# Data API
A collection of data endpoints.
Data endpoint url: https://api.orats.io/data
Examples shown use curl (opens new window). Please use the latest version of curl in order for all the request examples to work.
# Data Limits
All data API endpoints will retrieve a maximum of 5000 rows except for strikes endpoint. Strikes will have a 6000 row limit to get the full chain per day.
REQUEST LIMIT
There is a 100 request per minute limit for the data API.
# Strikes
Retrieves verbose strikes information.
# Retrieve
GET | https://api.orats.io/data/strikes
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | required |
| fields[strikes] | the fields to retrieve | 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?tickers=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?tickers=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 |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | required |
| tradeDate | the trade date to retrieve (date range should be comma delimited from start to end date) | required |
| fields[strikes] | the fields to retrieve | 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?tickers=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 with date range.
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/strikes?tickers=AAPL&tradeDate=2019-08-01,2019-08-05&dte=30,60&delta=.4,.6&fields[strikes]=tradeDate,ticker,expiry,dte,strike,stockPrice,callBidPrice,putBidPrice,delta"
Example Response
{
"data": [
{
"tradeDate": "2019-08-01",
"ticker": "AAPL",
"dte": 30,
"strike": 207.5,
"stockPrice": 209.14,
"callBidPrice": 6.75,
"putBidPrice": 5.5,
"delta": 0.547944
},
{
"tradeDate": "2019-08-01",
"ticker": "AAPL",
"dte": 30,
"strike": 207.5,
"stockPrice": 209.14,
"callBidPrice": 6.75,
"putBidPrice": 5.5,
"delta": 0.547944
},
.....
]
}
# Strikes by Options
Retrieves verbose strikes information by ticker, expiry, and strike.
# Retrieve
POST | https://api.orats.io/data/strikes/options
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| fields[strikes] | the fields to retrieve | optional |
| dte | filter by dte range | optional |
| delta | filter by delta range | optional |
Example POST Input Payload
[
{"ticker" : "AAPL", "expirDate" : "2019-08-16", "strike" : 175},
{"ticker" : "AAPL", "expirDate" : "2021-01-15", "strike" : 240},
{"ticker" : "AAPL", "expirDate" : "2020-06-19", "strike" : 290},
{"ticker" : "MSFT", "expirDate" : "2020-09-18", "strike" : 175},
{"ticker" : "MSFT", "expirDate" : "2020-09-18", "strike" : 200},
{"ticker" : "MSFT", "expirDate" : "2019-08-30", "strike" : 144}
]
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-08-15",
"expirDate": "2019-08-16",
"dte": 3,
"strike": 175,
"stockPrice": 202.68,
"callVolume": 1,
"callOpenInterest": 130,
"callBidSize": 10,
"callAskSize": 10,
"putVolume": 476,
"putOpenInterest": 24569,
"putBidSize": 117,
"putAskSize": 130,
"callBidPrice": 26.75,
"callValue": 27.8369,
"callAskPrice": 29.05,
"putBidPrice": 0.02,
"putValue": 0.00710791,
"putAskPrice": 0.04,
"callBidIv": 0,
"callMidIv": 0.853716,
"callAskIv": 1.70743,
"smvVol": 0.74414,
"putBidIv": 0.827188,
"putMidIv": 0.862439,
"putAskIv": 0.89769,
"residualRate": -0.149992,
"delta": 0.997798,
"gamma": 0.000645754,
"theta": -0.101584,
"vega": 0.00113487,
"rho": 0.00875816,
"phi": -0.0101561,
"driftlessTheta": -0.0201231,
"extSmvVol": 0.433885,
"extCallValue": 28.6298,
"extPutValue": 2.54085e-7,
"spotPrice": 202.68,
"updatedAt": "2019-08-14 21:01:40"
},
{
"ticker": "AAPL",
"tradeDate": "2019-08-15",
"expirDate": "2020-06-19",
"dte": 311,
"strike": 290,
"stockPrice": 202.68,
"callVolume": 15,
"callOpenInterest": 13284,
"callBidSize": 10,
"callAskSize": 12,
"putVolume": 0,
"putOpenInterest": 3,
"putBidSize": 14,
"putAskSize": 1,
"callBidPrice": 1.32,
"callValue": 1.52843,
"callAskPrice": 1.72,
"putBidPrice": 85,
"putValue": 89.6649,
"putAskPrice": 89.95,
"callBidIv": 0.242759,
"callMidIv": 0.250003,
"callAskIv": 0.257247,
"smvVol": 0.250741,
"putBidIv": 0,
"putMidIv": 0.137501,
"putAskIv": 0.275002,
"residualRate": 0,
"delta": 0.078962,
"gamma": 0.00316492,
"theta": -0.0118182,
"vega": 0.29532,
"rho": 0.122012,
"phi": -0.13429,
"driftlessTheta": -0.0110858,
"extSmvVol": 0.236492,
"extCallValue": 1.36868,
"extPutValue": 88.8337,
"spotPrice": 202.68,
"updatedAt": "2019-08-14 21:01:41"
},
{
"ticker": "AAPL",
"tradeDate": "2019-08-15",
"expirDate": "2021-01-15",
"dte": 521,
"strike": 240,
"stockPrice": 202.68,
"callVolume": 17,
"callOpenInterest": 1895,
"callBidSize": 239,
"callAskSize": 40,
"putVolume": 0,
"putOpenInterest": 267,
"putBidSize": 41,
"putAskSize": 340,
"callBidPrice": 11.55,
"callValue": 11.8349,
"callAskPrice": 12.8,
"putBidPrice": 47.1,
"putValue": 46.9714,
"putAskPrice": 48.6,
"callBidIv": 0.238628,
"callMidIv": 0.24567,
"callAskIv": 0.252713,
"smvVol": 0.241826,
"putBidIv": 0.243436,
"putMidIv": 0.252695,
"putAskIv": 0.261955,
"residualRate": -0.00811668,
"delta": 0.351548,
"gamma": 0.00642263,
"theta": -0.0246823,
"vega": 0.889717,
"rho": 0.834811,
"phi": -0.995246,
"driftlessTheta": -0.020713,
"extSmvVol": 0.249621,
"extCallValue": 13.1752,
"extPutValue": 46.47,
"spotPrice": 202.68,
"updatedAt": "2019-08-14 21:01:41"
},
{
"ticker": "MSFT",
"tradeDate": "2019-08-15",
"expirDate": "2019-08-30",
"dte": 17,
"strike": 144,
"stockPrice": 134.02,
"callVolume": 139,
"callOpenInterest": 1280,
"callBidSize": 37,
"callAskSize": 40,
"putVolume": 0,
"putOpenInterest": 113,
"putBidSize": 21,
"putAskSize": 2,
"callBidPrice": 0.24,
"callValue": 0.263896,
"callAskPrice": 0.3,
"putBidPrice": 9.95,
"putValue": 10.1433,
"putAskPrice": 10.5,
"callBidIv": 0.238647,
"callMidIv": 0.24539,
"callAskIv": 0.252133,
"smvVol": 0.244358,
"putBidIv": 0,
"putMidIv": 0.156606,
"putAskIv": 0.313212,
"residualRate": -0.00536912,
"delta": 0.0856508,
"gamma": 0.0230082,
"theta": -0.0345979,
"vega": 0.0418141,
"rho": 0.00486487,
"phi": -0.00497934,
"driftlessTheta": -0.033803,
"extSmvVol": 0.22137,
"extCallValue": 0.197925,
"extPutValue": 9.71454,
"spotPrice": 134.02,
"updatedAt": "2019-08-14 21:01:57"
},
{
"ticker": "MSFT",
"tradeDate": "2019-08-15",
"expirDate": "2020-09-18",
"dte": 402,
"strike": 175,
"stockPrice": 134.02,
"callVolume": 0,
"callOpenInterest": 168,
"callBidSize": 55,
"callAskSize": 34,
"putVolume": 0,
"putOpenInterest": 16,
"putBidSize": 61,
"putAskSize": 36,
"callBidPrice": 2.31,
"callValue": 2.32823,
"callAskPrice": 2.63,
"putBidPrice": 41.45,
"putValue": 43.087,
"putAskPrice": 43.55,
"callBidIv": 0.218429,
"callMidIv": 0.222956,
"callAskIv": 0.227483,
"smvVol": 0.218987,
"putBidIv": 0,
"putMidIv": 0.119906,
"putAskIv": 0.239812,
"residualRate": -0.00532637,
"delta": 0.159507,
"gamma": 0.00796386,
"theta": -0.0104169,
"vega": 0.326687,
"rho": 0.207328,
"phi": -0.231578,
"driftlessTheta": -0.00928274,
"extSmvVol": 0.227551,
"extCallValue": 2.79512,
"extPutValue": 42.7434,
"spotPrice": 134.02,
"updatedAt": "2019-08-14 21:01:57"
},
{
"ticker": "MSFT",
"tradeDate": "2019-08-15",
"expirDate": "2020-09-18",
"dte": 402,
"strike": 200,
"stockPrice": 134.02,
"callVolume": 41,
"callOpenInterest": 857,
"callBidSize": 100,
"callAskSize": 75,
"putVolume": 0,
"putOpenInterest": 1,
"putBidSize": 1,
"putAskSize": 4,
"callBidPrice": 0.6,
"callValue": 0.547722,
"callAskPrice": 0.69,
"putBidPrice": 63.6,
"putValue": 67.8009,
"putAskPrice": 68.4,
"callBidIv": 0.215562,
"callMidIv": 0.218418,
"callAskIv": 0.221273,
"smvVol": 0.21187,
"putBidIv": 0,
"putMidIv": 0.147383,
"putAskIv": 0.294766,
"residualRate": 0,
"delta": 0.0480247,
"gamma": 0.00337733,
"theta": -0.0039515,
"vega": 0.141962,
"rho": 0.0640905,
"phi": -0.0697206,
"driftlessTheta": -0.00368608,
"extSmvVol": 0.222023,
"extCallValue": 0.808518,
"extPutValue": 67.4192,
"spotPrice": 134.02,
"updatedAt": "2019-08-14 21:01:57"
}
]
}
# Strikes History by Options
Retrieves verbose strikes end of day history information by ticker, tradeDate, expiry, and strike.
# Retrieve
POST | https://api.orats.io/data/hist/strikes/options
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| fields[strikes] | the fields to retrieve | optional |
| dte | filter by dte range | optional |
| delta | filter by delta range | optional |
Example POST Input Payload
[
{"ticker" : "AAPL", "tradeDate" : {"start" : "2019-08-01", "end" : "2019-08-13"}, "expirDate" : "2019-08-16", "strike" : 175},
{"ticker" : "AAPL", "tradeDate" : {"start" : "2019-08-01", "end" : "2019-08-13"}, "expirDate" : "2021-01-15", "strike" : 240},
{"ticker" : "AAPL", "tradeDate" : {"start" : "2019-08-01", "end" : "2019-08-13"}, "expirDate" : "2020-06-19", "strike" : 290},
{"ticker" : "MSFT", "tradeDate" : {"start" : "2019-08-01", "end" : "2019-08-09"}, "expirDate" : "2020-09-18", "strike" : 175},
{"ticker" : "MSFT", "tradeDate" : {"start" : "2019-08-01", "end" : "2019-08-09"}, "expirDate" : "2020-09-18", "strike" : 200},
{"ticker" : "MSFT", "tradeDate" : {"start" : "2019-08-01", "end" : "2019-08-09"}, "expirDate" : "2019-08-30", "strike" : 144}
]
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-08-01",
"expirDate": "2019-08-16",
"dte": 16,
"strike": 175,
"stockPrice": 209.14,
"callVolume": 22,
"callOpenInterest": 1476,
"callBidSize": 354,
"callAskSize": 16,
"putVolume": 332,
"putOpenInterest": 21398,
"putBidSize": 11,
"putAskSize": 132,
"callBidPrice": 34.1,
"callValue": 33.78,
"callAskPrice": 34.55,
"putBidPrice": 0.14,
"putValue": 0.14,
"putAskPrice": 0.19,
"callBidIv": 0.535785,
"callMidIv": 0.580093,
"callAskIv": 0.624401,
"smvVol": 0.433115,
"putBidIv": 0.433028,
"putMidIv": 0.444094,
"putAskIv": 0.455161,
"residualRate": -0.016585,
"delta": 0.979958,
"gamma": 0.00264768,
"theta": -0.0472536,
"vega": 0.0223449,
"rho": 0.0702426,
"phi": -0.0839698,
"driftlessTheta": -0.0296176,
"extSmvVol": 0.341107,
"extCallValue": 33.6641,
"extPutValue": 0.0225348,
"spotPrice": 209.14,
"updatedAt": "2019-08-01 23:42:27"
},
{
"ticker": "AAPL",
"tradeDate": "2019-08-01",
"expirDate": "2020-06-19",
"dte": 324,
"strike": 290,
"stockPrice": 209.14,
"callVolume": 13,
"callOpenInterest": 4303,
"callBidSize": 158,
"callAskSize": 2,
"putVolume": 0,
"putOpenInterest": 3,
"putBidSize": 10,
"putAskSize": 10,
"callBidPrice": 1.51,
"callValue": 1.36,
"callAskPrice": 1.59,
"putBidPrice": 81.2,
"putValue": 83.96,
"putAskPrice": 82.1,
"callBidIv": 0.228416,
"callMidIv": 0.229708,
"callAskIv": 0.231001,
"smvVol": 0.223278,
"putBidIv": 0,
"putMidIv": 0,
"putAskIv": 0,
"residualRate": 0,
"delta": 0.075204,
"gamma": 0.00326113,
"theta": -0.0103123,
"vega": 0.265872,
"rho": 0.125732,
"phi": -0.137126,
"driftlessTheta": -0.00958046,
"extSmvVol": 0.217702,
"extCallValue": 1.33875,
"extPutValue": 83.944,
"spotPrice": 209.14,
"updatedAt": "2019-08-01 23:42:27"
},
{
"ticker": "AAPL",
"tradeDate": "2019-08-01",
"expirDate": "2021-01-15",
"dte": 534,
"strike": 240,
"stockPrice": 209.14,
"callVolume": 17,
"callOpenInterest": 2310,
"callBidSize": 225,
"callAskSize": 60,
"putVolume": 52,
"putOpenInterest": 267,
"putBidSize": 2,
"putAskSize": 484,
"callBidPrice": 13.3,
"callValue": 13.55,
"callAskPrice": 13.7,
"putBidPrice": 42.55,
"putValue": 42.71,
"putAskPrice": 43.1,
"callBidIv": 0.23192,
"callMidIv": 0.234,
"callAskIv": 0.23608,
"smvVol": 0.234559,
"putBidIv": 0.232733,
"putMidIv": 0.235841,
"putAskIv": 0.23895,
"residualRate": -0.006948,
"delta": 0.384462,
"gamma": 0.00654785,
"theta": -0.0253807,
"vega": 0.961167,
"rho": 0.959722,
"phi": -1.14797,
"driftlessTheta": -0.0210146,
"extSmvVol": 0.233829,
"extCallValue": 13.4817,
"extPutValue": 42.6497,
"spotPrice": 209.14,
"updatedAt": "2019-08-01 23:42:27"
},
.....
]
}
# 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 |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | required |
| fields[monies-implied or monies-forecast] | the fields to retrieve | optional |
| dte | filter by dte range | optional |
Example Request
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/monies/implied?tickers=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?tickers=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 |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | required |
| tradeDate | the date to retrieve (date range should be comma delimited from start to end date) | required |
| fields[monies-implied or monies-forecast] | the fields to retrieve | optional |
| dte | filter by dte range | optional |
Example Request
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/monies/forecast?tickers=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?tickers=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 |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | optional |
| fields[summaries] | the fields to retrieve | optional |
Example Request
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/summaries?tickers=AAPL"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-09-23",
"stockPrice": 219.26,
"annActDiv": 3.15442,
"annIdiv": 2.69491,
"borrow30": 0.0144603,
"borrow2y": 0.0164263,
"confidence": 0.988655,
"exErnIv10d": 0.229532,
"exErnIv20d": 0.228416,
"exErnIv30d": 0.228075,
"exErnIv60d": 0.231474,
"exErnIv90d": 0.225544,
"exErnIv6m": 0.234095,
"exErnIv1y": 0.2325,
"ieeEarnEffect": 3.28171,
"impliedMove": 0.0634091,
"impliedNextDiv": 0.625916,
"iv10d": 0.229532,
"iv20d": 0.228416,
"iv30d": 0.228075,
"iv60d": 0.267014,
"iv90d": 0.249504,
"iv6m": 0.258904,
"iv1y": 0.257671,
"mwAdj30": 0.00411264,
"mwAdj2y": 0.00805593,
"nextDiv": 0.77,
"rDrv30": 0.0788785,
"rDrv2y": 0.0670919,
"rSlp30": 3.7175,
"rSlp2y": 3.43538,
"rVol30": 0.228029,
"rVol2y": 0.241497,
"rip": 3.10424,
"riskFree30": 0.0192659,
"riskFree2y": 0.018204,
"contango": -0.011852559691760689,
"totalErrorConf": 0.000021144,
"dlt5Iv10d": 0.218143,
"dlt5Iv20d": 0.210144,
"dlt5Iv30d": 0.210096,
"dlt5Iv60d": 0.240035,
"dlt5Iv90d": 0.236098,
"dlt5Iv6m": 0.23644,
"dlt5Iv1y": 0.238501,
"exErnDlt5Iv10d": 0.218143,
"exErnDlt5Iv20d": 0.210144,
"exErnDlt5Iv30d": 0.210096,
"exErnDlt5Iv60d": 0.204495,
"exErnDlt5Iv90d": 0.212137,
"exErnDlt5Iv6m": 0.211632,
"exErnDlt5Iv1y": 0.21333,
"dlt25Iv10d": 0.218189,
"dlt25Iv20d": 0.213939,
"dlt25Iv30d": 0.213274,
"dlt25Iv60d": 0.256592,
"dlt25Iv90d": 0.245546,
"dlt25Iv6m": 0.241569,
"dlt25Iv1y": 0.25169,
"exErnDlt25Iv10d": 0.218189,
"exErnDlt25Iv20d": 0.213939,
"exErnDlt25Iv30d": 0.213274,
"exErnDlt25Iv60d": 0.221053,
"exErnDlt25Iv90d": 0.221586,
"exErnDlt25Iv6m": 0.21676,
"exErnDlt25Iv1y": 0.226519,
"dlt75Iv10d": 0.253415,
"dlt75Iv20d": 0.253709,
"dlt75Iv30d": 0.254909,
"dlt75Iv60d": 0.294804,
"dlt75Iv90d": 0.282561,
"dlt75Iv6m": 0.288378,
"dlt75Iv1y": 0.283421,
"exErnDlt75Iv10d": 0.253415,
"exErnDlt75Iv20d": 0.253709,
"exErnDlt75Iv30d": 0.254909,
"exErnDlt75Iv60d": 0.259264,
"exErnDlt75Iv90d": 0.258601,
"exErnDlt75Iv6m": 0.263569,
"exErnDlt75Iv1y": 0.258249,
"dlt95Iv10d": 0.281549,
"dlt95Iv20d": 0.281731,
"dlt95Iv30d": 0.285041,
"dlt95Iv60d": 0.397711,
"dlt95Iv90d": 0.384667,
"dlt95Iv6m": 0.320696,
"dlt95Iv1y": 0.365504,
"exErnDlt95Iv10d": 0.281549,
"exErnDlt95Iv20d": 0.281731,
"exErnDlt95Iv30d": 0.285041,
"exErnDlt95Iv60d": 0.362171,
"exErnDlt95Iv90d": 0.360707,
"exErnDlt95Iv6m": 0.295887,
"exErnDlt95Iv1y": 0.340332,
"fwd30_20": 0.227392,
"fwd60_30": 0.300956,
"fwd90_60": 0.210154,
"fwd180_90": 0.267974,
"fwd90_30": 0.259556,
"fexErn30_20": 0.227392,
"fexErn60_30": 0.234823,
"fexErn90_60": 0.21319,
"fexErn180_90": 0.242345,
"fexErn90_30": 0.224268,
"ffwd30_20": 0.227392,
"ffwd60_30": 0.362126,
"ffwd90_60": 0.171193,
"ffwd180_90": 0.282344,
"ffwd90_30": 0.279108,
"ffexErn30_20": 0.227392,
"ffexErn60_30": 0.240179,
"ffexErn90_60": 0.199286,
"ffexErn180_90": 0.255341,
"ffexErn90_30": 0.222303,
"fbfwd30_20": 1,
"fbfwd60_30": 1.20325,
"fbfwd90_60": 0.814608,
"fbfwd180_90": 1.05362,
"fbfwd90_30": 1.07533,
"fbfexErn30_20": 1,
"fbfexErn60_30": 1.02281,
"fbfexErn90_60": 0.934782,
"fbfexErn180_90": 1.05362,
"fbfexErn90_30": 0.991242,
"impliedEarningsMove": 0.0436965,
"updatedAt": "2019-09-23 18:13:58"
}
]
}
Example Request with fields filtering
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/summaries?tickers=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 |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | required if tradeDate is not set |
| tradeDate | the trade date to retrieve (date range should be comma delimited from start to end date) | required if ticker is not set |
| fields[summaries] | the fields to retrieve | optional |
Example Request
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/summaries?tickers=AAPL&tradeDate=2017-08-28"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2017-08-28",
"stockPrice": 161.383,
"annActDiv": 2.5363,
"annIdiv": 1.47749,
"borrow30": 0.00267789,
"borrow2y": 0.00653702,
"confidence": 0.950267,
"exErnIv10d": 0.177845,
"exErnIv20d": 0.224085,
"exErnIv30d": 0.22945,
"exErnIv60d": 0.244268,
"exErnIv90d": 0.242457,
"exErnIv6m": 0.23967,
"exErnIv1y": 0.243358,
"ieeEarnEffect": 2.21154,
"impliedMove": 0.0420533,
"impliedNextDiv": 0.29414,
"iv10d": 0.177845,
"iv20d": 0.224085,
"iv30d": 0.22945,
"iv60d": 0.246853,
"iv90d": 0.252724,
"iv6m": 0.250036,
"iv1y": 0.252946,
"mwAdj30": 0.00513955,
"mwAdj2y": 0.00363668,
"nextDiv": 0.63,
"rDrv30": 0.0731285,
"rDrv2y": 0.0623303,
"rSlp30": 2.03882,
"rSlp2y": 2.1641,
"rVol30": 0.237875,
"rVol2y": 0.243412,
"rip": 2.13991,
"riskFree30": 0.00984616,
"riskFree2y": 0.0120093,
"contango": 0.9466023184359074,
"totalErrorConf": 0.000217153,
"dlt5Iv10d": 0.167913,
"dlt5Iv20d": 0.220455,
"dlt5Iv30d": 0.225212,
"dlt5Iv60d": 0.22784,
"dlt5Iv90d": 0.245205,
"dlt5Iv6m": 0.251889,
"dlt5Iv1y": 0.247649,
"exErnDlt5Iv10d": 0.167913,
"exErnDlt5Iv20d": 0.220455,
"exErnDlt5Iv30d": 0.225212,
"exErnDlt5Iv60d": 0.225256,
"exErnDlt5Iv90d": 0.234938,
"exErnDlt5Iv6m": 0.241522,
"exErnDlt5Iv1y": 0.238061,
"dlt25Iv10d": 0.170047,
"dlt25Iv20d": 0.21849,
"dlt25Iv30d": 0.222858,
"dlt25Iv60d": 0.227983,
"dlt25Iv90d": 0.248523,
"dlt25Iv6m": 0.251211,
"dlt25Iv1y": 0.245037,
"exErnDlt25Iv10d": 0.170047,
"exErnDlt25Iv20d": 0.21849,
"exErnDlt25Iv30d": 0.222858,
"exErnDlt25Iv60d": 0.225398,
"exErnDlt25Iv90d": 0.238255,
"exErnDlt25Iv6m": 0.240845,
"exErnDlt25Iv1y": 0.235449,
"dlt75Iv10d": 0.19347,
"dlt75Iv20d": 0.238628,
"dlt75Iv30d": 0.246636,
"dlt75Iv60d": 0.272524,
"dlt75Iv90d": 0.268262,
"dlt75Iv6m": 0.265375,
"dlt75Iv1y": 0.272523,
"exErnDlt75Iv10d": 0.19347,
"exErnDlt75Iv20d": 0.238628,
"exErnDlt75Iv30d": 0.246636,
"exErnDlt75Iv60d": 0.269939,
"exErnDlt75Iv90d": 0.257995,
"exErnDlt75Iv6m": 0.255008,
"exErnDlt75Iv1y": 0.262935,
"dlt95Iv10d": 0.219343,
"dlt95Iv20d": 0.256704,
"dlt95Iv30d": 0.268011,
"dlt95Iv60d": 0.296593,
"dlt95Iv90d": 0.318119,
"dlt95Iv6m": 0.312782,
"dlt95Iv1y": 0.299156,
"exErnDlt95Iv10d": 0.219343,
"exErnDlt95Iv20d": 0.256704,
"exErnDlt95Iv30d": 0.268011,
"exErnDlt95Iv60d": 0.294009,
"exErnDlt95Iv90d": 0.307852,
"exErnDlt95Iv6m": 0.302415,
"exErnDlt95Iv1y": 0.289567,
"fwd30_20": 0.23982,
"fwd60_30": 0.263106,
"fwd90_60": 0.264076,
"fwd180_90": 0.247319,
"fwd90_30": 0.263591,
"fexErn30_20": 0.23982,
"fexErn60_30": 0.258237,
"fexErn90_60": 0.238793,
"fexErn180_90": 0.23685,
"fexErn90_30": 0.248705,
"ffwd30_20": 0.253981,
"ffwd60_30": 0.289617,
"ffwd90_60": 0.279668,
"ffwd180_90": 0.243807,
"ffwd90_30": 0.284977,
"ffexErn30_20": 0.253981,
"ffexErn60_30": 0.280819,
"ffexErn90_60": 0.235041,
"ffexErn180_90": 0.233128,
"ffexErn90_30": 0.260693,
"fbfwd30_20": 1.05905,
"fbfwd60_30": 1.10076,
"fbfwd90_60": 1.05905,
"fbfwd180_90": 0.985798,
"fbfwd90_30": 1.08113,
"fbfexErn30_20": 1.05905,
"fbfexErn60_30": 1.08745,
"fbfexErn90_60": 0.984287,
"fbfexErn180_90": 0.984287,
"fbfexErn90_30": 1.0482,
"impliedEarningsMove": 0.0390788,
"updatedAt": "2019-09-22 11:16:00"
}
]
}
Example Request with fields
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/summaries?tickers=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 general and earn core data combined.
# Retrieve
GET | https://api.orats.io/data/cores
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | optional |
| fields[cores] | the fields to retrieve | optional |
Example Request
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/cores?tickers=AAPL"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-09-23",
"assetType": 3,
"priorCls": 217.73,
"pxAtmIv": 219.26,
"mktCap": 990875,
"cVolu": 128849,
"cOi": 1559762,
"pVolu": 71266,
"pOi": 1415277,
"orFcst20d": 22.95,
"orIvFcst20d": 22.361,
"orFcstInf": 27.45,
"orIvXern20d": 22.8,
"orIvXernInf": 24.15,
"iv200Ma": 24.57,
"atmIvM1": 22.671,
"atmFitIvM1": 22.786,
"atmFcstIvM1": 22.95,
"dtExM1": 26,
"atmIvM2": 27.118,
"atmFitIvM2": 26.709,
"atmFcstIvM2": 24.663,
"dtExM2": 54,
"atmIvM3": 24.933,
"atmFitIvM3": 25.584,
"atmFcstIvM3": 25.21,
"dtExM3": 89,
"atmIvM4": 25.396,
"atmFitIvM4": 25.162,
"atmFcstIvM4": 25.468,
"dtExM4": 117,
"iRate5wk": 1.93,
"iRateLt": 1.82,
"px1kGam": 5090.55,
"volOfVol": 0.0667,
"volOfIvol": 0.0506,
"slope": 3.717502,
"slopeInf": 3.43538,
"slopeFcst": 3.49583,
"slopeFcstInf": 3.53265,
"deriv": 0.0789,
"derivInf": 0.0671,
"derivFcst": 0.0714,
"derivFcstInf": 0.0624,
"mktWidthVol": 0.411,
"mktWidthVolInf": 0.806,
"cAddPrem": 0,
"pAddPrem": 0,
"rip": 3.10424,
"ivEarnReturn": 0,
"fcstR2": 0.3738,
"fcstR2Imp": 0.2847,
"hiHedge": 0,
"loHedge": 0,
"stkVolu": 25964038,
"avgOptVolu20d": 464420.65,
"sector": "XLK Electronic Computer Manufacturing42941",
"orHv1d": 26.15,
"orHv5d": 17.13,
"orHv10d": 22.59,
"orHv20d": 25.36,
"orHv60d": 25.44,
"orHv90d": 25.07,
"orHv120d": 25.09,
"orHv252d": 29.64,
"orHv500d": 26.12,
"orHv1000d": 23.78,
"clsHv5d": 14.28,
"clsHv10d": 21.96,
"clsHv20d": 26.95,
"clsHv60d": 26.53,
"clsHv90d": 25.65,
"clsHv120d": 26.26,
"clsHv252d": 31.92,
"clsHv500d": 27.42,
"clsHv1000d": 24.68,
"iv20d": 22.84,
"iv30d": 22.81,
"iv60d": 26.7,
"iv90d": 24.95,
"iv6m": 25.89,
"clsPx1w": 219.9,
"stkPxChng1wk": -0.29,
"clsPx1m": 206.49,
"stkPxChng1m": 6.18,
"clsPx6m": 187.3043,
"stkPxChng6m": 17.06,
"clsPx1y": 217.4162,
"stkPxChng1y": 0.85,
"divFreq": 91,
"divYield": 1.4,
"divGrwth": 0,
"divDate": "2019-11-07",
"divAmt": 0.77,
"nextErn": "0000-00-00",
"nextErnTod": 1630,
"lastErn": "2019-07-30",
"lastErnTod": 3,
"absAvgErnMv": 4.2544,
"impliedIee": 3.2817,
"daysToNextErn": 0,
"tkOver": 0,
"etfIncl": "",
"bestEtf": "XLK",
"sectorName": "Technology Hardware & Equipment",
"correlSpy1m": 0.98,
"correlSpy1y": 0.95,
"correlEtf1m": 0.97,
"correlEtf1y": 0.96,
"beta1m": 1.73,
"beta1y": 1.52,
"ivPctile1m": 23,
"ivPctile1y": 40,
"ivPctileSpy": 56,
"ivPctileEtf": 18,
"ivStdvMean": -0.19,
"ivStdv1y": 4.57,
"ivSpyRatio": 1.75,
"ivSpyRatioAvg1m": 1.72,
"ivSpyRatioAvg1y": 1.68,
"ivSpyRatioStdv1y": 6.67,
"ivEtfRatio": 1.21,
"ivEtfRatioAvg1m": 1.21,
"ivEtfRatioAvg1y": 1.21,
"ivEtFratioStdv1y": 5.73,
"ivHvXernRatio": 0.91,
"ivHvXernRatio1m": 0.8,
"ivHvXernRatio1y": 0.9,
"ivHvXernRatioStdv1y": 2.65,
"etfIvHvXernRatio": 0.89,
"etfIvHvXernRatio1m": 0.96,
"etfIvHvXernRatio1y": 0.96,
"etfIvHvXernRatioStdv1y": 0.04,
"slopepctile": 74.6,
"slopeavg1m": 4.12,
"slopeavg1y": 3.08,
"slopeStdv1y": 0.79,
"etfSlopeRatio": 0.6,
"etfSlopeRatioAvg1m": 0.69,
"etfSlopeRatioAvg1y": 0.51,
"etfSlopeRatioAvgStdv1y": 0.13,
"impliedR2": 0.4896,
"contango": -0.01,
"nextDiv": 0.77,
"impliedNextDiv": 0.6259,
"annActDiv": 3.1544,
"annIdiv": 2.6949,
"borrow30": 1.446,
"borrow2yr": 1.6426,
"error": 0.0021,
"confidence": 98.8655,
"pxCls": 217.73,
"wksNextErn": 5,
"ernMnth": 10,
"oi": 2975039,
"straPxM1": 10.45,
"straPxM2": 18.15,
"smoothStraPxM1": 10.41,
"smoothStrPxM2": 18.08,
"fcstStraPxM1": 10.54,
"fcstStraPxM2": 16.48,
"loStrikeM1": 220,
"hiStrikeM1": 220,
"loStrikeM2": 220,
"hiStrikeM2": 220,
"ernDate1": "7/30/2019",
"ernDate2": "4/30/2019",
"ernDate3": "1/29/2019",
"ernDate4": "11/1/2018",
"ernDate5": "7/31/2018",
"ernDate6": "5/1/2018",
"ernDate7": "2/1/2018",
"ernDate8": "11/2/2017",
"ernDate9": "8/1/2017",
"ernDate10": "5/2/2017",
"ernDate11": "1/31/2017",
"ernDate12": "10/25/2016",
"ernMv1": 2.0404,
"ernMv2": 4.9086,
"ernMv3": 6.8335,
"ernMv4": -6.6331,
"ernMv5": 5.891,
"ernMv6": 4.4176,
"ernMv7": -4.339,
"ernMv8": 2.6114,
"ernMv9": 4.7251,
"ernMv10": -0.3051,
"ernMv11": 6.0981,
"ernMv12": -2.2495,
"ernStraPct1": 5.328,
"ernStraPct2": 5.6526,
"ernStraPct3": 6.8304,
"ernStraPct4": 7.074,
"ernStraPct5": 5.2632,
"ernStraPct6": 5.9725,
"ernStraPct7": 6.49,
"ernStraPct8": 5.8054,
"ernStraPct9": 4.8463,
"ernStraPct10": 4.2426,
"ernStraPct11": 4.2901,
"ernStraPct12": 5.5792,
"ernEffct1": 1.7325,
"ernEffct2": 2.1662,
"ernEffct3": 2.253,
"ernEffct4": 2.1018,
"ernEffct5": 2.248,
"ernEffct6": 1.9564,
"ernEffct7": 1.6666,
"ernEffct8": 1.1841,
"ernEffct9": 1.8609,
"ernEffct10": 1.157,
"ernEffct11": 2.8252,
"ernEffct12": 1.1657,
"orHvXern5d": 17.13,
"orHvXern10d": 22.59,
"orHvXern20d": 25.36,
"orHvXern60d": 25.02,
"orHvXern90d": 24.78,
"orHvXern120d": 24.46,
"orHvXern252d": 28.84,
"orHvXern500d": 25.36,
"orHvXern1000d": 22.95,
"clsHvXern5d": 14.28,
"clsHvXern10d": 21.96,
"clsHvXern20d": 26.95,
"clsHvXern60d": 26.67,
"clsHvXern90d": 25.72,
"clsHvXern120d": 25.41,
"clsHvXern252d": 30.36,
"clsHvXern500d": 25.84,
"clsHvXern1000d": 22.82,
"iv10d": 22.95,
"iv1yr": 25.77,
"fcstSlope": 3.4958,
"fcstErnEffct": 1.6916,
"ernMvStdv": 1.964,
"impliedEe": 3.2817,
"impErnMv": 6.34,
"impMth2ErnMv": 6.34,
"fairVol90d": 27.6716,
"fairXieeVol90d": 27.7824,
"fairMth2XieeVol90d": 22.853,
"impErnMv90d": 5.01,
"impErnMvMth290d": 3.82,
"exErnIv10d": 22.95,
"exErnIv20d": 22.84,
"exErnIv30d": 22.81,
"exErnIv60d": 23.15,
"exErnIv90d": 22.55,
"exErnIv6m": 23.41,
"exErnIv1yr": 23.25,
"dlt5Iv10d": 21.81,
"dlt5Iv20d": 21.01,
"dlt5Iv30d": 21.01,
"dlt5Iv60d": 24,
"dlt5Iv90d": 23.61,
"dlt5Iv6m": 23.64,
"dlt5Iv1y": 23.85,
"exErnDlt5Iv10d": 21.81,
"exErnDlt5Iv20d": 21.01,
"exErnDlt5Iv30d": 21.01,
"exErnDlt5Iv60d": 20.45,
"exErnDlt5Iv90d": 21.21,
"exErnDlt5Iv6m": 21.16,
"exErnDlt5Iv1y": 21.33,
"dlt25Iv10d": 21.82,
"dlt25Iv20d": 21.39,
"dlt25Iv30d": 21.33,
"dlt25Iv60d": 25.66,
"dlt25Iv90d": 24.55,
"dlt25Iv6m": 24.16,
"dlt25Iv1y": 25.17,
"exErnDlt25Iv10d": 21.82,
"exErnDlt25Iv20d": 21.39,
"exErnDlt25Iv30d": 21.33,
"exErnDlt25Iv60d": 22.11,
"exErnDlt25Iv90d": 22.16,
"exErnDlt25Iv6m": 21.68,
"exErnDlt25Iv1y": 22.65,
"dlt75Iv10d": 25.34,
"dlt75Iv20d": 25.37,
"dlt75Iv30d": 25.49,
"dlt75Iv60d": 29.48,
"dlt75Iv90d": 28.26,
"dlt75Iv6m": 28.84,
"dlt75Iv1y": 28.34,
"exErnDlt75Iv10d": 25.34,
"exErnDlt75Iv20d": 25.37,
"exErnDlt75Iv30d": 25.49,
"exErnDlt75Iv60d": 25.93,
"exErnDlt75Iv90d": 25.86,
"exErnDlt75Iv6m": 26.36,
"exErnDlt75Iv1y": 25.82,
"dlt95Iv10d": 28.15,
"dlt95Iv20d": 28.17,
"dlt95Iv30d": 28.5,
"dlt95Iv60d": 39.77,
"dlt95Iv90d": 38.47,
"dlt95Iv6m": 32.07,
"dlt95Iv1y": 36.55,
"exErnDlt95Iv10d": 28.15,
"exErnDlt95Iv20d": 28.17,
"exErnDlt95Iv30d": 28.5,
"exErnDlt95Iv60d": 36.22,
"exErnDlt95Iv90d": 36.07,
"exErnDlt95Iv6m": 29.59,
"exErnDlt95Iv1y": 34.03,
"fwd30_20": 22.74,
"fwd60_30": 30.1,
"fwd90_60": 21.02,
"fwd180_90": 26.8,
"fwd90_30": 25.96,
"fexErn30_20": 22.74,
"fexErn60_30": 23.48,
"fexErn90_60": 21.32,
"fexErn180_90": 24.23,
"fexErn90_30": 22.43,
"ffwd30_20": 22.74,
"ffwd60_30": 36.21,
"ffwd90_60": 17.12,
"ffwd180_90": 28.23,
"ffwd90_30": 27.91,
"ffexErn30_20": 22.74,
"ffexErn60_30": 24.02,
"ffexErn90_60": 19.93,
"ffexErn180_90": 25.53,
"ffexErn90_30": 22.23,
"fbfwd30_20": 1,
"fbfwd60_30": 1.20325,
"fbfwd90_60": 0.814608,
"fbfwd180_90": 1.05362,
"fbfwd90_30": 1.07533,
"fbfexErn30_20": 1,
"fbfexErn60_30": 1.02281,
"fbfexErn90_60": 0.934782,
"fbfexErn180_90": 1.05362,
"fbfexErn90_30": 0.991242,
"impliedEarningsMove": 4.37,
"updatedAt": "2019-09-23 20:00:11"
}
]
}
Example Request fields filtering
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/cores?tickers=AAPL&fields[cores]=ticker,tradeDate,priorCls,pxAtmIv,exErnIv30d"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-08-12",
"priorCls": 200.99,
"pxAtmIv": 201.24,
"exErnIv30d": 26.9
}
]
}
# Core Data History
Retrieves general and earn core data combined history information.
# Retrieve
GET | https://api.orats.io/data/hist/cores
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | required if tradeDate is not set |
| tradeDate | the trade date to retrieve (date range should be comma delimited from start to end date) | required if tickers is not set |
| fields[cores] | the fields to retrieve | optional |
Example Request with multiple tickers, date range, and field filtering.
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/cores?tickers=AAPL,MSFT,IBM&fields[cores]=ticker,tradeDate,pxAtmIv,orHv10d,exErnIv10d&tradeDate=2019-08-01,2019-08-05"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-08-01",
"pxAtmIv": 209.14,
"orHv10d": 21.87,
"exErnIv10d": 28.85
},
{
"ticker": "AAPL",
"tradeDate": "2019-08-02",
"pxAtmIv": 203.68,
"orHv10d": 27.51,
"exErnIv10d": 30.11
},
{
"ticker": "AAPL",
"tradeDate": "2019-08-05",
"pxAtmIv": 194.26,
"orHv10d": 28.12,
"exErnIv10d": 38.8
},
{
"ticker": "IBM",
"tradeDate": "2019-08-01",
"pxAtmIv": 150.51,
"orHv10d": 25.63,
"exErnIv10d": 29.24
},
{
"ticker": "IBM",
"tradeDate": "2019-08-02",
"pxAtmIv": 147.32,
"orHv10d": 16.95,
"exErnIv10d": 24.96
},
{
"ticker": "IBM",
"tradeDate": "2019-08-05",
"pxAtmIv": 140.83,
"orHv10d": 23.03,
"exErnIv10d": 35.69
},
{
"ticker": "MSFT",
"tradeDate": "2019-08-01",
"pxAtmIv": 138.75,
"orHv10d": 21.43,
"exErnIv10d": 23.11
},
{
"ticker": "MSFT",
"tradeDate": "2019-08-02",
"pxAtmIv": 136.56,
"orHv10d": 23.06,
"exErnIv10d": 23.33
},
{
"ticker": "MSFT",
"tradeDate": "2019-08-05",
"pxAtmIv": 132.65,
"orHv10d": 22.34,
"exErnIv10d": 33.04
}
]
}
# General Core
Retrieves general core data information.
# Retrieve
GET | https://api.orats.io/data/cores/general
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | optional |
| fields[cores-general] | the fields to retrieve | optional |
Example Request
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/cores/general?tickers=AAPL"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-08-12",
"assetType": 3,
"priorCls": 200.99,
"pxAtmIv": 201.24,
"mktCap": 909440,
"cVolu": 82347,
"cOi": 1681364,
"pVolu": 80346,
"pOi": 1627510,
"orFcst20d": 27.879,
"orIvFcst20d": 31.013,
"orFcstInf": 26.21,
"orIvXern20d": 27.64,
"orIvXernInf": 21.77,
"iv200Ma": 25.03,
"atmIvM1": 31.838,
"atmFitIvM1": 28.626,
"atmFcstIvM1": 27.25,
"dtExM1": 5,
"atmIvM2": 26.822,
"atmFitIvM2": 27.483,
"atmFcstIvM2": 27.049,
"dtExM2": 40,
"atmIvM3": 27.351,
"atmFitIvM3": 26.33,
"atmFcstIvM3": 26.863,
"dtExM3": 68,
"atmIvM4": 28.948,
"atmFitIvM4": 28.359,
"atmFcstIvM4": 27.038,
"dtExM4": 96,
"iRate5wk": 2.02,
"iRateLt": 1.8,
"px1kGam": 5663.71,
"volOfVol": 0.066,
"volOfIvol": 0.05,
"slope": 4.189981,
"slopeInf": 3.50969,
"slopeFcst": 4.11791,
"slopeFcstInf": 3.39115,
"deriv": 0.0939,
"derivInf": 0.056,
"derivFcst": 0.042,
"derivFcstInf": 0.0505,
"mktWidthVol": 0.419,
"mktWidthVolInf": 0.716,
"cAddPrem": 0,
"pAddPrem": 0,
"rip": 3.30678,
"ivEarnReturn": 0,
"fcstR2": 0.3629,
"fcstR2Imp": 0.3229,
"hiHedge": 0,
"loHedge": 0,
"stkVolu": 27654033,
"avgOptVolu20d": 513253.9,
"sector": "XLK Electronic Computer Manufacturing42941",
"orHv1d": 18.25,
"orHv5d": 35.29,
"orHv10d": 35.86,
"orHv20d": 27.7,
"orHv60d": 24.05,
"orHv90d": 24.53,
"orHv120d": 23.93,
"orHv252d": 29.11,
"orHv500d": 25.68,
"orHv1000d": 24.71,
"clsHv5d": 43.43,
"clsHv10d": 35.95,
"clsHv20d": 28.26,
"clsHv60d": 24.39,
"clsHv90d": 25.6,
"clsHv120d": 24.3,
"clsHv252d": 31.1,
"clsHv500d": 26.83,
"clsHv1000d": 25.12,
"iv20d": 27.09,
"iv30d": 26.9,
"iv60d": 27.65,
"iv90d": 28.63,
"iv6m": 26.28,
"clsPx1w": 192.6082,
"stkPxChng1wk": 4.48,
"clsPx1m": 204.4333,
"stkPxChng1m": -1.56,
"clsPx6m": 168.1412,
"stkPxChng6m": 19.69,
"clsPx1y": 205.6783,
"stkPxChng1y": -2.16,
"divFreq": 91,
"divYield": 1.6,
"divGrwth": 0,
"divDate": "2019-11-07",
"divAmt": 0.77,
"nextErn": "0000-00-00",
"nextErnTod": 1630,
"lastErn": "2019-07-30",
"lastErnTod": 3,
"absAvgErnMv": 4.2544,
"impliedIee": 3.4456,
"daysToNextErn": 0,
"tkOver": 0,
"etfIncl": "",
"bestEtf": "XLK",
"sectorName": "Technology Hardware & Equipment",
"correlSpy1m": 0.96,
"correlSpy1y": 0.94,
"correlEtf1m": 0.97,
"correlEtf1y": 0.96,
"beta1m": 1.43,
"beta1y": 1.52,
"ivPctile1m": 86,
"ivPctile1y": 71,
"ivPctileSpy": 57,
"ivPctileEtf": 47,
"ivStdvMean": 0.64,
"ivStdv1y": 4.88,
"ivSpyRatio": 1.77,
"ivSpyRatioAvg1m": 2.33,
"ivSpyRatioAvg1y": 2.01,
"ivSpyRatioStdv1y": 7.3,
"ivEtfRatio": 1.27,
"ivEtfRatioAvg1m": 1.66,
"ivEtfRatioAvg1y": 1.47,
"ivEtFratioStdv1y": 6.13,
"ivHvXernRatio": 0.99,
"ivHvXernRatio1m": 1.54,
"ivHvXernRatio1y": 1.09,
"ivHvXernRatioStdv1y": 2.95,
"etfIvHvXernRatio": 0.99,
"etfIvHvXernRatio1m": 0.95,
"etfIvHvXernRatio1y": 0.95,
"etfIvHvXernRatioStdv1y": 0.04,
"slopepctile": 95.63,
"slopeavg1m": 3.54,
"slopeavg1y": 2.88,
"slopeStdv1y": 0.78,
"etfSlopeRatio": 0.57,
"etfSlopeRatioAvg1m": 0.49,
"etfSlopeRatioAvg1y": 0.4,
"etfSlopeRatioAvgStdv1y": 0.11,
"impliedR2": 0.4911,
"contango": -0.27961242012679577,
"nextDiv": 0.77,
"impliedNextDiv": 0.310495,
"annActDiv": 3.13578,
"annIdiv": 1.76446,
"borrow30": 1.2104840949177742,
"borrow2yr": 1.1897692456841469,
"error": 0.021323577675502747,
"confidence": 98.47021698951721,
"updatedAt": "2019-08-12 16:00:10"
}
]
}
# General Core History
Retrieves general core data history information.
# Retrieve
GET | https://api.orats.io/data/hist/cores/general
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | required if tradeDate is not set |
| tradeDate | the trade date to retrieve (date range should be comma delimited from start to end date) | required if tickers is not set |
| fields[cores-general] | the fields to retrieve | optional |
Example Request with multiple tickers, date range, and field filtering.
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/cores/general?tickers=AAPL,MSFT,IBM&fields[cores-general]=ticker,tradeDate,pxAtmIv,orHv10d&tradeDate=2019-08-01,2019-08-05"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-08-01",
"pxAtmIv": 209.14,
"orHv10d": 21.87
},
{
"ticker": "AAPL",
"tradeDate": "2019-08-02",
"pxAtmIv": 203.68,
"orHv10d": 27.51
},
{
"ticker": "AAPL",
"tradeDate": "2019-08-05",
"pxAtmIv": 194.26,
"orHv10d": 28.12
},
{
"ticker": "IBM",
"tradeDate": "2019-08-01",
"pxAtmIv": 150.51,
"orHv10d": 25.63
},
{
"ticker": "IBM",
"tradeDate": "2019-08-02",
"pxAtmIv": 147.32,
"orHv10d": 16.95
},
{
"ticker": "IBM",
"tradeDate": "2019-08-05",
"pxAtmIv": 140.83,
"orHv10d": 23.03
},
{
"ticker": "MSFT",
"tradeDate": "2019-08-01",
"pxAtmIv": 138.75,
"orHv10d": 21.43
},
{
"ticker": "MSFT",
"tradeDate": "2019-08-02",
"pxAtmIv": 136.56,
"orHv10d": 23.06
},
{
"ticker": "MSFT",
"tradeDate": "2019-08-05",
"pxAtmIv": 132.65,
"orHv10d": 22.34
}
]
}
# Earn Core
Retrieves earn core data information.
# Retrieve
GET | https://api.orats.io/data/cores/earn
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | optional |
| fields[cores-earn] | the fields to retrieve | optional |
Example Request
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/cores/earn?tickers=AAPL"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-08-12",
"pxCls": 200.99,
"wksNextErn": 11,
"nextErnTod": 1630,
"ernMnth": 10,
"avgOptVolu20d": 513254,
"oi": 3308874,
"atmIvM1": 31.8383,
"dtExM1": 5,
"atmIvM2": 26.822,
"dtExm2": 40,
"atmIvM3": 27.3505,
"dtExM3": 68,
"atmIvM4": 28.9479,
"dtExM4": 96,
"straPxM1": 5.81,
"straPxM2": 15.03,
"smoothStraPxM1": 5.58,
"smoothStrPxM2": 14.38,
"fcstStraPxM1": 4.84,
"fcstStraPxM2": 14.57,
"loStrikeM1": 200,
"hiStrikeM1": 200,
"loStrikeM2": 200,
"hiStrikeM2": 200,
"ernDate1": "7/30/2019",
"ernDate2": "4/30/2019",
"ernDate3": "1/29/2019",
"ernDate4": "11/1/2018",
"ernDate5": "7/31/2018",
"ernDate6": "5/1/2018",
"ernDate7": "2/1/2018",
"ernDate8": "11/2/2017",
"ernDate9": "8/1/2017",
"ernDate10": "5/2/2017",
"ernDate11": "1/31/2017",
"ernDate12": "10/25/2016",
"ernMv1": 2.0404,
"ernMv2": 4.9086,
"ernMv3": 6.8335,
"ernMv4": -6.6331,
"ernMv5": 5.891,
"ernMv6": 4.4176,
"ernMv7": -4.339,
"ernMv8": 2.6114,
"ernMv9": 4.7251,
"ernMv10": -0.3051,
"ernMv11": 6.0981,
"ernMv12": -2.2495,
"ernStraPct1": 5.328,
"ernStraPct2": 5.6526,
"ernStraPct3": 6.8304,
"ernStraPct4": 7.074,
"ernStraPct5": 5.2632,
"ernStraPct6": 5.9725,
"ernStraPct7": 6.49,
"ernStraPct8": 5.8054,
"ernStraPct9": 4.8463,
"ernStraPct10": 4.2426,
"ernStraPct11": 4.2901,
"ernStraPct12": 5.5792,
"ernEffct1": 1.7325,
"ernEffct2": 2.1662,
"ernEffct3": 2.253,
"ernEffct4": 2.1018,
"ernEffct5": 2.248,
"ernEffct6": 1.9564,
"ernEffct7": 1.6666,
"ernEffct8": 1.1841,
"ernEffct9": 1.8609,
"ernEffct10": 1.157,
"ernEffct11": 2.8252,
"ernEffct12": 1.1657,
"orHv5d": 35.29,
"orHv10d": 35.86,
"orHv20d": 27.7,
"orHv60d": 24.05,
"orHv90d": 24.53,
"orHv120d": 23.93,
"orHv252d": 29.11,
"orHv500d": 25.68,
"orHv1000d": 24.71,
"orHvXern5d": 35.29,
"orHvXern10d": 35.93,
"orHvXern20d": 26.69,
"orHvXern60d": 23.55,
"orHvXern90d": 23.64,
"orHvXern120d": 23.23,
"orHvXern252d": 28.28,
"orHvXern500d": 24.88,
"orHvXern1000d": 23.94,
"clsHv5d": 43.43,
"clsHv10d": 35.95,
"clsHv20d": 28.26,
"clsHv60d": 24.39,
"clsHv90d": 25.6,
"clsHv120d": 24.3,
"clsHv252d": 31.1,
"clsHv500d": 26.83,
"clsHv1000d": 25.12,
"clsHvXern5d": 43.43,
"clsHvXern10d": 37.8,
"clsHvXern20d": 28.7,
"clsHvXern60d": 24.45,
"clsHvXern90d": 24.34,
"clsHvXern120d": 23.32,
"clsHvXern252d": 29.47,
"clsHvXern500d": 25.18,
"clsHvXern1000d": 23.3,
"iv10d": 30.15,
"iv20d": 27.09,
"iv30d": 26.9,
"iv60d": 27.65,
"iv90d": 28.63,
"iv6m": 26.28,
"iv1yr": 25.38,
"orIvXern20d": 27.64,
"orIvXernInf": 21.77,
"slope": 4.19,
"fcstSlope": 4.1179,
"fcstErnEffct": 1.6916,
"absAvgErnMv": 4.2544,
"ernMvStdv": 1.964,
"impliedEe": 3.4456,
"impErnMv": 7.52,
"impMth2ErnMv": 7.52,
"fairVol90d": 28.9479,
"fairXieeVol90d": 28.3591,
"fairMth2XieeVol90d": 27.6664,
"impErnMv90d": 2.75,
"impErnMvMth290d": 2,
"exErnIv10d": 30.15,
"exErnIv20d": 27.09,
"exErnIv30d": 26.9,
"exErnIv60d": 27.65,
"exErnIv90d": 26.43,
"exErnIv6m": 24.4,
"exErnIv1yr": 22.89,
"updatedAt": "2019-08-12 11:00:10"
}
]
}
# Earn Core History
Retrieves earn core data history information.
# Retrieve
GET | https://api.orats.io/data/hist/cores/earn
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | required if tradeDate is not set |
| tradeDate | the trade date to retrieve (date range should be comma delimited from start to end date) | required if tickers is not set |
| fields[cores-earn] | the fields to retrieve | optional |
Example Request with multiple tickers, date range, and field filtering.
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/cores/earn?tickers=AAPL,MSFT,IBM&fields[cores-earn]=ticker,tradeDate,pxCls,atmIvM1,exErnIv30d&tradeDate=2019-08-01,2019-08-05"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-08-01",
"pxCls": 213.04,
"atmIvM1": 26.1728,
"exErnIv30d": 25.89
},
{
"ticker": "AAPL",
"tradeDate": "2019-08-02",
"pxCls": 208.43,
"atmIvM1": 28.2516,
"exErnIv30d": 27.48
},
{
"ticker": "AAPL",
"tradeDate": "2019-08-05",
"pxCls": 204.02,
"atmIvM1": 36.9277,
"exErnIv30d": 32.87
},
{
"ticker": "IBM",
"tradeDate": "2019-08-01",
"pxCls": 148.24,
"atmIvM1": 23.704,
"exErnIv30d": 21.34
},
{
"ticker": "IBM",
"tradeDate": "2019-08-02",
"pxCls": 150.32,
"atmIvM1": 23.2516,
"exErnIv30d": 20.9
},
{
"ticker": "IBM",
"tradeDate": "2019-08-05",
"pxCls": 147.25,
"atmIvM1": 33.7278,
"exErnIv30d": 28.3
},
{
"ticker": "MSFT",
"tradeDate": "2019-08-01",
"pxCls": 136.27,
"atmIvM1": 21.6795,
"exErnIv30d": 20.81
},
{
"ticker": "MSFT",
"tradeDate": "2019-08-02",
"pxCls": 138.06,
"atmIvM1": 23.1285,
"exErnIv30d": 22.34
},
{
"ticker": "MSFT",
"tradeDate": "2019-08-05",
"pxCls": 136.9,
"atmIvM1": 31.6233,
"exErnIv30d": 28.1
}
]
}
# Daily Price
Retrieves daily end of day stock price history information.
# Retrieve
GET | https://api.orats.io/data/hist/dailies
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | required if tradeDate is not set |
| tradeDate | the trade date to retrieve (date range should be comma delimited from start to end date) | required if ticker is not set |
| fields[dailies] | the fields to retrieve | optional |
Example Request
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/dailies?tickers=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 and date range
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/dailies?tickers=AAPL&tradeDate=2007-01-03,2007-01-05&fields[dailies]=ticker,tradeDate,clsPx,unadjClsPx"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2007-01-03",
"clsPx": 10.45,
"unadjClsPx": 83.8
},
{
"ticker": "AAPL",
"tradeDate": "2007-01-04",
"clsPx": 10.68,
"unadjClsPx": 85.66
},
{
"ticker": "AAPL",
"tradeDate": "2007-01-05",
"clsPx": 10.6,
"unadjClsPx": 85.05
}
]
}
# Historical Volatility
Retrieves Historical Volatility information.
# Retrieve
GET | https://api.orats.io/data/hist/hvs
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | required if tradeDate is not set |
| tradeDate | the trade date to retrieve (date range should be comma delimited from start to end date) | required if ticker is not set |
| fields[hvs] | the fields to retrieve | optional |
Example Request
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/hvs?tickers=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?tickers=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 |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | required |
| fields[divs] | the fields to retrieve | optional |
Example Request
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/divs?tickers=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 multiple tickers and fields filtering
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/divs?tickers=AAPL,MSFT,IBM&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 |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | required |
| fields[earnings] | the fields to retrieve | optional |
Example Request
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/earnings?tickers=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 tickers and fields filtering
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/earnings?tickers=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 |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | required |
| fields[splits] | the fields to retrieve | optional |
Example Request
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/splits?tickers=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 tickers and fields filtering
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/splits?tickers=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 |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | optional |
| fields[ivrank] | the fields to retrieve | 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?tickers=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 |
|---|---|---|
| tickers | the tickers to retrieve (multiple tickers should be comma delimited) | required if tradeDate is not set |
| tradeDate | the trade date to retrieve (date range should be comma delimited from start to end date) | required if ticker is not set |
| fields[ivrank] | the fields to retrieve | optional |
Example Request
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/ivrank?tickers=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 tickers and fields filtering
curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/ivrank?tickers=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
},
...
]
}