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Snapshot API

Get a one-minute snapshot of the entire market.

All responses are in CSV format.

Data endpoint url:
  • Name
    https://api.orats.io/datav2/snapshot
    Description

Access to the Snapshot API is a premium service. Please email support@orats.com if you want to access this API.


GEThttps://api.orats.io/datav2/snapshot/strikes

Strikes

Retrieves one-minute strikes snapshot.

Required attributes

  • Name
    tradeDate
    Type
    string
    Description

    The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST). Ex: 202008201130

Request

GET
https://api.orats.io/datav2/snapshot/strikes
curl "https://api.orats.io/datav2/snapshot/strikes?token=my-token&tradeDate=202008201130"

Response

ticker,tradeDate,expirDate,dte,strike,stockPrice,callVolume,callOpenInterest,callBidSize,callAskSize,putVolume,putOpenInterest,putBidSize,putAskSize,callBidPrice,callValue,callAskPrice,putBidPrice,putValue,putAskPrice,callBidIv,callMidIv,callAskIv,smvVol,putBidIv,putMidIv,putAskIv,residualRate,delta,gamma,theta,vega,rho,phi,driftlessTheta,callSmvVol,putSmvVol,extSmvVol,extCallValue,extPutValue,spotPrice,quoteDate,updatedAt,snapShotEstTime,snapShotDate
A,2020-08-20,2020-08-21,2,32.5,97.8,0,0,3,31,0,10,0,10,62.9,65.30000000000008,67.5,0,0,0.05,0,0,0,0.422,0,0,0,0.08581933025736313,0.9999999999999983,3.240253981144478e-14,2.9732521316354543e-13,0.000019999999793703003,0,0,2.972421084414722e-13,0.3205756731835698,0.4272176821045532,0.3702941964178754,65.30000000000005,0,97.8,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
A,2020-08-20,2020-08-21,2,35,97.8,0,0,6,30,0,0,0,47,60.5,62.80000000000009,64.9,0,0,4.3,0,0,0,0.422,0,0,0,0.08581933025736313,0.9999999999999983,3.240253981144478e-14,2.9732521316354543e-13,0.000019999999793703003,0,0,2.972421084414722e-13,0.3205756731835698,0.4272176821045532,0.3702941964178754,62.80000000000006,0,97.8,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
A,2020-08-20,2020-08-21,2,37.5,97.8,0,0,20,2,0,0,0,46,57.9,60.30000000000009,62.5,0,0,4.2,0,0,0,0.422,0,0,0,0.08581933025736313,0.9999999999999983,3.240253981144478e-14,2.9732521316354543e-13,0.000019999999793703003,0,0,2.972421084414722e-13,0.3205756731835698,0.4272176821045532,0.3702941964178754,60.30000000000006,0,97.8,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z

GEThttps://api.orats.io/datav2/snapshot/monies/implied

Monies Implied

Retrieves one-minute implied monies snapshot.

Required attributes

  • Name
    tradeDate
    Type
    string
    Description

    The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST). Ex: 202008201130

Request

GET
https://api.orats.io/datav2/snapshot/monies/implied
curl "https://api.orats.io/datav2/snapshot/monies/implied?token=my-token&tradeDate=202008201130"

Response

ticker,tradeDate,expirDate,stockPrice,riskFreeRate,yieldRate,residualYieldRate,residualRateSlp,residualR2,confidence,mwVol,vol100,vol95,vol90,vol85,vol80,vol75,vol70,vol65,vol60,vol55,vol50,vol45,vol40,vol35,vol30,vol25,vol20,vol15,vol10,vol5,vol0,typeFlag,atmiv,slope,deriv,fit,spotPrice,calVol,unadjVol,earnEffect,quoteDate,updatedAt,snapShotEstTime,snapShotDate
A,2020-08-20,2020-08-21,97.8,0.001,0,0.08581933,0,0,0.05,0.09186881,0.411084,0.408586,0.407348,0.406432,0.346188,0.331579,0.324161,0.308625,0.308364,0.308141,0.307947,0.296136,0.295159,0.293665,0.292062,0.289923,0.293232,0.296562,0.296653,0.296748,0.296877,0,0.291314,0,0,0,97.8,0.211099,0.211099,0,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
A,2020-08-20,2020-09-18,97.8,0.0015,0,-0.00030589,0,0.00805241,0.64215687,0.01670313,0.367423,0.33957,0.310277,0.284195,0.268947,0.266956,0.25214,0.251556,0.247614,0.243736,0.2436,0.238488,0.237413,0.23738,0.237268,0.237139,0.237513,0.237604,0.238907,0.239751,0.239939,0,0.242015,2.0351253571,0.0623418442,0.0000078692,97.8,0.243856,0.243856,0,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
A,2020-08-20,2020-10-16,97.8,0.0011,0.01175625,-0.0020299,-0.01690136,0.00498812,0.85286043,0.03620014,0.342006,0.34011,0.317623,0.313184,0.289321,0.286225,0.274692,0.268112,0.266482,0.259628,0.258148,0.251971,0.251693,0.2514,0.24345,0.243324,0.243134,0.241792,0.24144,0.238235,0.2377,0,0.256408,2.2153789898,0.1173379346,0.0000217637,97.8,0.260708,0.260708,0,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z

GEThttps://api.orats.io/datav2/snapshot/monies/forecast

Monies Forecast

Retrieves one-minute forecast monies snapshot.

Required attributes

  • Name
    tradeDate
    Type
    string
    Description

    The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST). Ex: 202008201130

Request

GET
https://api.orats.io/datav2/snapshot/monies/forecast
curl "https://api.orats.io/datav2/snapshot/monies/forecast?token=my-token&tradeDate=202008201130"

Response

ticker,tradeDate,expirDate,stockPrice,riskFreeRate,vol100,vol95,vol90,vol85,vol80,vol75,vol70,vol65,vol60,vol55,vol50,vol45,vol40,vol35,vol30,vol25,vol20,vol15,vol10,vol5,vol0,quoteDate,updatedAt,snapShotEstTime,snapShotDate
A,2020-08-20,2020-08-21,97.8,0.001,0.455098,0.393658,0.362899,0.341626,0.321667,0.31294,0.305006,0.297864,0.291514,0.285957,0.281193,0.277221,0.274041,0.271654,0.27006,0.269258,0.269248,0.270031,0.271606,0.273974,0.277134,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
A,2020-08-20,2020-09-18,97.8,0.0015,0.390388,0.337955,0.311658,0.293442,0.276348,0.268823,0.261976,0.255806,0.250314,0.245499,0.241361,0.2379,0.235117,0.233012,0.231583,0.230832,0.230758,0.231362,0.232643,0.234601,0.237236,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
A,2020-08-20,2020-10-16,97.8,0.0011,0.412602,0.359352,0.332254,0.313255,0.295394,0.287121,0.279542,0.272657,0.266467,0.260971,0.256169,0.252063,0.24865,0.245932,0.243909,0.24258,0.241946,0.242006,0.24276,0.244209,0.246352,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z

GEThttps://api.orats.io/datav2/snapshot/summaries

Summaries

Retrieves one-minute summaries snapshot.

Required attributes

  • Name
    tradeDate
    Type
    string
    Description

    The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST). Ex: 202008201130

Request

GET
https://api.orats.io/datav2/snapshot/summaries
curl "https://api.orats.io/datav2/snapshot/summaries?token=your-token&tradeDate=202008201130"

Response

ticker,tradeDate,stockPrice,annActDiv,annIdiv,borrow30,borrow2y,confidence,exErnIv10d,exErnIv20d,exErnIv30d,exErnIv60d,exErnIv90d,exErnIv6m,exErnIv1y,ieeEarnEffect,impliedMove,impliedNextDiv,iv10d,iv20d,iv30d,iv60d,iv90d,iv6m,iv1y,mwAdj30,mwAdj2y,nextDiv,rDrv30,rDrv2y,rSlp30,rSlp2y,rVol30,rVol2y,rip,riskFree30,riskFree2y,skewing,contango,totalErrorConf,dlt5Iv10d,dlt5Iv20d,dlt5Iv30d,dlt5Iv60d,dlt5Iv90d,dlt5Iv6m,dlt5Iv1y,exErnDlt5Iv10d,exErnDlt5Iv20d,exErnDlt5Iv30d,exErnDlt5Iv60d,exErnDlt5Iv90d,exErnDlt5Iv6m,exErnDlt5Iv1y,dlt25Iv10d,dlt25Iv20d,dlt25Iv30d,dlt25Iv60d,dlt25Iv90d,dlt25Iv6m,dlt25Iv1y,exErnDlt25Iv10d,exErnDlt25Iv20d,exErnDlt25Iv30d,exErnDlt25Iv60d,exErnDlt25Iv90d,exErnDlt25Iv6m,exErnDlt25Iv1y,dlt75Iv10d,dlt75Iv20d,dlt75Iv30d,dlt75Iv60d,dlt75Iv90d,dlt75Iv6m,dlt75Iv1y,exErnDlt75Iv10d,exErnDlt75Iv20d,exErnDlt75Iv30d,exErnDlt75Iv60d,exErnDlt75Iv90d,exErnDlt75Iv6m,exErnDlt75Iv1y,dlt95Iv10d,dlt95Iv20d,dlt95Iv30d,dlt95Iv60d,dlt95Iv90d,dlt95Iv6m,dlt95Iv1y,exErnDlt95Iv10d,exErnDlt95Iv20d,exErnDlt95Iv30d,exErnDlt95Iv60d,exErnDlt95Iv90d,exErnDlt95Iv6m,exErnDlt95Iv1y,fwd30_20,fwd60_30,fwd90_30,fwd90_60,fwd180_90,fexErn30_20,fexErn60_30,fexErn90_30,fexErn90_60,fexErn180_90,ffwd30_20,ffwd60_30,ffwd90_30,ffwd90_60,ffwd180_90,ffexErn30_20,ffexErn60_30,ffexErn90_30,ffexErn90_60,ffexErn180_90,fbfwd30_20,fbfwd60_30,fbfwd90_30,fbfwd90_60,fbfwd180_90,fbfexErn30_20,fbfexErn60_30,fbfexErn90_30,fbfexErn90_60,fbfexErn180_90,impliedEarningsMove,quoteDate,updatedAt,snapShotEstTime,snapShotDate
A,2020-08-20,97.8,0.7199999999999999,0.5785784305378101,0.0002322400729357836,0.0000661591644150132,0.7295333709832759,0.24360005693516998,0.24360005693516998,0.24360005693516998,0.259373643810987,0.2757626827132001,0.2822025572395951,0.2858325601849018,1,0,0.13942230220479196,0.24360005693516998,0.24360005693516998,0.24360005693516998,0.259373643810987,0.2757626827132001,0.2822025572395951,0.2858325601849016,0.02572495825001111,0.030328315455963324,0.18,0.08720003281416733,0.08928069313868411,2.14429999727614,3.8692448386947698,0.2537805842814804,0.31191016367764735,1.4836438036809483,0.001329953514258821,0.0017258921940764755,-0.07803490942225412,0.008062266448655465,0.00006515706631858355,0.23975059833862952,0.23975059833862952,0.23975059833862952,0.23973983246989733,0.2598563756020164,0.255029642825557,0.2534848500205493,0.23975059833862952,0.23975059833862952,0.23975059833862952,0.23973983246989733,0.2598563756020164,0.255029642825557,0.2534848500205495,0.23713906072583654,0.23713906072583654,0.23713906072583654,0.24461964189932345,0.2619471092168691,0.26060688969812273,0.2616769205855789,0.23713906072583654,0.23713906072583654,0.23713906072583654,0.24461964189932345,0.2619471092168691,0.26060688969812273,0.26167692058557906,0.2669556845657504,0.2669556845657504,0.2669556845657504,0.28784905634085994,0.3095615111606072,0.31960161143614835,0.3219640526123221,0.2669556845657504,0.2669556845657504,0.2669556845657504,0.28784905634085994,0.3095615111606072,0.31960161143614835,0.32196405261232225,0.33956991045123197,0.33956991045123197,0.33956991045123197,0.343872589075654,0.39417980767248034,0.4541207925666619,0.43301824284922663,0.33956991045123197,0.33956991045123197,0.33956991045123197,0.343872589075654,0.39417980767248034,0.4541207925666619,0.4330182428492268,0.24360005693516998,0.2742414747421685,0.2905117758307958,0.30591795848554837,0.2884987165447237,0.24360005693516998,0.2742414747421685,0.2905117758307958,0.30591795848554837,0.2884987165447237,0.24360005693516998,0.29862478818130145,0.3204148511385032,0.3506754497085789,0.2973489373881912,0.24360005693516998,0.29862478818130145,0.3204148511385032,0.3506754497085789,0.2973489373881912,1,1.088911837504,1.1029324034187309,1.1463055370943347,1.0306768118398042,1,1.088911837504,1.1029324034187309,1.1463055370943347,1.0306768118398042,0.05636190815386539,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
AA,2020-08-20,14.96,0,0,-0.013487196828810787,-0.004448132307606693,0.8972049513217638,0.5604858994659929,0.5681363397295148,0.5469090618768345,0.5627797222151312,0.5757839289428879,0.562497055958331,0.5513483456385967,1.75820503025856,0.07266818890140812,0,0.5604858994659929,0.5681363397295148,0.5469090618768345,0.5822802774816169,0.5888202716930031,0.5776149440152265,0.5652046912768169,0.04412747367248895,0.034321414235632834,0,0.07286646401787318,0.05885667817604772,1.2278623705535199,2.761635904652153,0.5666716092937544,0.5447315160261353,0.5366822966679362,0.00120788311868143,0.0016594136613157803,0.6919101359633804,0.0017157173544036705,0.0001441857051504659,0.5451029507445585,0.5482457981216655,0.5691776254161777,0.5694263145429317,0.5586726892536615,0.5855004609735212,0.5650104169970869,0.5451029507445585,0.5482457981216655,0.5691776254161777,0.5499257592764459,0.5456363465035463,0.5703825729166256,0.5511540713588666,0.541941599591087,0.5479833496408476,0.5331299913549707,0.5649837253349762,0.55617031950537,0.5490713412324348,0.5246571034683489,0.541941599591087,0.5479833496408476,0.5331299913549707,0.5454831700684905,0.5431339767552548,0.5339534531755393,0.5108007578301287,0.571682498831637,0.5894419001154567,0.5874703841091425,0.6236482472910075,0.6334649006359551,0.627641215271017,0.6209265958340575,0.571682498831637,0.5894419001154567,0.5874703841091425,0.6041476920245218,0.6204285578858398,0.6125233272141215,0.6070702501958373,0.5917594454800363,0.6356419100401616,0.6668192579812989,0.6991596435569813,0.6849585852903156,0.7261225041145924,0.7151765894561759,0.5917594454800363,0.6356419100401616,0.6668192579812989,0.6796590882904956,0.6719222425402004,0.7110046160576969,0.7013202438179557,0.5017676402942862,0.6156225476094409,0.6086946751479212,0.6016870398984246,0.5661878970296031,0.5017676402942862,0.5782149336622855,0.589691392392549,0.6009487224494658,0.5488886436196972,0.4596513130323683,0.67035867952629,0.6446360991968715,0.6193766388714383,0.5495419728569328,0.4596513130323683,0.5952144527119567,0.6199378732637577,0.6364327733982972,0.5327513174972781,0.916064082496,1.0889118375040001,1.05904672,1.0294,0.9706,0.916064082496,1.0294,1.0512920508276202,1.05904672,0.9705999999999999,0.07686403499097874,2020-08-20T15:29:46Z,2020-08-20T15:29:56Z,1130,2020-08-20T15:30:01Z
AAL,2020-08-20,12.48,0,0,0.025373756968557048,0.023973456232112646,0.8206108962284677,0.6938100271389626,0.7731070263188597,0.8157721173949466,0.8780768284039566,0.8823368016697812,0.8302202624380071,0.8198861987703036,2.8389092378178216,0.20233518733706046,0,0.6938100271389626,0.7731070263188597,0.8157721173949466,0.882095558963476,0.940091455306042,0.8916826440314267,0.8766410005557104,0.04875736264324861,0.04391555494600701,0,0.19209433066337211,0.11213120155963088,-0.30667232598262867,1.9959027912954435,0.8593278365458316,0.8445052134342439,0.8466605477802861,0.0011811951201179758,0.0016595656773480698,0.9439383920813524,0.03041112125121425,0.0014996238643812307,1.1183270985049907,0.9923610279968091,1.0550849277262928,1.032889872207827,1.0666795695143958,0.866575061848733,0.752727279821314,1.1183270985049907,0.9923610279968091,1.0550849277262928,1.0288711416483076,1.008924915878135,0.8051126802553134,0.6959724780359072,0.7518041014694767,0.7982919122024097,0.8560234915701536,0.9137411719530666,0.9594735746067465,0.856564644409414,0.8483557207981727,0.7518041014694767,0.7982919122024097,0.8560234915701536,0.9097224413935472,0.9017189209704858,0.7951022628159944,0.7916009190127659,0.7377212810579432,0.8077734031450009,0.8494363973951911,0.921939449303896,0.9764307327423811,0.9635925488651652,0.9743237555693948,0.7377212810579432,0.8077734031450009,0.8494363973951911,0.9179207187443766,0.9186760791061204,0.9021301672717456,0.917568953783988,0.9746448742775754,0.991708161449717,1.096964409529246,1.0643893135874123,1.3232192652392871,1.1850641813188139,1.2048797843631474,0.9746448742775754,0.991708161449717,1.096964409529246,1.0603705830278929,1.2654646116030264,1.1236017997253942,1.1481249825777406,0.8950215049203697,0.9437695707995356,0.9964516258954224,1.0464849175846358,0.8404902920285994,0.8950215049203697,0.9362444582697771,0.9138026447826527,0.8907956340163964,0.7746051489271214,1.00149845804662,1.0560458767872272,1.1149952949355115,1.2313352310050398,0.769942968213974,1.00149845804662,1.0425152780675033,0.9818842512768962,0.8907956340163964,0.6909320071993323,1.1189658042191104,1.1189658042191106,1.1189658042191106,1.176639252333471,0.916064082496,1.1189658042191104,1.11350755548836,1.0745036216331334,1,0.8919796210447584,0.1549370712899745,2020-08-20T15:29:52Z,2020-08-20T15:30:00Z,1130,2020-08-20T15:30:01Z
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