# Data API
A collection of data endpoints.
Data endpoint url: https://api.orats.io/datav2
Examples shown use curl (opens new window). Please use the latest version of curl in order for all the request examples to work.
You can also view the data by copying the Data API URL into your web browser.
REQUEST LIMIT
There is a 1000 request per minute limit for the data API.
# Tickers
Retrieves min/max available tradeDate for ORATS universe of tickers.
# Retrieve
GET
| https://api.orats.io/datav2/tickers
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the ticker to retrieve | optional |
Example Request
curl "https://api.orats.io/datav2/tickers?token=your-secret-token"
curl "https://api.orats.io/datav2/tickers.csv?token=your-secret-token"
Example Response
{
"data": [
{
"ticker": "A",
"min": "2007-01-03",
"max": "2020-02-14"
},
{
"ticker": "AA",
"min": "2007-01-03",
"max": "2020-02-14"
},
{
"ticker": "AAAP",
"min": "2017-10-12",
"max": "2018-07-20"
}
...
]
}
# Strikes
Retrieves strikes data.
# Retrieve
GET
| https://api.orats.io/datav2/strikes
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the ticker to retrieve (multiple tickers should be comma delimited) | required |
fields | the fields to retrieve | optional |
dte | filter by dte range | optional |
delta | filter by delta range | optional |
Example Request
curl -L "https://api.orats.io/datav2/strikes?token=your-secret-token&ticker=AAPL"
curl -L "https://api.orats.io/datav2/strikes.csv?token=your-secret-token&ticker=AAPL"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-12-23",
"expirDate": "2019-12-27",
"dte": 5,
"strike": 180,
"stockPrice": 283.8,
"callVolume": 0,
"callOpenInterest": 0,
"callBidSize": 166,
"callAskSize": 25,
"putVolume": 1,
"putOpenInterest": 7,
"putBidSize": 0,
"putAskSize": 37,
"callBidPrice": 103.7,
"callValue": 103.851,
"callAskPrice": 103.9,
"putBidPrice": 0,
"putValue": 0,
"putAskPrice": 0.01,
"callBidIv": 0,
"callMidIv": 0.837262,
"callAskIv": 1.67452,
"smvVol": 0.201089,
"putBidIv": 0,
"putMidIv": 0.723295,
"putAskIv": 1.44659,
"residualRate": -0.0108285,
"delta": 1,
"gamma": -1.29661e-14,
"theta": -0.0130789,
"vega": -1.93379e-11,
"rho": 0.0192188,
"phi": -0.0303101,
"driftlessTheta": -3.62868e-8,
"extSmvVol": 0.288125,
"extCallValue": 103.741,
"extPutValue": 0,
"spotPrice": 283.8,
"updatedAt": "2019-12-23T18:49:36Z"
},
.....
]
}
Example Request with multiple tickers and specifying fields
curl -L "https://api.orats.io/datav2/strikes?token=your-secret-token&ticker=AAPL,IBM,MSFT&fields=ticker,tradeDate,expirDate,dte,strike,stockPrice,callBidPrice,putBidPrice,delta"
curl -L "https://api.orats.io/datav2/strikes.csv?token=your-secret-token&ticker=AAPL,IBM,MSFT&fields=ticker,tradeDate,expirDate,dte,strike,stockPrice,callBidPrice,putBidPrice,delta"
Example Request with dte and delta filtering
curl "https://api.orats.io/datav2/strikes?token=your-secret-token&ticker=AAPL&dte=30,45&delta=.30,.45"
curl "https://api.orats.io/datav2/strikes.csv?token=your-secret-token&ticker=AAPL&dte=30,45&delta=.30,.45"
# Strikes History
Retrieves end of day strikes data.
# Retrieve
GET
| https://api.orats.io/datav2/hist/strikes
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the ticker to retrieve (multiple tickers should be comma delimited) | required |
tradeDate | the trade date to retrieve | required |
fields | the fields to retrieve | optional |
dte | filter by dte range | optional |
delta | filter by delta range | optional |
Example Request
curl -L "https://api.orats.io/datav2/hist/strikes?token=your-secret-token&ticker=AAPL&tradeDate=2017-08-28"
curl -L "https://api.orats.io/datav2/hist/strikes.csv?token=your-secret-token&ticker=AAPL&tradeDate=2017-08-28"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2017-08-28",
"expirDate": "2017-09-01",
"dte": 5,
"strike": 95,
"stockPrice": 161.3827,
"callVolume": 1,
"callOpenInterest": 0,
"callBidSize": 30,
"callAskSize": 2,
"putVolume": 1,
"putOpenInterest": 1,
"putBidSize": 0,
"putAskSize": 16,
"callBidPrice": 66.35,
"callValue": 66.41551094836527,
"callAskPrice": 66.45,
"putBidPrice": 0,
"putValue": 0,
"putAskPrice": 0.01,
"callBidIv": 0,
"callMidIv": 1.9435290391604259,
"callAskIv": 1.9435290391604259,
"smvVol": 0.29255660522135446,
"putBidIv": 0,
"putMidIv": 1.7233550807894313,
"putAskIv": 1.7233550807894313,
"residualRate": -0.0215447947190231,
"delta": 1.0000000000000133,
"gamma": 4.021433382502273e-14,
"theta": -0.008181463093526515,
"vega": 2.420462435939163e-13,
"rho": 0.010432658772747985,
"phi": -0.017728751942058807,
"driftlessTheta": -2.8188520395807645e-8,
"extSmvVol": 0.30678671652162315,
"extCallValue": 66.41551094836588,
"extPutValue": 0,
"spotPrice": 161.3827,
"updatedAt": "2017-08-28T19:46:00Z"
},
.....
]
}
Example Request with multiple tickers and specifying fields
curl -L "https://api.orats.io/datav2/hist/strikes?token=your-secret-token&ticker=AAPL,IBM,MSFT&tradeDate=2021-01-20&fields=ticker,tradeDate,expirDate,dte,strike,stockPrice,callBidPrice,putBidPrice,delta"
curl -L "https://api.orats.io/datav2/hist/strikes.csv?token=your-secret-token&ticker=AAPL,IBM,MSFT&tradeDate=2021-01-20&fields=ticker,tradeDate,expirDate,dte,strike,stockPrice,callBidPrice,putBidPrice,delta"
Example Request with dte and delta filtering
curl -L "https://api.orats.io/datav2/hist/strikes?token=your-token&ticker=AAPL&tradeDate=2017-08-28&dte=30,45&delta=.30,.45"
curl -L "https://api.orats.io/datav2/hist/strikes.csv?token=your-token&ticker=AAPL&tradeDate=2017-08-28&dte=30,45&delta=.30,.45"
# Strikes by Options
Retrieves current strikes data by ticker, expiry, and strike.
# Retrieve by GET Request
GET
| https://api.orats.io/datav2/strikes/options
ARGUMENTS | Definition | Required/Optional |
---|---|---|
symbols | comma delimited OCC option symbols or underlying | required |
The OCC option symbol consists of four parts:
- Root symbol of the underlying stock or ETF, padded with spaces to 6 characters
- Expiration date, 6 digits in the format YYMMDD
- Option type, either P or C, for put or call
- Strike price, as the price x 1000, front padded with 0s to 8 digits
Example Request
curl -L "https://api.orats.io/datav2/strikes/options?token=your-secret-token&symbols=AAPL230915C00175000,SPXW230317C04000000,VIXW230222P00020000,MSFT,IBM,AMZN"
curl -L "https://api.orats.io/datav2/strikes/options.csv?token=your-secret-token&symbols=AAPL230915C00175000,SPXW230317C04000000,VIXW230222P00020000,MSFT,IBM,AMZN"
Example Response
{
"data": [
{
"ticker": "VIX",
"optionSymbol": "VIXW230222P00020000",
"tradeDate": "2023-02-03",
"expirDate": "2023-02-22",
"dte": 20,
"strike": 20,
"optionType": "Put",
"stockPrice": 21.09,
"volume": 0,
"openInterest": 609,
"bidSize": 57,
"askSize": 602,
"bidPrice": 0.82,
"optValue": 0.91,
"askPrice": 1.01,
"bidIv": 0.719702,
"midIv": 0.775449,
"askIv": 0.831195,
"smvVol": 0.776,
"residualRate": -0.00126964,
"delta": 0.659823,
"gamma": 0.101183,
"theta": -0.0379109,
"vega": 0.01705,
"rho": 0.00596109,
"phi": -0.00699401,
"driftlessTheta": -0.0363416,
"optSmvVol": 0.773272,
"extSmvVol": 0.81083,
"extOptValue": 0.975286,
"spotPrice": 20.01,
"quoteDate": "2023-02-03T20:22:48Z",
"updatedAt": "2023-02-03T20:22:58Z",
"expiryTod": "am"
},
{
"ticker": "SPX",
"optionSymbol": "SPXW230317C04000000",
"tradeDate": "2023-02-03",
"expirDate": "2023-03-17",
"dte": 43,
"strike": 4000,
"optionType": "Call",
"stockPrice": 4126.71,
"volume": 20,
"openInterest": 2241,
"bidSize": 35,
"askSize": 35,
"bidPrice": 194.5,
"optValue": 196.27,
"askPrice": 197.4,
"bidIv": 0.191887,
"midIv": 0.194403,
"askIv": 0.19692,
"smvVol": 0.192,
"residualRate": 0.00236406,
"delta": 0.733811,
"gamma": 0.00131768,
"theta": -1.33656,
"vega": 4.51142,
"rho": 3.24908,
"phi": -3.46435,
"driftlessTheta": -0.995206,
"optSmvVol": 0.194419,
"extSmvVol": 0.199375,
"extOptValue": 198.301,
"spotPrice": 4128.73,
"quoteDate": "2023-02-03T20:22:49Z",
"updatedAt": "2023-02-03T20:23:00Z",
"expiryTod": "pm"
},
{
"ticker": "AAPL",
"optionSymbol": "AAPL230915C00175000",
"tradeDate": "2023-02-03",
"expirDate": "2023-09-15",
"dte": 225,
"strike": 175,
"optionType": "Call",
"stockPrice": 155.01,
"volume": 667,
"openInterest": 17491,
"bidSize": 705,
"askSize": 287,
"bidPrice": 6.4,
"optValue": 6.47,
"askPrice": 6.55,
"bidIv": 0.251574,
"midIv": 0.253287,
"askIv": 0.255,
"smvVol": 0.253,
"residualRate": -0.00110824,
"delta": 0.342191,
"gamma": 0.0122149,
"theta": -0.0295758,
"vega": 0.439479,
"rho": 0.284995,
"phi": -0.322753,
"driftlessTheta": -0.0244588,
"optSmvVol": 0.253234,
"extSmvVol": 0.227986,
"extOptValue": 5.35791,
"spotPrice": 155.01,
"quoteDate": "2023-02-03T20:22:42Z",
"updatedAt": "2023-02-03T20:22:54Z",
"expiryTod": "pm"
},
{
"ticker": "AMZN",
"stockPrice": 103.56,
"bid": 103.56,
"ask": 103.57,
"bidSize": 1,
"askSize": 4,
"volume": 116242000,
"quoteDate": "2023-02-03T20:23:52Z",
"updatedAt": "2023-02-03T20:24:04Z"
},
{
"ticker": "IBM",
"stockPrice": 136.38,
"bid": 136.37,
"ask": 136.39,
"bidSize": 2,
"askSize": 2,
"volume": 2379740,
"quoteDate": "2023-02-03T20:23:56Z",
"updatedAt": "2023-02-03T20:24:04Z"
},
{
"ticker": "MSFT",
"stockPrice": 258.15,
"bid": 258.14,
"ask": 258.16,
"bidSize": 3,
"askSize": 2,
"volume": 19871700,
"quoteDate": "2023-02-03T20:23:49Z",
"updatedAt": "2023-02-03T20:24:04Z"
}
]
}
# Retrieve by POST Request
POST
| https://api.orats.io/datav2/strikes/options
Payload is an array of OCC option symbols.
The OCC option symbol consists of four parts:
- Root symbol of the underlying stock or ETF, padded with spaces to 6 characters
- Expiration date, 6 digits in the format YYMMDD
- Option type, either P or C, for put or call
- Strike price, as the price x 1000, front padded with 0s to 8 digits
Example Request
curl -X POST -d @payload.json -L "https://api.orats.io/datav2/strikes/options?token=your-secret-token" --header "Content-Type:application/json"
curl -X POST -d @payload.json -L "https://api.orats.io/datav2/strikes/options.csv?token=your-secret-token" --header "Content-Type:text/csv"
Example POST Input Payload
[
"AAPL230915C00175000",
"SPXW230317C04000000",
"VIXW230222P00020000",
"MSFT",
"IBM",
"AMZN"
]
# Strikes History by Options
Retrieves end of day strikes history data by ticker, tradeDate, expiry, and strike.
# Retrieve by GET Request
GET
| https://api.orats.io/datav2/hist/strikes/options
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the ticker to retrieve | required |
tradeDate | the trade date to retrieve | optional |
expirDate | the expire date to retrieve | required |
strike | the strike price to retrieve | required |
Example Request
curl -L "https://api.orats.io/datav2/hist/strikes/options?token=your-secret-token&ticker=AAPL&expirDate=2022-01-21&strike=280"
curl -L "https://api.orats.io/datav2/hist/strikes/options.csv?token=your-secret-token&ticker=AAPL&expirDate=2022-01-21&strike=280"
# Retrieve by POST Request
POST
| https://api.orats.io/datav2/hist/strikes/options
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the ticker to retrieve | required |
tradeDate | the trade date to retrieve | required |
expirDate | the expire date to retrieve | required |
strike | the strike price to retrieve | required |
Example Request
curl -X POST -d @payload.json -L "https://api.orats.io/datav2/hist/strikes/options?token=your-secret-token" --header "Content-Type:application/json"
curl -X POST -d @payload.json -L "https://api.orats.io/datav2/hist/strikes/options.csv?token=your-secret-token" --header "Content-Type:text/csv"
Example POST Input Payload
[
{"ticker" : "AAPL", "tradeDate" : "2029-12-20", "expirDate" : "2020-09-18", "strike" : 175},
{"ticker" : "AAPL", "tradeDate" : "2029-12-20", "expirDate" : "2022-01-21", "strike" : 240},
{"ticker" : "AAPL", "tradeDate" : "2029-12-20", "expirDate" : "2022-01-21", "strike" : 290},
{"ticker" : "MSFT", "tradeDate" : "2029-12-20", "expirDate" : "2020-09-18", "strike" : 155},
{"ticker" : "MSFT", "tradeDate" : "2029-12-20", "expirDate" : "2022-01-21", "strike" : 170},
{"ticker" : "MSFT", "tradeDate" : "2029-12-20", "expirDate" : "2022-01-21", "strike" : 175}
]
# Monies
Retrieves monthly implied or forecast monies data.
# Retrieve
GET
| https://api.orats.io/datav2/monies/implied
or https://api.orats.io/datav2/monies/forecast
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the ticker to retrieve (multiple tickers should be comma delimited) | required |
fields | the fields to retrieve | optional |
Example Request
curl -L "https://api.orats.io/datav2/monies/implied?token=your-secret-token&ticker=AAPL"
curl -L "https://api.orats.io/datav2/monies/implied.csv?token=your-secret-token&ticker=AAPL"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-12-20",
"expirDate": "2019-12-20",
"stockPrice": 279.1,
"riskFreeRate": 0.0157,
"yieldRate": 0,
"residualYieldRate": 0,
"residualRateSlp": 0,
"residualR2": 0,
"confidence": 0.02,
"mwVol": 0,
"vol100": 0.323513,
"vol95": 0.276401,
"vol90": 0.252331,
"vol85": 0.235481,
"vol80": 0.219583,
"vol75": 0.21282,
"vol70": 0.206805,
"vol65": 0.201538,
"vol60": 0.197018,
"vol55": 0.193246,
"vol50": 0.190221,
"vol45": 0.187944,
"vol40": 0.186414,
"vol35": 0.185632,
"vol30": 0.185597,
"vol25": 0.18631,
"vol20": 0.187771,
"vol15": 0.189979,
"vol10": 0.192935,
"vol5": 0.196638,
"vol0": 0.201089,
"typeFlag": 0,
"atmiv": 0,
"slope": 0,
"deriv": 0,
"fit": 0,
"spotPrice": 279.1,
"calVol": 0.134671,
"unadjVol": 0.134671,
"earnEffect": 0,
"updatedAt": "2019-12-20T20:46:01Z"
},
.....
]
}
Example Request with multiple tickers and specifying fields
curl -L "https://api.orats.io/datav2/monies/implied?token=your-secret-token&ticker=AAPL,IBM,MSFT&fields=ticker,tradeDate,expirDate,stockPrice,vol100,vol95"
curl -L "https://api.orats.io/datav2/monies/implied?token=your-secret-token&ticker=AAPL,IBM,MSFT&fields=ticker,tradeDate,expirDate,stockPrice,vol100,vol95"
# Monies History
Retrieves end of day monthly implied or forecast monies history data.
# Retrieve
GET
| https://api.orats.io/datav2/hist/monies/implied
or https://api.orats.io/datav2/hist/monies/forecast
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the ticker to retrieve (multiple tickers should be comma delimited) | required |
tradeDate | the trade date to retrieve | required |
fields | the fields to retrieve | optional |
Example Request
curl -L "https://api.orats.io/datav2/hist/monies/implied?token=your-secret-token&ticker=AAPL&tradeDate=2019-11-29"
curl -L "https://api.orats.io/datav2/hist/monies/implied.csv?token=your-secret-token&ticker=AAPL&tradeDate=2019-11-29"
Example Request with multiple tickers and specifying fields
curl -L "https://api.orats.io/datav2/hist/monies/implied?token=your-secret-token&ticker=AAPL,IBM,MSFT&tradeDate=2021-01-20&fields=ticker,tradeDate,expirDate,stockPrice,vol100,vol95"
curl -L "https://api.orats.io/datav2/hist/monies/implied?token=your-secret-token&ticker=AAPL,IBM,MSFT&tradeDate=2021-01-20&fields=ticker,tradeDate,expirDate,stockPrice,vol100,vol95"
# SMV Summaries
Retrieves SMV Summary data.
# Retrieve
GET
| https://api.orats.io/datav2/summaries
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the ticker to retrieve (multiple tickers should be comma delimited) | optional |
fields | the fields to retrieve | optional |
Example Request
curl -L "https://api.orats.io/datav2/summaries?token=your-secret-token&ticker=AAPL"
curl -L "https://api.orats.io/datav2/summaries.csv?token=your-secret-token&ticker=AAPL"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-12-20",
"stockPrice": 279.1,
"annActDiv": 3.18418,
"annIdiv": 1.79096,
"borrow30": 0.00361018,
"borrow2y": 0.010915,
"confidence": 0.936544,
"exErnIv10d": 0.141851,
"exErnIv20d": 0.163192,
"exErnIv30d": 0.177298,
"exErnIv60d": 0.190936,
"exErnIv90d": 0.196268,
"exErnIv6m": 0.204615,
"exErnIv1y": 0.212279,
"ieeEarnEffect": 3.57895,
"impliedMove": 0.0560511,
"impliedNextDiv": 0.407695,
"iv10d": 0.141851,
"iv20d": 0.163192,
"iv30d": 0.177298,
"iv60d": 0.225658,
"iv90d": 0.22076,
"iv6m": 0.230172,
"iv1y": 0.237874,
"mwAdj30": 0.00248275,
"mwAdj2y": 0.00573648,
"nextDiv": 0.77,
"rDrv30": 0.122841,
"rDrv2y": 0.0687642,
"rSlp30": 2.38237,
"rSlp2y": 2.9327,
"rVol30": 0.184404,
"rVol2y": 0.228462,
"rip": 3.01679,
"riskFree30": 0.0157436,
"riskFree2y": 0.0158279,
"skewing": -0.0670888,
"contango": 0.8712511509656906,
"totalErrorConf": 0.0000399838,
"dlt5Iv10d": 0.151522,
"dlt5Iv20d": 0.170339,
"dlt5Iv30d": 0.180824,
"dlt5Iv60d": 0.21898,
"dlt5Iv90d": 0.210614,
"dlt5Iv6m": 0.215695,
"dlt5Iv1y": 0.223082,
"exErnDlt5Iv10d": 0.151522,
"exErnDlt5Iv20d": 0.170339,
"exErnDlt5Iv30d": 0.180824,
"exErnDlt5Iv60d": 0.184257,
"exErnDlt5Iv90d": 0.186122,
"exErnDlt5Iv6m": 0.190138,
"exErnDlt5Iv1y": 0.197487,
"dlt25Iv10d": 0.14177,
"dlt25Iv20d": 0.161468,
"dlt25Iv30d": 0.17385,
"dlt25Iv60d": 0.216744,
"dlt25Iv90d": 0.210777,
"dlt25Iv6m": 0.218191,
"dlt25Iv1y": 0.226143,
"exErnDlt25Iv10d": 0.14177,
"exErnDlt25Iv20d": 0.161468,
"exErnDlt25Iv30d": 0.17385,
"exErnDlt25Iv60d": 0.182022,
"exErnDlt25Iv90d": 0.186286,
"exErnDlt25Iv6m": 0.192634,
"exErnDlt25Iv1y": 0.200548,
"dlt75Iv10d": 0.155569,
"dlt75Iv20d": 0.179151,
"dlt75Iv30d": 0.194262,
"dlt75Iv60d": 0.247582,
"dlt75Iv90d": 0.241608,
"dlt75Iv6m": 0.252,
"dlt75Iv1y": 0.26117,
"exErnDlt75Iv10d": 0.155569,
"exErnDlt75Iv20d": 0.179151,
"exErnDlt75Iv30d": 0.194262,
"exErnDlt75Iv60d": 0.21286,
"exErnDlt75Iv90d": 0.217116,
"exErnDlt75Iv6m": 0.226443,
"exErnDlt75Iv1y": 0.235575,
"dlt95Iv10d": 0.176362,
"dlt95Iv20d": 0.202167,
"dlt95Iv30d": 0.217566,
"dlt95Iv60d": 0.274488,
"dlt95Iv90d": 0.266109,
"dlt95Iv6m": 0.276552,
"dlt95Iv1y": 0.321004,
"exErnDlt95Iv10d": 0.176362,
"exErnDlt95Iv20d": 0.202167,
"exErnDlt95Iv30d": 0.217566,
"exErnDlt95Iv60d": 0.239766,
"exErnDlt95Iv90d": 0.241618,
"exErnDlt95Iv6m": 0.250995,
"exErnDlt95Iv1y": 0.295409,
"fwd30_20": 0.202585,
"fwd60_30": 0.265347,
"fwd90_60": 0.21062,
"fwd180_90": 0.239214,
"fwd90_30": 0.239551,
"fexErn30_20": 0.202585,
"fexErn60_30": 0.203663,
"fexErn90_60": 0.20652,
"fexErn180_90": 0.212634,
"fexErn90_30": 0.205096,
"ffwd30_20": 0.239492,
"ffwd60_30": 0.34356,
"ffwd90_60": 0.198541,
"ffwd180_90": 0.253339,
"ffwd90_30": 0.280953,
"ffexErn30_20": 0.239492,
"ffexErn60_30": 0.224474,
"ffexErn90_60": 0.219816,
"ffexErn180_90": 0.22519,
"ffexErn90_30": 0.222474,
"fbfwd30_20": 1.18218,
"fbfwd60_30": 1.29476,
"fbfwd90_60": 0.942647,
"fbfwd180_90": 1.05905,
"fbfwd90_30": 1.17283,
"fbfexErn30_20": 1.18218,
"fbfexErn60_30": 1.10219,
"fbfexErn90_60": 1.06438,
"fbfexErn180_90": 1.05905,
"fbfexErn90_30": 1.08473,
"impliedEarningsMove": 0.0385317,
"updatedAt": "2019-12-20T20:46:01Z"
}
]
}
Example Request with multiple tickers and specifying fields
curl -L "https://api.orats.io/datav2/summaries?token=your-secret-token&ticker=AAPL,IBM,MSFT&fields=ticker,tradeDate,iv10d,iv20d"
curl -L "https://api.orats.io/datav2/summaries?token=your-secret-token&ticker=AAPL,IBM,MSFT&fields=ticker,tradeDate,iv10d,iv20d"
# Summaries History
Retrieves end of day SMV Summary history data.
# Retrieve
GET
| https://api.orats.io/datav2/hist/summaries
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the ticker to retrieve (multiple tickers should be comma delimited) | required if tradeDate is not set |
tradeDate | the trade date to retrieve | required if ticker is not set |
fields | the fields to retrieve | optional |
Example Request
curl -L "https://api.orats.io/datav2/hist/summaries?token=your-secret-token&ticker=AAPL&tradeDate=2019-11-29"
curl -L "https://api.orats.io/datav2/hist/summaries.csv?token=your-secret-token&ticker=AAPL&tradeDate=2019-11-29"
Example Request with multiple tickers and specifying fields
curl -L "https://api.orats.io/datav2/hist/summaries?token=your-secret-token&ticker=AAPL,IBM,MSFT&tradeDate=2021-01-20&fields=ticker,tradeDate,iv10d,iv20d"
curl -L "https://api.orats.io/datav2/hist/summaries?token=your-secret-token&ticker=AAPL,IBM,MSFT&tradeDate=2021-01-20&fields=ticker,tradeDate,iv10d,iv20d"
# Core Data
Retrieves Core data.
# Retrieve
GET
| https://api.orats.io/datav2/cores
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the ticker to retrieve (multiple tickers should be comma delimited) | optional |
fields | the fields to retrieve | optional |
Example Request
curl -L "https://api.orats.io/datav2/cores?token=your-secret-token&ticker=AAPL"
curl -L "https://api.orats.io/datav2/cores.csv?token=your-secret-token&ticker=AAPL"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-12-20",
"assetType": 3,
"priorCls": 280.02,
"pxAtmIv": 279.1,
"mktCap": 1240115,
"cVolu": 401105,
"cOi": 2046387,
"pVolu": 240335,
"pOi": 2167005,
"orFcst20d": 17.8324,
"orIvFcst20d": 20.4229,
"orFcstInf": 28.1,
"orIvXern20d": 18.44,
"orIvXernInf": 22.85,
"iv200Ma": 22.69,
"atmIvM1": 19.0221,
"atmFitIvM1": 13.4671,
"atmFcstIvM1": 19.4404,
"dtExM1": 1,
"atmIvM2": 17.6593,
"atmFitIvM2": 17.2877,
"atmFcstIvM2": 17.657,
"dtExM2": 29,
"atmIvM3": 22.4738,
"atmFitIvM3": 22.4087,
"atmFcstIvM3": 21.8213,
"dtExM3": 64,
"atmIvM4": 22.0479,
"atmFitIvM4": 22.1571,
"atmFcstIvM4": 22.7195,
"dtExM4": 92,
"iRate5wk": 1.57,
"iRateLt": 1.58,
"px1kGam": 5290.4,
"volOfVol": 0.0607,
"volOfIvol": 0.0516,
"slope": 2.38237,
"slopeInf": 2.9327,
"slopeFcst": 2.73293,
"slopeFcstInf": 3.19295,
"deriv": 0.1228,
"derivInf": 0.0688,
"derivFcst": 0.154,
"derivFcstInf": 0.0824,
"mktWidthVol": 0.24827,
"mktWidthVolInf": 0.57365,
"cAddPrem": 0,
"pAddPrem": 0,
"rip": 3.01679,
"ivEarnReturn": 0,
"fcstR2": 0.3759,
"fcstR2Imp": 0.2771,
"hiHedge": 0,
"loHedge": 0,
"stkVolu": 24716024,
"avgOptVolu20d": 514451.55,
"sector": "XLK Electronic Computer Manufacturing42941",
"orHv1d": 7.65,
"orHv5d": 14.75,
"orHv10d": 17.22,
"orHv20d": 16.65,
"orHv60d": 19.26,
"orHv90d": 21.05,
"orHv120d": 22.61,
"orHv252d": 25.7,
"orHv500d": 26.31,
"orHv1000d": 23.49,
"clsHv5d": 12.14,
"clsHv10d": 14.93,
"clsHv20d": 16.64,
"clsHv60d": 18.36,
"clsHv90d": 21.05,
"clsHv120d": 22.81,
"clsHv252d": 27.4,
"clsHv500d": 27.56,
"clsHv1000d": 24.36,
"iv20d": 16.32,
"iv30d": 17.73,
"iv60d": 22.57,
"iv90d": 22.08,
"iv6m": 23.02,
"clsPx1w": 275.15,
"stkPxChng1wk": 1.77,
"clsPx1m": 263.19,
"stkPxChng1m": 6.39,
"clsPx6m": 198.78,
"stkPxChng6m": 41.83,
"clsPx1y": 156.83,
"stkPxChng1y": 81.23,
"divFreq": 4,
"divYield": 1.1,
"divGrwth": 0,
"divDate": "2020-02-06",
"divAmt": 0.77,
"nextErn": "0000-00-00",
"nextErnTod": 1630,
"lastErn": "2019-10-30",
"lastErnTod": 3,
"absAvgErnMv": 4.25533,
"impliedIee": 3.57895,
"daysToNextErn": 0,
"tkOver": 0,
"etfIncl": "",
"bestEtf": "XLK",
"sectorName": "Technology Hardware & Equipment",
"correlSpy1m": 0.85,
"correlSpy1y": 0.92,
"correlEtf1m": 0.88,
"correlEtf1y": 0.94,
"beta1m": 1.7,
"beta1y": 1.51,
"ivPctile1m": 5,
"ivPctile1y": 1,
"ivPctileSpy": 75,
"ivPctileEtf": 89,
"ivStdvMean": -0.95,
"ivStdv1y": 4.18,
"ivSpyRatio": 1.84,
"ivSpyRatioAvg1m": 1.6,
"ivSpyRatioAvg1y": 1.42,
"ivSpyRatioStdv1y": 5.99,
"ivEtfRatio": 1.37,
"ivEtfRatioAvg1m": 1.2,
"ivEtfRatioAvg1y": 1.04,
"ivEtFratioStdv1y": 5.05,
"ivHvXernRatio": 1.11,
"ivHvXernRatio1m": 1.11,
"ivHvXernRatio1y": 0.82,
"ivHvXernRatioStdv1y": 2.21,
"etfIvHvXernRatio": 0.91,
"etfIvHvXernRatio1m": 0.83,
"etfIvHvXernRatio1y": 0.93,
"etfIvHvXernRatioStdv1y": 0.06,
"slopepctile": 21.43,
"slopeavg1m": 3.25,
"slopeavg1y": 3.14,
"slopeStdv1y": 0.81,
"etfSlopeRatio": 0.38,
"etfSlopeRatioAvg1m": 0.52,
"etfSlopeRatioAvg1y": 0.5,
"etfSlopeRatioAvgStdv1y": 0.13,
"impliedR2": 0.4821,
"contango": 0.87,
"nextDiv": 0.77,
"impliedNextDiv": 0.4077,
"annActDiv": 3.1842,
"annIdiv": 1.791,
"borrow30": 0.361,
"borrow2yr": 1.0915,
"error": 0.004,
"confidence": 93.6544,
"pxCls": 280.02,
"wksNextErn": 0,
"ernMnth": 0,
"oi": 4213392,
"straPxM1": 0.94,
"straPxM2": 10.98,
"smoothStraPxM1": 0.94,
"smoothStrPxM2": 10.95,
"fcstStraPxM1": 0.95,
"fcstStraPxM2": 10.96,
"loStrikeM1": 280,
"hiStrikeM1": 280,
"loStrikeM2": 280,
"hiStrikeM2": 280,
"ernDate1": "10/30/2019",
"ernDate2": "7/30/2019",
"ernDate3": "4/30/2019",
"ernDate4": "1/29/2019",
"ernDate5": "11/1/2018",
"ernDate6": "7/31/2018",
"ernDate7": "5/1/2018",
"ernDate8": "2/1/2018",
"ernDate9": "11/2/2017",
"ernDate10": "8/1/2017",
"ernDate11": "5/2/2017",
"ernDate12": "1/31/2017",
"ernMv1": 2.261,
"ernMv2": 2.0404,
"ernMv3": 4.9086,
"ernMv4": 6.8335,
"ernMv5": -6.6331,
"ernMv6": 5.891,
"ernMv7": 4.4176,
"ernMv8": -4.339,
"ernMv9": 2.6114,
"ernMv10": 4.7251,
"ernMv11": -0.3051,
"ernMv12": 6.0981,
"ernStraPct1": 5.8314,
"ernStraPct2": 5.328,
"ernStraPct3": 5.6526,
"ernStraPct4": 6.8304,
"ernStraPct5": 7.074,
"ernStraPct6": 5.2632,
"ernStraPct7": 5.9725,
"ernStraPct8": 6.49,
"ernStraPct9": 5.8054,
"ernStraPct10": 4.8463,
"ernStraPct11": 4.2426,
"ernStraPct12": 4.2901,
"ernEffct1": 1.7609,
"ernEffct2": 1.7325,
"ernEffct3": 2.1662,
"ernEffct4": 2.253,
"ernEffct5": 2.1018,
"ernEffct6": 2.248,
"ernEffct7": 1.9564,
"ernEffct8": 1.6666,
"ernEffct9": 1.1841,
"ernEffct10": 1.8609,
"ernEffct11": 1.157,
"ernEffct12": 2.8252,
"orHvXern5d": 14.75,
"orHvXern10d": 17.22,
"orHvXern20d": 16.65,
"orHvXern60d": 18.27,
"orHvXern90d": 20.5,
"orHvXern120d": 21.96,
"orHvXern252d": 24.92,
"orHvXern500d": 25.49,
"orHvXern1000d": 22.64,
"clsHvXern5d": 12.14,
"clsHvXern10d": 14.93,
"clsHvXern20d": 16.64,
"clsHvXern60d": 18.25,
"clsHvXern90d": 21.03,
"clsHvXern120d": 22.84,
"clsHvXern252d": 26.33,
"clsHvXern500d": 26.02,
"clsHvXern1000d": 22.53,
"iv10d": 14.19,
"iv1yr": 23.79,
"fcstSlope": 2.7329,
"fcstErnEffct": 1.6929,
"ernMvStdv": 1.9631,
"impliedEe": 3.5789,
"impErnMv": 5.61,
"impMth2ErnMv": 5.61,
"fairVol90d": 22.9966,
"fairXieeVol90d": 22.789,
"fairMth2XieeVol90d": 18.4852,
"impErnMv90d": 4.48,
"impErnMvMth290d": 3.26,
"exErnIv10d": 14.19,
"exErnIv20d": 16.32,
"exErnIv30d": 17.73,
"exErnIv60d": 19.09,
"exErnIv90d": 19.63,
"exErnIv6m": 20.46,
"exErnIv1yr": 21.23,
"dlt5Iv10d": 15.15,
"dlt5Iv20d": 17.03,
"dlt5Iv30d": 18.08,
"dlt5Iv60d": 21.9,
"dlt5Iv90d": 21.06,
"dlt5Iv6m": 21.57,
"dlt5Iv1y": 22.31,
"exErnDlt5Iv10d": 15.15,
"exErnDlt5Iv20d": 17.03,
"exErnDlt5Iv30d": 18.08,
"exErnDlt5Iv60d": 18.43,
"exErnDlt5Iv90d": 18.61,
"exErnDlt5Iv6m": 19.01,
"exErnDlt5Iv1y": 19.75,
"dlt25Iv10d": 14.18,
"dlt25Iv20d": 16.15,
"dlt25Iv30d": 17.39,
"dlt25Iv60d": 21.67,
"dlt25Iv90d": 21.08,
"dlt25Iv6m": 21.82,
"dlt25Iv1y": 22.61,
"exErnDlt25Iv10d": 14.18,
"exErnDlt25Iv20d": 16.15,
"exErnDlt25Iv30d": 17.39,
"exErnDlt25Iv60d": 18.2,
"exErnDlt25Iv90d": 18.63,
"exErnDlt25Iv6m": 19.26,
"exErnDlt25Iv1y": 20.05,
"dlt75Iv10d": 15.56,
"dlt75Iv20d": 17.92,
"dlt75Iv30d": 19.43,
"dlt75Iv60d": 24.76,
"dlt75Iv90d": 24.16,
"dlt75Iv6m": 25.2,
"dlt75Iv1y": 26.12,
"exErnDlt75Iv10d": 15.56,
"exErnDlt75Iv20d": 17.92,
"exErnDlt75Iv30d": 19.43,
"exErnDlt75Iv60d": 21.29,
"exErnDlt75Iv90d": 21.71,
"exErnDlt75Iv6m": 22.64,
"exErnDlt75Iv1y": 23.56,
"dlt95Iv10d": 17.64,
"dlt95Iv20d": 20.22,
"dlt95Iv30d": 21.76,
"dlt95Iv60d": 27.45,
"dlt95Iv90d": 26.61,
"dlt95Iv6m": 27.66,
"dlt95Iv1y": 32.1,
"exErnDlt95Iv10d": 17.64,
"exErnDlt95Iv20d": 20.22,
"exErnDlt95Iv30d": 21.76,
"exErnDlt95Iv60d": 23.98,
"exErnDlt95Iv90d": 24.16,
"exErnDlt95Iv6m": 25.1,
"exErnDlt95Iv1y": 29.54,
"fwd30_20": 20.26,
"fwd60_30": 26.53,
"fwd90_60": 21.06,
"fwd180_90": 23.92,
"fwd90_30": 23.96,
"fexErn30_20": 20.26,
"fexErn60_30": 20.37,
"fexErn90_60": 20.65,
"fexErn180_90": 21.26,
"fexErn90_30": 20.51,
"ffwd30_20": 23.95,
"ffwd60_30": 34.36,
"ffwd90_60": 19.85,
"ffwd180_90": 25.33,
"ffwd90_30": 28.1,
"ffexErn30_20": 23.95,
"ffexErn60_30": 22.45,
"ffexErn90_60": 21.98,
"ffexErn180_90": 22.52,
"ffexErn90_30": 22.25,
"fbfwd30_20": 1.18218,
"fbfwd60_30": 1.29476,
"fbfwd90_60": 0.942647,
"fbfwd180_90": 1.05905,
"fbfwd90_30": 1.17283,
"fbfexErn30_20": 1.18218,
"fbfexErn60_30": 1.10219,
"fbfexErn90_60": 1.06438,
"fbfexErn180_90": 1.05905,
"fbfexErn90_30": 1.08473,
"impliedEarningsMove": 3.85,
"updatedAt": "2019-12-20T20:46:01Z"
}
]
}
Example Request with multiple tickers and specifying fields
curl -L "https://api.orats.io/datav2/cores?token=your-secret-token&ticker=AAPL,IBM,MSFT,TSLA&fields=ticker,tradeDate,pxAtmIv,orHv10d,exErnIv10d"
curl -L "https://api.orats.io/datav2/cores.csv?token=your-secret-token&ticker=AAPL,IBM,MSFT,TSLA&fields=ticker,tradeDate,pxAtmIv,orHv10d,exErnIv10d"
# Core Data History
Retrieves end of day Core history data.
# Retrieve
GET
| https://api.orats.io/datav2/hist/cores
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the tickers to retrieve (multiple tickers should be comma delimited) | required if tradeDate is not set |
tradeDate | the trade date to retrieve | required if tickers is not set |
fields | the fields to retrieve | optional |
Example Request.
curl -L "https://api.orats.io/datav2/hist/cores?token=your-secret-token&ticker=AAPL&tradeDate=2019-11-29"
curl -L "https://api.orats.io/datav2/hist/cores.csv?token=your-secret-token&ticker=AAPL&tradeDate=2019-11-29"
Example Request with multiple tickers and specifying fields
curl -L "https://api.orats.io/datav2/hist/cores?token=your-secret-token&ticker=AAPL,IBM,MSFT,TSLA&tradeDate=2021-01-20&fields=ticker,tradeDate,pxAtmIv,orHv10d,exErnIv10d"
curl -L "https://api.orats.io/datav2/hist/cores.csv?token=your-secret-token&ticker=AAPL,IBM,MSFT,TSLA&tradeDate=2021-01-20&fields=ticker,tradeDate,pxAtmIv,orHv10d,exErnIv10d"
# Daily Price
Retrieves end of day daily stock price data.
# Retrieve
GET
| https://api.orats.io/datav2/hist/dailies
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the ticker to retrieve (multiple tickers should be comma delimited) | required if tradeDate is not set |
tradeDate | the trade date to retrieve | required if ticker is not set |
fields | the fields to retrieve | optional |
Example Request
curl -L "https://api.orats.io/datav2/hist/dailies?token=your-secret-token&ticker=AAPL&tradeDate=2019-11-29"
curl -L "https://api.orats.io/datav2/hist/dailies.csv?token=your-secret-token&ticker=AAPL&tradeDate=2019-11-29"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-12-20",
"clsPx": 279.44,
"hiPx": 282.65,
"loPx": 278.56,
"open": 282.23,
"stockVolume": 68994203,
"unadjClsPx": 279.44,
"unadjHiPx": 282.65,
"unadjLoPx": 278.56,
"unadjOpen": 282.23,
"unadjStockVolume": 68994203,
"updatedAt": "2019-12-21T00:29:34Z"
}
]
}
Example Request with multiple tickers and specifying fields
curl -L "https://api.orats.io/datav2/hist/dailies?token=your-secret-token&ticker=AAPL,IBM,MSFT,TSLA&tradeDate=2021-01-20&fields=ticker,tradeDate,clsPx,hiPx,loPx"
curl -L "https://api.orats.io/datav2/hist/dailies.csv?token=your-secret-token&ticker=AAPL,IBM,MSFT,TSLA&tradeDate=2021-01-20&fields=ticker,tradeDate,clsPx,hiPx,loPx"
# Historical Volatility
Retrieves Historical Volatility data.
# Retrieve
GET
| https://api.orats.io/datav2/hist/hvs
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the ticker to retrieve (multiple tickers should be comma delimited) | required if tradeDate is not set |
tradeDate | the trade date to retrieve | required if ticker is not set |
fields | the fields to retrieve | optional |
Example Request
curl -L "https://api.orats.io/datav2/hist/hvs?token=your-secret-token&ticker=AAPL&tradeDate=2019-11-29"
curl -L "https://api.orats.io/datav2/hist/hvs.csv?token=your-secret-token&ticker=AAPL&tradeDate=2019-11-29"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-12-20",
"orHv1d": 14.04,
"orHv5d": 13.32,
"orHv10d": 16.31,
"orHv20d": 16.76,
"orHv30d": 16.03,
"orHv60d": 19.3,
"orHv90d": 20.79,
"orHv100d": 23.39,
"orHv120d": 22.63,
"orHv252d": 25.54,
"orHv500d": 26.29,
"orHv1000d": 23.48,
"clsHv5d": 11.43,
"clsHv10d": 13.27,
"clsHv20d": 16.52,
"clsHv30d": 15.18,
"clsHv60d": 18.32,
"clsHv90d": 20.33,
"clsHv100d": 23.81,
"clsHv120d": 22.81,
"clsHv252d": 27.27,
"clsHv500d": 27.5,
"clsHv1000d": 24.34,
"orHvXern5d": 13.32,
"orHvXern10d": 16.31,
"orHvXern20d": 16.76,
"orHvXern30d": 16.03,
"orHvXern60d": 18.32,
"orHvXern90d": 20.23,
"orHvXern100d": 22.99,
"orHvXern120d": 21.98,
"orHvXern252d": 24.75,
"orHvXern500d": 25.47,
"orHvXern1000d": 22.62,
"clsHvXern5d": 11.43,
"clsHvXern10d": 13.27,
"clsHvXern20d": 16.52,
"clsHvXern30d": 15.18,
"clsHvXern60d": 18.2,
"clsHvXern90d": 20.29,
"clsHvXern100d": 23.84,
"clsHvXern120d": 22.84,
"clsHvXern252d": 26.18,
"clsHvXern500d": 25.95,
"clsHvXern1000d": 22.5,
"updatedAt": "2019-12-21T00:35:06Z"
}
]
}
Example Request with multiple tickers and specifying fields
curl -L "https://api.orats.io/datav2/hist/hvs?token=your-secret-token&ticker=AAPL,IBM,MSFT,TSLA&tradeDate=2021-01-20&fields=ticker,tradeDate,orHv1d,orHv5d"
curl -L "https://api.orats.io/datav2/hist/hvs.csv?token=your-secret-token&ticker=AAPL,IBM,MSFT,TSLA&tradeDate=2021-01-20&fields=ticker,tradeDate,orHv1d,orHv5d"
# Dividend History
Retrieves Dividend History data.
# Retrieve
GET
| https://api.orats.io/datav2/hist/divs
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the ticker to retrieve | required |
Example Request
curl -L "https://api.orats.io/datav2/hist/divs?token=your-secret-token&ticker=AAPL"
curl -L "https://api.orats.io/datav2/hist/divs.csv?token=your-secret-token&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"
},
...
]
}
## Earnings History
Retrieves Earnings History data.
### Retrieve
`GET` | `https://api.orats.io/datav2/hist/earnings`
| ARGUMENTS | Definition | Required/Optional
| --------- | --------------------- |--------------------- |
| ticker | the ticker to retrieve | required
Example Request
```sh
curl -L "https://api.orats.io/datav2/hist/earnings?token=your-secret-token&ticker=AAPL"
curl -L "https://api.orats.io/datav2/hist/earnings.csv?token=your-secret-token&ticker=AAPL"
Example Response
{
"data": [
{
"ticker": "AAPL",
"earnDate": "2006-10-18",
"anncTod": "1630",
"updatedAt": "2017-10-11T19:36:26Z"
},
{
"ticker": "AAPL",
"earnDate": "2007-01-17",
"anncTod": "1630",
"updatedAt": "2017-10-11T19:36:26Z"
},
{
"ticker": "AAPL",
"earnDate": "2007-04-25",
"anncTod": "1630",
"updatedAt": "2017-10-11T19:36:26Z"
},
...
]
}
# Stock Split History
Retrieves Stock Split History data.
# Retrieve
GET
| https://api.orats.io/datav2/hist/splits
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the ticker to retrieve | required |
Example Request
curl -L "https://api.orats.io/datav2/hist/splits?token=your-secret-token&ticker=AAPL"
curl -L "https://api.orats.io/datav2/hist/splits.csv?token=your-secret-token&ticker=AAPL"
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
},
...
]
}
# IV Rank
Retrieves Current IV Rank data.
# Retrieve
GET
| https://api.orats.io/datav2/ivrank
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the ticker to retrieve (multiple tickers should be comma delimited) | optional |
fields | the fields to retrieve | optional |
Example Request
curl -L "https://api.orats.io/datav2/ivrank?token=your-secret-token&ticker=AAPL"
curl -L "https://api.orats.io/datav2/ivrank.csv?token=your-secret-token&ticker=AAPL"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2019-12-30",
"iv": 23.995,
"ivRank1m": 100,
"ivPct1m": 100,
"ivRank1y": 29.59,
"ivPct1y": 67.73,
"updatedAt": "2019-12-30T19:00:02Z"
}
]
}
Example Request with multiple tickers and specifying fields
curl -L "https://api.orats.io/datav2/ivrank?token=your-secret-token&ticker=AAPL,IBM,MSFT,TSLA&fields=ticker,tradeDate,ivRank1y,ivPct1y"
curl -L "https://api.orats.io/datav2/ivrank.csv?token=your-secret-token&ticker=AAPL,IBM,MSFT,TSLA&fields=ticker,tradeDate,ivRank1y,ivPct1y"
# IV Rank History
Retrieves IV Rank History data.
# Retrieve
GET
| https://api.orats.io/datav2/hist/ivrank
ARGUMENTS | Definition | Required/Optional |
---|---|---|
ticker | the ticker to retrieve (multiple tickers should be comma delimited) | required if tradeDate is not set |
tradeDate | the trade date to retrieve | required if ticker is not set |
fields | the fields to retrieve | optional |
Example Request
curl -L "https://api.orats.io/datav2/hist/ivrank?token=your-secret-token&ticker=AAPL&tradeDate=2021-01-20"
curl -L "https://api.orats.io/datav2/hist/ivrank.csv?token=your-secret-token&ticker=AAPL&tradeDate=2021-01-20"
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": "2018-09-27T16:31:56Z"
},
{
"ticker": "AAPL",
"tradeDate": "2007-01-04",
"iv": 38.327,
"ivRank1m": 60.03,
"ivPct1m": 47.62,
"ivRank1y": 39.87,
"ivPct1y": 33.73,
"updatedAt": "2018-09-27T16:31:56Z"
},
...
]
}
Example Request with multiple tickers and specifying fields
curl -L "https://api.orats.io/datav2/hist/ivrank?token=your-secret-token&ticker=AAPL,IBM,MSFT,TSLA&tradeDate=2021-01-20&fields=ticker,tradeDate,ivRank1y,ivPct1y"
curl -L "https://api.orats.io/datav2/hist/ivrank.csv?token=your-secret-token&ticker=AAPL,IBM,MSFT,TSLA&tradeDate=2021-01-20&fields=ticker,tradeDate,ivRank1y,ivPct1y"