Data API

A collection of data endpoints.

Data endpoint url: https://api.orats.io/data

Examples shown use curl. Please use the latest version of curl in order for all the request examples to work.

Strikes

Retrieves verbose strikes information.

Retrieve

GET | https://api.orats.io/data/strikes

ARGUMENTS Definition Required/Optional
ticker the ticker to retreive required
fields[strikes] the fields to retreive optional
dte filter by dte range optional
delta filter by delta range optional

Example Request

curl -H "Authorization: your-private-token" "https://api.orats.io/data/strikes?ticker=AAPL"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "expirDate": "2018-09-07",
            "dte": 3,
            "strike": 160,
            "stockPrice": 227.376,
            "callVolume": 1,
            "callOpenInterest": 31,
            "callBidSize": 21,
            "callAskSize": 21,
            "putVolume": 270,
            "putOpenInterest": 316,
            "putBidSize": 0,
            "putAskSize": 125,
            "callBidPrice": 67.3,
            "callValue": 67.4206,
            "callAskPrice": 67.5,
            "putBidPrice": 0,
            "putValue": 0,
            "putAskPrice": 0.01,
            "callBidIv": 0,
            "callMidIv": 0.975577,
            "callAskIv": 1.95115,
            "smvVol": 0.286058,
            "putBidIv": 0,
            "putMidIv": 0.788638,
            "putAskIv": 1.57728,
            "residualRate": -0.0285564,
            "delta": 1,
            "gamma": 3.76871e-15,
            "theta": -0.0212791,
            "vega": -1.9802e-12,
            "rho": 0.00919028,
            "phi": -0.013064,
            "driftlessTheta": -5.88763e-8,
            "extSmvVol": 0.316526,
            "extCallValue": 68.6426,
            "extPutValue": 0,
            "spotPrice": 227.38,
            "updatedAt": "2018-09-05 18:43:20"
        },
        .....
    ]
}

Example Request with fields, dte, and delta filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/strikes?ticker=AAPL&dte=30,60&delta=.4,.6&fields[strikes]=tradeDate,ticker,expiry,dte,strike,stockPrice,callBidPrice,putBidPrice,delta"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "dte": 31,
            "strike": 225,
            "stockPrice": 227.376,
            "callBidPrice": 7.6,
            "putBidPrice": 4.8,
            "delta": 0.587324
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "dte": 31,
            "strike": 227.5,
            "stockPrice": 227.376,
            "callBidPrice": 6.25,
            "putBidPrice": 5.9,
            "delta": 0.523468
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "dte": 31,
            "strike": 230,
            "stockPrice": 227.376,
            "callBidPrice": 5.05,
            "putBidPrice": 7.2,
            "delta": 0.458415
        },
        .....
    ]
}

Strikes History

Retrieves verbose strikes end of day history information.

Retrieve

GET | https://api.orats.io/data/hist/strikes

ARGUMENTS Definition Required/Optional
ticker the ticker to retreive required
tradeDate the trade date to retreive required
fields[strikes] the fields to retreive optional
dte filter by dte range optional
delta filter by delta range optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/strikes?ticker=AAPL&tradeDate=2017-08-28"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "expirDate": "2017-09-01",
            "dte": 5,
            "strike": 95,
            "stockPrice": 161.38,
            "callVolume": 1,
            "callOpenInterest": 0,
            "callBidSize": 30,
            "callAskSize": 2,
            "putVolume": 1,
            "putOpenInterest": 1,
            "putBidSize": 0,
            "putAskSize": 16,
            "callBidPrice": 66.35,
            "callValue": 66.42,
            "callAskPrice": 66.45,
            "putBidPrice": 0,
            "putValue": 0,
            "putAskPrice": 0.01,
            "callBidIv": 0,
            "callMidIv": 0,
            "callAskIv": 0,
            "smvVol": 0.283447,
            "putBidIv": 0,
            "putMidIv": 1.723355,
            "putAskIv": 1.723355,
            "residualRate": -0.021545,
            "delta": 1,
            "gamma": 8.84655e-15,
            "theta": -0.00818146,
            "vega": -8.99273e-12,
            "rho": 0.0104327,
            "phi": -0.0177288,
            "driftlessTheta": -2.8257e-8,
            "extSmvVol": 0.306767,
            "extCallValue": 68.0293,
            "extPutValue": 0,
            "spotPrice": 161.38,
            "updatedAt": "2018-06-17 21:11:30"
        },
        .....
    ]
}

Example Request with fields, dte, and delta filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/strikes?ticker=AAPL&tradeDate=2017-08-28&dte=30,60&delta=.4,.6&fields[strikes]=tradeDate,ticker,expiry,dte,strike,stockPrice,callBidPrice,putBidPrice,delta"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "dte": 33,
            "strike": 160,
            "stockPrice": 161.38,
            "callBidPrice": 5.25,
            "putBidPrice": 3.65,
            "delta": 0.571442
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "dte": 33,
            "strike": 162.5,
            "stockPrice": 161.38,
            "callBidPrice": 3.9,
            "putBidPrice": 4.75,
            "delta": 0.481714
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "dte": 40,
            "strike": 160,
            "stockPrice": 161.38,
            "callBidPrice": 5.75,
            "putBidPrice": 4.1,
            "delta": 0.56913
        },
        .....
    ]
}

Monies

Retrieves monthly implied or forecast monies information.

Retrieve

GET | https://api.orats.io/data/monies/implied or https://api.orats.io/data/monies/forecast

ARGUMENTS Definition Required/Optional
ticker the ticker to retreive required
fields[monies-implied or monies-forecast] the fields to retreive optional
dte filter by dte range optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/monies/implied?ticker=AAPL"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "expirDate": "2018-09-07",
            "stockPrice": 226.83,
            "riskFreeRate": 0.02,
            "yieldRate": 0,
            "residualYieldRate": -0.0314661,
            "residualRateSlp": 0,
            "residualR2": 0.125847,
            "confidence": 0.462525,
            "mwVol": 0.00308389,
            "vol100": 0.308431,
            "vol95": 0.29918,
            "vol90": 0.290797,
            "vol85": 0.283283,
            "vol80": 0.276639,
            "vol75": 0.270864,
            "vol70": 0.265957,
            "vol65": 0.26192,
            "vol60": 0.258752,
            "vol55": 0.256453,
            "vol50": 0.255022,
            "vol45": 0.254461,
            "vol40": 0.254769,
            "vol35": 0.255946,
            "vol30": 0.257992,
            "vol25": 0.260908,
            "vol20": 0.264692,
            "vol15": 0.269345,
            "vol10": 0.274867,
            "vol5": 0.281258,
            "vol0": 0.288519,
            "atmiv": 0.255022,
            "slope": 0.780804,
            "deriv": 0.13631,
            "fit": 0.00000324559,
            "spotPrice": 226.83,
            "calVol": 0.257981,
            "unadjVol": 0.257981,
            "earnEffect": 0,
            "updatedAt": "2018-09-05 19:17:26"
        },
        .....
    ]
}

Example Request with fields and dte filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/monies/implied?ticker=AAPL&dte=30,60&fields[monies-implied]=tradeDate,ticker,expiry,dte,stockPrice,mwVol,vol100,vol50,vol0,vsAtmiv,calVol,unadjVol"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "stockPrice": 227.18,
            "mwVol": 0.00460847,
            "vol100": 0.282559,
            "vol50": 0.236162,
            "vol0": 0.250657,
            "calVol": 0.231505,
            "unadjVol": 0.231505
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "stockPrice": 227.18,
            "mwVol": 0.00405783,
            "vol100": 0.278739,
            "vol50": 0.232001,
            "vol0": 0.244551,
            "calVol": 0.228207,
            "unadjVol": 0.228207
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "stockPrice": 227.18,
            "mwVol": 0.00161032,
            "vol100": 0.574546,
            "vol50": 0.219855,
            "vol0": 0.283385,
            "calVol": 0.225201,
            "unadjVol": 0.225201
        }
    ]
}

Monies History

Retrieves monthly implied or forecast monies end of day history information.

Retrieve

GET | https://api.orats.io/data/hist/monies/implied or https://api.orats.io/data/hist/monies/forecast

ARGUMENTS Definition Required/Optional
ticker the ticker to retreive required
tradeDate the date to retreive required
fields[monies-implied or monies-forecast] the fields to retreive optional
dte filter by dte range optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/monies/forecast?ticker=AAPL&tradeDate=2017-08-28"

Example Response

{
    "data": [
         {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "expirDate": "2017-09-01",
            "stockPrice": 162.997,
            "riskFreeRate": 0.0099,
            "vol100": 0.314663,
            "vol95": 0.275186,
            "vol90": 0.25644,
            "vol85": 0.243945,
            "vol80": 0.231963,
            "vol75": 0.227997,
            "vol70": 0.224359,
            "vol65": 0.22105,
            "vol60": 0.218069,
            "vol55": 0.215417,
            "vol50": 0.213093,
            "vol45": 0.211098,
            "vol40": 0.209431,
            "vol35": 0.208093,
            "vol30": 0.207084,
            "vol25": 0.206403,
            "vol20": 0.20605,
            "vol15": 0.206027,
            "vol10": 0.206331,
            "vol5": 0.206964,
            "vol0": 0.207926,
            "updatedAt": "2018-06-17 21:11:37"
        },
        .....
    ]
}

Example Request with fields and dte filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/monies/forecast?ticker=AAPL&tradeDate=2017-08-28&dte=30,60&fields[monies-forecast]=tradeDate,ticker,expiry,dte,stockPrice,mwVol,vol100,vol50,vol0"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "stockPrice": 162.997,
            "vol100": 0.317675,
            "vol50": 0.216236,
            "vol0": 0.210673
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "stockPrice": 162.997,
            "vol100": 0.321364,
            "vol50": 0.219603,
            "vol0": 0.213604
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "stockPrice": 162.997,
            "vol100": 0.326442,
            "vol50": 0.224249,
            "vol0": 0.217633
        }
    ]
}

SMV Summaries

Retrieves SMV Summary data information.

Retrieve

GET | https://api.orats.io/data/summaries

ARGUMENTS Definition Required/Optional
ticker the ticker to retreive optional
fields[summaries] the fields to retreive optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/summaries?ticker=AAPL"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "stockPrice": 227.18,
            "annActDiv": 2.97311,
            "annIdiv": 0.63087,
            "borrow30": 0.0140427,
            "borrow2y": 0.0153923,
            "confidence": 0.979815,
            "exErnIv10d": 0.24396,
            "exErnIv20d": 0.237817,
            "exErnIv30d": 0.235005,
            "exErnIv60d": 0.218368,
            "exErnIv90d": 0.214724,
            "exErnIv6m": 0.206081,
            "exErnIv1y": 0.207902,
            "ieeEarnEffect": 3.65609,
            "impliedMove": 0.0683776,
            "impliedNextDiv": 0.176159,
            "iv10d": 0.24396,
            "iv20d": 0.237817,
            "iv30d": 0.235005,
            "iv60d": 0.237748,
            "iv90d": 0.243361,
            "iv6m": 0.234303,
            "iv1y": 0.233273,
            "mwAdj30": 0.00397141,
            "mwAdj2y": 0.00375909,
            "nextDiv": 0.73,
            "rDrv30": 0.0996865,
            "rDrv2y": 0.079008,
            "rSlp30": 1.35335,
            "rSlp2y": 2.22019,
            "rVol30": 0.231776,
            "rVol2y": 0.192879,
            "rip": 2.92893,
            "riskFree30": 0.0208056,
            "riskFree2y": 0.0241895,
            "contango": -0.5527591798454523,
            "totalErrorConf": 0.0000532925,
            "updatedAt": "2018-09-05 19:22:00"
        }
    ]
}

Example Request with fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/summaries?ticker=AAPL&fields[summaries]=tradeDate,ticker,iv10d,iv20d,iv30d"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "iv10d": 0.24396,
            "iv20d": 0.237817,
            "iv30d": 0.235005
        }
    ]
}

Summaries History

Retrieves SMV Summary end of day history information.

Retrieve

GET | https://api.orats.io/data/hist/summaries

ARGUMENTS Definition Required/Optional
ticker the ticker to retreive required if tradeDate is not set
tradeDate the trade date to retreive required if ticker is not set
fields[summaries] the fields to retreive optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/summaries?ticker=AAPL&tradeDate=2017-08-28"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "stockPrice": 161.383,
            "annActDiv": 2.53627,
            "annIdiv": 1.1075,
            "borrow30": 0.00265643,
            "borrow2y": 0.00458178,
            "confidence": 0.953285,
            "exErnIv10d": 0.17783,
            "exErnIv20d": 0.22361,
            "exErnIv30d": 0.228163,
            "exErnIv60d": 0.232857,
            "exErnIv90d": 0.236355,
            "exErnIv6m": 0.23544,
            "exErnIv1y": 0.239679,
            "ieeEarnEffect": 2.22703,
            "impliedMove": 0.0415748,
            "impliedNextDiv": 0.218226,
            "iv10d": 0.17783,
            "iv20d": 0.22361,
            "iv30d": 0.228163,
            "iv60d": 0.235434,
            "iv90d": 0.246588,
            "iv6m": 0.245753,
            "iv1y": 0.249205,
            "mwAdj30": 0.00514238,
            "mwAdj2y": 0.00380093,
            "nextDiv": 0.63,
            "rDrv30": 0.0731212,
            "rDrv2y": 0.056017,
            "rSlp30": 2.03976,
            "rSlp2y": 2.26116,
            "rVol30": 0.233712,
            "rVol2y": 0.236843,
            "rip": 2.14279,
            "riskFree30": 0.00984598,
            "riskFree2y": 0.0120081,
            "contango": 0.7848329842090607,
            "totalErrorConf": 0.000183652,
            "updatedAt": "2018-05-17 22:27:14"
        }
    ]
}

Example Request with fields

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/summaries?ticker=AAPL&tradeDate=2017-08-28&fields[summaries]=tradeDate,ticker,iv10d,iv20d,iv30d"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "iv10d": 0.17783,
            "iv20d": 0.22361,
            "iv30d": 0.228163
        }
    ]
}

Core Data

Retrieves core data general or earn information.

Retrieve

GET | https://api.orats.io/data/cores/general or https://api.orats.io/data/cores/earn

ARGUMENTS Definition Required/Optional
ticker the ticker to retreive optional
fields[general or earn] the fields to retreive optional
include include general or earn data along with requested data optional

Example Request with include

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/cores/general?ticker=AAPL&include=earn"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "assetType": 3,
            "priorCls": 228.36,
            "pxAtmIv": 227.376,
            "mktCap": 1117585,
            "cVolu": 333446,
            "cOi": 1942595,
            "pVolu": 230131,
            "pOi": 1909180,
            "orFcst20d": 21.05,
            "orIvFcst20d": 22.44,
            "orFcstInf": 22.01,
            "orIvXern20d": 23.29,
            "orIvXernInf": 19.26,
            "iv200Ma": 19.85,
            "atmIvM1": 24.61,
            "atmFitIvM1": 24.682,
            "atmFcstIvM1": 21.05,
            "dtExM1": 17,
            "atmIvM2": 21.46,
            "atmFitIvM2": 22.097,
            "atmFcstIvM2": 21.253,
            "dtExM2": 45,
            "atmIvM3": 25.072,
            "atmFitIvM3": 25.218,
            "atmFcstIvM3": 21.761,
            "dtExM3": 73,
            "atmIvM4": 23.473,
            "atmFitIvM4": 23.628,
            "atmFcstIvM4": 21.757,
            "dtExM4": 108,
            "iRate5wk": 2.08,
            "iRateLt": 2.42,
            "px1kGam": 5374.01,
            "volOfVol": 0.04,
            "volOfIvol": 0.116,
            "slope": 1.316277,
            "slopeInf": 2.1711,
            "slopeFcst": 2.42861,
            "slopeFcstInf": 2.89032,
            "deriv": 0.1023,
            "derivInf": 0.0809,
            "derivFcst": 0.0961,
            "derivFcstInf": 0.0694,
            "mktWidthVol": 0.385,
            "mktWidthVolInf": 0.361,
            "cAddPrem": 0,
            "pAddPrem": 0,
            "rip": 2.81676,
            "ivEarnReturn": 0,
            "fcstR2": 0.1841,
            "fcstR2Imp": 0.1153,
            "hiHedge": 0,
            "loHedge": 0,
            "stkVolu": 26824706,
            "avgOptVolu20d": 638199,
            "sector": "XLK Electronic Computer Manufacturing42941",
            "orHv1d": 11.1,
            "orHv5d": 18.41,
            "orHv10d": 15.44,
            "orHv20d": 16.13,
            "orHv60d": 18.55,
            "orHv90d": 19.01,
            "orHv120d": 21.65,
            "orHv252d": 21.6,
            "orHv500d": 20.01,
            "orHv1000d": 23.23,
            "clsHv5d": 6.16,
            "clsHv10d": 8.1,
            "clsHv20d": 11.81,
            "clsHv60d": 18.56,
            "clsHv90d": 19.23,
            "clsHv120d": 22.11,
            "clsHv252d": 21.5,
            "clsHv500d": 19.77,
            "clsHv1000d": 22.81,
            "iv20d": 24.28,
            "iv30d": 23.49,
            "iv60d": 23.5,
            "iv90d": 24.26,
            "iv6m": 23.47,
            "clsPx1w": 222.98,
            "stkPxChng1wk": 1.97,
            "clsPx1m": 208.3393,
            "stkPxChng1m": 9.14,
            "clsPx6m": 173.7483,
            "stkPxChng6m": 30.87,
            "clsPx1y": 159.6658,
            "stkPxChng1y": 42.41,
            "divFreq": 4,
            "divYield": 1.3,
            "divGrwth": 0,
            "divDate": "2018-11-08",
            "divAmt": 0.73,
            "nextErn": "0000-00-00",
            "nextErnTod": 1630,
            "lastErn": "2018-07-31",
            "lastErnTod": 3,
            "absAvgErnMv": 4.5068,
            "impliedIee": 3.8442,
            "daysToNextErn": 0,
            "tkOver": 0,
            "etfIncl": "",
            "bestEtf": "XLK",
            "sectorName": "Technology Hardware & Equipment",
            "correlSpy1m": 0.38,
            "correlSpy1y": 0.67,
            "correlEtf1m": 0.45,
            "correlEtf1y": 0.73,
            "beta1m": 2.01,
            "beta1y": 1.21,
            "ivPctile1m": 100,
            "ivPctile1y": 82,
            "ivPctileSpy": 73,
            "ivPctileEtf": 84,
            "ivStdvMean": 1.04,
            "ivStdv1y": 3.43,
            "ivSpyRatio": 2.36,
            "ivSpyRatioAvg1m": 2.62,
            "ivSpyRatioAvg1y": 2.46,
            "ivSpyRatioStdv1y": 6.35,
            "ivEtfRatio": 1.62,
            "ivEtfRatioAvg1m": 1.75,
            "ivEtfRatioAvg1y": 1.63,
            "ivEtFratioStdv1y": 6.12,
            "ivHvXernRatio": 1.41,
            "ivHvXernRatio1m": 1.25,
            "ivHvXernRatio1y": 1.26,
            "ivHvXernRatioStdv1y": 3.67,
            "etfIvHvXernRatio": 0.96,
            "etfIvHvXernRatio1m": 0.94,
            "etfIvHvXernRatio1y": 1.02,
            "etfIvHvXernRatioStdv1y": 0.09,
            "slopepctile": 7.14,
            "slopeavg1m": 2.62,
            "slopeavg1y": 2.19,
            "slopeStdv1y": 0.85,
            "etfSlopeRatio": 0.14,
            "etfSlopeRatioAvg1m": 0.38,
            "etfSlopeRatioAvg1y": 0.32,
            "etfSlopeRatioAvgStdv1y": 0.12,
            "impliedR2": 0.2553,
            "contango": -0.5527591798454523,
            "nextDiv": 0.73,
            "impliedNextDiv": 0.176159,
            "annActDiv": 2.97311,
            "annIdiv": 0.63087,
            "borrow30": 1.4042672701179981,
            "borrow2yr": 1.5392267145216465,
            "error": 0.00532925441802945,
            "confidence": 97.98150658607483,
            "updatedAt": "2018-09-05 14:00:07"
        }
    ],
    "included": [
        {
            "type": "earn",
            "data": [
                {
                    "ticker": "AAPL",
                    "tradeDate": "2018-09-05",
                    "pxCls": 228.36,
                    "wksNextErn": 7,
                    "nextErnTod": 1630,
                    "ernMnth": 10,
                    "avgOptVolu20d": 638199,
                    "oi": 3851775,
                    "atmIvM1": 24.6095,
                    "dtExM1": 17,
                    "atmIvM2": 21.4597,
                    "dtExm2": 45,
                    "atmIvM3": 25.0724,
                    "dtExM3": 73,
                    "atmIvM4": 23.4727,
                    "dtExM4": 108,
                    "straPxM1": 9.42,
                    "straPxM2": 14.73,
                    "smoothStraPxM1": 9.41,
                    "smoothStrPxM2": 13.87,
                    "fcstStraPxM1": 8.16,
                    "fcstStraPxM2": 14.14,
                    "loStrikeM1": 227.5,
                    "hiStrikeM1": 227.5,
                    "loStrikeM2": 225,
                    "hiStrikeM2": 225,
                    "ernDate1": "7/31/2018",
                    "ernDate2": "5/1/2018",
                    "ernDate3": "2/1/2018",
                    "ernDate4": "11/2/2017",
                    "ernDate5": "8/1/2017",
                    "ernDate6": "5/2/2017",
                    "ernDate7": "1/31/2017",
                    "ernDate8": "10/25/2016",
                    "ernDate9": "7/26/2016",
                    "ernDate10": "4/26/2016",
                    "ernDate11": "1/26/2016",
                    "ernDate12": "10/27/2015",
                    "ernMv1": 5.891,
                    "ernMv2": 4.4175,
                    "ernMv3": -4.339,
                    "ernMv4": 2.6114,
                    "ernMv5": 4.725,
                    "ernMv6": -0.305,
                    "ernMv7": 6.098,
                    "ernMv8": -2.2495,
                    "ernMv9": 6.4963,
                    "ernMv10": -6.2578,
                    "ernMv11": -6.5707,
                    "ernMv12": 4.1204,
                    "ernStraPct1": 5.2632,
                    "ernStraPct2": 5.9725,
                    "ernStraPct3": 6.4741,
                    "ernStraPct4": 5.8393,
                    "ernStraPct5": 0,
                    "ernStraPct6": 4.2682,
                    "ernStraPct7": 4.2753,
                    "ernStraPct8": 5.5958,
                    "ernStraPct9": 5.1248,
                    "ernStraPct10": 6.0768,
                    "ernStraPct11": 8.7344,
                    "ernStraPct12": 8.2545,
                    "ernEffct1": 1.8353,
                    "ernEffct2": 1.6537,
                    "ernEffct3": 1.454,
                    "ernEffct4": 1.2855,
                    "ernEffct5": 1.6106,
                    "ernEffct6": 1.2728,
                    "ernEffct7": 3.3712,
                    "ernEffct8": 1.3057,
                    "ernEffct9": 2.8492,
                    "ernEffct10": 2.415,
                    "ernEffct11": 1.8706,
                    "ernEffct12": 1.5034,
                    "orHv5d": 18.41,
                    "orHv10d": 15.44,
                    "orHv20d": 16.13,
                    "orHv60d": 18.55,
                    "orHv90d": 19.01,
                    "orHv120d": 21.65,
                    "orHv252d": 21.6,
                    "orHv500d": 20.01,
                    "orHv1000d": 23.23,
                    "orHvXern5d": 18.41,
                    "orHvXern10d": 15.44,
                    "orHvXern20d": 16.13,
                    "orHvXern60d": 17.13,
                    "orHvXern90d": 17.31,
                    "orHvXern120d": 20.66,
                    "orHvXern252d": 20.85,
                    "orHvXern500d": 19.32,
                    "orHvXern1000d": 22.51,
                    "clsHv5d": 6.16,
                    "clsHv10d": 8.1,
                    "clsHv20d": 11.81,
                    "clsHv60d": 18.56,
                    "clsHv90d": 19.23,
                    "clsHv120d": 22.11,
                    "clsHv252d": 21.5,
                    "clsHv500d": 19.77,
                    "clsHv1000d": 22.81,
                    "clsHvXern5d": 6.16,
                    "clsHvXern10d": 8.1,
                    "clsHvXern20d": 11.81,
                    "clsHvXern60d": 14.79,
                    "clsHvXern90d": 15.32,
                    "clsHvXern120d": 19.63,
                    "clsHvXern252d": 19.79,
                    "clsHvXern500d": 18.11,
                    "clsHvXern1000d": 20.99,
                    "iv10d": 0.24396,
                    "iv20d": 24.28,
                    "iv30d": 23.49,
                    "iv60d": 0.237748,
                    "iv90d": 24.26,
                    "iv6m": 23.47,
                    "iv1yr": 0.233273,
                    "orIvXern20d": 23.29,
                    "orIvXernInf": 19.26,
                    "slope": 1.3163,
                    "fcstSlope": 2.4286,
                    "fcstErnEffct": 1.4795,
                    "absAvgErnMv": 4.5068,
                    "ernMvStdv": 1.8777,
                    "impliedEe": 3.8442,
                    "impErnMv": 7.11,
                    "impMth2ErnMv": 7.11,
                    "fairVol90d": 25.0724,
                    "fairXieeVol90d": 25.2183,
                    "fairMth2XieeVol90d": 23.3291,
                    "impErnMv90d": 3.73,
                    "impErnMvMth290d": 2.54,
                    "exErnIv10d": 0.24396,
                    "exErnIv20d": 0.237817,
                    "exErnIv30d": 0.235005,
                    "exErnIv60d": 0.218368,
                    "exErnIv90d": 0.214724,
                    "exErnIv6m": 0.206081,
                    "exErnIv1yr": 0.207902,
                    "updatedAt": "2018-09-05 02:00:07"
                }
            ]
        }
    ]
}

Example Request with include and fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/cores/earn?ticker=AAPL&include=general&fields[cores-earn]=ticker,tradeDate,atmIvM1,dtExM1,straPxM1,smoothStraPxM1,fcstStraPxM1,ernDate1,ernMv1,ernStraPct1,ernEffct1&fields[cores-general]=priorCls,orFcst20d,divDate,divAmt"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "atmIvM1": 24.6095,
            "dtExM1": 17,
            "straPxM1": 9.42,
            "smoothStraPxM1": 9.41,
            "fcstStraPxM1": 8.16,
            "ernDate1": "7/31/2018",
            "ernMv1": 5.891,
            "ernStraPct1": 5.2632,
            "ernEffct1": 1.8353
        }
    ],
    "included": [
        {
            "type": "general",
            "data": [
                {
                    "priorCls": 228.36,
                    "orFcst20d": 21.05,
                    "divDate": "2018-11-08",
                    "divAmt": 0.73
                }
            ]
        }
    ]
}

Core Data History

Retrieves core data general or earn end of day history information.

Retrieve

GET | https://api.orats.io/data/hist/cores/general or https://api.orats.io/data/hist/cores/earn

ARGUMENTS Definition Required/Optional
ticker the ticker to retreive required if tradeDate is not set
tradeDate the trade date to retreive required if ticker is not set
fields[cores-general or cores-earn] the fields to retreive optional
include include general or earn data along with requested data optional

Example Request with include

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/cores/general?ticker=AAPL&tradeDate=2017-08-28&&include=earn"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "assetType": 3,
            "priorCls": 159.86,
            "pxAtmIv": 161.383,
            "mktCap": 833580,
            "cVolu": 274711,
            "cOi": 2351203,
            "pVolu": 136717,
            "pOi": 1705174,
            "orFcst20d": 21.177,
            "orIvFcst20d": 24.0004,
            "orFcstInf": 25.89,
            "orIvXern20d": 23.37,
            "orIvXernInf": 23.68,
            "iv200Ma": 17.35,
            "atmIvM1": 22.3364,
            "atmFitIvM1": 21.5282,
            "atmFcstIvM1": 21.3093,
            "dtExM1": 19,
            "atmIvM2": 23.0967,
            "atmFitIvM2": 23.4036,
            "atmFcstIvM2": 22.4249,
            "dtExM2": 54,
            "atmIvM3": 25.0148,
            "atmFitIvM3": 24.5555,
            "atmFcstIvM3": 23.4441,
            "dtExM3": 82,
            "atmIvM4": 23.8326,
            "atmFitIvM4": 24.3149,
            "atmFcstIvM4": 23.6464,
            "dtExM4": 110,
            "iRate5wk": 0.98,
            "iRateLt": 1.2,
            "px1kGam": 2704.7,
            "volOfVol": 0.05,
            "volOfIvol": 0.0617,
            "slope": 2.03976,
            "slopeInf": 2.26116,
            "slopeFcst": 1.97175,
            "slopeFcstInf": 2.06936,
            "deriv": 0.0731,
            "derivInf": 0.056,
            "derivFcst": 0.0731,
            "derivFcstInf": 0.0508,
            "mktWidthVol": 0.514238,
            "mktWidthVolInf": 0.380093,
            "cAddPrem": 0,
            "pAddPrem": 0,
            "rip": 2.14279,
            "ivEarnReturn": 0,
            "fcstR2": 0.2923,
            "fcstR2Imp": 0.3563,
            "hiHedge": 0,
            "loHedge": 0,
            "stkVolu": 28028086,
            "avgOptVolu20d": 579204.55,
            "sector": "XLK Electronic Computer Manufacturing42941",
            "orHv1d": 8.46,
            "orHv5d": 14.3,
            "orHv10d": 16.4,
            "orHv20d": 21.73,
            "orHv60d": 21.33,
            "orHv90d": 19.79,
            "orHv120d": 18.25,
            "orHv252d": 18.26,
            "orHv500d": 21.66,
            "orHv1000d": 23.2,
            "clsHv5d": 11.46,
            "clsHv10d": 16.02,
            "clsHv20d": 24.56,
            "clsHv60d": 21.17,
            "clsHv90d": 19.89,
            "clsHv120d": 18.02,
            "clsHv252d": 17.95,
            "clsHv500d": 22.13,
            "clsHv1000d": 23.09,
            "iv20d": 22.36,
            "iv30d": 22.82,
            "iv60d": 23.54,
            "iv90d": 24.66,
            "iv6m": 24.58,
            "clsPx1w": 157.21,
            "stkPxChng1wk": 1.69,
            "clsPx1m": 148.73,
            "stkPxChng1m": 7.91,
            "clsPx6m": 136.93,
            "stkPxChng6m": 17.69,
            "clsPx1y": 106.82,
            "stkPxChng1y": 52.29,
            "divFreq": 4,
            "divYield": 1.6,
            "divGrwth": 0,
            "divDate": "2017-11-10",
            "divAmt": 0.63,
            "nextErn": "0000-00-00",
            "nextErnTod": 1630,
            "lastErn": "2017-08-01",
            "lastErnTod": 3,
            "absAvgErnMv": 4.24982,
            "impliedIee": 2.22703,
            "daysToNextErn": 0,
            "tkOver": 0,
            "etfIncl": "",
            "bestEtf": "XLK",
            "sectorName": "Technology Hardware & Equipment",
            "correlSpy1m": 0.85,
            "correlSpy1y": 0.31,
            "correlEtf1m": 0.75,
            "correlEtf1y": 0.75,
            "beta1m": -0.6,
            "beta1y": 1.35,
            "ivPctile1m": 82,
            "ivPctile1y": 98,
            "ivPctileSpy": 95,
            "ivPctileEtf": 98,
            "ivStdvMean": 2.38,
            "ivStdv1y": 2.32,
            "ivSpyRatio": 2.46,
            "ivSpyRatioAvg1m": 2.55,
            "ivSpyRatioAvg1y": 2.3,
            "ivSpyRatioStdv1y": 12.14,
            "ivEtfRatio": 1.68,
            "ivEtfRatioAvg1m": 1.7,
            "ivEtfRatioAvg1y": 1.8,
            "ivEtFratioStdv1y": 13.46,
            "ivHvXernRatio": 1.19,
            "ivHvXernRatio1m": 1.18,
            "ivHvXernRatio1y": 1.46,
            "ivHvXernRatioStdv1y": 4.84,
            "etfIvHvXernRatio": 1.06,
            "etfIvHvXernRatio1m": 0.88,
            "etfIvHvXernRatio1y": 0.91,
            "etfIvHvXernRatioStdv1y": 0.09,
            "slopepctile": 68.65,
            "slopeavg1m": 2.09,
            "slopeavg1y": 1.75,
            "slopeStdv1y": 0.67,
            "etfSlopeRatio": 0.31,
            "etfSlopeRatioAvg1m": 0.3,
            "etfSlopeRatioAvg1y": 0.25,
            "etfSlopeRatioAvgStdv1y": 0.1,
            "impliedR2": 0.336,
            "contango": 0.78,
            "nextDiv": 0.63,
            "impliedNextDiv": 0.2182,
            "annActDiv": 2.5363,
            "annIdiv": 1.1075,
            "borrow30": 0.2656,
            "borrow2yr": 0.4582,
            "error": 0.0184,
            "confidence": 95.3285,
            "updatedAt": "2018-07-08 06:03:49"
        }
    ],
    "included": [
        {
            "type": "earn",
            "data": [
                {
                    "ticker": "AAPL",
                    "tradeDate": "2017-08-28",
                    "pxCls": 159.86,
                    "wksNextErn": 0,
                    "nextErnTod": 1630,
                    "ernMnth": 0,
                    "avgOptVolu20d": 579205,
                    "oi": 4056377,
                    "atmIvM1": 22.3364,
                    "dtExM1": 19,
                    "atmIvM2": 23.0967,
                    "dtExm2": 54,
                    "atmIvM3": 25.0148,
                    "dtExM3": 82,
                    "atmIvM4": 23.8326,
                    "dtExM4": 110,
                    "straPxM1": 6.68,
                    "straPxM2": 11.55,
                    "smoothStraPxM1": 6.68,
                    "smoothStrPxM2": 11.54,
                    "fcstStraPxM1": 11.97,
                    "fcstStraPxM2": 14.54,
                    "loStrikeM1": 160,
                    "hiStrikeM1": 160,
                    "loStrikeM2": 160,
                    "hiStrikeM2": 160,
                    "ernDate1": "8/1/2017",
                    "ernDate2": "5/2/2017",
                    "ernDate3": "1/31/2017",
                    "ernDate4": "10/25/2016",
                    "ernDate5": "7/26/2016",
                    "ernDate6": "4/26/2016",
                    "ernDate7": "1/26/2016",
                    "ernDate8": "10/27/2015",
                    "ernDate9": "7/21/2015",
                    "ernDate10": "4/27/2015",
                    "ernDate11": "1/27/2015",
                    "ernDate12": "10/20/2014",
                    "ernMv1": 4.7251,
                    "ernMv2": -0.3051,
                    "ernMv3": 6.0981,
                    "ernMv4": -2.2495,
                    "ernMv5": 6.4963,
                    "ernMv6": -6.2578,
                    "ernMv7": -6.5707,
                    "ernMv8": 4.1204,
                    "ernMv9": -4.2294,
                    "ernMv10": -1.5756,
                    "ernMv11": 5.6533,
                    "ernMv12": 2.7165,
                    "ernStraPct1": 4.8463,
                    "ernStraPct2": 4.2426,
                    "ernStraPct3": 4.2901,
                    "ernStraPct4": 5.5792,
                    "ernStraPct5": 5.1564,
                    "ernStraPct6": 6.0623,
                    "ernStraPct7": 8.6406,
                    "ernStraPct8": 8.3435,
                    "ernStraPct9": 6.7025,
                    "ernStraPct10": 6.6795,
                    "ernStraPct11": 8.0018,
                    "ernStraPct12": 6.8598,
                    "ernEffct1": 1.8609,
                    "ernEffct2": 1.157,
                    "ernEffct3": 2.8252,
                    "ernEffct4": 1.1657,
                    "ernEffct5": 2.4974,
                    "ernEffct6": 2.2651,
                    "ernEffct7": 1.9069,
                    "ernEffct8": 1.4167,
                    "ernEffct9": 1.7829,
                    "ernEffct10": 1.2824,
                    "ernEffct11": 1.7933,
                    "ernEffct12": 1.3553,
                    "orHv5d": 14.3,
                    "orHv10d": 16.4,
                    "orHv20d": 21.73,
                    "orHv60d": 21.33,
                    "orHv90d": 19.79,
                    "orHv120d": 18.25,
                    "orHv252d": 18.26,
                    "orHv500d": 21.66,
                    "orHv1000d": 23.2,
                    "orHvXern5d": 14.3,
                    "orHvXern10d": 16.4,
                    "orHvXern20d": 19.49,
                    "orHvXern60d": 20.63,
                    "orHvXern90d": 19.31,
                    "orHvXern120d": 17.81,
                    "orHvXern252d": 17.65,
                    "orHvXern500d": 20.78,
                    "orHvXern1000d": 22.34,
                    "clsHv5d": 11.46,
                    "clsHv10d": 16.02,
                    "clsHv20d": 24.56,
                    "clsHv60d": 21.17,
                    "clsHv90d": 19.89,
                    "clsHv120d": 18.02,
                    "clsHv252d": 17.95,
                    "clsHv500d": 22.13,
                    "clsHv1000d": 23.09,
                    "clsHvXern5d": 11.46,
                    "clsHvXern10d": 16.02,
                    "clsHvXern20d": 19.54,
                    "clsHvXern60d": 19.11,
                    "clsHvXern90d": 18.68,
                    "clsHvXern120d": 16.95,
                    "clsHvXern252d": 16.35,
                    "clsHvXern500d": 19.94,
                    "clsHvXern1000d": 20.91,
                    "iv10d": 17.78,
                    "iv20d": 22.36,
                    "iv30d": 22.82,
                    "iv60d": 23.54,
                    "iv90d": 24.66,
                    "iv6m": 24.58,
                    "iv1yr": 24.92,
                    "orIvXern20d": 23.37,
                    "orIvXernInf": 23.68,
                    "slope": 2.0398,
                    "fcstSlope": 1.9717,
                    "fcstErnEffct": 1.6509,
                    "absAvgErnMv": 4.2498,
                    "ernMvStdv": 2.024,
                    "impliedEe": 2.227,
                    "impErnMv": 4.16,
                    "impMth2ErnMv": 4.16,
                    "fairVol90d": 25.0148,
                    "fairXieeVol90d": 24.5555,
                    "fairMth2XieeVol90d": 23.3822,
                    "impErnMv90d": 1.1,
                    "impErnMvMth290d": 0.82,
                    "exErnIv10d": 17.78,
                    "exErnIv20d": 22.36,
                    "exErnIv30d": 22.82,
                    "exErnIv60d": 23.29,
                    "exErnIv90d": 23.64,
                    "exErnIv6m": 23.54,
                    "exErnIv1yr": 23.97,
                    "updatedAt": "2018-07-08 11:03:49"
                }
            ]
        }
    ]
}

Example Request with include and fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/cores/earn?ticker=AAPL&tradeDate=2017-08-28&include=general&fields[cores-earn]=ticker,tradeDate,atmIvM1,dtExM1,straPxM1,smoothStraPxM1,fcstStraPxM1,ernDate1,ernMv1,ernStraPct1,ernEffct1&fields[cores-general]=priorCls,orFcst20d,divDate,divAmt"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "atmIvM1": 22.3364,
            "dtExM1": 19,
            "straPxM1": 6.68,
            "smoothStraPxM1": 6.68,
            "fcstStraPxM1": 11.97,
            "ernDate1": "8/1/2017",
            "ernMv1": 4.7251,
            "ernStraPct1": 4.8463,
            "ernEffct1": 1.8609
        }
    ],
    "included": [
        {
            "type": "general",
            "data": [
                {
                    "divDate": "2017-11-10",
                    "divAmt": 0.63
                }
            ]
        }
    ]
}

Daily Price

Retrieves daily end of day stock price history information.

Retrieve

GET | https://api.orats.io/data/hist/dailies

ARGUMENTS Definition Required/Optional
ticker the ticker to retreive required if tradeDate is not set
tradeDate the trade date to retreive required if ticker is not set
fields[dailies] the fields to retreive optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/dailies?ticker=AAPL&tradeDate=2018-09-04"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-04",
            "clsPx": 228.36,
            "hiPx": 229.18,
            "loPx": 226.63,
            "open": 228.41,
            "stockVolume": 26483422,
            "unadjClsPx": 228.36,
            "unadjHiPx": 229.18,
            "unadjLoPx": 226.63,
            "unadjOpen": 228.41,
            "unadjStockVolume": 26483422,
            "updatedAt": "2018-09-04 16:00:07"
        }
    ]
}

Example Request with fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/dailies?ticker=AAPL&fields[dailies]=ticker,tradeDate,clsPx,unadjClsPx"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2006-01-03",
            "clsPx": 9.463943,
            "unadjClsPx": 74.75
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2006-01-04",
            "clsPx": 9.491796,
            "unadjClsPx": 74.97
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2006-01-05",
            "clsPx": 9.417097,
            "unadjClsPx": 74.38
        },
        ...
    ]
}

Historical Volatility

Retrieves Historical Volatility information.

Retrieve

GET | https://api.orats.io/data/hist/hvs

ARGUMENTS Definition Required/Optional
ticker the ticker to retreive required if tradeDate is not set
tradeDate the trade date to retreive required if ticker is not set
fields[hvs] the fields to retreive optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/hvs?ticker=AAPL&tradeDate=2018-09-04"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-04",
            "orHv1d": 11.1,
            "orHv5d": 18.41,
            "orHv10d": 15.44,
            "orHv20d": 16.13,
            "orHv30d": 20.8,
            "orHv60d": 18.55,
            "orHv90d": 19.01,
            "orHv100d": 19.67,
            "orHv120d": 21.65,
            "orHv252d": 21.6,
            "orHv500d": 20.01,
            "orHv1000d": 23.23,
            "clsHv5d": 6.16,
            "clsHv10d": 8.1,
            "clsHv20d": 11.81,
            "clsHv30d": 21.01,
            "clsHv60d": 18.56,
            "clsHv90d": 19.23,
            "clsHv100d": 20.49,
            "clsHv120d": 22.11,
            "clsHv252d": 21.5,
            "clsHv500d": 19.77,
            "clsHv1000d": 22.81,
            "orHvXern5d": 18.41,
            "orHvXern10d": 15.44,
            "orHvXern20d": 16.13,
            "orHvXern30d": 20.8,
            "orHvXern60d": 18.55,
            "orHvXern90d": 18.27,
            "orHvXern100d": 19.05,
            "orHvXern120d": 21.22,
            "orHvXern252d": 21.11,
            "orHvXern500d": 19.47,
            "orHvXern1000d": 22.57,
            "clsHvXern5d": 6.16,
            "clsHvXern10d": 8.1,
            "clsHvXern20d": 11.81,
            "clsHvXern30d": 21.01,
            "clsHvXern60d": 18.56,
            "clsHvXern90d": 17.88,
            "clsHvXern100d": 19.31,
            "clsHvXern120d": 21.19,
            "clsHvXern252d": 20.56,
            "clsHvXern500d": 18.54,
            "clsHvXern1000d": 21.17
        }
    ]
}

Example Request with fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/hvs?ticker=AAPL&fields[hvs]=ticker,tradeDate,orHv5d,clsHv5d,orHvXern5d,clsHvXern5d"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2006-01-05",
            "orHv5d": 16.55,
            "clsHv5d": 0,
            "orHvXern5d": 16.55,
            "clsHvXern5d": 0
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2006-01-06",
            "orHv5d": 28.27,
            "clsHv5d": 26.74,
            "orHvXern5d": 28.27,
            "clsHvXern5d": 26.74
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2006-01-09",
            "orHv5d": 25.41,
            "clsHv5d": 23.68,
            "orHvXern5d": 25.41,
            "clsHvXern5d": 23.68
        },
        ...
    ]
}

Dividend History

Retrieves Dividend History information.

Retrieve

GET | https://api.orats.io/data/hist/divs

ARGUMENTS Definition Required/Optional
ticker the ticker to retreive required
fields[divs] the fields to retreive optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/divs?ticker=AAPL"

Example Response

{
    "data": [
         {
            "ticker": "AAPL",
            "exDate": "2012-08-09",
            "divAmt": 0.378571,
            "divFreq": "4",
            "declaredDate": "2012-07-24"
        },
        {
            "ticker": "AAPL",
            "exDate": "2012-11-07",
            "divAmt": 0.378571,
            "divFreq": "4",
            "declaredDate": "2012-10-25"
        },
        {
            "ticker": "AAPL",
            "exDate": "2013-02-07",
            "divAmt": 0.378571,
            "divFreq": "4",
            "declaredDate": "2013-01-23"
        },
        ...
    ]
}

Example Request with ticker and fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/divs?ticker=AAPL&fields[divs]=ticker,exDate,divAmt"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "exDate": "2012-08-09",
            "divAmt": 0.378571
        },
        {
            "ticker": "AAPL",
            "exDate": "2012-11-07",
            "divAmt": 0.378571
        },
        {
            "ticker": "AAPL",
            "exDate": "2013-02-07",
            "divAmt": 0.378571
        },
        ...
    ]
}

Earnings History

Retrieves Earnings History information.

Retrieve

GET | https://api.orats.io/data/hist/earnings

ARGUMENTS Definition Required/Optional
ticker the ticker to retreive required
fields[earnings] the fields to retreive optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/earnings?ticker=AAPL"

Example Response

{
    "data": [
         {
            "ticker": "AAPL",
            "earnDate": "2006-10-18",
            "anncTod": 3,
            "updatedAt": "2017-07-05 07:31:05"
        },
        {
            "ticker": "AAPL",
            "earnDate": "2007-01-17",
            "anncTod": 3,
            "updatedAt": "2017-07-05 07:31:05"
        },
        {
            "ticker": "AAPL",
            "earnDate": "2007-04-25",
            "anncTod": 3,
            "updatedAt": "2017-07-05 07:31:05"
        },
        ...
    ]
}

Example Request with ticker and fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/earnings?ticker=AAPL&fields[earnings]=ticker,earnDate,anncTod"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "earnDate": "2006-10-18",
            "anncTod": 3
        },
        {
            "ticker": "AAPL",
            "earnDate": "2007-01-17",
            "anncTod": 3
        },
        {
            "ticker": "AAPL",
            "earnDate": "2007-04-25",
            "anncTod": 3
        },
        ...
    ]
}

Stock Split History

Retrieves Stock Split History information.

Retrieve

GET | https://api.orats.io/data/hist/splits

ARGUMENTS Definition Required/Optional
ticker the ticker to retreive required
fields[splits] the fields to retreive optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/splits?ticker=UVXY"

Example Response

{
    "data": [
         {
            "ticker": "UVXY",
            "splitDate": "2012-03-08",
            "divisor": 0.167
        },
        {
            "ticker": "UVXY",
            "splitDate": "2012-09-07",
            "divisor": 0.1
        },
        {
            "ticker": "UVXY",
            "splitDate": "2013-06-10",
            "divisor": 0.1
        },
        ...
    ]
}

Example Request with ticker and fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/splits?ticker=UVXY&fields[splits]=ticker,splitDate"

Example Response

{
    "data": [
        {
            "ticker": "UVXY",
            "splitDate": "2012-03-08"
        },
        {
            "ticker": "UVXY",
            "splitDate": "2012-09-07"
        },
        {
            "ticker": "UVXY",
            "splitDate": "2013-06-10"
        },
        ...
    ]
}

IV Rank

Retrieves Current IV Rank information.

Retrieve

GET | https://api.orats.io/data/ivrank

ARGUMENTS Definition Required/Optional
ticker the ticker to retreive optional
fields[ivrank] the fields to retreive optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/ivrank"

Example Response

{
    "data": [
        {
            "ticker": "A",
            "tradeDate": "2018-09-28",
            "iv": 18.91,
            "ivRank1m": 56.16,
            "ivPct1m": 65,
            "ivRank1y": 24.17,
            "ivPct1y": 41.83,
            "updatedAt": "2018-09-28 11:00:02"
        }, 
        {
            "ticker": "AA",
            "tradeDate": "2018-09-28",
            "iv": 34.631,
            "ivRank1m": 0.09,
            "ivPct1m": 5,
            "ivRank1y": 40.8,
            "ivPct1y": 46.61,
            "updatedAt": "2018-09-28 11:00:02"
        }, 
        {
            "ticker": "AABA",
            "tradeDate": "2018-09-28",
            "iv": 25.972,
            "ivRank1m": 0,
            "ivPct1m": 0,
            "ivRank1y": 22.94,
            "ivPct1y": 15.14,
            "updatedAt": "2018-09-28 11:00:02"
        },
        ...
    ]
}

Example Request with fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/ivrank?ticker=AAPL&fields[ivrank]=ticker,tradeDate,ivPct1m"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-28",
            "ivPct1m": 5
        }
    ]
}

IV Rank History

Retrieves IV Rank History information.

Retrieve

GET | https://api.orats.io/data/hist/ivrank

ARGUMENTS Definition Required/Optional
ticker the ticker to retreive required if tradeDate is not set
tradeDate the trade date to retreive required if ticker is not set
fields[ivrank] the fields to retreive optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/ivrank?ticker=AAPL"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2007-01-03",
            "iv": 39.425,
            "ivRank1m": 68.5,
            "ivPct1m": 71.43,
            "ivRank1y": 44.49,
            "ivPct1y": 40.08,
            "updatedAt": "2018-09-27 11:31:56"
        }, 
        {
            "ticker": "AAPL",
            "tradeDate": "2007-01-04",
            "iv": 38.327,
            "ivRank1m": 60.03,
            "ivPct1m": 47.62,
            "ivRank1y": 39.87,
            "ivPct1y": 33.73,
            "updatedAt": "2018-09-27 11:31:56"
        }, 
        {
            "ticker": "AAPL",
            "tradeDate": "2007-01-05",
            "iv": 38.903,
            "ivRank1m": 64.48,
            "ivPct1m": 47.62,
            "ivRank1y": 42.3,
            "ivPct1y": 36.9,
            "updatedAt": "2018-09-27 11:31:56"
        },
        ...
    ]
}

Example Request with ticker and fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/ivrank?ticker=AAPL&fields[ivrank]=ticker,tradeDate,ivRank1m"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2007-01-03",
            "ivRank1m": 68.5
        }, 
        {
            "ticker": "AAPL",
            "tradeDate": "2007-01-04",
            "ivRank1m": 60.03
        }, 
        {
            "ticker": "AAPL",
            "tradeDate": "2007-01-05",
            "ivRank1m": 64.48
        },
        ...
    ]
}