqm'
- description: minimum size limit
in: query
name: min_size
required: false
schema:
$ref: '#/components/schemas/DynLimitAfzgwiehqcl'
- description: maximum size limit
in: query
name: max_size
required: false
schema:
$ref: '#/components/schemas/DynLimitAypyzbazxtg'
- description: minimum volume limit
in: query
name: min_volume
required: false
schema:
$ref: '#/components/schemas/DynLimitAshrfjgorlv'
- description: maximum volume limit
in: query
name: max_volume
required: false
schema:
$ref: '#/components/schemas/DynLimitAqikvrcdczf'
- description: minimum open interest limit
in: query
name: min_open_interest
required: false
schema:
$ref: '#/components/schemas/DynLimitAmfrkecwnfj'
- description: maximum open interest limit
in: query
name: max_open_interest
required: false
schema:
$ref: '#/components/schemas/DynLimitAazxinorviz'
- description: all opening transactions
in: query
name: all_opening
required: false
schema:
$ref: '#/components/schemas/DynLimitAmqgqebweqt'
- description: include floor transactions
in: query
name: is_floor
required: false
schema:
$ref: '#/components/schemas/DynLimitAzjapiodvay'
- description: include sweep transactions
in: query
name: is_sweep
required: false
schema:
$ref: '#/components/schemas/DynLimitAnfcxtqjiqm'
- description: include calls
in: query
name: is_call
required: false
schema:
$ref: '#/components/schemas/DynLimitAramwklcthf'
- description: include puts
in: query
name: is_put
required: false
schema:
$ref: '#/components/schemas/DynLimitAwlkzpcgxay'
- description: array of rule names
in: query
name: rule_name[]
required: false
schema:
$ref: '#/components/schemas/Rule Name'
- description: min difference
in: query
name: min_diff
required: false
schema:
$ref: '#/components/schemas/DynLimitAqatvtzxufg'
- description: max difference
in: query
name: max_diff
required: false
schema:
$ref: '#/components/schemas/DynLimitArjmtuxjkjs'
- description: min volume oi ratio
in: query
name: min_volume_oi_ratio
required: false
schema:
$ref: '#/components/schemas/DynLimitAbvymhstjax'
- description: max volume oi ratio
in: query
name: max_volume_oi_ratio
required: false
schema:
$ref: '#/components/schemas/DynLimitAgnttnwyjni'
- description: include out of the money
in: query
name: is_otm
required: false
schema:
$ref: '#/components/schemas/DynLimitAynumvdiypf'
- description: array of issue types
in: query
name: issue_types[]
required: false
schema:
$ref: '#/components/schemas/Issue types'
- description: min trading date
in: query
name: min_dte
required: false
schema:
$ref: '#/components/schemas/DynLimitAqsvqnpmpxq'
- description: max days to expire
in: query
name: max_dte
required: false
schema:
$ref: '#/components/schemas/DynLimitAssvxrytwgo'
- description: limit the number of results returned
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAmueidzsnsc'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Flow Alert'
description: flow alert response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Flow Alerts
tags:
- option-trade
/api/option-trades/full-tape/{date}:
get:
callbacks: {}
description: |
Download the full tape of data for a given trading date.
NOTICE:
This endpoint is not included by default in your access.
For information on how to access this data email [email protected]
operationId: PublicApi.OptionTradeController.full_tape
parameters:
- description: ''
in: path
name: date
required: true
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/zip: {}
description: ''
summary: Full Tape
tags:
- option-trade
/api/screener/analysts:
get:
callbacks: {}
description: |
Returns the latest analyst rating for the given ticker.
operationId: PublicApi.ScreenerController.analyst_ratings
parameters:
- description: ''
in: query
name: ticker
required: false
schema:
$ref: '#/components/schemas/SingleTicker'
- description: ''
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAiqxukgpniv'
- description: ''
in: query
name: action
required: false
schema:
$ref: '#/components/schemas/Analyst Action'
- description: ''
in: query
name: recommendation
required: false
schema:
$ref: '#/components/schemas/Analyst Recommendation'
- description: ''
in: query
name: sector
required: false
schema:
$ref: '#/components/schemas/AnalystSector'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Analyst Rating'
description: Analyst rating response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Analyst Rating
tags:
- screener
/api/screener/option-contracts:
get:
callbacks: {}
description: |
A contract screener endpoint to screen the market for contracts by a variety of filter options.
For an example of what can be build with this endpoint check out the [Hottest Contracts](https://flowprophet.com/hottest-contracts?limit=100&hide_index_etf=true)
on FlowProphet.
operationId: PublicApi.ScreenerController.contract_screener
parameters:
- description: ''
in: query
name: ticker_symbol
required: false
schema:
$ref: '#/components/schemas/Ticker'
- description: ''
in: query
name: sectors[]
required: false
schema:
$ref: '#/components/schemas/Sectors'
- description: ''
in: query
name: min_underlying_price
required: false
schema:
$ref: '#/components/schemas/DynLimitAamjbjwgmep'
- description: ''
in: query
name: max_underlying_price
required: false
schema:
$ref: '#/components/schemas/DynLimitAisbhpztyvo'
- description: ''
in: query
name: is_otm
required: false
schema:
$ref: '#/components/schemas/DynLimitAynumvdiypf'
- description: ''
in: query
name: min_dte
required: false
schema:
$ref: '#/components/schemas/DynLimitAqsvqnpmpxq'
- description: ''
in: query
name: max_dte
required: false
schema:
$ref: '#/components/schemas/DynLimitAssvxrytwgo'
- description: ''
in: query
name: min_diff
required: false
schema:
$ref: '#/components/schemas/DynLimitAqatvtzxufg'
- description: ''
in: query
name: max_diff
required: false
schema:
$ref: '#/components/schemas/DynLimitArjmtuxjkjs'
- description: ''
in: query
name: min_strike
required: false
schema:
$ref: '#/components/schemas/DynLimitAkznvpznjzo'
- description: ''
in: query
name: max_strike
required: false
schema:
$ref: '#/components/schemas/DynLimitAkznvpznjzo'
- description: ''
in: query
name: type
required: false
schema:
$ref: '#/components/schemas/OptionType'
- description: ''
in: query
name: expiry_dates[]
required: false
schema:
$ref: '#/components/schemas/Expiry dates'
- description: ''
in: query
name: min_marketcap
required: false
schema:
$ref: '#/components/schemas/DynLimitAoomfzhzrit'
- description: ''
in: query
name: max_marketcap
required: false
schema:
$ref: '#/components/schemas/DynLimitAqqnasuzpct'
- description: ''
in: query
name: min_volume
required: false
schema:
$ref: '#/components/schemas/DynLimitAkuvydpeqsb'
- description: ''
in: query
name: max_volume
required: false
schema:
$ref: '#/components/schemas/DynLimitAcuuylcrann'
- description: ''
in: query
name: min_multileg_volume_ratio
required: false
schema:
$ref: '#/components/schemas/DynLimitAdpjidncqnm'
- description: ''
in: query
name: max_multileg_volume_ratio
required: false
schema:
$ref: '#/components/schemas/DynLimitAqiohpsziso'
- description: ''
in: query
name: min_floor_volume_ratio
required: false
schema:
$ref: '#/components/schemas/DynLimitAmwliqvynaj'
- description: ''
in: query
name: max_floor_volume_ratio
required: false
schema:
$ref: '#/components/schemas/DynLimitAdmzqxnciez'
- description: ''
in: query
name: min_perc_change
required: false
schema:
$ref: '#/components/schemas/DynLimitAvwsoxnytae'
- description: ''
in: query
name: max_perc_change
required: false
schema:
$ref: '#/components/schemas/DynLimitAvoguwyhkhx'
- description: ''
in: query
name: min_daily_perc_change
required: false
schema:
$ref: '#/components/schemas/DynLimitAcxjjxntkyk'
- description: ''
in: query
name: max_daily_perc_change
required: false
schema:
$ref: '#/components/schemas/DynLimitAsrtcrkghex'
- description: ''
in: query
name: min_premium
required: false
schema:
$ref: '#/components/schemas/DynLimitArayimtbrpc'
- description: ''
in: query
name: max_premium
required: false
schema:
$ref: '#/components/schemas/DynLimitAofttqrknrw'
- description: ''
in: query
name: min_volume_oi_ratio
required: false
schema:
$ref: '#/components/schemas/DynLimitAbvymhstjax'
- description: ''
in: query
name: max_volume_oi_ratio
required: false
schema:
$ref: '#/components/schemas/DynLimitAgnttnwyjni'
- description: ''
in: query
name: min_open_interest
required: false
schema:
$ref: '#/components/schemas/DynLimitAbdtyoyeezo'
- description: ''
in: query
name: max_open_interest
required: false
schema:
$ref: '#/components/schemas/DynLimitAzfbqcnowjg'
- description: ''
in: query
name: min_floor_volume
required: false
schema:
$ref: '#/components/schemas/DynLimitAmltaxtjajj'
- description: ''
in: query
name: max_floor_volume
required: false
schema:
$ref: '#/components/schemas/DynLimitArbitojiixg'
- description: ''
in: query
name: vol_greater_oi
required: false
schema:
$ref: '#/components/schemas/DynLimitAktpmqoeofy'
- description: ''
in: query
name: issue_types[]
required: false
schema:
$ref: '#/components/schemas/Issue types'
- description: ''
in: query
name: order
required: false
schema:
$ref: '#/components/schemas/Screener contract order by field'
- description: ''
in: query
name: order_direction
required: false
schema:
$ref: '#/components/schemas/OrderDirection'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Option Contract Screener response.'
description: ''
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Hottest Chains
tags:
- screener
/api/screener/stocks:
get:
callbacks: {}
description: |
A stock screener endpoint to screen the market for stocks by a variety of filter options.
For an example of what can be build with this endpoint check out the [Stock Screener](https://flowprophet.com/flow/ticker_flows)
on FlowProphet.
operationId: PublicApi.ScreenerController.stock_screener
parameters:
- description: ''
in: query
name: ticker
required: false
schema:
$ref: '#/components/schemas/Ticker'
- description: ''
in: query
name: issue_types[]
required: false
schema:
$ref: '#/components/schemas/Issue types'
- description: ''
in: query
name: min_change
required: false
schema:
$ref: '#/components/schemas/DynLimitAlaetkhyrfg'
- description: ''
in: query
name: max_change
required: false
schema:
$ref: '#/components/schemas/DynLimitArpedvptwpq'
- description: ''
in: query
name: min_underlying_price
required: false
schema:
$ref: '#/components/schemas/DynLimitAamjbjwgmep'
- description: ''
in: query
name: max_underlying_price
required: false
schema:
$ref: '#/components/schemas/DynLimitAisbhpztyvo'
- description: ''
in: query
name: is_s_p_500
required: false
schema:
$ref: '#/components/schemas/DynLimitAjiokysubro'
- description: ''
in: query
name: has_dividends
required: false
schema:
$ref: '#/components/schemas/DynLimitAgklwwddbbm'
- description: ''
in: query
name: sectors[]
required: false
schema:
$ref: '#/components/schemas/Sectors'
- description: ''
in: query
name: min_marketcap
required: false
schema:
$ref: '#/components/schemas/DynLimitAoomfzhzrit'
- description: ''
in: query
name: max_marketcap
required: false
schema:
$ref: '#/components/schemas/DynLimitAqqnasuzpct'
- description: ''
in: query
name: min_perc_3_day_total
required: false
schema:
$ref: '#/components/schemas/DynLimitAubyuvmshpt'
- description: ''
in: query
name: max_perc_3_day_total
required: false
schema:
$ref: '#/components/schemas/DynLimitApgorxielxd'
- description: ''
in: query
name: min_perc_3_day_call
required: false
schema:
$ref: '#/components/schemas/DynLimitApyqibgdoqz'
- description: ''
in: query
name: max_perc_3_day_call
required: false
schema:
$ref: '#/components/schemas/DynLimitAeqgngvyxpr'
- description: ''
in: query
name: min_perc_3_day_put
required: false
schema:
$ref: '#/components/schemas/DynLimitAmgtudozlnq'
- description: ''
in: query
name: max_perc_3_day_put
required: false
schema:
$ref: '#/components/schemas/DynLimitAsuqidonqwc'
- description: ''
in: query
name: min_perc_30_day_total
required: false
schema:
$ref: '#/components/schemas/DynLimitAxkkaryvarc'
- description: ''
in: query
name: max_perc_30_day_total
required: false
schema:
$ref: '#/components/schemas/DynLimitAoeodtqcvbv'
- description: ''
in: query
name: min_perc_30_day_call
required: false
schema:
$ref: '#/components/schemas/DynLimitAaxyicjnqfm'
- description: ''
in: query
name: max_perc_30_day_call
required: false
schema:
$ref: '#/components/schemas/DynLimitAsskdzuckaa'
- description: ''
in: query
name: min_perc_30_day_put
required: false
schema:
$ref: '#/components/schemas/DynLimitAqcmnijyoys'
- description: ''
in: query
name: max_perc_30_day_put
required: false
schema:
$ref: '#/components/schemas/DynLimitAobhrkzcssd'
- description: ''
in: query
name: min_total_oi_change_perc
required: false
schema:
$ref: '#/components/schemas/DynLimitAwkjcbdgbuv'
- description: ''
in: query
name: max_total_oi_change_perc
required: false
schema:
$ref: '#/components/schemas/DynLimitAfqydyatanm'
- description: ''
in: query
name: min_call_oi_change_perc
required: false
schema:
$ref: '#/components/schemas/DynLimitAvwrboubisv'
- description: ''
in: query
name: max_call_oi_change_perc
required: false
schema:
$ref: '#/components/schemas/DynLimitAiqwniqqiua'
- description: ''
in: query
name: min_put_oi_change_perc
required: false
schema:
$ref: '#/components/schemas/DynLimitAxkaqvfjvzn'
- description: ''
in: query
name: max_put_oi_change_perc
required: false
schema:
$ref: '#/components/schemas/DynLimitAebxkkfifmq'
- description: ''
in: query
name: min_implied_move
required: false
schema:
$ref: '#/components/schemas/DynLimitAmopjlvawgr'
- description: ''
in: query
name: max_implied_move
required: false
schema:
$ref: '#/components/schemas/DynLimitAqmsbtkvcgk'
- description: ''
in: query
name: min_implied_move_perc
required: false
schema:
$ref: '#/components/schemas/DynLimitAukscmlppho'
- description: ''
in: query
name: max_implied_move_perc
required: false
schema:
$ref: '#/components/schemas/DynLimitAdqplbgftzp'
- description: ''
in: query
name: min_volatility
required: false
schema:
$ref: '#/components/schemas/DynLimitAdnesjuexzx'
- description: ''
in: query
name: max_volatility
required: false
schema:
$ref: '#/components/schemas/DynLimitAretlafeayz'
- description: ''
in: query
name: min_iv_rank
required: false
schema:
$ref: '#/components/schemas/DynLimitAjrrcvnhtrz'
- description: ''
in: query
name: max_iv_rank
required: false
schema:
$ref: '#/components/schemas/DynLimitAdzgpnnkhju'
- description: ''
in: query
name: min_volume
required: false
schema:
$ref: '#/components/schemas/DynLimitAdphwldmrqq'
- description: ''
in: query
name: max_volume
required: false
schema:
$ref: '#/components/schemas/DynLimitAuldaenclsu'
- description: ''
in: query
name: min_call_volume
required: false
schema:
$ref: '#/components/schemas/DynLimitAfrpjgwiygb'
- description: ''
in: query
name: max_call_volume
required: false
schema:
$ref: '#/components/schemas/DynLimitApfwbbzutqr'
- description: ''
in: query
name: min_put_volume
required: false
schema:
$ref: '#/components/schemas/DynLimitAuhqgtmbgfy'
- description: ''
in: query
name: max_put_volume
required: false
schema:
$ref: '#/components/schemas/DynLimitAielxewrxwu'
- description: ''
in: query
name: min_premium
required: false
schema:
$ref: '#/components/schemas/DynLimitAemggnklpjd'
- description: ''
in: query
name: max_premium
required: false
schema:
$ref: '#/components/schemas/DynLimitAzompjhfmeu'
- description: ''
in: query
name: min_call_premium
required: false
schema:
$ref: '#/components/schemas/DynLimitAvkwzhqdgcc'
- description: ''
in: query
name: max_call_premium
required: false
schema:
$ref: '#/components/schemas/DynLimitAoqbrtjqtpy'
- description: ''
in: query
name: min_put_premium
required: false
schema:
$ref: '#/components/schemas/DynLimitAmgzkptjjvn'
- description: ''
in: query
name: max_put_premium
required: false
schema:
$ref: '#/components/schemas/DynLimitAhlqafvlumf'
- description: ''
in: query
name: min_net_premium
required: false
schema:
$ref: '#/components/schemas/DynLimitAxghjcokilr'
- description: ''
in: query
name: max_net_premium
required: false
schema:
$ref: '#/components/schemas/DynLimitAoqhjlkkhpl'
- description: ''
in: query
name: min_oi
required: false
schema:
$ref: '#/components/schemas/DynLimitAzbxguusvdu'
- description: ''
in: query
name: max_oi
required: false
schema:
$ref: '#/components/schemas/DynLimitAlwzunqubqu'
- description: ''
in: query
name: min_oi_vs_vol
required: false
schema:
$ref: '#/components/schemas/DynLimitAcgpkrivurz'
- description: ''
in: query
name: max_oi_vs_vol
required: false
schema:
$ref: '#/components/schemas/DynLimitAszkdhbpmbg'
- description: ''
in: query
name: min_put_call_ratio
required: false
schema:
$ref: '#/components/schemas/DynLimitAwjdaquxrrf'
- description: ''
in: query
name: max_put_call_ratio
required: false
schema:
$ref: '#/components/schemas/DynLimitAhijpmfgwtt'
- description: ''
in: query
name: order
required: false
schema:
$ref: '#/components/schemas/Screener order by field'
- description: ''
in: query
name: order_direction
required: false
schema:
$ref: '#/components/schemas/OrderDirection'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Stock Screener response'
description: ''
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Stock Screener
tags:
- screener
/api/seasonality/market:
get:
callbacks: {}
description: |
Returns the average return by month for the tickers SPY, QQQ, IWM, XLE, XLC, XLK, XLV, XLP, XLY, XLRE, XLF, XLI, XLB .
operationId: PublicApi.SeasonalityController.market_seasonality
parameters: []
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Seasonality Market'
description: seasonality market response
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Market Seasonality
tags:
- seasonality
/api/seasonality/{month}/performers:
get:
callbacks: {}
description: |
Returns the tickers with the highest performance in terms of price change in the month over the years.
Per default the result is ordered by 'positive_months_perc' descending, then 'median_change' descending, then 'marketcap' descending.
operationId: PublicApi.SeasonalityController.month_performers
parameters:
- description: month of year as integer
in: path
name: month
required: true
schema:
$ref: '#/components/schemas/SingleMonthNumber'
- description: min years
in: query
name: min_years
required: false
schema:
$ref: '#/components/schemas/DynLimitAzcygndqclk'
- description: ticker symbol for sector
in: query
name: ticker_for_sector
required: false
schema:
$ref: '#/components/schemas/SingleTickerForSector'
- description: s&p 500 and nasdaq only
in: query
name: s_p_500_nasdaq_only
required: false
schema:
$ref: '#/components/schemas/DynLimitAnqyzpkbbzf'
- description: min open interest
in: query
name: min_oi
required: false
schema:
$ref: '#/components/schemas/DynLimitAzbxguusvdu'
- description: limit the number of results returned
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitArxhwzqhnwn'
- description: order by property
in: query
name: order
required: false
schema:
$ref: '#/components/schemas/Seasonality Performance Order By'
- description: ascending or descening order direction
in: query
name: order_direction
required: false
schema:
$ref: '#/components/schemas/OrderDirection'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Seasonality Performers'
description: seasonality performers response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Month Performers
tags:
- seasonality
/api/seasonality/{ticker}/monthly:
get:
callbacks: {}
description: |
Returns the average return by month for the given ticker.
operationId: PublicApi.SeasonalityController.monthly
parameters:
- description: ticker symbol
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Seasonality Monthly'
description: seasonality monthly response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Average return per month
tags:
- seasonality
/api/seasonality/{ticker}/year-month:
get:
callbacks: {}
description: |
Returns the relative price change for all past months over multiple years.
operationId: PublicApi.SeasonalityController.year_month
parameters:
- description: ticker symbol
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Seasonality Year Month'
description: seasonality year month response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Price change per month per year
tags:
- seasonality
/api/socket:
get:
callbacks: {}
description: |
Returns the available WebSocket channels for connections.
## Websocket Guide
Important: Websockets are not part of the basic API subscription. To be able to connect to WebSockets, please
contact us at [email protected].
The following channels are available:
| Channel | Description |
|----------------------|-----------------------------------------------------------------------------------------------------------------------|
| option_trades | Receive all option trades live through out the trading session |
| option_trades:TICKER | Similar to `option_trades` but receive all trades only for the specified ticker |
| flow-alerts | Receive all flow alerts. The data can be used to build a similar view as https://flowprophet.com/option-flow-alerts |
| price:TICKER | Receive live price updates for the given ticker. |
The `option_trades` channel will stream all 6,000,000 option trades in real-time, `option_trades:<TICKER>` will stream
all option trades for the given ticker in real-time.
`flow-alerts` will stream from the alerts [page](https://flowprophet.com/option-flow-alerts?limit=50)
## Connect
We will use [websocat](https://github.com/vi/websocat) to demonstrate how to connect to the WebSocket server.
```bash
websocat "wss://api.unusualwhales.com/socket?token=<YOUR_API_TOKEN>"
{"channel":"option_trades","msg_type":"join"}
```
The server will then reply with
```bash
["option_trades",{"response":{},"status":"ok"}]
```
indicating that the connection was successful.
You will then receive data in the following format:
```bash
[<CHANNEL_NAME>, <PAYLOAD>]
```
during market hours.
To receive the trades only for a specific ticker, use the following command:
```bash
{"channel":"option_trades","msg_type":"join"}
```
You can join multiple channels with the same websocket connection:
```bash
websocat "wss://api.unusualwhales.com/socket?token=<YOUR_API_TOKEN>"
{"channel":"option_trades","msg_type":"join"}
["option_trades",{"response":{},"status":"ok"}]
{"channel":"option_trades:JPM","msg_type":"join"}
["option_trades:JPM",{"response":{},"status":"ok"}]
```
## Using a client
If you are using Python, you can use the [websocket-client](https://github.com/websocket-client/websocket-client) library to connect to the server.
```python
import websocket
import time
import rel
import json
def on_message(ws, msg):
msg = json.loads(msg)
channel, payload = msg
print(f"Got a message on channel {channel}: Payload: {payload}")
def on_error(ws, error):
print(error)
def on_close(ws, close_status_code, close_msg):
print("### closed ###")
def on_open(ws):
print("Opened connection")
msg = {"channel":"option_trades","msg_type":"join"}
ws.send(json.dumps(msg))
if __name__ == "__main__":
websocket.enableTrace(False)
ws = websocket.WebSocketApp("wss://api.unusualwhales.com/socket?token=<YOUR_TOKEN>",
on_open=on_open,
on_message=on_message,
on_error=on_error,
on_close=on_close)
ws.run_forever(dispatcher=rel, reconnect=5) # Set dispatcher to automatic reconnection, 5 second reconnect delay if connection closed unexpectedly
rel.signal(2, rel.abort) # Keyboard Interrupt
rel.dispatch()
## Historic data
To download/access historic data, use the endpoint [/api/option-trades/full-tape](https://api.unusualwhales.com/docs#/operations/PublicApi.OptionTradeController.full_tape)
operationId: PublicApi.SocketController.channels
parameters: []
responses: {}
summary: WebSocket channels
tags:
- websocket
/api/stock/{sector}/tickers:
get:
callbacks: {}
description: |
Returns a list of tickers which are in the given sector.
operationId: PublicApi.TickerController.companies_in_sector
parameters:
- description: sector to include
in: path
name: sector
required: true
schema:
$ref: '#/components/schemas/Sector'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Market Sector Tickers'
description: market sector tickers
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Companies in Sector
tags:
- stock
/api/stock/{ticker}/atm-chains:
get:
callbacks: {}
description: |
Returns the ATM chains for the given expirations
operationId: PublicApi.TickerController.atm_chains
parameters:
- description: ticker symbol
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: ''
in: query
name: expirations[]
required: true
schema:
$ref: '#/components/schemas/Expiry dates'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Option Contract Screener response.'
description: option contract screener response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: ATM Chains
tags:
- stock
/api/stock/{ticker}/expiry-breakdown:
get:
callbacks: {}
description: |
Returns all expirations for the given trading day for a ticker.
operationId: PublicApi.OptionContractController.expiry_breakdown
parameters:
- description: ticker symbol
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: iso date string in the format YYYY-MM-DD
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Expiry breakdown'
description: expiry breakdown response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Expiry Breakdown
tags:
- option-contract
/api/stock/{ticker}/flow-alerts:
get:
callbacks: {}
description: |
Returns the latest flow alerts for the given ticker.
operationId: PublicApi.TickerController.flow_alerts
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: ''
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAmueidzsnsc'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Flow Alert'
description: ''
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Flow Alerts
tags:
- stock
/api/stock/{ticker}/flow-per-expiry:
get:
callbacks: {}
description: |
Returns the option flow per expiry for the last trading day
operationId: PublicApi.TickerController.flow_per_expiry
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Flow per expiry'
description: ''
summary: Flow per expiry
tags:
- stock
/api/stock/{ticker}/flow-per-strike:
get:
callbacks: {}
description: |
Returns the option flow per strike for the last trading day
operationId: PublicApi.TickerController.flow_per_strike
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Flow per strike'
description: ''
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Flow per strike
tags:
- stock
/api/stock/{ticker}/flow-recent:
get:
callbacks: {}
description: |
Returns the latest flows for the given ticker. Optionally a min premium and a side can be supplied in the query for further filtering.
operationId: PublicApi.TickerController.flow_recent
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: ''
in: query
name: side
required: false
schema:
$ref: '#/components/schemas/Side'
- description: ''
in: query
name: min_premium
required: false
schema:
$ref: '#/components/schemas/StockTradesMinPremium'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Flow per expiry'
description: ''
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Recent flows
tags:
- stock
/api/stock/{ticker}/greek-exposure:
get:
callbacks: {}
description: |
Greek Exposure is the assumed greek exposure that market makers are exposed to.
The most popular greek exposure is gamma exposure (GEX).
Investors and large funds lower risk and protect their money by selling calls and buying puts. Market makers provide the liquidity to facilitate these trades.
GEX assumes that market makers are part of every transaction and that the bulk of their transactions are buying calls and selling puts to investors hedging their portfolios.
If a market maker has one contract open with a gamma value of 0.05, then that market maker is exposed to 0.05 * [100 shares] of gamma. The total market maker exposure is calculated by summing up the exposure values of all open contracts determined by the daily open interest.
Market makers profit from the bid-ask spreads and as such, they constantly gamma hedge (they buy and sell shares to keep their positions delta neutral).
Long call positions are positive gamma - as the stock price increases and delta rises (approaches 1), market makers hedge by selling shares, and they buy shares if the stock price decreases and delta falls.
Short put positions are negative gamma - as the stock price increases and delta falls (approaches -1), market makers hedge by buying shares, and they sell shares if the stock price decreases and delta rises.
As such, in the event of large positive gamma, volatility is suppressed as market makers will hedge by buying as the stock price decreases and selling as the stock price increases. And in the event of large negative gamma, volatility is amplified as market makers will hedge by buying as the stock price increases and selling as the stock price decreases.
operationId: PublicApi.TickerController.greek_exposure
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: ''
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
- description: ''
in: query
name: timeframe
required: false
schema:
$ref: '#/components/schemas/Time frame'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Greek Exposure'
description: ''
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Greek Exposure
tags:
- stock
/api/stock/{ticker}/greek-exposure/expiry:
get:
callbacks: {}
description: |
The greek exposure of a ticker grouped by expiry dates across all contracts on a given market date.
operationId: PublicApi.TickerController.greek_exposure_by_expiry
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: ''
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Greek Exposure By Strike'
description: ''
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Greek Exposure By Expiry
tags:
- stock
/api/stock/{ticker}/greek-exposure/strike:
get:
callbacks: {}
description: |
The greek exposure of a ticker grouped by strike price across all contracts on a given market date.
operationId: PublicApi.TickerController.greek_exposure_by_strike
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: ''
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Greek Exposure By Strike'
description: ''
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Greek Exposure By Strike
tags:
- stock
/api/stock/{ticker}/greek-exposure/strike-expiry:
get:
callbacks: {}
description: |
The greek exposure of a ticker grouped by strike price for a specific expiry date.
operationId: PublicApi.TickerController.greek_exposure_by_strike_expiry
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: ''
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
- description: ''
in: query
name: expiry
required: true
schema:
$ref: '#/components/schemas/Expiry dates'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Greek Exposure By Strike And Expiry'
description: ''
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Greek Exposure By Strike And Expiry
tags:
- stock
/api/stock/{ticker}/greeks:
get:
callbacks: {}
description: |
Returns the greeks for each strike for a single expiry date.
operationId: PublicApi.TickerController.greeks
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: ''
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
- description: ''
in: query
name: expiry
required: true
schema:
$ref: '#/components/schemas/Expiry dates'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Greeks'
description: ''
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Greeks
tags:
- stock
/api/stock/{ticker}/historical-risk-reversal-skew:
get:
callbacks: {}
description: |
Returns the historical risk reversal skew (the difference between put and call volatility) at a delta of 0.25 or 0.1 for a given expiry date.
operationId: PublicApi.TickerController.historical_risk_reversal_skew
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: ''
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
- description: ''
in: query
name: expiry
required: true
schema:
$ref: '#/components/schemas/Expiry dates'
- description: ''
in: query
name: timeframe
required: false
schema:
$ref: '#/components/schemas/Time frame'
- description: ''
in: query
name: delta
required: true
schema:
$ref: '#/components/schemas/Delta'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Historical Risk Reversal Skew'
description: ''
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Historical Risk Reversal Skew
tags:
- stock
/api/stock/{ticker}/info:
get:
callbacks: {}
description: |
Returns a information about the given ticker.
operationId: PublicApi.TickerController.info
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Ticker Info'
description: ''
'404':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message stating that the requested element was not found causing an empty result to be generated.'
description: Not Found
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Information
tags:
- stock
/api/stock/{ticker}/insider-buy-sells:
get:
callbacks: {}
description: |
Returns the total amount of purchases & sells as well as notional values for insider transactions
for the given ticker
operationId: PublicApi.TickerController.insider_buy_sell
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Insider statistics'
description: ''
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Insider buy & sells
tags:
- stock
/api/stock/{ticker}/max-pain:
get:
callbacks: {}
description: |
Returns the max pain for all expirations for the given ticker for the last 120 days
operationId: PublicApi.TickerController.max_pain
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Max Pain'
description: ''
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Max Pain
tags:
- stock
/api/stock/{ticker}/net-prem-ticks:
get:
callbacks: {}
description: |
Returns the net premium ticks for a given ticker which can be used to build the following chart:
![Net Prem chart](https://i.imgur.com/Rom1kcB.png)
----
Each tick is resembling the data for a single minute tick. To build a daily chart
you would have to add the previous data to the current tick:
```javascript
const url =
'https://api.unusualwhales.com/api/stock/AAPL/net-prem-ticks';
const options = {
method: 'GET',
headers: {
Accept: 'application/json',
Authorization: 'Bearer YOUR_TOKEN'
}
};
fetch(url, options)
.then(r => r.json())
.then(r => {
const {data} = r.data;
const fieldsToSum = [
"net_call_premium",
"net_call_volume",
"net_put_premium",
"net_put_volume"
];
let result = [];
data.forEach((e, idx) => {
e.net_call_premium = parseFloat(e.net_call_premium);
e.net_put_premium = parseFloat(e.net_put_premium);
if (idx !== 0) {
fieldsToSum.forEach((field) => {
e[field] = e[field] + result[idx-1][field];
})
}
result.push(e);
})
return result;
});
```
operationId: PublicApi.TickerController.net_prem_ticks
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: ''
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Net Prem Tick response.'
description: ''
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Net Prem Ticks
tags:
- stock
/api/stock/{ticker}/ohlc/{candle_size}:
get:
callbacks: {}
description: |
Returns the Open High Low Close (OHLC) candle data for a given ticker.
Results are limitted to 2,500 elements even if there are more available.
operationId: PublicApi.TickerController.ohlc
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: ''
in: path
name: candle_size
required: true
schema:
$ref: '#/components/schemas/Candle Size'
- description: ''
in: query
name: timeframe
required: false
schema:
$ref: '#/components/schemas/Time frame'
- description: ''
in: query
name: timeframe
required: false
schema:
$ref: '#/components/schemas/Trading day'
- description: ''
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAsawcqthixh'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Candle data'
description: OHLC Response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: OHLC
tags:
- stock
/api/stock/{ticker}/oi-change:
get:
callbacks: {}
description: |
Returns the tickers contracts' OI change data ordered by absolute OI change (default: descending).
Date must be the current or a past date. If no date is given, returns data for the current/last market day.
operationId: PublicApi.TickerController.oi_change
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: ''
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
- description: ''
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAqamqyhhbyd'
- description: ''
in: query
name: order
required: false
schema:
$ref: '#/components/schemas/OrderDirection'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/OI Change'
description: ''
summary: OI Change
tags:
- stock
/api/stock/{ticker}/option-chains:
get:
callbacks: {}
description: |
Returns all option symbols for the given ticker that were present at the given day.
If no date is given, returns data for the current/last market day.
You can use the following regex to extract underlying ticker, option type, expiry & strike:
`^(?<symbol>[\w]*)(?<expiry>(\d{2})(\d{2})(\d{2}))(?<type>[PC])(?<strike>\d{8})$`
Keep in mind that the strike needs to be divided by 1,000.
operationId: PublicApi.TickerController.option_chains
parameters:
- description: ''
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: ''
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Option Chains response'
description: Option chains response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Option Chains
tags:
- stock
/api/stock/{ticker}/option-contracts:
get:
callbacks: {}
description: |
Returns all option contracts for the given ticker
operationId: PublicApi.OptionContractController.option_contracts
parameters:
- description: the ticker of the financial instrument
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: iso date string of the contract expiry
in: query
name: expiry
required: false
schema:
$ref: '#/components/schemas/Expiry dates'
- description: enter "put" or "call" to filter by option type
in: query
name: option_type
required: false
schema:
$ref: '#/components/schemas/Expiry dates'
- description: Wether to only return chains where volume > open interest
examples:
- true
- false
in: query
name: vol_greater_oi
required: false
schema:
type: dict_type
input_value: [True, False]
input_type: list
- description: Wether to only return chains where volume > 0
examples:
- true
- false
in: query
name: exclude_zero_vol_chains
required: false
schema:
type: boolean
- description: Wether to only return chains which do not expire on the same day
# examples:
# - true
# - false
in: query
name: exclude_zero_dte
required: false
schema:
type: boolean
- description: Wether to only return chains where open interest > 0
# examples:
# - true
# - false
in: query
name: exclude_zero_oi_chains
required: false
schema:
type: boolean
- description: Wether to only return chains which are out of the money
# examples:
# - true
# - false
in: query
name: maybe_otm_only
required: false
schema:
type: boolean
- description: Limit the number of results returned
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAqamqyhhbyd'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Option contracts'
description: ''
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Option contracts
tags:
- option-contract
/api/stock/{ticker}/option/stock-price-levels:
get:
callbacks: {}
description: |
Returns the call and put volume per price level for the given ticker.
operationId: PublicApi.TickerController.option_price_level
parameters:
- description: ticker of the financial instrument
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: iso date string of the trading day to return, defaults to the last trading day
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Option Price Level'
description: Option Price Level response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Option Price Levels
tags:
- stock
/api/stock/{ticker}/option/volume-oi-expiry:
get:
callbacks: {}
description: |
Returns the total volume and open interest per expiry for the given ticker.
operationId: PublicApi.TickerController.vol_oi_per_expiry
parameters:
- description: the ticker of the financial instrument
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: iso date string of the trading day to return, defaults to the last trading day
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Volume & OI per Expiry'
description: Vol & OI per expiry response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Volume & OI per Expiry
tags:
- stock
/api/stock/{ticker}/options-volume:
get:
callbacks: {}
description: |
Returns the options volume & premium for all trade executions
that happened on a given trading date for the given ticker.
----
This can be used to build a ticker options overview such as:
![Table](https://i.imgur.com/7FHyuqc.png)
----
![Line](https://i.imgur.com/UnVryDK.png)
operationId: PublicApi.TickerController.options_volume
parameters:
- description: the ticker of the financial instrument
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: limit the results returned
in: query
name: limit
required: false
schema:
$ref: '#/components/schemas/DynLimitAbmmvsjqabs'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Ticker Options Volume'
description: Options Volume response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Options Volume
tags:
- stock
/api/stock/{ticker}/spot-exposures:
get:
callbacks: {}
description: |
Returns the spot GEX exposures for the given ticker per minute.
Spot GEX is the assumed $ value of the given greek (ie. gamma) exposure that market makers need to hedge per 1% change of the underlying stock's price movement. A positive value is long and a negative value is short.
Investors and large funds lower risk and protect their money by selling calls and buying puts. Market makers provide the liquidity to facilitate these trades.
GEX assumes that market makers are part of every transaction and that the bulk of their transactions are buying calls and selling puts to investors hedging their portfolios.
If a market maker has one contract open with a gamma value of 0.05, then if the underlying stock price moves by 1%, that market maker is exposed to $[0.05 * 100 shares * 0.01 * stock price * underlying parameter of the greek variable (for gamma this variable is the stock price)]. The total market maker spot exposure is calculated by summing up the spot exposure of all open contracts determined by the daily open interest or by volume.
Market makers profit from the bid-ask spreads and as such, they constantly gamma hedge (they buy and sell shares to keep their positions delta neutral).
Long call positions are positive gamma - as the stock price increases and delta rises (approaches 1), market makers hedge by selling shares, and they buy shares if the stock price decreases and delta falls.
Short put positions are negative gamma - as the stock price increases and delta falls (approaches -1), market makers hedge by buying shares, and they sell shares if the stock price decreases and delta rises.
As such, in the event of large positive gamma, volatility is suppressed as market makers will hedge by buying as the stock price decreases and selling as the stock price increases. And in the event of large negative gamma, volatility is amplified as market makers will hedge by buying as the stock price increases and selling as the stock price decreases.
operationId: PublicApi.TickerController.spot_exposures_one_minute
parameters:
- description: the ticker of the financial instrument
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: iso date string of the trading day to return, defaults to the last trading day
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Spot GEX exposures per 1min'
description: Spot GEX exposures per 1min results
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Spot GEX exposures per 1min
tags:
- stock
/api/stock/{ticker}/spot-exposures/strike:
get:
callbacks: {}
description: |
Returns the most recent spot GEX exposures across all strikes for the given ticker on a given date. Calculated either with open interest or with volume.
Spot GEX is the assumed $ value of the given greek (ie. gamma) exposure that market makers need to hedge per 1% change of the underlying stock's price movement. A positive value is long and a negative value is short.
Investors and large funds lower risk and protect their money by selling calls and buying puts. Market makers provide the liquidity to facilitate these trades.
GEX assumes that market makers are part of every transaction and that the bulk of their transactions are buying calls and selling puts to investors hedging their portfolios.
If a market maker has one contract open with a gamma value of 0.05, then if the underlying stock price moves by 1%, that market maker is exposed to $[0.05 * 100 shares * 0.01 * stock price * underlying parameter of the greek variable (for gamma this variable is the stock price)]. The total market maker spot exposure is calculated by summing up the spot exposure of all open contracts determined by the daily open interest or by volume.
Market makers profit from the bid-ask spreads and as such, they constantly gamma hedge (they buy and sell shares to keep their positions delta neutral).
Long call positions are positive gamma - as the stock price increases and delta rises (approaches 1), market makers hedge by selling shares, and they buy shares if the stock price decreases and delta falls.
Short put positions are negative gamma - as the stock price increases and delta falls (approaches -1), market makers hedge by buying shares, and they sell shares if the stock price decreases and delta rises.
As such, in the event of large positive gamma, volatility is suppressed as market makers will hedge by buying as the stock price decreases and selling as the stock price increases. And in the event of large negative gamma, volatility is amplified as market makers will hedge by buying as the stock price increases and selling as the stock price decreases.
operationId: PublicApi.TickerController.spot_exposures_by_strike
parameters:
- description: the ticker of the financial instrument
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: iso date string of the trading day to return, defaults to the last trading day
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Spot greek exposures by strike'
description: Spot GEX exposures by strike results
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Spot GEX exposures by strike
tags:
- stock
/api/stock/{ticker}/stock-volume-price-levels:
get:
callbacks: {}
description: |
Returns the lit & off lit stock volume per price level for the given ticker.
----
Important: The volume does **NOT** represent the full market dialy volume. It
only represents the volume of executed trades on exchanges operated by Nasdaq
and FINRA off lit exchanges.
operationId: PublicApi.TickerController.stock_volume_price_level
parameters:
- description: ticker of the financial instrument
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: iso date string of the trading day to return, defaults to the last trading day
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Off Lit Price Level'
description: Off/Lit Price Levels response
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Off/Lit Price Levels
tags:
- stock
/api/stock/{ticker}/volatility/term-structure:
get:
callbacks: {}
description: |
The average of the latest volatilities for the at the money call and put contracts for every expiry date.
operationId: PublicApi.TickerController.implied_volatility_term_structure
parameters:
- description: the ticker of the financial instrument
in: path
name: ticker
required: true
schema:
$ref: '#/components/schemas/SingleTicker'
- description: iso date string of the trading day to return, defaults to the last trading day
in: query
name: date
required: false
schema:
$ref: '#/components/schemas/Trading day'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/Implied Volatility Term Structure'
description: Implied Volatility Term Structure
'422':
content:
application/json:
schema:
$ref: '#/components/schemas/Error Message'
description: Unprocessable Entity
'500':
content:
text/plain:
schema:
$ref: '#/components/schemas/Error Message on an internal server error.'
description: Internal Server Error
summary: Implied Volatility Term Structure
tags:
- stock
security:
- authorization: []
servers:
- url: https://api.unusualwhales.com
variables: {}
tags: []
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