Data API

A collection of data endpoints.

Data endpoint url: https://api.orats.io/datav2

Examples shown use curl. 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.

Strikes

Retrieves strikes data.

Retrieve

GET | https://api.orats.io/datav2/strikes

ARGUMENTS Definition Required/Optional
ticker the ticker to retrieve required

Example Request

curl "https://api.orats.io/datav2/strikes?token=your-secret-token&ticker=AAPL"

curl "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"
        },
        .....
    ]
}

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 required
tradeDate the trade date to retrieve required

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"
        },
        .....
    ]
}

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
ticker the ticker to retrieve required
expirDate the expire date to retrieve required
strike the strike price to retrieve required

Example Request

curl -L "https://api.orats.io/datav2/strikes/options?token=your-secret-token&ticker=AAPL&expirDate=2022-01-21&strike=280"

curl -L "https://api.orats.io/datav2/strikes/options.csv?token=your-secret-token&ticker=AAPL&expirDate=2022-01-21&strike=280"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2019-12-20",
            "expirDate": "2022-01-21",
            "dte": 764,
            "strike": 280,
            "stockPrice": 279.1,
            "callVolume": 47,
            "callOpenInterest": 1655,
            "callBidSize": 2,
            "callAskSize": 1,
            "putVolume": 24,
            "putOpenInterest": 111,
            "putBidSize": 980,
            "putAskSize": 473,
            "callBidPrice": 41,
            "callValue": 41.217147055938426,
            "callAskPrice": 42.75,
            "putBidPrice": 35.65,
            "putValue": 37.074385228734045,
            "putAskPrice": 39.35,
            "callBidIv": 0.24809867376589376,
            "callMidIv": 0.2538071697438091,
            "callAskIv": 0.2595156657217245,
            "smvVol": 0.249514650874518,
            "putBidIv": 0.2402775006243421,
            "putMidIv": 0.2522843982769289,
            "putAskIv": 0.26429129592951567,
            "residualRate": -0.004770347494073386,
            "delta": 0.5780219991279852,
            "gamma": 0.003793593443800448,
            "theta": -0.02734351038380747,
            "vega": 1.533446465970525,
            "rho": 2.4769461633096808,
            "phi": -3.3002303609330466,
            "driftlessTheta": -0.024628268099229588,
            "extSmvVol": 0.27328849181316306,
            "extCallValue": 44.859483138060085,
            "extPutValue": 40.732564391323905,
            "spotPrice": 279.1,
            "updatedAt": "2019-12-20T20:46:01Z"
        }
    ]
}

Retrieve by POST Request

POST | https://api.orats.io/datav2/strikes/options

ARGUMENTS Definition Required/Optional
ticker the ticker 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/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

[
    {"ticker" : "AAPL", "expirDate" : "2020-09-18", "strike" : 175},
    {"ticker" : "AAPL", "expirDate" : "2022-01-21", "strike" : 240},
    {"ticker" : "AAPL", "expirDate" : "2022-01-21", "strike" : 290},
    {"ticker" : "MSFT", "expirDate" : "2020-09-18", "strike" : 155},
    {"ticker" : "MSFT", "expirDate" : "2022-01-21", "strike" : 170},
    {"ticker" : "MSFT", "expirDate" : "2022-01-21", "strike" : 175}
]

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 required

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"
        },
        .....
    ]
}

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 required
tradeDate the trade date to retrieve required

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"

SMV Summaries

Retrieves SMV Summary data.

Retrieve

GET | https://api.orats.io/datav2/summaries

ARGUMENTS Definition Required/Optional
ticker the ticker 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"
        }
    ]
}

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 required if tradeDate is not set
tradeDate the trade date to retrieve required if ticker is not set

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"

Core Data

Retrieves Core data.

Retrieve

GET | https://api.orats.io/datav2/cores

ARGUMENTS Definition Required/Optional
ticker the ticker 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"
        }
    ]
}

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 required if tradeDate is not set
tradeDate the trade date to retrieve required if tickers is not set

Example Request with multiple tickers, date range, and field filtering.

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"

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 required if tradeDate is not set
tradeDate the trade date to retrieve required if ticker is not set

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"
        }
    ]
}

Historical Volatility

Retrieves Historical Volatility data.

Retrieve

GET | https://api.orats.io/datav2/hist/hvs

ARGUMENTS Definition Required/Optional
ticker the ticker to retrieve required if tradeDate is not set
tradeDate the trade date to retrieve required if ticker is not set

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"
        }
    ]
}

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 optional

Example Request

curl -L "https://api.orats.io/datav2/hist/ivrank?token=your-secret-token&ticker=AAPL"

curl -L "https://api.orats.io/datav2/hist/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"
        }
    ]
}

IV Rank History

Retrieves IV Rank History data.

Retrieve

GET | https://api.orats.io/datav2/hist/ivrank

ARGUMENTS Definition Required/Optional
ticker the tickers to retrieve required if tradeDate is not set
tradeDate the trade date to retrieve required if ticker is not set

Example Request

curl -L "https://api.orats.io/datav2/hist/ivrank?token=your-secret-token&ticker=AAPL"

curl -L "https://api.orats.io/datav2/hist/ivrank.csv?token=your-secret-token&ticker=AAPL"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2007-01-03",
            "iv": 39.425,
            "ivRank1m": 68.5,
            "ivPct1m": 71.43,
            "ivRank1y": 44.49,
            "ivPct1y": 40.08,
            "updatedAt": "2018-09-27T16:31:56Z"
        },
        {
            "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"
        },
        ...
    ]
}