Live Data API
Best for active traders
$199
/ month
Everything in Delayed Data API, plus:
Live endpoints need signed data agreements, available at signup.
Add Tools APIs:
NEWQuery end-of-day data for any option imaginable.
All US equity options including stocks, ETFs, and indexes.
30+ tickers for component weighted averages.
Full history dating back to 2007.
Get high quality bid ask quotes and greeks.
Gathered 14 minutes before the close to avoid wide spreads.
Cleaned using our Smoothed Market Values system.
Includes ORATS theoretical price value estimate.
Track over 100 indicators for every stock.
Correlations and ratios between components and ETFs.
Historical volume and pre/post earnings price moves.
Proprietary ORATS forecasts of implied volatility and slope.
Measure volatility under any circumstance.
Historical stock intraday volatility vs close-to-close.
IV rank and percentiles for the last month and year.
Skewness and kurtosis indicators for the implied volatility surface.
Over 500 proprietary indicators ride along with the data, from implied volatility forecasts to earnings move history.
Tools APIs
The Option Scanner, Options Backtester, Intraday Backtester, and Time and Sales all run on engines inside the ORATS dashboard. These four APIs call those same engines and hand back what the dashboard renders: ranked candidates, stored backtest results, minute-level backtest reports, and trade prints with greeks. Each one is a flat monthly add-on to the data plan you already have, $99 or $199 depending on the API.
Option Scanner API
Describe a strategy once: the legs, the delta and DTE bands, the strike widths between legs. List the symbols in the same body and the scanner walks their live or delayed chains and ranks what it finds. Every candidate comes back with pricing, greeks, probability of profit, and risk metrics.
Backtest Finder API
Fifteen strategies, precomputed by the hundreds of millions. Ask for the best SPY iron condors by return on risk and up to 100 ranked rows come back. Every row carries an id, and that id opens the full record: summary stats, monthly returns, the trade log, daily returns.
Intraday Backtester API
This is the engine behind the dashboard’s intraday mode. It checks your entries, exits, stops, and profit targets against every one-minute bar back to October 2020, which is why it runs as a job rather than a single request. Two weeks on one symbol usually finishes in under a minute.
Time & Sales API
Tick-level trade prints for options and stocks, live and back to September 9, 2022. Ask for a whole chain or one contract on a given trade date, narrow it to a window of the session, and drop anything under the size you care about.
Examples
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Every screen below is one of these API responses, drawn by the ORATS dashboard.
Delayed Data API
Perfect for getting started
$99
/ month
Add Tools APIs:
NEWIncludes:
20,000 requests per month
Tickers
Strikes + Near EOD History
Strikes by OPRA + Near EOD History
Monies Implied + Near EOD History
Monies Forecast + Near EOD History
SMV Summaries + Near EOD History
Core Data + Near EOD History
Daily Price
Historical Volatility
Dividend History
Earnings History
Stock Split History
IV Rank + History
Live Data API
Best for active traders
$199
/ month
Add Tools APIs:
NEWEverything in Delayed Data API, plus:
100,000 requests per month
Live Strikes
Live Strikes by Expiry
Live Strikes by OPRA
Live Monies Implied
Live Monies Forecast
Live SMV Summaries
Expiration Dates
Note that to access the live endpoints, you must first sign the live data agreements (available after signup).
View API docsLive Intraday API
Access to all ORATS endpoints
$399
/ month
Add Tools APIs:
NEWEverything in Live Data API, plus:
1,000,000 requests per month
Intraday Strikes Chain
Intraday Strikes Chain History
Intraday Strikes by OPRA
Intraday Strikes by OPRA History
Intraday Monies Implied
Intraday Monies Implied History
Intraday SMV Summaries
Intraday SMV Summaries History
Note that to access the live endpoints, you must first sign the live data agreements (available after signup).
View API docsFAQ