{"openapi":"3.1.0","info":{"title":"ORATS API","version":"2","summary":"Options market data, volatility analytics, option scanning, backtesting, and time & sales for US-listed stocks, ETFs, and indexes.","description":"REST API from ORATS (Option Research & Technology Services) for US options market data and analytics.\n\n**What it covers**\n- Data APIs (`/datav2`): option chains (strikes) with bid/ask, ORATS smoothed theoretical values (SMV), greeks and implied volatility; implied and forecast monies (constant-maturity IV, skew, term structure); per-ticker summaries and core indicators (IV rank, HV, earnings effect, expected moves); dailies, dividends, earnings, splits. Live (under 10 seconds delay), 15-minute delayed, and end-of-day history back to 2007.\n- Intraday Data APIs: one-minute option chains, OPRA-level strikes, implied monies, and summaries, live and historical back to August 2020. These endpoints return CSV.\n- Tools APIs: Option Scanner (ranked trade candidates from a strategy definition), Backtest Finder (search 300M+ precomputed option strategy backtests and fetch stats, returns, and trade logs), Intraday Backtester (submit custom one-minute backtest jobs, including 0DTE, then poll and fetch results), and Time & Sales (tick-level option prints with per-print greeks, historical since September 2022 and live).\n\n**Authentication**: every request carries your API token as the `token` query parameter (the Option Scanner also accepts it as a raw `Authorization` header). Tokens are issued in the dashboard API console after purchasing a plan; see https://orats.com/docs/authentication. Live endpoints also require the OPRA agreements signed in the console.\n\n**Formats**: Data API endpoints return JSON by default; append `.csv` to the path (for example `/datav2/cores.csv`) for CSV. Intraday Data API endpoints always return CSV.\n\n**Limits**: 1,000 requests per minute across the Data APIs, a 10-ticker cap on multi-ticker parameters, monthly request quotas by plan, and 10 requests per minute per token on each Tools API endpoint. Over the limit, the response is a 429 whose JSON `message` says when the one-minute window resets; responses do not currently carry RateLimit or Retry-After headers, so throttle client-side to the documented limits. Monthly quota warnings are sent by email. See https://orats.com/docs/errors.\n\n**Versioning and deprecation**: the Data API is versioned in the URL path (`/datav2` is the current version; the Tools APIs are unversioned paths, and the Option Scanner takes its version as the `v=2` query parameter). A published path version is not changed in a backwards-incompatible way: new fields may be added to responses, but existing fields, parameters, and semantics stay. Breaking changes ship under a new path version, and the previous version keeps working while token holders are notified by email of the retirement date. This document's `info.version` tracks the current Data API path version.\n\n**Errors**: every non-2xx response is JSON with a `message` (schema `Error`); the HTTP status code is the machine-readable classification.\n\n**Field definitions**: https://orats.com/docs/definitions. Methodology: https://orats.com/docs/core-research.\n\n**Other ways to call ORATS**: the ORATS CLI (`npm i -g @orats/cli`) wraps every endpoint for AI coding agents and exposes them over MCP (`orats mcp add --agent claude-code`); see https://orats.com/ai-agents. A Markdown index of the whole site is at https://orats.com/llms.txt.","termsOfService":"https://orats.com/terms-conditions","contact":{"name":"ORATS Support","email":"support@orats.com","url":"https://orats.com/about"}},"externalDocs":{"description":"ORATS API documentation (append .md to any docs URL for Markdown)","url":"https://orats.com/docs"},"servers":[{"url":"https://api.orats.io","description":"ORATS production API"}],"security":[{"tokenQuery":[]}],"tags":[{"name":"Backtest Finder API","description":"Search hundreds of millions of precomputed option strategy backtests by ticker and strategy, then retrieve full results: summary stats, monthly returns, trade logs, and daily returns.\n\nSearch hundreds of millions of precomputed option strategy backtests by ticker and strategy, then pull the full results for any one of them: summary stats, monthly returns, trade logs, and daily returns. The [Options Backtester](https://orats.com/backtester) in the ORATS dashboard runs on this same service.\n\nAuthenticate with the token query parameter. Do not send an Authorization header: the Results Stats endpoint redirects to a presigned S3 URL, and clients that forward headers across redirects will break on it.\n\nFifteen strategies are precomputed across roughly 146 tickers: IronButterfly, IronCondor, LongCall, LongCallCalendar, LongCallSpread, LongPut, LongPutCalendar, LongPutSpread, LongStraddle, ShortCall, ShortCallSpread, ShortPut, ShortPutSpread, ShortStraddle, and ShortStrangle. Not every ticker has every strategy, and asking for a combination that was never precomputed returns a 500, so call the Catalog endpoint below to see what exists.\n\nValidation errors return a 400 with a message field in the body; an unknown ticker and strategy combination, or an unknown id on the Results and Backtest Input endpoints, returns a 404 with a message.\n\nEach endpoint is rate limited to 10 requests per minute per token. Beyond that, requests return a 429 with a message saying when the minute window resets.\n\nOverview and pricing for this and the other Tools APIs are in the [Tools APIs section](https://orats.com/data-api#tools-apis) of the Data API page.","externalDocs":{"url":"https://orats.com/docs/backtest-finder-api"}},{"name":"Delayed Data API","description":"Get delayed options data augmented with hundreds of proprietary indicators. Current market data is delayed by 15 minutes.\n\nGet delayed options data augmented with hundreds of proprietary indicators. Current market data is delayed by 15 minutes.","externalDocs":{"url":"https://orats.com/docs/delayed-data-api"}},{"name":"Delayed Intraday API","description":"Get delayed one-minute options data for over 5,000 symbols. Current market data is delayed by 15 minutes. History can be queried from August 2020 up to 15 minutes ago.\n\nGet delayed one-minute options data for over 5,000 symbols. Current market data is delayed by 15 minutes. History can be queried from August 2020 up to 15 minutes ago.\n\nWe cover dates going back to January 2022 for Strikes by OPRA. You can find the list of symbols we cover [here](https://s3.amazonaws.com/assets.orats.com/oneMinuteOpraTickers.json). If you see any missing symbols or want to see a symbol listed, please email us at support@orats.com.\n\nAll responses are in CSV format.","externalDocs":{"url":"https://orats.com/docs/delayed-intraday-api"}},{"name":"Historical Data API","description":"Get historical end-of-day options data back to 2007 augmented with hundreds of proprietary indicators.\n\nGet historical end-of-day options data back to 2007 augmented with hundreds of proprietary indicators.","externalDocs":{"url":"https://orats.com/docs/historical-data-api"}},{"name":"Historical Intraday API","description":"Get historical one-minute options data for over 5,000 symbols. History can be queried from August 2020 up to yesterday's close.\n\nGet historical one-minute options data for over 5,000 symbols. History can be queried from August 2020 up to yesterday's close.\n\nWe cover dates going back to January 2022 for Strikes by OPRA. You can find the list of symbols we cover [here](https://s3.amazonaws.com/assets.orats.com/oneMinuteOpraTickers.json). If you see any missing symbols or want to see a symbol listed, please email us at support@orats.com.\n\nAll responses are in CSV format.","externalDocs":{"url":"https://orats.com/docs/historical-intraday-api"}},{"name":"Intraday Backtester API","description":"Run custom intraday option backtests with one-minute precision: submit a job, poll its status, then retrieve summary stats, monthly returns, daily returns, and the per-leg trade log.\n\nRun custom intraday option backtests on one-minute data. Define a strategy with entry and exit times, delta or strike-width leg targets, stops, and profit targets, then run it against intraday options data back to October 2020. The [Intraday Custom Backtester](https://orats.com/intraday-backtester) in the ORATS dashboard runs on this same service.\n\nBacktests run as jobs: submit one, poll its status until it completes, then fetch the results. A two-week run on a single symbol usually finishes in under a minute; a six-year single-symbol run takes around eight minutes. Authenticate with the token query parameter on every request.\n\nEighteen strategies are available: PUT_CREDIT_SPREAD, CALL_DEBIT_SPREAD, LONG_CALL, SHORT_PUT, CALL_CREDIT_SPREAD, PUT_DEBIT_SPREAD, SHORT_CALL, LONG_PUT, IRON_CONDOR, IRON_BUTTERFLY, LONG_STRADDLE, SHORT_STRADDLE, SHORT_STRANGLE, LONG_CALL_CALENDAR, LONG_PUT_CALENDAR, DOUBLE_CALENDAR, LONG_CALL_BUTTERFLY, and LONG_PUT_BUTTERFLY. The leg count must match the strategy: one leg for the single-leg strategies, two for spreads, straddles, strangles, and calendars, three for the butterflies, and four for IRON_CONDOR, IRON_BUTTERFLY, and DOUBLE_CALENDAR.\n\nEach endpoint is rate limited to 10 requests per minute per token, counted separately per endpoint, so polling Backtest Status at that rate never blocks fetching results. Beyond the limit, requests return a 429 with a message saying when the minute window resets.\n\nValidation and not-found responses use HTTP status codes: 400 for a bad request, 403 for another account's email or a status update without the engine credential, and 404 for an id that does not exist, is deleted, or belongs to another account, each with a message field in the body.\n\nOverview and pricing for this and the other Tools APIs are in the [Tools APIs section](https://orats.com/data-api#tools-apis) of the Data API page.","externalDocs":{"url":"https://orats.com/docs/intraday-backtester-api"}},{"name":"Live Data API","description":"Get live options data calculated in real-time with less than 10 seconds of market delay.\n\nGet live options data calculated in real-time with less than 10 seconds of market delay.\n\nNote that when querying live data, the stockPrice field is calculated using put-call parity and may not reflect the exact stock price. The stockPrice field is exact after 15 minutes.","externalDocs":{"url":"https://orats.com/docs/live-data-api"}},{"name":"Live Derived Data API","description":"Get live options data calculated in real-time with less than 10 seconds of market delay. These endpoints are the same as the Live Data API endpoints, except they do not include OPRA data, which means the bid-ask price, size, and volume are null.\n\nGet live options data calculated in real-time with less than 10 seconds of market delay. These endpoints are the same as the Live Data API endpoints, except they do not include OPRA data, which means the bid-ask price, size, and volume are null.\n\nNote that when querying live data, the stockPrice field is calculated using put-call parity and may not reflect the exact stock price. The stockPrice field is exact after 15 minutes.","externalDocs":{"url":"https://orats.com/docs/live-derived-data-api"}},{"name":"Live Derived Intraday API","description":"Get live one-minute options data for over 5,000 symbols, calculated in real-time with less than 10 seconds of market delay. These endpoints are the same as the Live Intraday API endpoints, except they do not include OPRA data, which means the bid-ask price, size, and volume are null. History can be queried from August 2020 up to 1 minute ago.\n\nGet live one-minute options data for over 5,000 symbols, calculated in real-time with less than 10 seconds of market delay. These endpoints are the same as the Live Intraday API endpoints, except they do not include OPRA data, which means the bid-ask price, size, and volume are null. History can be queried from August 2020 up to 1 minute ago.\n\nNote that when querying live data, the stockPrice field is calculated using put-call parity and may not reflect the exact stock price. The stockPrice field is exact after 15 minutes.\n\nWe cover dates going back to January 2022 for Strikes by OPRA. You can find the list of symbols we cover [here](https://s3.amazonaws.com/assets.orats.com/oneMinuteOpraTickers.json). If you see any missing symbols or want to see a symbol listed, please email us at support@orats.com.\n\nAll responses are in CSV format.","externalDocs":{"url":"https://orats.com/docs/live-derived-intraday-api"}},{"name":"Live Intraday API","description":"Get live one-minute options data for over 5,000 symbols, calculated in real-time with less than 10 seconds of market delay. History can be queried from August 2020 up to 1 minute ago.\n\nGet live one-minute options data for over 5,000 symbols, calculated in real-time with less than 10 seconds of market delay. History can be queried from August 2020 up to 1 minute ago.\n\nNote that when querying live data, the stockPrice field is calculated using put-call parity and may not reflect the exact stock price. The stockPrice field is exact after 15 minutes.\n\nWe cover dates going back to January 2022 for Strikes by OPRA. You can find the list of symbols we cover [here](https://s3.amazonaws.com/assets.orats.com/oneMinuteOpraTickers.json). If you see any missing symbols or want to see a symbol listed, please email us at support@orats.com.\n\nAll responses are in CSV format.","externalDocs":{"url":"https://orats.com/docs/live-intraday-api"}},{"name":"Option Scanner API","description":"Scan live and delayed option chains for trade candidates matching a strategy definition. Returns candidates with pricing, greeks, probability of profit, and risk metrics.\n\nScan live and delayed option chains for trade candidates that match a strategy definition. Every candidate comes back with pricing, greeks, probability of profit, and risk metrics. The [Option Scanner](https://orats.com/option-scanner) in the ORATS dashboard runs on this same service.\n\nSend the raw token in an Authorization header, with no Bearer prefix. Requests without a valid token (or with a Bearer prefix) return a 403. The token query parameter is optional, and when you send both, the query parameter is the one validated, so keep them the same.\n\nResponses are JSON: an array of candidate objects, one per trade candidate.\n\nThe Scan endpoint is rate limited to 10 requests per minute per token. Beyond that, requests return a 429 with a message saying when the minute window resets.\n\nOverview and pricing for this and the other Tools APIs are in the [Tools APIs section](https://orats.com/data-api#tools-apis) of the Data API page.","externalDocs":{"url":"https://orats.com/docs/option-scanner-api"}},{"name":"Time & Sales API","description":"Tick-level option trade prints, each enriched with delta, gamma, implied volatility, and the underlying stock price at the time of the trade.\n\nTick-level trade prints for US equity options, historical and live. Every historical option print carries delta, gamma, implied volatility, and the underlying stock price, joined from the ORATS one-minute greeks snapshots; live option prints instead carry the live underlying quote at trade time. The same tape is shown in the Time and Sales view in [Ticker Analysis](https://orats.com/ticker-analysis) in the ORATS dashboard.\n\nHistory begins 2022-09-09. The live endpoint serves the current session's tape as it builds during market hours; outside a session it returns a 404 with a message that there is no live tape for the date.\n\nEvery option print carries the underlying price at the time of the trade (stockPrice, with the live bid and ask on live prints).\n\nAuthenticate with the token query parameter. Do not send an Authorization header: large responses redirect to a presigned S3 URL, and clients that forward headers across redirects will get an S3 error.\n\nResponses are JSON by default. Append .csv to the endpoint path (for example /datav2/hist/time-sales/option.csv) for the same rows as CSV.\n\nSmall results return inline. Large ones, including any whole-day chain pull, return a 302 redirect to a presigned S3 URL holding the gzip-compressed result, so follow redirects (the -L flag in cURL) and decompress if your client does not do it for you.\n\nWhole-day files are big: a full day of SPY option prints is around 1.3 million rows and 700 MB of JSON, more than most single processes can hold, so narrow the request with from and to, symbol, expirDate, callPut, or minSize. The first request for a ticker and date builds that file and takes around 15 to 20 seconds; after that the cached copy returns in under a second for everyone. Two redirect tiers exist: results of a few megabytes up to about 25,000 rows redirect to a plain JSON object that keeps the same data wrapper as an inline response, while larger results redirect to a presigned, gzip-compressed file holding a bare JSON array of rows; read the body as either shape.\n\nRequests missing a required attribute, or carrying a malformed one (from and to must be HH:MM with from not later than to, tradeDate and expirDate real calendar dates, callPut C or P, strike, minStrike, maxStrike and minSize numeric with minStrike not above maxStrike, symbol a standard option symbol), return a 400 whose body is a message field describing the problem; requests for the .csv form get the same message as text/csv. A tradeDate outside the loaded history, on a non-trading day, or in the future returns a 404 with a message that there is no time and sales data for that date, and an unknown ticker returns an empty result (an empty CSV still carries the header row). ticker and symbol are case-insensitive and trimmed. Only GET is supported; POST returns a 405. The .csv and .json path extensions are case-insensitive, and an unknown extension or path returns a 404 with a message of No such endpoint. JSON responses are capped at 250,000 rows and return a 400 asking you to narrow the query or request the .csv form, which has no cap. Option days captured live end near 16:15 Eastern, while backfilled option days end at 15:59 (12:59 on half days). Share-class tickers are accepted as BRK_B, BRK.B, or BRK/B; their prints are on the tape from 2026-08-26 onward (earlier days have none).\n\nEach endpoint is rate limited to 10 requests per minute per token. Beyond that, requests return a 429 with a message saying when the minute window resets.\n\nOverview and pricing for this and the other Tools APIs are in the [Tools APIs section](https://orats.com/data-api#tools-apis) of the Data API page.","externalDocs":{"url":"https://orats.com/docs/time-and-sales-api"}}],"paths":{"/backtest-finder/catalog":{"get":{"operationId":"getBacktestFinderCatalog","summary":"Catalog","description":"Retrieves the universe of precomputed backtests: every ticker, the strategies precomputed for it, and the number of stored backtests per ticker and strategy combination. Use it to populate ticker and strategy pickers and to avoid the 500 error a never-precomputed combination returns from the Performance endpoint.\n\nThe response is an object keyed by ticker; each value is an array of strategy entries.\n\nNo attributes beyond the token.","tags":["Backtest Finder API"],"parameters":[],"responses":{"200":{"description":"Successful response.","content":{"application/json":{"schema":{"type":"object","properties":{"SPY":{"type":"array","items":{"type":"object","properties":{"strategy":{"type":"string"},"count":{"type":"number"}}}},"AAPL":{"type":"array","items":{"type":"object","properties":{"strategy":{"type":"string"},"count":{"type":"number"}}}}}},"example":{"SPY":[{"strategy":"IronButterfly","count":1080},{"strategy":"IronCondor","count":5701}],"AAPL":[{"strategy":"ShortPutSpread","count":4662}]}}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/backtest-finder/catalog?token=my-token\""}]}},"/backtest-finder/performance":{"post":{"operationId":"postBacktestFinderPerformance","summary":"Performance","description":"Retrieves ranked backtest performance rows for a ticker and strategy. The response is an array of up to limit rows (1 to 100, default 100), each holding the ranked performance metrics, the leg targets, the entry and exit triggers, and the full input configuration.\n\nEach row's id can be passed to the Performance by Id and Results endpoints below, and its rootBaseId can be passed to the Backtest Input endpoint.\n\nRow metrics are a precomputed snapshot over the window given by the row's startDate and endDate (currently through early January 2026, see the v field). The Results endpoints are refreshed more often and can include later trades, so a row's totStratTrades, annualReturn, and stratWinRate can differ slightly from the summary in Results Stats for the same id.\n\nUnits: return-style metrics (annualReturn, annualMarginReturn, bestYearRtn, worstYearRtn, bestMonthRtn, worstMonthRtn, volatility, maxDrawDown, totStratPLPct, bestTradePct, plPerTradeAvgPct, plPerDayAvgPct) are percent of the 100-share stock notional at entry, so annualReturn 2.04 is 2.04 percent per year; stratWinRate and pctOfTimeInMarket are percent; sharpe, sortino, riskRewardAvg, and bestReturnOnRisk are plain ratios; PL fields are dollars. Unscreened rows can carry extreme values (a bestReturnOnRisk in the tens of thousands on a four-trade row); earlier datasets clamped bestReturnOnRisk at 99.99999999 and totStratPL at plus or minus 999,999.99 on performance rows, and Results Stats always carries the unclamped values.","tags":["Backtest Finder API"],"parameters":[],"responses":{"200":{"description":"Successful response.","content":{"application/json":{"schema":{"type":"array","items":{"type":"object","properties":{"rank":{"type":"number"},"id":{"type":"string"},"ticker":{"type":"string"},"strategy":{"type":"string"},"dte1Target":{"type":"number"},"dte2Target":{"type":"number"},"dte3Target":{"type":"number"},"dte4Target":{"type":"number"},"delta1Target":{"type":"number"},"delta2Target":{"type":"number"},"delta3Target":{"type":"number"},"delta4Target":{"type":"number"},"lrDteLeg1Leg2Min":{"type":"number"},"lrDteLeg1Leg2Max":{"type":"number"},"lrDteLeg2Leg3Min":{"type":"number"},"lrDteLeg2Leg3Max":{"type":"number"},"lrDteLeg3Leg4Min":{"type":"number"},"lrDteLeg3Leg4Max":{"type":"number"},"lrSwLeg1Leg2Min":{"type":"number"},"lrSwLeg1Leg2Max":{"type":["number","string","boolean","null"]},"lrSwLeg2Leg3Min":{"type":"number"},"lrSwLeg2Leg3Max":{"type":["number","string","boolean","null"]},"lrSwLeg3Leg4Min":{"type":"number"},"lrSwLeg3Leg4Max":{"type":["number","string","boolean","null"]},"spreadYieldLevel":{"type":"string"},"spreadYieldTarget":{"type":"number"},"spreadYieldMin":{"type":"number"},"spreadYieldMax":{"type":"number"},"strikeDiffPctLevel":{"type":"string"},"strikeDiffPctTarget":{"type":["number","string","boolean","null"]},"strikeDiffPctMin":{"type":["number","string","boolean","null"]},"strikeDiffPctMax":{"type":["number","string","boolean","null"]},"entryVix":{"type":"string"},"entrySma":{"type":"string"},"entryRsi":{"type":"string"},"entryIvPct":{"type":"string"},"entrySlopePct":{"type":"string"},"exitStopLoss":{"type":"string"},"exitProfit":{"type":"string"},"annualReturn":{"type":"number"},"annualMarginReturn":{"type":"number"},"annualReturnBull":{"type":"number"},"annualReturnBear":{"type":"number"},"annualReturn1Yr":{"type":"number"},"annualReturn5Yr":{"type":"number"},"sharpe":{"type":"number"},"sortino":{"type":"number"},"volatility":{"type":"number"},"maxDrawDown":{"type":"number"},"drawDownDays":{"type":"number"},"bestMonthRtn":{"type":"number"},"worstMonthRtn":{"type":"number"},"bestYearRtn":{"type":"number"},"worstYearRtn":{"type":"number"},"bestTradePL":{"type":"number"},"worstTradePL":{"type":"number"},"bestTradePct":{"type":"number"},"worstTradePct":{"type":"number"},"plPerTradeAvg":{"type":"number"},"plPerDayAvg":{"type":"number"},"plPerTradeAvgPct":{"type":"number"},"plPerDayAvgPct":{"type":"number"},"stratWinRate":{"type":"number"},"daysInTradeAvg":{"type":"number"},"totStratTrades":{"type":"number"},"totStratPL":{"type":"number"},"totStratPLPct":{"type":"number"},"creditReceivedPerTradeAvg":{"type":"number"},"marginPerTradeAvg":{"type":"number"},"mostMarginUsed":{"type":"number"},"leastMarginUsed":{"type":"number"},"bestTradePctMargin":{"type":"number"},"worstTradePctMargin":{"type":"number"},"marginToStockPct":{"type":"number"},"riskRewardAvg":{"type":"number"},"pctOfTimeInMarket":{"type":"number"},"bestReturnOnRisk":{"type":"number"},"startDate":{"type":"string","format":"date"},"endDate":{"type":"string","format":"date"},"baseId":{"type":"string"},"executionTime":{"type":"number"},"createdDate":{"type":"string"},"updatedAt":{"type":"string"},"v":{"type":"string"},"rootBaseId":{"type":"string"},"bestOverallPerformance":{"type":"number"},"bestConservativeWinner":{"type":"number"},"input":{"type":"object","properties":{"legs":{"type":"array","items":{"type":"object","properties":{"deltaMax":{"type":"number"},"deltaMin":{"type":"number"},"deltaTarget":{"type":"number"},"dteMax":{"type":"number"},"dteMin":{"type":"number"},"dteTarget":{"type":"number"},"ratio":{"type":"number"},"type":{"type":"string"}}}},"lrDte":{"type":"array","items":{"type":"object","properties":{"max":{"type":"number"},"min":{"type":"number"},"name":{"type":"string"}}}},"lrSw":{"type":"array","items":{"type":"object","properties":{"max":{"type":["number","string","boolean","null"]},"min":{"type":"number"},"name":{"type":"string"}}}},"spreadYield":{"type":"object","properties":{"level":{"type":"string"},"target":{"type":"number"},"min":{"type":"number"},"max":{"type":"number"}}},"strategy":{"type":"string"},"ticker":{"type":"string"},"entryVix":{"type":"string"},"entryRsi":{"type":"string"},"entrySma":{"type":"string"},"entryIvPct":{"type":"string"},"entrySlopePct":{"type":"string"},"exitStopLoss":{"type":"string"},"exitProfit":{"type":"string"}}}}}},"example":[{"rank":1,"id":"988c00ada5d823a1821576ec0da4d2a5","ticker":"SPY","strategy":"IronCondor","dte1Target":8,"dte2Target":8,"dte3Target":8,"dte4Target":8,"delta1Target":0.1,"delta2Target":0.35,"delta3Target":0.35,"delta4Target":0.1,"lrDteLeg1Leg2Min":0,"lrDteLeg1Leg2Max":0,"lrDteLeg2Leg3Min":0,"lrDteLeg2Leg3Max":0,"lrDteLeg3Leg4Min":0,"lrDteLeg3Leg4Max":0,"lrSwLeg1Leg2Min":1,"lrSwLeg1Leg2Max":null,"lrSwLeg2Leg3Min":1,"lrSwLeg2Leg3Max":null,"lrSwLeg3Leg4Min":1,"lrSwLeg3Leg4Max":null,"spreadYieldLevel":"high","spreadYieldTarget":-0.0304462,"spreadYieldMin":-0.0518128,"spreadYieldMax":-0.0090796,"strikeDiffPctLevel":"none","strikeDiffPctTarget":null,"strikeDiffPctMin":null,"strikeDiffPctMax":null,"entryVix":"none","entrySma":"above50d","entryRsi":"none","entryIvPct":"low","entrySlopePct":"none","exitStopLoss":"-50","exitProfit":"50","annualReturn":2.04,"annualMarginReturn":67.45,"annualReturnBull":3.23,"annualReturnBear":0.69,"annualReturn1Yr":1.71,"annualReturn5Yr":1.89,"sharpe":0.68,"sortino":1.16,"volatility":2.99,"maxDrawDown":-2.72,"drawDownDays":135,"bestMonthRtn":2.45,"worstMonthRtn":-2.36,"bestYearRtn":5.86,"worstYearRtn":-1,"bestTradePL":619,"worstTradePL":-1521,"bestTradePct":1.44,"worstTradePct":-2.5,"plPerTradeAvg":21.02,"plPerDayAvg":12.87,"plPerTradeAvgPct":0.03529,"plPerDayAvgPct":0.0187,"stratWinRate":61.4,"daysInTradeAvg":8,"totStratTrades":1020,"totStratPL":21445,"totStratPLPct":0,"creditReceivedPerTradeAvg":310.15,"marginPerTradeAvg":1006.44,"mostMarginUsed":3285,"leastMarginUsed":221,"bestTradePctMargin":52.25,"worstTradePctMargin":-84.62,"marginToStockPct":3.08,"riskRewardAvg":0.406324,"pctOfTimeInMarket":40.35,"bestReturnOnRisk":0.009208,"startDate":"2007-01-03","endDate":"2026-01-06","baseId":"2c5fa0a71a3cf39aacd069b06bd2e67c","executionTime":0.17,"createdDate":"2026-01-22 00:50:48.0","updatedAt":"2026-01-22 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underlying symbol to search. Ex: SPY","example":"SPY"},"strategy":{"type":"string","description":"The strategy to search, from the precomputed list above. Ex: IronCondor","example":"IronCondor"},"currentEnvironment":{"type":"object","description":"Set to null (the default) to search all backtests regardless of the current market environment. Pass an object of the five entry-trigger levels to keep only backtests whose entry triggers match it: each of entryVix, entrySma, entryRsi, entryIvPct, and entrySlopePct on a row must be none or equal one of the supplied values (entrySma accepts an array, e.g. [\"below50d\",\"above200d\"]). Levels are lowercase and case-sensitive: low, moderate, high, or none for entryVix, entryIvPct, and entrySlopePct; oversold, moderate, overbought, or none for entryRsi; above50d, below50d, above200d, below200d, or none for entrySma. A value outside those sets matches only rows whose trigger is none. Level values come from the current-environment endpoint of the Data API for the same ticker. Results are ranked by the same rank and rankDir as an unfiltered search."},"filters":{"type":"object","properties":{},"description":"Metric bands that narrow candidates before ranking. Each key is a metric id with a min and/or max, for example pctOfTimeInMarket with min 40, marginToStockPct with max 40, riskRewardAvg with min 0.07. The value must be an object (a string or an array returns a 400) and its keys must be performance-row columns; an unknown column, a non-numeric or empty min or max, an array, an object without min or max, or a range on a text column returns a 400 naming the field. Two value shapes are applied: an object with numeric min and/or max, or a bare string for an equality match (for example an entry trigger level). A limit field in the body caps the response (1 to 100, default 100; the GET form below accepts up to 10,000); zero, negative, or non-numeric limits return a 400 and fractions round down. A ticker in any case or with surrounding spaces is normalized; a strategy that is not in the precomputed list, including a lowercase or underscored spelling, returns a 404 with a casing hint, and a request whose body is empty or not a JSON object returns a 400. A filter on one of the three screened columns replaces that column's default threshold (see screen). Defaults to no filters beyond the screen."},"rank":{"type":"string","description":"The ranking to order results by: a composite (bestReturnOnRisk, bestOverallPerformance, bestConservativeWinner) or a metric id such as annualReturn, sharpe, sortino, or maxDrawDown. All three composites are scored for every ticker in the catalog. Only the ranking columns are accepted: any annualReturn variant, sharpe, sortino, volatility, maxDrawDown, drawDownDays, daysInTradeAvg, the best and worst month, year, and trade metrics, the plPer averages, stratWinRate, totStratTrades, pctOfTimeInMarket, totStratPL, and totStratPLPct; other columns, a missing rank, or a differently cased spelling (Sharpe) return a 400 with a message of unknown rank, with a casing hint when only the case differs. Rank ids are case-sensitive. Rankings apply the default quality screen described under screen below, which keeps low-sample backtests (a single trade across the whole history, with an annualized return in the thousands of percent) out of the top rows; still check totStratTrades on a row before trusting it."},"rankDir":{"type":"string","description":"Orders the rank positions: asc returns the best-ranked rows first, desc returns the worst first. Defaults to asc."},"screen":{"type":"boolean","description":"Whether to apply the default quality screen: pctOfTimeInMarket at least 40, marginToStockPct at most 20, and riskRewardAvg at least 0.07, the same three thresholds the dashboard finder applies. Defaults to true. Set to false (the boolean, not the string) to rank the raw, unscreened rows. A filters entry on a screened column overrides only that gate. Tickers with short histories (a few hundred stored backtests in the Catalog) can have no rows that pass the screen and return an empty array; rank them with screen false or a lower pctOfTimeInMarket filter."}},"required":["ticker","strategy","rank"]},"example":{"ticker":"SPY","strategy":"IronCondor","currentEnvironment":null,"filters":{},"rank":"bestReturnOnRisk","rankDir":"asc"}}}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/backtest-finder/performance?token=my-token\" \\\n  -H \"Content-Type: application/json\" \\\n  -d '{\n    \"ticker\": \"SPY\",\n    \"strategy\": \"IronCondor\",\n    \"currentEnvironment\": null,\n    \"filters\": {},\n    \"rank\": \"bestReturnOnRisk\",\n    \"rankDir\": \"asc\"\n  }'"}]},"get":{"operationId":"getBacktestFinderPerformanceById","summary":"Performance by Id","description":"Retrieves a single backtest performance row by its id, from any ticker and strategy, with no other attributes required. The row has the same shape as the Performance endpoint's rows minus the rank field, including the full input configuration, so one call recovers everything about a stored backtest from its id alone.\n\nThe response is an array holding the one matching row. Unknown ids return an empty array with a 200 status, never a 404.","tags":["Backtest Finder API"],"parameters":[{"name":"id","in":"query","required":true,"schema":{"type":"string"},"description":"The id from a Performance row. Ex: 988c00ada5d823a1821576ec0da4d2a5","example":"988c00ada5d823a1821576ec0da4d2a5"}],"responses":{"200":{"description":"Successful 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":"none","entrySma":"above50d","entryRsi":"none","entryIvPct":"low","entrySlopePct":"none","exitStopLoss":"-50","exitProfit":"50","annualReturn":2.04,"annualMarginReturn":67.45,"annualReturnBull":3.23,"annualReturnBear":0.69,"annualReturn1Yr":1.71,"annualReturn5Yr":1.89,"sharpe":0.68,"sortino":1.16,"volatility":2.99,"maxDrawDown":-2.72,"drawDownDays":135,"bestMonthRtn":2.45,"worstMonthRtn":-2.36,"bestYearRtn":5.86,"worstYearRtn":-1,"bestTradePL":619,"worstTradePL":-1521,"bestTradePct":1.44,"worstTradePct":-2.5,"plPerTradeAvg":21.02,"plPerDayAvg":12.87,"plPerTradeAvgPct":0.03529,"plPerDayAvgPct":0.0187,"stratWinRate":61.4,"daysInTradeAvg":8,"totStratTrades":1020,"totStratPL":21445,"totStratPLPct":0,"creditReceivedPerTradeAvg":310.15,"marginPerTradeAvg":1006.44,"mostMarginUsed":3285,"leastMarginUsed":221,"bestTradePctMargin":52.25,"worstTradePctMargin":-84.62,"marginToStockPct":3.08,"riskRewardAvg":0.406324,"pctOfTimeInMarket":40.35,"bestReturnOnRisk":0.009208,"startDate":"2007-01-03","endDate":"2026-01-06","baseId":"2c5fa0a71a3cf39aacd069b06bd2e67c","executionTime":0.17,"createdDate":"2026-01-22 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-L \"https://api.orats.io/backtest-finder/performance?token=my-token&id=988c00ada5d823a1821576ec0da4d2a5\""}]}},"/backtest-finder/performance/environment":{"post":{"operationId":"postBacktestFinderCurrentEnvironment","summary":"Current Environment","description":"Retrieves ranked backtest performance rows whose entry triggers match the current market environment, across the precomputed environment universe of ETFs: DIA, EEM, GLD, HYG, IWM, QQQ, SMH, SPY, TLT, XLE, XLK, and XLY. Rows are pre-screened with the same quality thresholds as the Performance endpoint's default screen, and at most ten candidates per ticker and strategy enter the global ranking. A strategy name that is not in the precomputed list returns a 400 naming it, with a casing hint when only the case differs (ironcondor to IronCondor). Environment rows carry a sequential rank and leave spreadYieldLevel, strikeDiffPctLevel, and exitStopLoss null; fetch the same id from Performance by Id for those values.\n\nThe request body is a JSON array of strategy names, not an object. Rows are ranked globally across every ticker and strategy combination, capped at 100, and have the same shape as the Performance endpoint minus a few metadata fields: bestOverallPerformance, bestConservativeWinner, createdDate, updatedAt, and the duplicated rootBaseId columns. An empty array, an object, a bare string, or an empty body returns a 400 with a message that the body must be a non-empty array of strategy names.","tags":["Backtest Finder API"],"parameters":[],"responses":{"200":{"description":"Successful 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5,"leastMarginUsed":221,"bestTradePctMargin":52.25,"worstTradePctMargin":-84.62,"marginToStockPct":3.08,"riskRewardAvg":0.406324,"pctOfTimeInMarket":40.35,"bestReturnOnRisk":0.009208,"startDate":"2007-01-03","endDate":"2026-01-06","baseId":"2c5fa0a71a3cf39aacd069b06bd2e67c","executionTime":"0.17","v":"2026-Q2-prod","rootBaseId":"0d2284dc0eeef69b2042b14a04859a72","input":{"legs":[{"deltaMax":0.2,"deltaMin":0.05,"deltaTarget":0.1,"dteMax":16,"dteMin":4,"dteTarget":8,"ratio":1,"type":"call"},{"deltaMax":0.45,"deltaMin":0.3,"deltaTarget":0.35,"dteMax":16,"dteMin":4,"dteTarget":8,"ratio":-1,"type":"call"}]}}]}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"requestBody":{"required":true,"content":{"application/json":{"schema":{"type":"array","items":{"type":"string"},"description":"A 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A particular call delta total div yield = div yield + (cdelta - .5) * slope."},"residualR2":{"type":"number","description":"r^2 of the residual rate linear regression"},"confidence":{"type":"number","description":"portion of the delta range \"covered\" by market data (dependent on the \"width\")"},"mwVol":{"type":"number","description":"ATM weighted market width in implied volatility terms"},"vol100":{"type":"number","description":"seed volatility at the 100 call delta"},"vol95":{"type":"number","description":"seed volatility at the 95 call delta"},"vol90":{"type":"number","description":"seed volatility at the 90 call delta"},"vol85":{"type":"number","description":"seed volatility at the 85 call delta"},"vol80":{"type":"number","description":"seed volatility at the 80 call delta"},"vol75":{"type":"number","description":"seed volatility at the 75 call delta"},"vol70":{"type":"number","description":"seed volatility at the 70 call delta"},"vol65":{"type":"number","description":"seed volatility at the 65 call delta"},"vol60":{"type":"number","description":"seed volatility at the 60 call delta"},"vol55":{"type":"number","description":"seed volatility at the 55 call delta"},"vol50":{"type":"number","description":"seed volatility at the 50 call delta"},"vol45":{"type":"number","description":"seed volatility at the 45 call delta"},"vol40":{"type":"number","description":"seed volatility at the 40 call delta"},"vol35":{"type":"number","description":"seed volatility at the 35 call delta"},"vol30":{"type":"number","description":"seed volatility at the 30 call delta"},"vol25":{"type":"number","description":"seed volatility at the 25 call delta"},"vol20":{"type":"number","description":"seed volatility at the 20 call delta"},"vol15":{"type":"number","description":"seed volatility at the 15 call delta"},"vol10":{"type":"number","description":"seed volatility at the 10 call delta"},"vol5":{"type":"number","description":"seed volatility at the 5 call delta"},"vol0":{"type":"number","description":"seed volatility at the 0 call delta"},"typeFlag":{"type":"number"},"atmiv":{"type":"number","description":"implied volatility for month 1"},"slope":{"type":"number","description":"best-fit regression line through the strike. volatilities adjusted to the tangent slope at the 50 delta."},"deriv":{"type":"number","description":"derivative or curvature of the monthly strikes at 28 day interpolated"},"fit":{"type":"number","description":"the at the money monthly fit volatility"},"spotPrice":{"type":"number","description":"spot price of the index"},"calVol":{"type":"number","description":"smoothed at-the-money term structure implied volatility"},"unadjVol":{"type":"number","description":"smoothed at-the-money term structure implied volatility taking out the earnings effect"},"earnEffect":{"type":"number","description":"market implied earnings effect"},"quoteDate":{"type":"string","format":"date-time"},"updatedAt":{"type":"string","format":"date-time","description":"date and time of data updated"},"snapShotEstTime":{"type":"string"},"snapShotDate":{"type":"string","format":"date-time"},"expiryTod":{"type":"string"}}}}}},"example":{"data":[{"ticker":"AAPL","tradeDate":"2023-11-03","expirDate":"2024-06-21","stockPrice":176.78,"riskFreeRate":0.0538,"yieldRate":0.00644419,"residualYieldRate":-0.00429695,"residualRateSlp":0.00184204,"residualR2":0.0005349,"confidence":0.990404,"mwVol":0.00208507,"vol100":0.481632,"vol95":0.372538,"vol90":0.313805,"vol85":0.284469,"vol80":0.269292,"vol75":0.258977,"vol70":0.251434,"vol65":0.244439,"vol60":0.23873,"vol55":0.234208,"vol50":0.228685,"vol45":0.22303,"vol40":0.218509,"vol35":0.214635,"vol30":0.210679,"vol25":0.206676,"vol20":0.203116,"vol15":0.200003,"vol10":0.199472,"vol5":0.204106,"vol0":0.220554,"typeFlag":0,"atmiv":0.228074,"slope":4.50145,"deriv":0.0949864,"fit":0.0000128897,"spotPrice":176.78,"calVol":0.224091,"unadjVol":0.219517,"earnEffect":0.004575,"quoteDate":"2023-11-03T19:59:44Z","updatedAt":"2023-11-03T19:59:57Z","snapShotEstTime":"1600","snapShotDate":"2023-11-03T20:00:00Z","expiryTod":"pm"}]}}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/monies/implied?token=my-token&ticker=AAPL\""}]}},"/datav2/monies/forecast":{"get":{"operationId":"getDelayedForecastMonies","summary":"Forecast Monies","description":"Retrieves monthly forecast monies data.","tags":["Delayed Data API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA","example":"AAPL,TSLA"},{"name":"fields","in":"query","required":false,"schema":{"type":"string"},"description":"The fields to retrieve. Ex: tradeDate,expirDate,vol50","example":"tradeDate,expirDate,vol50"}],"responses":{"200":{"description":"Successful response.","content":{"application/json":{"schema":{"type":"object","properties":{"data":{"type":"array","items":{"type":"object","properties":{"ticker":{"type":"string","description":"underlying symbol"},"tradeDate":{"type":"string","format":"date","description":"trade date"},"expirDate":{"type":"string","format":"date","description":"expiration date"},"stockPrice":{"type":"number","description":"stock price"},"riskFreeRate":{"type":"number","description":"continuous interest (risk-free) rate"},"vol100":{"type":"number","description":"seed volatility at the 100 call delta"},"vol95":{"type":"number","description":"seed volatility at the 95 call delta"},"vol90":{"type":"number","description":"seed volatility at the 90 call delta"},"vol85":{"type":"number","description":"seed volatility at the 85 call delta"},"vol80":{"type":"number","description":"seed volatility at the 80 call delta"},"vol75":{"type":"number","description":"seed volatility at the 75 call delta"},"vol70":{"type":"number","description":"seed volatility at the 70 call delta"},"vol65":{"type":"number","description":"seed volatility at the 65 call delta"},"vol60":{"type":"number","description":"seed volatility at the 60 call delta"},"vol55":{"type":"number","description":"seed volatility at the 55 call delta"},"vol50":{"type":"number","description":"seed volatility at the 50 call delta"},"vol45":{"type":"number","description":"seed volatility at the 45 call delta"},"vol40":{"type":"number","description":"seed volatility at the 40 call delta"},"vol35":{"type":"number","description":"seed volatility at the 35 call delta"},"vol30":{"type":"number","description":"seed volatility at the 30 call delta"},"vol25":{"type":"number","description":"seed volatility at the 25 call delta"},"vol20":{"type":"number","description":"seed volatility at the 20 call delta"},"vol15":{"type":"number","description":"seed volatility at the 15 call delta"},"vol10":{"type":"number","description":"seed volatility at the 10 call delta"},"vol5":{"type":"number","description":"seed volatility at the 5 call delta"},"vol0":{"type":"number","description":"seed volatility at the 0 call delta"},"quoteDate":{"type":"string","format":"date-time"},"updatedAt":{"type":"string","format":"date-time","description":"date and time of data updated"},"snapShotEstTime":{"type":"string"},"snapShotDate":{"type":"string","format":"date-time"},"expiryTod":{"type":"string"}}}}}},"example":{"data":[{"ticker":"AAPL","tradeDate":"2023-11-03","expirDate":"2024-02-16","stockPrice":176.78,"riskFreeRate":0.055,"vol100":0.355919,"vol95":0.303374,"vol90":0.278266,"vol85":0.261389,"vol80":0.245387,"vol75":0.239014,"vol70":0.232989,"vol65":0.227312,"vol60":0.221982,"vol55":0.217001,"vol50":0.212368,"vol45":0.208082,"vol40":0.204144,"vol35":0.200555,"vol30":0.197313,"vol25":0.194419,"vol20":0.191872,"vol15":0.189674,"vol10":0.187824,"vol5":0.186321,"vol0":0.185167,"quoteDate":"2023-11-03T19:59:44Z","updatedAt":"2023-11-03T19:59:57Z","snapShotEstTime":"1600","snapShotDate":"2023-11-03T20:00:00Z","expiryTod":"pm"}]}}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/monies/forecast?token=my-token&ticker=AAPL\""}]}},"/datav2/summaries":{"get":{"operationId":"getDelayedSummaries","summary":"Summaries","description":"Retrieves SMV summary data.","tags":["Delayed Data API"],"parameters":[{"name":"ticker","in":"query","required":false,"schema":{"type":"string"},"description":"The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). 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Ex: tradeDate,exErnIv30d,impliedEarningsMove","example":"tradeDate,exErnIv30d,impliedEarningsMove"}],"responses":{"200":{"description":"Successful response.","content":{"application/json":{"schema":{"type":"object","properties":{"data":{"type":"array","items":{"type":"object","properties":{"ticker":{"type":"string","description":"underlying symbol"},"tradeDate":{"type":"string","format":"date","description":"trade date"},"stockPrice":{"type":"number","description":"stock price"},"annActDiv":{"type":"number","description":"annual dividend from the next year of expected dividends"},"annIdiv":{"type":"number","description":"annual implied dividend given options prices put call parity"},"borrow30":{"type":"number","description":"implied hard-to-borrow interest rate at 30 days to expiration given options prices put call parity"},"borrow2y":{"type":"number","description":"implied hard-to-borrow interest rate at two years to expiration given options prices put call parity"},"confidence":{"type":"number","description":"total weighted confidence from the monthly implied volatilities derived from each month’s number of options and bid ask width of the options markets"},"exErnIv10d":{"type":"number","description":"implied 10 calendar day interpolated implied volatility with earnings effect out"},"exErnIv20d":{"type":"number","description":"implied 20 calendar day interpolated implied volatility with earnings effect out"},"exErnIv30d":{"type":"number","description":"implied 30 calendar day interpolated implied volatility with earnings effect out"},"exErnIv60d":{"type":"number","description":"implied 60 calendar day interpolated implied volatility with earnings effect out"},"exErnIv90d":{"type":"number","description":"implied 90 calendar day interpolated implied volatility with earnings effect out"},"exErnIv6m":{"type":"number","description":"implied 6 month interpolated implied volatility with earnings effect out"},"exErnIv1y":{"type":"number","description":"implied one year interpolated implied volatility with earnings effect out"},"ieeEarnEffect":{"type":"number","description":"implied earnings effect (percentage of expected normal move) to make the best-fit term structure of the month implied volatilities"},"impliedMove":{"type":"number","description":"percentage stock move in the implied earnings effect to make the best-fit term structure of the month implied volatilities"},"impliedNextDiv":{"type":"number","description":"next implied dividend given options prices put call parity"},"iv10d":{"type":"number","description":"10 calendar day interpolated implied volatility"},"iv20d":{"type":"number","description":"20 calendar day interpolated implied volatility"},"iv30d":{"type":"number","description":"30 calendar day interpolated implied volatility"},"iv60d":{"type":"number","description":"60 calendar day interpolated implied volatility"},"iv90d":{"type":"number","description":"90 calendar day interpolated implied volatility"},"iv6m":{"type":"number","description":"6 month interpolated implied volatility"},"iv1y":{"type":"number","description":"one year interpolated implied volatility"},"mwAdj30":{"type":"number","description":"ATM weighted market width in implied volatility terms interpolated to 30 calendar days to expiration"},"mwAdj2y":{"type":"number","description":"ATM weighted market width in implied volatility terms interpolated to 2 years to expiration"},"nextDiv":{"type":"number","description":"next dividend amount"},"rDrv30":{"type":"number","description":"derivative or curvature of the monthly strikes at 30 day interpolated. The derivative is the change in the slope for every 10 delta increase in the call delta"},"rDrv2y":{"type":"number","description":"derivative infinite implied"},"rSlp30":{"type":"number","description":"best-fit regression line through the strike volatilities adjusted to the tangent slope at the 50 delta. The slope is the change in the implied volatility for every 10 delta increase in the call delta"},"rSlp2y":{"type":"number","description":"implied infinite slope"},"rVol30":{"type":"number","description":"implied volatility at 30 days interpolated"},"rVol2y":{"type":"number","description":"implied volatility at 2 year interpolated"},"rip":{"type":"number","description":"dollar amount of options to start ignoring in delta calculation"},"riskFree30":{"type":"number","description":"continuous interest (risk-free) rate interpolated to 30 calendar days to expiration"},"riskFree2y":{"type":"number","description":"continuous interest (risk-free) rate interpolated to 2 years to expiration"},"skewing":{"type":"number","description":"Skewing is the difference between rVol30 and adjusted rVol2y where sqrtMinDays is 45 * 0.5. 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removed"},"dlt75Iv10d":{"type":"number","description":"10 calendar day interpolated implied volatility at the 75 delta"},"dlt75Iv20d":{"type":"number","description":"20 calendar day interpolated implied volatility at the 75 delta"},"dlt75Iv30d":{"type":"number","description":"30 calendar day interpolated implied volatility at the 75 delta"},"dlt75Iv60d":{"type":"number","description":"60 calendar day interpolated implied volatility at the 75 delta"},"dlt75Iv90d":{"type":"number","description":"90 calendar day interpolated implied volatility at the 75 delta"},"dlt75Iv6m":{"type":"number","description":"180 calendar day interpolated implied volatility at the 75 delta"},"dlt75Iv1y":{"type":"number","description":"365 calendar day interpolated implied volatility at the 75 delta"},"exErnDlt75Iv10d":{"type":"number","description":"10 calendar day interpolated implied volatility at the 75 delta with earnings effects removed"},"exErnDlt75Iv20d":{"type":"number","description":"20 calendar day 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implied volatility at the 95 delta"},"dlt95Iv30d":{"type":"number","description":"30 calendar day interpolated implied volatility at the 95 delta"},"dlt95Iv60d":{"type":"number","description":"60 calendar day interpolated implied volatility at the 95 delta"},"dlt95Iv90d":{"type":"number","description":"90 calendar day interpolated implied volatility at the 95 delta"},"dlt95Iv6m":{"type":"number","description":"180 calendar day interpolated implied volatility at the 95 delta"},"dlt95Iv1y":{"type":"number","description":"365 calendar day interpolated implied volatility at the 95 delta"},"exErnDlt95Iv10d":{"type":"number","description":"10 calendar day interpolated implied volatility at the 95 delta with earnings effects removed"},"exErnDlt95Iv20d":{"type":"number","description":"20 calendar day interpolated implied volatility at the 95 delta with earnings effects removed"},"exErnDlt95Iv30d":{"type":"number","description":"30 calendar day interpolated implied volatility at the 95 delta with earnings effects removed"},"exErnDlt95Iv60d":{"type":"number","description":"60 calendar day interpolated implied volatility at the 95 delta with earnings effects removed"},"exErnDlt95Iv90d":{"type":"number","description":"90 calendar day interpolated implied volatility at the 95 delta with earnings effects removed"},"exErnDlt95Iv6m":{"type":"number","description":"180 calendar day interpolated implied volatility at the 95 delta with earnings effects removed"},"exErnDlt95Iv1y":{"type":"number","description":"365 calendar day interpolated implied volatility at the 95 delta with earnings effects removed"},"fwd30_20":{"type":"number","description":"The forward volatility extracted from the 30 day and 20 day implied volatility"},"fwd60_30":{"type":"number","description":"The forward volatility extracted from the 60 day and 30 day implied volatility"},"fwd90_30":{"type":"number","description":"The forward volatility extracted from the 90 day and 30 day implied volatility"},"fwd90_60":{"type":"number","description":"The forward volatility extracted from the 90 day and 60 day implied volatility"},"fwd180_90":{"type":"number","description":"The forward volatility extracted from the 180 day and 90 day implied volatility"},"fexErn30_20":{"type":"number","description":"The forward ex-earnings volatility extracted from the 30 day and 20 day implied ex-earnings volatility"},"fexErn60_30":{"type":"number","description":"The forward ex-earnings volatility extracted from the 60 day and 30 day implied ex-earnings volatility"},"fexErn90_30":{"type":"number","description":"The forward ex-earnings volatility extracted from the 90 day and 30 day implied ex-earnings volatility"},"fexErn90_60":{"type":"number","description":"The forward ex-earnings volatility extracted from the 90 day and 60 day implied ex-earnings volatility"},"fexErn180_90":{"type":"number","description":"The forward ex-earnings volatility extracted from the 180 day and 90 day implied ex-earnings volatility"},"ffwd30_20":{"type":"number","description":"The flat forward volatility extracted from the 30 day and 20 day implied volatility"},"ffwd60_30":{"type":"number","description":"The flat forward volatility extracted from the 60 day and 30 day implied volatility"},"ffwd90_30":{"type":"number","description":"The flat forward volatility extracted from the 90 day and 30 day implied volatility"},"ffwd90_60":{"type":"number","description":"The flat forward volatility extracted from the 90 day and 60 day implied volatility"},"ffwd180_90":{"type":"number","description":"The flat forward volatility extracted from the 180 day and 90 day implied volatility"},"ffexErn30_20":{"type":"number","description":"The flat forward ex-earnings volatility extracted from the 30 day and 20 day implied ex-earnings volatility"},"ffexErn60_30":{"type":"number","description":"The flat forward ex-earnings volatility extracted from the 60 day and 30 day implied ex-earnings volatility"},"ffexErn90_30":{"type":"number","description":"The flat forward ex-earnings volatility extracted from the 90 day and 30 day implied ex-earnings volatility"},"ffexErn90_60":{"type":"number","description":"The flat forward ex-earnings volatility extracted from the 90 day and 60 day implied ex-earnings volatility"},"ffexErn180_90":{"type":"number","description":"The flat forward ex-earnings volatility extracted from the 180 day and 90 day implied ex-earnings volatility"},"fbfwd30_20":{"type":"number","description":"The flat forward volatility divided by the forward volatility both extracted from the 30 day and 20 day implied volatility"},"fbfwd60_30":{"type":"number","description":"The flat forward volatility divided by the forward volatility both extracted from the 60 day and 30 day implied volatility"},"fbfwd90_30":{"type":"number","description":"The flat forward volatility divided by the forward volatility both extracted from the 90 day and 30 day implied volatility"},"fbfwd90_60":{"type":"number","description":"The flat forward volatility divided by the forward volatility both extracted from the 90 day and 60 day implied volatility"},"fbfwd180_90":{"type":"number","description":"The flat forward volatility divided by the forward volatility both extracted from the 180 day and 90 day implied volatility"},"fbfexErn30_20":{"type":"number","description":"The flat forward ex-earnings volatility divided by the forward ex-earnings volatility both extracted from the 30 day and 20 day implied ex-earnings volatility"},"fbfexErn60_30":{"type":"number","description":"The flat forward ex-earnings volatility divided by the forward ex-earnings volatility both extracted from the 60 day and 30 day implied ex-earnings volatility"},"fbfexErn90_30":{"type":"number","description":"The flat forward ex-earnings volatility divided by the forward ex-earnings volatility both extracted from the 90 day and 30 day implied ex-earnings 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The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId\nAAPL,2022-08-08,2022-08-12,5,70,164.97,7,0,32,32,1,0,0,1062,94.9,94.99735594956346,95.05,0,0,0.01,0,3.416073471729017,3.416073471729017,0.507,0,2.7071465082165136,2.7071465082165136,-0.013350250803700149,0.9999999999999952,-9.736143458842675e-15,-0.0067960477493707455,0.00001999999630239624,0.007715207338436186,-0.018189631703080522,-2.6434056979250683e-8,0.42357461242031014,0.5114633136520604,0.4454086022576971,94.99735594956285,0,164.97,2022-08-08T19:27:41Z,2022-08-08T19:27:52Z,1528,2022-08-08T19:28:01Z,pm,101594,1\nAAPL,2022-08-08,2022-08-12,5,75,164.97,1,0,66,32,0,10,0,1057,89.9,89.99930994596083,90.05,0,0,0.01,0,3.150934070395639,3.150934070395639,0.507,0,2.500483852993156,2.500483852993156,-0.013350250803700149,0.9999999999999859,-9.74511381879308e-15,-0.007281479731492617,0.00001999999630239624,0.008266293581908528,-0.018189631418863428,-2.8317812454145743e-8,0.42357461242031014,0.5114633136520604,0.4454086022576971,89.99930994596026,0,164.97,2022-08-08T19:27:41Z,2022-08-08T19:27:52Z,1528,2022-08-08T19:28:01Z,pm,101594,1"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl \"https://api.orats.io/datav2/one-minute/strikes/chain?token=my-token&ticker=AAPL\""}]}},"/datav2/hist/one-minute/strikes/chain":{"get":{"operationId":"getDelayedIntradayStrikesChainHistory","summary":"Strikes Chain History","description":"Retrieves historical one-minute strikes chain data.\n\nIf the trade date is the current day, you can only fetch history up until the last 15 minutes.","tags":["Delayed Intraday API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"The ticker to retrieve. Ex: AAPL","example":"AAPL"},{"name":"tradeDate","in":"query","required":true,"schema":{"type":"string"},"description":"The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST). Ex: 202206071100","example":"202206071100"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId\nAAPL,2022-06-07,2022-06-10,4,95,147.76,0,2,1,1,0,336,0,586,52.7,52.76710955986101,52.85,0,0,0.01,0,2.084174177089487,2.084174177089487,0.648,0,1.6377716355668939,1.6377716355668939,-0.002010611708955635,0.9999999999999994,-8.847388963482095e-15,-0.002214926596611274,0.000019999998193297865,0.008353445283981194,-0.012988378941258816,-1.929555505329921e-9,0.5605747284419511,0.6517013469914322,0.5670216551072182,52.767109559860835,-1.3215709583605508e-17,147.76,2022-06-07T14:59:53Z,2022-06-07T14:59:54Z,1100,2022-06-07T15:00:01Z,pm,101594,1\nAAPL,2022-06-07,2022-06-10,4,100,147.76,0,16,1,1,0,3274,0,590,47.7,47.767483747222116,47.85,0,4.203770523998158e-14,0.01,0,1.864781840275735,1.864781840275735,0.648,0,1.4595764595205079,1.4595764595205079,-0.002010611708955635,0.9999999999999672,2.8894598065378106e-14,-0.002331501680987543,0.000019999998193297865,0.008793100367150072,-0.012988379296530184,-2.013365888316701e-9,0.560574728441489,0.6517013469909696,0.5670216551072182,47.76748374722192,1.9833801904247632e-15,147.76,2022-06-07T14:59:53Z,2022-06-07T14:59:54Z,1100,2022-06-07T15:00:01Z,pm,101594,1"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/hist/one-minute/strikes/chain?token=my-token&ticker=AAPL&tradeDate=202206071100\""}]}},"/datav2/one-minute/strikes/option":{"get":{"operationId":"getDelayedIntradayStrikesByOPRA","summary":"Strikes by OPRA","description":"Retrieves latest one-minute strikes by OPRA symbol without call/put distinction. Each row of the output has both calls and puts. OPRA symbol uses the format Underlying Symbol + Expiration Date (YYMMDD) + Strike (5 whole numbers and 3 decimals).","tags":["Delayed Intraday API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"OPRA symbol using format Ticker + Expiry (YYMMDD) + strike (5 whole numbers and 3 decimals). Ex: AAPL24062100160000","example":"AAPL24062100160000"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId\nAAPL,2022-08-08,2024-06-21,684,160,164.93,28,4685,537,26,5,3486,14,24,32.8,34.1585,34.6,21.05,21.283,21.5,0.296369,0.307393,0.318417,0.315,0.313132,0.315868,0.318604,-0.0047467,0.658228,0.00507431,-0.0250176,0.816399,1.38544,-2.02985,-0.0188118,0.313009,0.315965,0.316357,34.4318,21.3147,164.93,2022-08-08T20:14:38Z,2022-08-08T20:14:47Z,1615,2022-08-08T20:15:01Z,pm,101594,18"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/one-minute/strikes/option?token=my-token&ticker=AAPL24062100160000\""}]}},"/datav2/hist/one-minute/strikes/option":{"get":{"operationId":"getDelayedIntradayStrikesByOPRAHistory","summary":"Strikes by OPRA History","description":"Retrieves historical one-minute strikes by OPRA symbol without call/put distinction. Each row of the output has both calls and puts. OPRA symbol uses the format Underlying Symbol + Expiration Date (YYMMDD) + Strike (5 whole numbers and 3 decimals).\n\nIf the trade date is the current day, you can only fetch history up until the last 15 minutes.\n\nIf specifying a range, there is a 40 trading day max.","tags":["Delayed Intraday API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"OPRA symbol using format Ticker + Expiry (YYMMDD) + strike (5 whole numbers and 3 decimals). Ex: AAPL22091600160000","example":"AAPL22091600160000"},{"name":"tradeDate","in":"query","required":true,"schema":{"type":"string"},"description":"The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST).\n\nYou may specify a range by doing YYYYMMDDHHMM,YYYYMMDDHHMM. Ex: 202206081000,202207201300","example":"202206081000,202207201300"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId\nAAPL,2022-06-08,2022-09-16,101,160,149.67,150,28206,253,510,7,18438,124,104,5.8,5.860204002795059,5.9,15.55,15.641054396787531,15.7,0.3063158772183223,0.30801686256479954,0.3097178479112768,0.308,0.3038649107227709,0.3064286008767878,0.3089922910308047,-0.008209120374803128,0.38161255239927655,0.015355889799308844,-0.047622767388992515,0.2939141986686304,0.13545210863618393,-0.15118639086979158,-0.0459052133276907,0.3083639997493957,0.3069773808630928,0.3215480409289392,6.247634998832532,16.067895502105014,149.67,2022-06-08T13:59:50Z,2022-06-08T13:59:51Z,1000,2022-06-08T14:00:01Z,pm,101594,9\nAAPL,2022-06-08,2022-09-16,101,160,149.45,158,28206,1,215,7,18438,229,102,5.75,5.78583812885739,5.8,15.7,15.782968253643883,15.85,0.30745849466065145,0.3083088916342891,0.3091592886079268,0.308,0.30432705746682837,0.30689074762084534,0.3094544377748623,-0.008209120374803128,0.37823425664342863,0.015355889799308844,-0.047622767388992515,0.2939141986686304,0.13545210863618393,-0.15118639086979158,-0.0459052133276907,0.3086775601134979,0.3071631227329991,0.3215480409289392,6.1640518498378345,16.204312353110314,149.45,2022-06-08T14:00:55Z,2022-06-08T14:00:56Z,1001,2022-06-08T14:01:01Z,pm,101594,9"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/hist/one-minute/strikes/option?token=my-token&ticker=AAPL22091600160000&tradeDate=202206081000,202207201300\""}]}},"/datav2/one-minute/monies/implied":{"get":{"operationId":"getDelayedIntradayImpliedMonies","summary":"Implied Monies","description":"Retrieves latest one-minute implied monies data.","tags":["Delayed Intraday API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"The ticker to retrieve. Ex: AAPL","example":"AAPL"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId,dte,dtePct\nAAPL,2022-08-08,2022-08-12,164.93,0.0221,0,-0.00477966,0,0.0422086,0.690502,0.00232159,0.455375,0.406893,0.358718,0.338995,0.320028,0.30949,0.299404,0.299098,0.290908,0.282892,0.282696,0.282531,0.271703,0.271468,0.271394,0.270453,0.265814,0.265862,0.270007,0.273219,0.277525,0,0.286222,2.79442,0.0330865,0.000002554,164.93,0.24758,0.24758,0,2022-08-08T20:14:38Z,2022-08-08T20:14:47Z,1615,2022-08-08T20:15:01Z,pm,101594,1,5,0.0109516\nAAPL,2022-08-08,2022-08-19,164.93,0.0221,0,-0.00586294,-0.00593799,0.00215375,0.882744,0.00187249,0.417163,0.369472,0.33087,0.305389,0.296216,0.282685,0.275066,0.268592,0.267276,0.256348,0.25576,0.253948,0.245183,0.245044,0.241405,0.237919,0.233579,0.231799,0.229693,0.231226,0.240688,0,0.257664,3.71799,0.0551566,0.0000037646,164.93,0.251782,0.251782,0,2022-08-08T20:14:38Z,2022-08-08T20:14:47Z,1615,2022-08-08T20:15:01Z,pm,101594,2,12,0.030117"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/one-minute/monies/implied?token=my-token&ticker=AAPL\""}]}},"/datav2/hist/one-minute/monies/implied":{"get":{"operationId":"getDelayedIntradayImpliedMoniesHistory","summary":"Implied Monies History","description":"Retrieves historical one-minute implied monies data.\n\nIf the trade date is the current day, you can only fetch history up until the last 15 minutes.\n\nIf specifying a range, there is a 20 trading day max.","tags":["Delayed Intraday API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"The ticker to retrieve. Ex: AAPL","example":"AAPL"},{"name":"tradeDate","in":"query","required":true,"schema":{"type":"string"},"description":"The trade date to retrieve, formatted by YYYYMMDD or YYYYMMDDHHMM (in EST).\n\nYou may specify a range by doing YYYYMMDD,YYYYMMDD or YYYYMMDDHHMM,YYYYMMDDHHMM. Ex: 202202110945,202202140945","example":"202202110945,202202140945"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId,dte,dtePct\nAAPL,2022-02-11,2022-02-11,171.82,0.0005,0,-0.34491491,0,0,0.40237183,0.00736961,0.822626,0.766027,0.704537,0.676419,0.579262,0.578043,0.577021,0.528118,0.512375,0.513479,0.504008,0.496072,0.495923,0.495848,0.495715,0.486394,0.480684,0.499007,0.499536,0.500076,0.500632,0,0.532444,4.5524789509,0,1000000000,171.82,0.248586,0.248586,0,2022-02-11T14:44:48Z,2022-02-11T14:44:50Z,0945,2022-02-11T14:45:01Z,pm\nAAPL,2022-02-11,2022-02-18,171.82,0.0005,0,-0.02027274,0,0.00896472,0.83407075,0.00233148,0.471737,0.417083,0.374581,0.347646,0.331594,0.311237,0.308427,0.28652,0.28534,0.281656,0.264572,0.264296,0.261586,0.248669,0.248482,0.244334,0.240234,0.240019,0.239488,0.24666,0.259266,0,0.272248,5.1761439917,0.1205850741,0.0000104429,171.82,0.25334,0.25334,0,2022-02-11T14:44:48Z,2022-02-11T14:44:50Z,0945,2022-02-11T14:45:01Z,pm"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/hist/one-minute/monies/implied?token=my-token&ticker=AAPL&tradeDate=202202110945,202202140945\""}]}},"/datav2/one-minute/summaries":{"get":{"operationId":"getDelayedIntradaySummaries","summary":"Summaries","description":"Retrieves latest one-minute summaries data.","tags":["Delayed Intraday API"],"parameters":[{"name":"ticker","in":"query","required":false,"schema":{"type":"string"},"description":"The ticker to retrieve. Ex: AAPL","example":"AAPL"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,tickerId\nAAPL,2022-08-10,168.13,0.92,0.577168,0.0240989,0.0308661,0.94163,0.236456,0.2345,0.230674,0.251319,0.260055,0.266576,0.275669,2.73106,0.0588134,0.25396,0.236456,0.2345,0.230674,0.251319,0.270143,0.281245,0.291765,0.00302124,0.00334558,0.23,0.0870727,0.0914997,5.35288,4.53795,0.242958,0.293518,2.55231,0.0250187,0.0323364,-0.0456458,0.00381095,0.000047697,0.208995,0.204869,0.207791,0.221464,0.237138,0.252617,0.263561,0.208995,0.204869,0.207791,0.221464,0.22705,0.237948,0.247466,0.211323,0.213402,0.211431,0.226892,0.24233,0.25523,0.268807,0.211323,0.213402,0.211431,0.226892,0.232242,0.240562,0.252712,0.267137,0.270875,0.272603,0.294429,0.313032,0.324079,0.329559,0.267137,0.270875,0.272603,0.294429,0.302944,0.309411,0.313463,0.367262,0.373425,0.36008,0.397318,0.429794,0.438355,0.421883,0.367262,0.373425,0.36008,0.397318,0.419706,0.423687,0.405788,0.222824,0.270393,0.287855,0.304318,0.291924,0.222824,0.270393,0.273565,0.276701,0.272942,0.214888,0.302163,0.324348,0.355608,0.308735,0.214888,0.302163,0.300941,0.300146,0.28243,0.964385,1.1175,1.12677,1.16854,1.05759,0.964385,1.1175,1.10007,1.08473,1.03476,0.0458452,2022-08-10T16:52:46Z,2022-08-10T16:52:57Z,1253,2022-08-10T16:53:02Z,101594"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/one-minute/summaries?token=my-token&ticker=AAPL\""}]}},"/datav2/hist/one-minute/summaries":{"get":{"operationId":"getDelayedIntradaySummariesHistory","summary":"Summaries History","description":"Retrieves historical one-minute summaries data.\n\nIf the trade date is the current day, you can only fetch history up until the last 15 minutes.\n\nIf specifying a range, there is a 40 trading day max.","tags":["Delayed Intraday API"],"parameters":[{"name":"tradeDate","in":"query","required":true,"schema":{"type":"string"},"description":"The trade date to retrieve, formatted by YYYYMMDD or YYYYMMDDHHMM (in EST).\n\nYou may specify a range by doing YYYYMMDD,YYYYMMDD or YYYYMMDDHHMM,YYYYMMDDHHMM. Ex: 202203211200,202204201300","example":"202203211200,202204201300"},{"name":"ticker","in":"query","required":false,"schema":{"type":"string"},"description":"The ticker to retrieve. Ex: AAPL","example":"AAPL"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,tickerId\nAAPL,2022-03-21,166.22,0.88,-0.030501700497891755,0.0012335342067922616,0.005967010812264116,0.9062976215870175,0.2691076243180253,0.25002115858659046,0.24953515493735406,0.2570358680647452,0.25776065924064673,0.2673295309370509,0.2760664141229448,2.76252676507744,0.058162225999935806,0.11814462105949879,0.2691076243180253,0.25002115858659046,0.24953515493735406,0.2842672561905017,0.27651871018897006,0.2868625714862618,0.2960151628577885,0.0030798477320329396,0.0042004712766090585,0.22,0.11989266226151267,0.10402264522928982,5.068172461202872,4.112135441403901,0.253705182488262,0.28607228023223447,2.6001404736617646,0.0035399298671328822,0.010882978439027111,0.06894718786252692,0.0004729395420282725,0.00007697163724165882,0.2498937741387534,0.23383584732275753,0.23358049650676932,0.26678379901877136,0.2605747047521941,0.2649723137372702,0.27496767030856595,0.2498937741387534,0.23383584732275753,0.23358049650676932,0.23955241089301488,0.2418166538038707,0.2454392731880593,0.25501892157372225,0.2474237319063058,0.22953830776360723,0.22588195485074342,0.25764830738467026,0.2539892717239932,0.262664362006187,0.27774677237928774,0.2474237319063058,0.22953830776360723,0.22588195485074342,0.23041691925891378,0.23523122077566985,0.24313132145697608,0.25779802364444404,0.30977601886195805,0.29241020276003077,0.2953804042390964,0.33394832860961615,0.3301261466668506,0.3306590819770428,0.3326692154774713,0.30977601886195805,0.29241020276003077,0.2953804042390964,0.30671694048385967,0.3113680957185272,0.3111260414278319,0.3127204667426276,0.40525419190022194,0.4381512697658906,0.4330114434409884,0.48352048523799196,0.4712197374732397,0.441915638181247,0.43374780635542876,0.40525419190022194,0.4381512697658906,0.4330114434409884,0.4562890971122355,0.45246168652491636,0.4223825976320361,0.41379905762058505,0.2485602968433733,0.3151951020154713,0.28906746418795176,0.26033064623582486,0.2968462106122457,0.2485602968433733,0.2643238191952911,0.26177650659189133,0.25920416164275634,0.27656753021617436,0.2485602968433733,0.3689625060367343,0.3139428419756396,0.24246296548506868,0.312409313637213,0.2485602968433733,0.27573233638865524,0.26909219726698463,0.26029952529970174,0.29106745917682225,1,1.1705845163121344,1.0860538831568878,0.9313654346535504,1.0524281680836296,1,1.0431611393483051,1.0279463224960002,1.004225872185089,1.0524281680836296,0.041638993768723404,2022-03-21T15:59:56Z,2022-03-21T15:59:57Z,1200,2022-03-21T16:00:01Z,101594\nAAPL,2022-03-21,166.13,0.88,-0.030007401392111235,0.0012335342067922616,0.005967010812264116,0.9062976215870175,0.27100089712038916,0.25103123698566093,0.24937717118740227,0.25906754302840723,0.2590133812852985,0.26736024686101917,0.276226744520322,2.76252676507744,0.05813846830692143,0.11820116441584169,0.27100089712038916,0.25103123698566093,0.24937717118740227,0.28629824139077886,0.27777143223362183,0.28689328741023007,0.2961754932551657,0.0030798477320329396,0.0042004712766090585,0.22,0.11989266226151267,0.10402264522928982,5.068172461202872,4.112135441403901,0.253705182488262,0.28607228023223447,2.5987326247709697,0.0035399298671328822,0.010882978439027111,0.06894718786252692,0.0007428677354005823,0.00007334019683873803,0.25132433413141475,0.2340972186431129,0.23366060715700673,0.2670751582342546,0.26113509285969727,0.2652292431002576,0.2751648748072449,0.25132433413141475,0.2340972186431129,0.23366060715700673,0.23984445987188294,0.2423770419113739,0.24569620255104668,0.2552161260724012,0.24748686653097274,0.22970873345624676,0.2256061183446325,0.2575265910600556,0.2541358571749943,0.26276036525449603,0.277742661372113,0.24748686653097274,0.22970873345624676,0.2256061183446325,0.23029589269768394,0.23537780622667095,0.24322732470528513,0.2577939126372693,0.3098084706671589,0.29319897102616793,0.2962193012892055,0.33427209620689197,0.33055236537335847,0.33048450466242546,0.3325517426475745,0.3098084706671589,0.29319897102616793,0.2962193012892055,0.30704139784452034,0.31179431442503514,0.31095146411321456,0.3126029939127308,0.4053586096816214,0.4384588311067795,0.43315032526661,0.4835047003558075,0.4711655794623729,0.4417919475532985,0.4335916583269727,0.4053586096816214,0.4384588311067795,0.43315032526661,0.4562740019934359,0.45240752851404953,0.4222589070040876,0.413642909592129,0.2460356816463634,0.31897396843233844,0.29093120508628995,0.25987985618059617,0.2957339144517926,0.2460356816463634,0.26840829009574263,0.2636994705579624,0.2589050238079188,0.2754543002356775,0.24339119015313487,0.3762349558045318,0.31679843311776507,0.23883903536091833,0.3094478051777454,0.24339119015313487,0.28313805317833823,0.27189799306019424,0.2589050238079188,0.2879925827581049,0.9892515936081597,1.1795161769896583,1.0889118375040001,0.9190363534561289,1.0463723978069086,0.9892515936081597,1.0548781972320656,1.031090401830859,1,1.0455185579302981,0.041652905569824504,2022-03-21T16:00:45Z,2022-03-21T16:00:45Z,1201,2022-03-21T16:01:02Z,101594"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/hist/one-minute/summaries?token=my-token&ticker=AAPL&tradeDate=202203211200,202204201300\""}]}},"/datav2/hist/strikes":{"get":{"operationId":"getHistoricalStrikesHistory","summary":"Strikes History","description":"Retrieves end of day strikes data.","tags":["Historical Data API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). 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Ex: tradeDate,slope,contango","example":"tradeDate,slope,contango"}],"responses":{"200":{"description":"Successful response.","content":{"application/json":{"schema":{"type":"object","properties":{"data":{"type":"array","items":{"type":"object","properties":{"ticker":{"type":"string","description":"underlying symbol"},"tradeDate":{"type":"string","format":"date","description":"trade date"},"assetType":{"type":"number","description":"characterizes stock as easy-to-borrow (ETB), hard-to-borrow (HTB), dividend paying, stock ETF or Index with these codes: 0 - ETB_NO_DIV 1 - HTB 2 - HTB_DIV_PAYING 3 - ETB_DIV_PAYING 4 - INDEX 5 - ETF 6 - VIX_STYLE_EX 7 - ETF_QDIV_ON_EX 8 - ETF_MDIV_ON_EX 9 - INDEX_AMER_EX"},"priorCls":{"type":"number","description":"closing price on the prior trading day"},"pxAtmIv":{"type":"number","description":"stock price taken at time of IV calculation"},"mktCap":{"type":"number","description":"market capitalization (shares outstanding * stock price) (in 000s)"},"cVolu":{"type":"number","description":"today’s call option volume for all strikes for the current trading day"},"cOi":{"type":"number","description":"total call open interest"},"pVolu":{"type":"number","description":"today’s put option volume for all strikes"},"pOi":{"type":"number","description":"total put open interest"},"orFcst20d":{"type":"number","description":"ORATS forecast of stock volatility for the next 20 days based on data with earnings taken out. 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The forecasts of the two year implied volatility are developed using long term ex-earnings historical volatility, ex-earnings implied volatility and the IV HV relationships, related ETF HV IV relationships"},"orIvXern20d":{"type":"number","description":"20 business day interpolated implied option volatility with earnings effect taken out (orIvXern)"},"orIvXernInf":{"type":"number","description":"ORATS long term implied volatility parameter solve of term structure at 2 year out with 30 calendar day parameter and earnings effect out"},"iv200Ma":{"type":"number","description":"200 day moving average of the ORATS 20day ex-earn implied volatility"},"atmIvM1":{"type":"number","description":"implied volatility for the first standard expiration"},"atmFitIvM1":{"type":"number","description":"the at-the-money monthly fit volatility for month 1 using the term structure of the forecast and the implied at-the-money volatility"},"atmFcstIvM1":{"type":"number","description":"forecast of volatility for month 1 using the ex-earnings forecast plus the earnings effect at this days to expiration"},"dtExM1":{"type":"number","description":"days to expiration in month 1 standard expiration (not weekly or quarterly expirations)"},"atmIvM2":{"type":"number","description":"implied volatility for month 2"},"atmFitIvM2":{"type":"number","description":"at-the-money monthly fit volatility for month 2"},"atmFcstIvM2":{"type":"number","description":"forecast of volatility for month 2"},"dtExM2":{"type":"number","description":"days to expiration in month 2"},"atmIvM3":{"type":"number","description":"implied volatility for month 3"},"atmFitIvM3":{"type":"number","description":"at-the-money monthly fit volatility for month 3"},"atmFcstIvM3":{"type":"number","description":"forecast of volatility for month 3"},"dtExM3":{"type":"number","description":"days to expiration in month 3"},"atmIvM4":{"type":"number","description":"implied volatility for month 4"},"atmFitIvM4":{"type":"number","description":"at-the-money monthly fit volatility for month 4"},"atmFcstIvM4":{"type":"number","description":"forecast of volatility for month 4"},"dtExM4":{"type":"number","description":"days to expiration in month 4"},"iRate5wk":{"type":"number","description":"short term risk-free interest rate from treasuries"},"iRateLt":{"type":"number","description":"long term risk-free interest rate from treasuries"},"px1kGam":{"type":"number","description":"estimated cost of 1000 gamma per day for 30-day options"},"volOfVol":{"type":"number","description":"annualized standard deviation of daily (1day ORATS intraday vol) statistical volatility for one year"},"volOfIvol":{"type":"number","description":"annualized standard deviation of the ORATS ex-earnings 30 day implied."},"slope":{"type":"number","description":"best-fit regression line through the strike volatilities adjusted to the tangent slope at the 50 delta. 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Ex: AAPL","example":"AAPL"}],"responses":{"200":{"description":"Successful response.","content":{"application/json":{"schema":{"type":"object","properties":{"data":{"type":"array","items":{"type":"object","properties":{"ticker":{"type":"string","description":"underlying symbol"},"splitDate":{"type":"string","format":"date","description":"stock split date"},"divisor":{"type":"number","description":"ratio of stock split"}}}}}},"example":{"data":[{"ticker":"AAPL","splitDate":"2014-06-09","divisor":7},{"ticker":"AAPL","splitDate":"2020-08-31","divisor":4}]}}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/hist/splits?token=my-token&ticker=AAPL\""}]}},"/datav2/hist/ivrank":{"get":{"operationId":"getHistoricalIVRankHistory","summary":"IV Rank History","description":"Retrieves IV rank history data.","tags":["Historical Data API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). 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Formula is (Current IV - 1 month Low IV) / (1 month Max - 1 month Min)"},"ivPct1m":{"type":"number","description":"A measure of implied volatility vs its past 1 month values. If IV percentile is 36% – It means that current IV value is higher than 36% of previous 1 month values (and lower than 64% of them)."},"ivRank1y":{"type":"number","description":"A measure of implied volatility vs its 1 year past values, but it looks only at the highest and lowest values. Formula is (Current IV - 1 yr Low IV) / (1 yr Max - 1 yr Min)"},"ivPct1y":{"type":"number","description":"A measure of implied volatility vs its past 1 year values. If IV percentile is 36% – It means that current IV value is higher than 36% of previous 1 year values (and lower than 64% of them)."},"updatedAt":{"type":"string","format":"date-time","description":"date and time of data updated"}}}}}},"example":{"data":[{"ticker":"AAPL","tradeDate":"2021-01-20","iv":36.195,"ivRank1m":56.44,"ivPct1m":66.67,"ivRank1y":27.62,"ivPct1y":60.71,"updatedAt":"2021-01-21T01:09:52Z"}]}}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/hist/ivrank?token=my-token&ticker=AAPL&tradeDate=2021-01-20\""}]}},"/datav2/historical/one-minute/strikes/chain":{"get":{"operationId":"getHistoricalIntradayStrikesChainHistory","summary":"Strikes Chain History","description":"Retrieves historical one-minute strikes chain data.\n\nIf the trade date is the current day, you can only fetch history up until the last 15 minutes.","tags":["Historical Intraday API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"The ticker to retrieve. Ex: AAPL","example":"AAPL"},{"name":"tradeDate","in":"query","required":true,"schema":{"type":"string"},"description":"The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST). Ex: 202206071100","example":"202206071100"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId\nAAPL,2022-06-07,2022-06-10,4,95,147.76,0,2,1,1,0,336,0,586,52.7,52.76710955986101,52.85,0,0,0.01,0,2.084174177089487,2.084174177089487,0.648,0,1.6377716355668939,1.6377716355668939,-0.002010611708955635,0.9999999999999994,-8.847388963482095e-15,-0.002214926596611274,0.000019999998193297865,0.008353445283981194,-0.012988378941258816,-1.929555505329921e-9,0.5605747284419511,0.6517013469914322,0.5670216551072182,52.767109559860835,-1.3215709583605508e-17,147.76,2022-06-07T14:59:53Z,2022-06-07T14:59:54Z,1100,2022-06-07T15:00:01Z,pm,101594,1\nAAPL,2022-06-07,2022-06-10,4,100,147.76,0,16,1,1,0,3274,0,590,47.7,47.767483747222116,47.85,0,4.203770523998158e-14,0.01,0,1.864781840275735,1.864781840275735,0.648,0,1.4595764595205079,1.4595764595205079,-0.002010611708955635,0.9999999999999672,2.8894598065378106e-14,-0.002331501680987543,0.000019999998193297865,0.008793100367150072,-0.012988379296530184,-2.013365888316701e-9,0.560574728441489,0.6517013469909696,0.5670216551072182,47.76748374722192,1.9833801904247632e-15,147.76,2022-06-07T14:59:53Z,2022-06-07T14:59:54Z,1100,2022-06-07T15:00:01Z,pm,101594,1"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/historical/one-minute/strikes/chain?token=my-token&ticker=AAPL&tradeDate=202206071100\""}]}},"/datav2/historical/one-minute/strikes/option":{"get":{"operationId":"getHistoricalIntradayStrikesByOPRAHistory","summary":"Strikes by OPRA History","description":"Retrieves historical one-minute strikes by OPRA symbol without call/put distinction. Each row of the output has both calls and puts. OPRA symbol uses the format Underlying Symbol + Expiration Date (YYMMDD) + Strike (5 whole numbers and 3 decimals).\n\nIf the trade date is the current day, you can only fetch history up until the last 15 minutes.\n\nIf specifying a range, there is a 40 trading day max.","tags":["Historical Intraday API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"OPRA symbol using format Ticker + Expiry (YYMMDD) + strike (5 whole numbers and 3 decimals). Ex: AAPL22091600160000","example":"AAPL22091600160000"},{"name":"tradeDate","in":"query","required":true,"schema":{"type":"string"},"description":"The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST).\n\nYou may specify a range by doing YYYYMMDDHHMM,YYYYMMDDHHMM. Ex: 202206081000,202207201300","example":"202206081000,202207201300"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId\nAAPL,2022-06-08,2022-09-16,101,160,149.67,150,28206,253,510,7,18438,124,104,5.8,5.860204002795059,5.9,15.55,15.641054396787531,15.7,0.3063158772183223,0.30801686256479954,0.3097178479112768,0.308,0.3038649107227709,0.3064286008767878,0.3089922910308047,-0.008209120374803128,0.38161255239927655,0.015355889799308844,-0.047622767388992515,0.2939141986686304,0.13545210863618393,-0.15118639086979158,-0.0459052133276907,0.3083639997493957,0.3069773808630928,0.3215480409289392,6.247634998832532,16.067895502105014,149.67,2022-06-08T13:59:50Z,2022-06-08T13:59:51Z,1000,2022-06-08T14:00:01Z,pm,101594,9\nAAPL,2022-06-08,2022-09-16,101,160,149.45,158,28206,1,215,7,18438,229,102,5.75,5.78583812885739,5.8,15.7,15.782968253643883,15.85,0.30745849466065145,0.3083088916342891,0.3091592886079268,0.308,0.30432705746682837,0.30689074762084534,0.3094544377748623,-0.008209120374803128,0.37823425664342863,0.015355889799308844,-0.047622767388992515,0.2939141986686304,0.13545210863618393,-0.15118639086979158,-0.0459052133276907,0.3086775601134979,0.3071631227329991,0.3215480409289392,6.1640518498378345,16.204312353110314,149.45,2022-06-08T14:00:55Z,2022-06-08T14:00:56Z,1001,2022-06-08T14:01:01Z,pm,101594,9"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/historical/one-minute/strikes/option?token=my-token&ticker=AAPL22091600160000&tradeDate=202206081000,202207201300\""}]}},"/backtests/intraday":{"post":{"operationId":"postIntradayBacktesterSubmitBacktest","summary":"Submit a Backtest","description":"Submits a backtest job. A successful submission returns a backtestId to use with the other endpoints.\n\nValidation happens asynchronously: a response containing a backtestId means the job was accepted, not that the inputs are valid. A submission rejected before a job is created (missing inputs, a body that is not valid JSON, a symbol outside the allowed characters, or an email that is not the token's account) returns a 400 or 403 with a message field instead of a backtestId. Inputs the engine cannot run fail within seconds with status error and the reason in the status object's error field: an unknown strategy, the wrong number of legs for the strategy, a deltaTarget without deltaMin and deltaMax, outside -1 to 1, or outside its own deltaMin to deltaMax band, inverted delta or DTE bands, a DTE of 0, a dteDiff that can never match, a leg with neither a delta band nor a legRelation, a missing optionType, an entryTime outside 0934 to 1559 or an exitTime outside 0934 to 1600 or not later than the entryTime, a stopLossPct or profitTargetPct that is not greater than zero, a negative commissionPerContract, a date window with no trading day, an endDate before the startDate or a startDate in the future, maxHoldDays below 1, timeoutMinutes below 1 or above 55, a negative maxConcurrentTrades, a group number no leg carries, a group exitTime not later than the entryTime, an unknown field at any level, a value of the wrong type (the error names the field and the expected type, for example field \"stopLossPct\" must be a number; got \"none\", with dates in YYYY-MM-DD form and legs indexed from 1), or a symbol with no intraday option data. The symbol is trimmed and upper-cased on submission and may contain only letters, digits and underscore (share classes use the underscore form, BRK_B); anything else is rejected before a job is created. Inputs that are valid but match no contracts complete normally with an all-zero summary; the results' warnings and diagnostics blocks say why (for example how many entry days had no leg match), so a summary of zeros means the legs matched nothing, not that the strategy broke even.","tags":["Intraday Backtester API"],"parameters":[],"responses":{"200":{"description":"Successful response.","content":{"application/json":{"schema":{"type":"object","properties":{"backtestId":{"type":"string"}}},"example":{"backtestId":"aapg5gmoqs1r"}}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"requestBody":{"required":true,"content":{"application/json":{"schema":{"type":"object","properties":{"email":{"type":"string","description":"Every job is bound to the account that owns the API token, and the status, results, input, notes and delete endpoints answer only for that account's jobs. Leave email out and the job is bound to your account; if you send it, it must be the email on your ORATS account (case-insensitive) or the submission is rejected with a message that the email does not match the token's account."},"inputs":{"type":"object","properties":{"symbol":{"type":"string","description":"The underlying to backtest. Ex: SPY","example":"SPY"},"startDate":{"type":"string","format":"date","description":"The first trade date, formatted by YYYY-MM-DD. Must be 2020-10-01 or later. Ex: 2026-06-01","example":"2026-06-01"},"endDate":{"type":"string","format":"date","description":"The last trade date, formatted by YYYY-MM-DD. Omit it to run through the last completed trading session (Eastern time). Today or a future date is clamped to the last completed session; the results' effectiveConfig.endDate shows the date that ran (no warning is added). A startDate after the last completed session fails the job."},"entryTime":{"type":"string","description":"Entry time of day, formatted by HHMM (in EST), between 0934 and 1559 (1600 and later cannot open a position and are rejected). Ex: 0934","example":"0934"},"exitTime":{"type":"string","description":"Exit time of day, formatted by HHMM (in EST), between 0934 and 1600 and later than the entryTime (an exitTime at or before the entryTime fails the job). Null holds to expiration."},"strategy":{"type":"string","description":"The strategy, from the list above. Ex: PUT_CREDIT_SPREAD\n\nThe strategy name fixes the leg count and selects the margin model used for margin-based metrics (AnnMarginReturn, marginPerTradeAvg, BestReturnOnRisk); the legs themselves define what is traded. Label the legs with the strategy they actually form: the same two put legs labeled PUT_DEBIT_SPREAD and PUT_CREDIT_SPREAD produce identical trades but different margin figures.","example":"PUT_CREDIT_SPREAD"},"legs":{"type":"array","items":{"type":"object","properties":{"optionType":{"type":"string"},"ratio":{"type":"number"},"deltaTarget":{"type":"number"},"deltaMin":{"type":"number"},"deltaMax":{"type":"number"},"dteTarget":{"type":"number"},"dteMin":{"type":"number"},"dteMax":{"type":"number"}}},"description":"One object per leg. The first leg sets its own strike and expiration: optionType (put or call), ratio (negative for short legs), a delta band (deltaTarget, deltaMin, deltaMax, always positive; deltaTarget requires both deltaMin and deltaMax and must lie inside them; error messages for put legs report these positive values), and a DTE band (dteTarget, dteMin, dteMax) where DTE 1 is same-day (0DTE) and 2 is the next trading day. A DTE of 0 is rejected.\n\nLater legs may instead be defined relative to an earlier leg with legRelation: strikeWidth (refLeg, target in strike points, optional min and max; positive widths are further out of the money) and dteDiff (refLeg, target in days, 0 for the same expiration; positive values select a nearer expiration than the reference leg, negative a later one). A target without min and max must match a listed strike exactly (SPX strikes are 5 points apart); min and max without a target select the narrowest width in the band. A leg that carries both a delta band and a legRelation is selected by delta.\n\nA leg may also carry a group number (1-based, contiguous, all legs or none) to enable per-group exits; see groups below."},"expiryTod":{"type":"string","description":"A settlement-time filter on the expirations the legs may use: both (the default when omitted), weekly or pm for PM-settled expirations, monthly or am for AM-settled expirations. Values are case-insensitive and anything else fails the job at config load. AM settlement exists only on cash-settled index options such as SPX, so on equities and ETFs monthly/am matches nothing and weekly/pm includes every expiration, the monthlies included. The results' effectiveConfig.expiryTodFilter shows what was applied (pm, am, or null for both) and each trade row carries the expiryTod of the expiration it used."},"stopLossPct":{"type":"number","description":"Stop loss as a percent of entry cost. Null, or omitting the field, runs with no stop; the engine applies no default. A value of zero or less fails the job. Ex: 200","example":200},"profitTargetPct":{"type":"number","description":"Profit target as a percent of entry cost. Null for no target; a value of zero or less fails the job."},"commissionPerContract":{"type":"number","description":"Commission in dollars per contract per leg, applied on entry and exit. Defaults to 0 when omitted; negative values are rejected. Ex: 0.65","example":0.65},"maxHoldDays":{"type":"number","description":"Maximum trading days to hold before a forced exit. Null for none."},"badPriceFilter":{"type":"object","properties":{"maxWidthPctOfStrike":{"type":"number"},"maxWidthPctOfMid":{"type":"number"}},"description":"Skips entries with wide markets: maxWidthPctOfStrike and maxWidthPctOfMid as fractions. Defaults to 0.05 and 0.15."},"signals":{"type":"array","description":"Signal-driven entries and exits: one object per trade with entry and exit timestamps formatted by YYYYMMDDHHMM. Null to trade on entryTime every day. Signals are sorted by entry time; signals that would exceed maxConcurrentTrades are skipped and counted in the summary's SignalsSkippedByCap. Signals are clamped to the date window: an entry outside startDate to endDate is dropped and counted in diagnostics.signalsOutsideWindow, and a position still open at endDate is closed there with the exit reason End of Backtest. An entry on a weekend or holiday is dropped and counted in signalsNonTradingDay; an exit on a weekend or holiday rolls to the next trading day and fills at that day's first usable bar, counted in signalExitsNonTradingDay. Exact duplicate entry-and-exit pairs trade once and are counted in signalsDuplicate. Each entry must be strictly before its exit, entry times fall between 0934 and 1559 and exit times between 0934 and 1600, or the job fails with the invalid signal named."},"tradePct":{"type":"number","description":"Accepted for compatibility but not used by the engine, and any value sent adds a line to the results' warnings saying so; leave it out. Fills pay a fixed fraction of the bid-ask spread that depends on the leg count: 0.75 for one leg, 0.66 for two, 0.56 for three, and 0.53 for four or more."},"maxConcurrentTrades":{"type":"number","description":"The most trades that may be open at once when entries overlap across days (multi-day holds via a null exitTime or maxHoldDays). 0 means unlimited. Defaults to 1 for daily entries and unlimited for signal-driven entries. With more than one open trade, daily returns are capital-weighted across the open positions and each dailyReturns row reports openTrades, deployedMargin, and deployedNotional."},"groups":{"type":"array","description":"Per-group exit overrides for legs tagged with a group number: one object per group with group and any of stopLossPct, profitTargetPct, exitTime, and maxHoldDays. A field left null falls back to the top-level value. A group exitTime must be later than the entryTime (an earlier or equal one fails the job). All legs still enter together; each group exits on its own triggers, measured against that group's entry credit, and the trade log records the group and its exit reason on every leg row. Margin is held for the whole trade until the last group closes."},"timeoutMinutes":{"type":"number","description":"Wall-clock cap for the whole run in minutes; a job that exceeds it ends with status timed_out. Defaults to 35 and must be between 1 and 55: the compute job itself is stopped after 60 minutes, so a longer cap fails the job at load (status error naming the bound). A job whose compute container is killed or fails anyway is marked error with the failure reason rather than staying on running. A timed_out job publishes results for the trade days it processed before the cap, marked by a warning and by diagnostics.timedOut with diagnostics.coveredThrough naming the last date covered; its statistics, PctOfTimeInMarket included, cover that prefix only, while effectiveConfig.endDate still shows the requested end date."}},"description":"The backtest definition. Its fields are documented below.","required":["symbol","startDate","entryTime","strategy","legs"]}},"required":["inputs"]},"example":{"email":"you@example.com","inputs":{"symbol":"SPY","startDate":"2026-06-01","endDate":"2026-06-12","entryTime":"0934","exitTime":null,"strategy":"PUT_CREDIT_SPREAD","legs":[{"optionType":"put","ratio":-1,"deltaTarget":0.3,"deltaMin":0.2,"deltaMax":0.5,"dteTarget":1,"dteMin":1,"dteMax":1},{"optionType":"put","ratio":1,"legRelation":{"strikeWidth":{"refLeg":1,"target":3},"dteDiff":{"refLeg":1,"target":0}}}],"expiryTod":"both","stopLossPct":null,"profitTargetPct":null,"commissionPerContract":0.65,"maxHoldDays":null,"badPriceFilter":{"maxWidthPctOfStrike":0.05,"maxWidthPctOfMid":0.15},"signals":null}}}}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/backtests/intraday?token=my-token\" \\\n  -H \"Content-Type: application/json\" \\\n  -d '{\n    \"email\": \"you@example.com\",\n    \"inputs\": {\n      \"symbol\": \"SPY\",\n      \"startDate\": \"2026-06-01\",\n      \"endDate\": \"2026-06-12\",\n      \"entryTime\": \"0934\",\n      \"exitTime\": null,\n      \"strategy\": \"PUT_CREDIT_SPREAD\",\n      \"legs\": [\n        {\"optionType\": \"put\", \"ratio\": -1, \"deltaTarget\": 0.3, \"deltaMin\": 0.2, \"deltaMax\": 0.5, \"dteTarget\": 1, \"dteMin\": 1, \"dteMax\": 1},\n        {\"optionType\": \"put\", \"ratio\": 1, \"legRelation\": {\"strikeWidth\": {\"refLeg\": 1, \"target\": 3}, \"dteDiff\": {\"refLeg\": 1, \"target\": 0}}}\n      ],\n      \"expiryTod\": \"both\",\n      \"stopLossPct\": null,\n      \"profitTargetPct\": null,\n      \"commissionPerContract\": 0.65,\n      \"maxHoldDays\": null,\n      \"badPriceFilter\": {\"maxWidthPctOfStrike\": 0.05, \"maxWidthPctOfMid\": 0.15},\n      \"signals\": null\n    }\n  }'"}]},"get":{"operationId":"getIntradayBacktesterBacktestResults","summary":"Backtest Results","description":"Retrieves the results of a completed backtest: summary statistics, monthly returns by year, daily returns, the per-leg trade log, and three supporting blocks: diagnostics (counts of entry days with no matching leg, no chain snapshot, or blocked by maxConcurrentTrades, trade days skipped for missing data, trades dropped for lack of a usable expiration bar, signals skipped by the cap, outside the window, on non-trading days, rolled to the next session, or duplicated, plus timedOut and coveredThrough for runs that reached the timeout, with the dates each day counter includes under skippedDates), warnings (human-readable notes such as why no trades were executed), and effectiveConfig (the resolved configuration the engine actually ran, including the applied expiryTod filter, stop and target, maxConcurrentTrades, and the timeout).\n\nThe trades array has one row per leg; tradeId groups the legs of one trade, each row carries that leg's profit (sum a trade's legs for the whole-trade profit), and margin is written on leg 1 only. The exitQuoteTime field is populated for non-expiration exits. Grouped legs also carry their group number, and each leg's exit fields show its own group's exit. Each dailyReturns row carries the day's return, marginReturn, profit, deployedMargin, deployedNotional, and openTrades. Symbol and strategy are not repeated here; read them from the status or inputs endpoints.\n\nUnits in summary: percent-scale fields (AnnReturn, AnnMarginReturn, MaxDrawDown, StratWinRate, TotStratPLPct, PctOfTimeInMarket, and the other Pct and Rtn fields) are 0 to 100; PL fields are dollars; AnnSharpe, AnnSortino, ProfitFactor (null when there are no losing trades), riskRewardAvg, and BestReturnOnRisk are decimal ratios, so a BestReturnOnRisk of 0.5 means 50 percent.","tags":["Intraday Backtester API"],"parameters":[{"name":"id","in":"query","required":true,"schema":{"type":"string"},"description":"The backtestId to retrieve. Ex: aapg5gmoqs1r","example":"aapg5gmoqs1r"}],"responses":{"200":{"description":"Successful 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The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId\nAAPL,2022-08-08,2022-08-12,5,70,164.97,null,0,null,null,null,0,null,null,null,94.99735594956346,null,null,0,null,0,3.416073471729017,3.416073471729017,0.507,0,2.7071465082165136,2.7071465082165136,-0.013350250803700149,0.9999999999999952,-9.736143458842675e-15,-0.0067960477493707455,0.00001999999630239624,0.007715207338436186,-0.018189631703080522,-2.6434056979250683e-8,0.42357461242031014,0.5114633136520604,0.4454086022576971,94.99735594956285,0,164.97,2022-08-08T19:27:41Z,2022-08-08T19:27:52Z,1528,2022-08-08T19:28:01Z,pm,101594,1\nAAPL,2022-08-08,2022-08-12,5,75,164.97,null,0,null,null,null,10,null,null,null,89.99930994596083,null,null,0,null,0,3.150934070395639,3.150934070395639,0.507,0,2.500483852993156,2.500483852993156,-0.013350250803700149,0.9999999999999859,-9.74511381879308e-15,-0.007281479731492617,0.00001999999630239624,0.008266293581908528,-0.018189631418863428,-2.8317812454145743e-8,0.42357461242031014,0.5114633136520604,0.4454086022576971,89.99930994596026,0,164.97,2022-08-08T19:27:41Z,2022-08-08T19:27:52Z,1528,2022-08-08T19:28:01Z,pm,101594,1"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl \"https://api.orats.io/datav2/live/derived/one-minute/strikes/chain?token=my-token&ticker=AAPL\""}]}},"/datav2/hist/live/derived/one-minute/strikes/chain":{"get":{"operationId":"getLiveDerivedIntradayStrikesChainHistory","summary":"Strikes Chain History","description":"Retrieves historical one-minute strikes chain data.","tags":["Live Derived Intraday API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"The ticker to retrieve. Ex: AAPL","example":"AAPL"},{"name":"tradeDate","in":"query","required":true,"schema":{"type":"string"},"description":"The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST). Ex: 202206071100","example":"202206071100"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId\nAAPL,2022-06-07,2022-06-10,4,95,147.76,null,2,null,null,null,336,null,null,null,52.76710955986100,null,null,0,null,0,2.084174177089490,2.084174177089490,0.648,0,1.6377716355668900,1.6377716355668900,-0.002010611708955640,0.9999999999999990,-8.8473889634821E-15,-0.002214926596611270,0.000019999998193297900,0.008353445283981190,-0.012988378941258800,-1.92955550532992E-09,0.5605747284419510,0.6517013469914320,0.5670216551072180,52.767109559860800,-1.32157095836055E-17,147.76,2022-06-07T14:59:53Z,2022-06-07T14:59:54Z,1100,2022-06-07T15:00:01Z,pm,101594,1\nAAPL,2022-06-07,2022-06-10,4,100,147.76,null,16,null,null,null,3274,null,null,null,47.767483747222100,null,null,4.20377052399816E-14,null,0,1.864781840275740,1.864781840275740,0.648,0,1.4595764595205100,1.4595764595205100,-0.002010611708955640,0.9999999999999670,2.88945980653781E-14,-0.002331501680987540,0.000019999998193297900,0.008793100367150070,-0.012988379296530200,-2.0133658883167E-09,0.560574728441489,0.6517013469909700,0.5670216551072180,47.76748374722190,1.98338019042476E-15,147.76,2022-06-07T14:59:53Z,2022-06-07T14:59:54Z,1100,2022-06-07T15:00:01Z,pm,101594,1"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/hist/live/derived/one-minute/strikes/chain?token=my-token&ticker=AAPL&tradeDate=202206071100\""}]}},"/datav2/live/derived/one-minute/strikes/option":{"get":{"operationId":"getLiveDerivedIntradayStrikesByOPRA","summary":"Strikes by OPRA","description":"Retrieves latest one-minute strikes by OPRA symbol without call/put distinction. Each row of the output has both calls and puts. OPRA symbol uses the format Underlying Symbol + Expiration Date (YYMMDD) + Strike (5 whole numbers and 3 decimals).","tags":["Live Derived Intraday API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"OPRA symbol using format Ticker + Expiry (YYMMDD) + strike (5 whole numbers and 3 decimals). Ex: AAPL24062100160000","example":"AAPL24062100160000"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId\nAAPL,2022-08-08,2024-06-21,684,160,164.93,null,4685,null,null,null,3486,null,null,null,34.1585,null,null,21.283,null,0.296369,0.307393,0.318417,0.315,0.313132,0.315868,0.318604,-0.0047467,0.658228,0.00507431,-0.0250176,0.816399,1.38544,-2.02985,-0.0188118,0.313009,0.315965,0.316357,34.4318,21.3147,164.93,2022-08-08T20:14:38Z,2022-08-08T20:14:47Z,1615,2022-08-08T20:15:01Z,pm,101594,18"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/live/derived/one-minute/strikes/option?token=my-token&ticker=AAPL24062100160000\""}]}},"/datav2/hist/live/derived/one-minute/strikes/option":{"get":{"operationId":"getLiveDerivedIntradayStrikesByOPRAHistory","summary":"Strikes by OPRA History","description":"Retrieves historical one-minute strikes by OPRA symbol without call/put distinction. Each row of the output has both calls and puts. OPRA symbol uses the format Underlying Symbol + Expiration Date (YYMMDD) + Strike (5 whole numbers and 3 decimals).\n\nIf specifying a range, there is a 40 trading day max.","tags":["Live Derived Intraday API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"OPRA symbol using format Ticker + Expiry (YYMMDD) + strike (5 whole numbers and 3 decimals). Ex: AAPL22091600160000","example":"AAPL22091600160000"},{"name":"tradeDate","in":"query","required":true,"schema":{"type":"string"},"description":"The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST).\n\nYou may specify a range by doing YYYYMMDDHHMM,YYYYMMDDHHMM. Ex: 202206081000,202207201300","example":"202206081000,202207201300"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId\nAAPL,2022-06-08,2022-09-16,101,160,149.67,null,28206,null,null,null,18438,null,null,null,5.860204002795060,null,null,15.641054396787500,null,0.3063158772183220,0.30801686256480000,0.3097178479112770,0.308,0.3038649107227710,0.3064286008767880,0.3089922910308050,-0.008209120374803130,0.38161255239927700,0.015355889799308800,-0.047622767388992500,0.2939141986686300,0.13545210863618400,-0.15118639086979200,-0.0459052133276907,0.3083639997493960,0.3069773808630930,0.3215480409289390,6.247634998832530,16.067895502105000,149.67,2022-06-08T13:59:50Z,2022-06-08T13:59:51Z,1000,2022-06-08T14:00:01Z,pm,101594,9\nAAPL,2022-06-08,2022-09-16,101,160,149.45,null,28206,null,null,null,18438,null,null,null,5.78583812885739,null,null,15.782968253643900,null,0.30745849466065100,0.3083088916342890,0.3091592886079270,0.308,0.30432705746682800,0.30689074762084500,0.3094544377748620,-0.008209120374803130,0.37823425664342900,0.015355889799308800,-0.047622767388992500,0.2939141986686300,0.13545210863618400,-0.15118639086979200,-0.0459052133276907,0.3086775601134980,0.3071631227329990,0.3215480409289390,6.1640518498378300,16.204312353110300,149.45,2022-06-08T14:00:55Z,2022-06-08T14:00:56Z,1001,2022-06-08T14:01:01Z,pm,101594,9"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/hist/live/derived/one-minute/strikes/option?token=my-token&ticker=AAPL22091600160000&tradeDate=202206081000,202207201300\""}]}},"/datav2/live/one-minute/strikes/chain":{"get":{"operationId":"getLiveIntradayStrikesChain","summary":"Strikes Chain","description":"Retrieves latest one-minute strikes chain data.","tags":["Live Intraday API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"The ticker to retrieve. Ex: AAPL","example":"AAPL"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId\nAAPL,2022-08-08,2022-08-12,5,70,164.97,7,0,32,32,1,0,0,1062,94.9,94.99735594956346,95.05,0,0,0.01,0,3.416073471729017,3.416073471729017,0.507,0,2.7071465082165136,2.7071465082165136,-0.013350250803700149,0.9999999999999952,-9.736143458842675e-15,-0.0067960477493707455,0.00001999999630239624,0.007715207338436186,-0.018189631703080522,-2.6434056979250683e-8,0.42357461242031014,0.5114633136520604,0.4454086022576971,94.99735594956285,0,164.97,2022-08-08T19:27:41Z,2022-08-08T19:27:52Z,1528,2022-08-08T19:28:01Z,pm,101594,1\nAAPL,2022-08-08,2022-08-12,5,75,164.97,1,0,66,32,0,10,0,1057,89.9,89.99930994596083,90.05,0,0,0.01,0,3.150934070395639,3.150934070395639,0.507,0,2.500483852993156,2.500483852993156,-0.013350250803700149,0.9999999999999859,-9.74511381879308e-15,-0.007281479731492617,0.00001999999630239624,0.008266293581908528,-0.018189631418863428,-2.8317812454145743e-8,0.42357461242031014,0.5114633136520604,0.4454086022576971,89.99930994596026,0,164.97,2022-08-08T19:27:41Z,2022-08-08T19:27:52Z,1528,2022-08-08T19:28:01Z,pm,101594,1"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl \"https://api.orats.io/datav2/live/one-minute/strikes/chain?token=my-token&ticker=AAPL\""}]}},"/datav2/hist/live/one-minute/strikes/chain":{"get":{"operationId":"getLiveIntradayStrikesChainHistory","summary":"Strikes Chain History","description":"Retrieves historical one-minute strikes chain data.","tags":["Live Intraday API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"The ticker to retrieve. Ex: AAPL","example":"AAPL"},{"name":"tradeDate","in":"query","required":true,"schema":{"type":"string"},"description":"The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST). Ex: 202206071100","example":"202206071100"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId\nAAPL,2022-06-07,2022-06-10,4,95,147.76,0,2,1,1,0,336,0,586,52.7,52.76710955986101,52.85,0,0,0.01,0,2.084174177089487,2.084174177089487,0.648,0,1.6377716355668939,1.6377716355668939,-0.002010611708955635,0.9999999999999994,-8.847388963482095e-15,-0.002214926596611274,0.000019999998193297865,0.008353445283981194,-0.012988378941258816,-1.929555505329921e-9,0.5605747284419511,0.6517013469914322,0.5670216551072182,52.767109559860835,-1.3215709583605508e-17,147.76,2022-06-07T14:59:53Z,2022-06-07T14:59:54Z,1100,2022-06-07T15:00:01Z,pm,101594,1\nAAPL,2022-06-07,2022-06-10,4,100,147.76,0,16,1,1,0,3274,0,590,47.7,47.767483747222116,47.85,0,4.203770523998158e-14,0.01,0,1.864781840275735,1.864781840275735,0.648,0,1.4595764595205079,1.4595764595205079,-0.002010611708955635,0.9999999999999672,2.8894598065378106e-14,-0.002331501680987543,0.000019999998193297865,0.008793100367150072,-0.012988379296530184,-2.013365888316701e-9,0.560574728441489,0.6517013469909696,0.5670216551072182,47.76748374722192,1.9833801904247632e-15,147.76,2022-06-07T14:59:53Z,2022-06-07T14:59:54Z,1100,2022-06-07T15:00:01Z,pm,101594,1"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/hist/live/one-minute/strikes/chain?token=my-token&ticker=AAPL&tradeDate=202206071100\""}]}},"/datav2/live/one-minute/strikes/option":{"get":{"operationId":"getLiveIntradayStrikesByOPRA","summary":"Strikes by OPRA","description":"Retrieves latest one-minute strikes by OPRA symbol without call/put distinction. Each row of the output has both calls and puts. OPRA symbol uses the format Underlying Symbol + Expiration Date (YYMMDD) + Strike (5 whole numbers and 3 decimals).","tags":["Live Intraday API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"OPRA symbol using format Ticker + Expiry (YYMMDD) + strike (5 whole numbers and 3 decimals). Ex: AAPL24062100160000","example":"AAPL24062100160000"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"ticker,tradeDate,expirDate,dte,strike,stockPrice,callVolume,callOpenInterest,callBidSize,callAskSize,putVolume,putOpenInterest,putBidSize,putAskSize,callBidPrice,callValue,callAskPrice,putBidPrice,putValue,putAskPrice,callBidIv,callMidIv,callAskIv,smvVol,putBidIv,putMidIv,putAskIv,residualRate,delta,gamma,theta,vega,rho,phi,driftlessTheta,callSmvVol,putSmvVol,extSmvVol,extCallValue,extPutValue,spotPrice,quoteDate,updatedAt,snapShotEstTime,snapShotDate,expiryTod,tickerId,monthId\nAAPL,2022-08-08,2024-06-21,684,160,164.93,28,4685,537,26,5,3486,14,24,32.8,34.1585,34.6,21.05,21.283,21.5,0.296369,0.307393,0.318417,0.315,0.313132,0.315868,0.318604,-0.0047467,0.658228,0.00507431,-0.0250176,0.816399,1.38544,-2.02985,-0.0188118,0.313009,0.315965,0.316357,34.4318,21.3147,164.93,2022-08-08T20:14:38Z,2022-08-08T20:14:47Z,1615,2022-08-08T20:15:01Z,pm,101594,18"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/live/one-minute/strikes/option?token=my-token&ticker=AAPL24062100160000\""}]}},"/datav2/hist/live/one-minute/strikes/option":{"get":{"operationId":"getLiveIntradayStrikesByOPRAHistory","summary":"Strikes by OPRA History","description":"Retrieves historical one-minute strikes by OPRA symbol without call/put distinction. Each row of the output has both calls and puts. OPRA symbol uses the format Underlying Symbol + Expiration Date (YYMMDD) + Strike (5 whole numbers and 3 decimals).\n\nIf specifying a range, there is a 40 trading day max.","tags":["Live Intraday API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"OPRA symbol using format Ticker + Expiry (YYMMDD) + strike (5 whole numbers and 3 decimals). Ex: AAPL22091600160000","example":"AAPL22091600160000"},{"name":"tradeDate","in":"query","required":true,"schema":{"type":"string"},"description":"The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST).\n\nYou may specify a range by doing YYYYMMDDHHMM,YYYYMMDDHHMM. Ex: 202206081000,202207201300","example":"202206081000,202207201300"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId\nAAPL,2022-06-08,2022-09-16,101,160,149.67,150,28206,253,510,7,18438,124,104,5.8,5.860204002795059,5.9,15.55,15.641054396787531,15.7,0.3063158772183223,0.30801686256479954,0.3097178479112768,0.308,0.3038649107227709,0.3064286008767878,0.3089922910308047,-0.008209120374803128,0.38161255239927655,0.015355889799308844,-0.047622767388992515,0.2939141986686304,0.13545210863618393,-0.15118639086979158,-0.0459052133276907,0.3083639997493957,0.3069773808630928,0.3215480409289392,6.247634998832532,16.067895502105014,149.67,2022-06-08T13:59:50Z,2022-06-08T13:59:51Z,1000,2022-06-08T14:00:01Z,pm,101594,9\nAAPL,2022-06-08,2022-09-16,101,160,149.45,158,28206,1,215,7,18438,229,102,5.75,5.78583812885739,5.8,15.7,15.782968253643883,15.85,0.30745849466065145,0.3083088916342891,0.3091592886079268,0.308,0.30432705746682837,0.30689074762084534,0.3094544377748623,-0.008209120374803128,0.37823425664342863,0.015355889799308844,-0.047622767388992515,0.2939141986686304,0.13545210863618393,-0.15118639086979158,-0.0459052133276907,0.3086775601134979,0.3071631227329991,0.3215480409289392,6.1640518498378345,16.204312353110314,149.45,2022-06-08T14:00:55Z,2022-06-08T14:00:56Z,1001,2022-06-08T14:01:01Z,pm,101594,9"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/hist/live/one-minute/strikes/option?token=my-token&ticker=AAPL22091600160000&tradeDate=202206081000,202207201300\""}]}},"/datav2/live/one-minute/monies/implied":{"get":{"operationId":"getLiveIntradayImpliedMonies","summary":"Implied Monies","description":"Retrieves latest one-minute implied monies data.","tags":["Live Intraday API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"The ticker to retrieve. Ex: AAPL","example":"AAPL"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId,dte,dtePct\nAAPL,2022-08-08,2022-08-12,164.93,0.0221,0,-0.00477966,0,0.0422086,0.690502,0.00232159,0.455375,0.406893,0.358718,0.338995,0.320028,0.30949,0.299404,0.299098,0.290908,0.282892,0.282696,0.282531,0.271703,0.271468,0.271394,0.270453,0.265814,0.265862,0.270007,0.273219,0.277525,0,0.286222,2.79442,0.0330865,0.000002554,164.93,0.24758,0.24758,0,2022-08-08T20:14:38Z,2022-08-08T20:14:47Z,1615,2022-08-08T20:15:01Z,pm,101594,1,5,0.0109516\nAAPL,2022-08-08,2022-08-19,164.93,0.0221,0,-0.00586294,-0.00593799,0.00215375,0.882744,0.00187249,0.417163,0.369472,0.33087,0.305389,0.296216,0.282685,0.275066,0.268592,0.267276,0.256348,0.25576,0.253948,0.245183,0.245044,0.241405,0.237919,0.233579,0.231799,0.229693,0.231226,0.240688,0,0.257664,3.71799,0.0551566,0.0000037646,164.93,0.251782,0.251782,0,2022-08-08T20:14:38Z,2022-08-08T20:14:47Z,1615,2022-08-08T20:15:01Z,pm,101594,2,12,0.030117"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/live/one-minute/monies/implied?token=my-token&ticker=AAPL\""}]}},"/datav2/hist/live/one-minute/monies/implied":{"get":{"operationId":"getLiveIntradayImpliedMoniesHistory","summary":"Implied Monies History","description":"Retrieves historical one-minute implied monies data.\n\nIf specifying a range, there is a 20 trading day max.","tags":["Live Intraday API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"The ticker to retrieve. Ex: AAPL","example":"AAPL"},{"name":"tradeDate","in":"query","required":true,"schema":{"type":"string"},"description":"The trade date to retrieve, formatted by YYYYMMDD or YYYYMMDDHHMM (in EST).\n\nYou may specify a range by doing YYYYMMDD,YYYYMMDD or YYYYMMDDHHMM,YYYYMMDDHHMM. Ex: 202202110945,202202140945","example":"202202110945,202202140945"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,expiryTod,tickerId,monthId,dte,dtePct\nAAPL,2022-02-11,2022-02-11,171.82,0.0005,0,-0.34491491,0,0,0.40237183,0.00736961,0.822626,0.766027,0.704537,0.676419,0.579262,0.578043,0.577021,0.528118,0.512375,0.513479,0.504008,0.496072,0.495923,0.495848,0.495715,0.486394,0.480684,0.499007,0.499536,0.500076,0.500632,0,0.532444,4.5524789509,0,1000000000,171.82,0.248586,0.248586,0,2022-02-11T14:44:48Z,2022-02-11T14:44:50Z,0945,2022-02-11T14:45:01Z,pm\nAAPL,2022-02-11,2022-02-18,171.82,0.0005,0,-0.02027274,0,0.00896472,0.83407075,0.00233148,0.471737,0.417083,0.374581,0.347646,0.331594,0.311237,0.308427,0.28652,0.28534,0.281656,0.264572,0.264296,0.261586,0.248669,0.248482,0.244334,0.240234,0.240019,0.239488,0.24666,0.259266,0,0.272248,5.1761439917,0.1205850741,0.0000104429,171.82,0.25334,0.25334,0,2022-02-11T14:44:48Z,2022-02-11T14:44:50Z,0945,2022-02-11T14:45:01Z,pm"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/hist/live/one-minute/monies/implied?token=my-token&ticker=AAPL&tradeDate=202202110945,202202140945\""}]}},"/datav2/live/one-minute/summaries":{"get":{"operationId":"getLiveIntradaySummaries","summary":"Summaries","description":"Retrieves latest one-minute summaries data.","tags":["Live Intraday API"],"parameters":[{"name":"ticker","in":"query","required":false,"schema":{"type":"string"},"description":"The ticker to retrieve. Ex: AAPL","example":"AAPL"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,tickerId\nAAPL,2022-08-10,168.13,0.92,0.577168,0.0240989,0.0308661,0.94163,0.236456,0.2345,0.230674,0.251319,0.260055,0.266576,0.275669,2.73106,0.0588134,0.25396,0.236456,0.2345,0.230674,0.251319,0.270143,0.281245,0.291765,0.00302124,0.00334558,0.23,0.0870727,0.0914997,5.35288,4.53795,0.242958,0.293518,2.55231,0.0250187,0.0323364,-0.0456458,0.00381095,0.000047697,0.208995,0.204869,0.207791,0.221464,0.237138,0.252617,0.263561,0.208995,0.204869,0.207791,0.221464,0.22705,0.237948,0.247466,0.211323,0.213402,0.211431,0.226892,0.24233,0.25523,0.268807,0.211323,0.213402,0.211431,0.226892,0.232242,0.240562,0.252712,0.267137,0.270875,0.272603,0.294429,0.313032,0.324079,0.329559,0.267137,0.270875,0.272603,0.294429,0.302944,0.309411,0.313463,0.367262,0.373425,0.36008,0.397318,0.429794,0.438355,0.421883,0.367262,0.373425,0.36008,0.397318,0.419706,0.423687,0.405788,0.222824,0.270393,0.287855,0.304318,0.291924,0.222824,0.270393,0.273565,0.276701,0.272942,0.214888,0.302163,0.324348,0.355608,0.308735,0.214888,0.302163,0.300941,0.300146,0.28243,0.964385,1.1175,1.12677,1.16854,1.05759,0.964385,1.1175,1.10007,1.08473,1.03476,0.0458452,2022-08-10T16:52:46Z,2022-08-10T16:52:57Z,1253,2022-08-10T16:53:02Z,101594"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/live/one-minute/summaries?token=my-token&ticker=AAPL\""}]}},"/datav2/hist/live/one-minute/summaries":{"get":{"operationId":"getLiveIntradaySummariesHistory","summary":"Summaries History","description":"Retrieves historical one-minute summaries data.\n\nIf specifying a range, there is a 40 trading day max.","tags":["Live Intraday API"],"parameters":[{"name":"tradeDate","in":"query","required":true,"schema":{"type":"string"},"description":"The trade date to retrieve, formatted by YYYYMMDD or YYYYMMDDHHMM (in EST).\n\nYou may specify a range by doing YYYYMMDD,YYYYMMDD or YYYYMMDDHHMM,YYYYMMDDHHMM. Ex: 202203211200,202204201300","example":"202203211200,202204201300"},{"name":"ticker","in":"query","required":false,"schema":{"type":"string"},"description":"The ticker to retrieve. Ex: AAPL","example":"AAPL"}],"responses":{"200":{"description":"Successful response as CSV. The first row is the header; columns are defined at https://orats.com/docs/definitions.","content":{"text/csv":{"schema":{"type":"string"},"example":"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,tickerId\nAAPL,2022-03-21,166.22,0.88,-0.030501700497891755,0.0012335342067922616,0.005967010812264116,0.9062976215870175,0.2691076243180253,0.25002115858659046,0.24953515493735406,0.2570358680647452,0.25776065924064673,0.2673295309370509,0.2760664141229448,2.76252676507744,0.058162225999935806,0.11814462105949879,0.2691076243180253,0.25002115858659046,0.24953515493735406,0.2842672561905017,0.27651871018897006,0.2868625714862618,0.2960151628577885,0.0030798477320329396,0.0042004712766090585,0.22,0.11989266226151267,0.10402264522928982,5.068172461202872,4.112135441403901,0.253705182488262,0.28607228023223447,2.6001404736617646,0.0035399298671328822,0.010882978439027111,0.06894718786252692,0.0004729395420282725,0.00007697163724165882,0.2498937741387534,0.23383584732275753,0.23358049650676932,0.26678379901877136,0.2605747047521941,0.2649723137372702,0.27496767030856595,0.2498937741387534,0.23383584732275753,0.23358049650676932,0.23955241089301488,0.2418166538038707,0.2454392731880593,0.25501892157372225,0.2474237319063058,0.22953830776360723,0.22588195485074342,0.25764830738467026,0.2539892717239932,0.262664362006187,0.27774677237928774,0.2474237319063058,0.22953830776360723,0.22588195485074342,0.23041691925891378,0.23523122077566985,0.24313132145697608,0.25779802364444404,0.30977601886195805,0.29241020276003077,0.2953804042390964,0.33394832860961615,0.3301261466668506,0.3306590819770428,0.3326692154774713,0.30977601886195805,0.29241020276003077,0.2953804042390964,0.30671694048385967,0.3113680957185272,0.3111260414278319,0.3127204667426276,0.40525419190022194,0.4381512697658906,0.4330114434409884,0.48352048523799196,0.4712197374732397,0.441915638181247,0.43374780635542876,0.40525419190022194,0.4381512697658906,0.4330114434409884,0.4562890971122355,0.45246168652491636,0.4223825976320361,0.41379905762058505,0.2485602968433733,0.3151951020154713,0.28906746418795176,0.26033064623582486,0.2968462106122457,0.2485602968433733,0.2643238191952911,0.26177650659189133,0.25920416164275634,0.27656753021617436,0.2485602968433733,0.3689625060367343,0.3139428419756396,0.24246296548506868,0.312409313637213,0.2485602968433733,0.27573233638865524,0.26909219726698463,0.26029952529970174,0.29106745917682225,1,1.1705845163121344,1.0860538831568878,0.9313654346535504,1.0524281680836296,1,1.0431611393483051,1.0279463224960002,1.004225872185089,1.0524281680836296,0.041638993768723404,2022-03-21T15:59:56Z,2022-03-21T15:59:57Z,1200,2022-03-21T16:00:01Z,101594\nAAPL,2022-03-21,166.13,0.88,-0.030007401392111235,0.0012335342067922616,0.005967010812264116,0.9062976215870175,0.27100089712038916,0.25103123698566093,0.24937717118740227,0.25906754302840723,0.2590133812852985,0.26736024686101917,0.276226744520322,2.76252676507744,0.05813846830692143,0.11820116441584169,0.27100089712038916,0.25103123698566093,0.24937717118740227,0.28629824139077886,0.27777143223362183,0.28689328741023007,0.2961754932551657,0.0030798477320329396,0.0042004712766090585,0.22,0.11989266226151267,0.10402264522928982,5.068172461202872,4.112135441403901,0.253705182488262,0.28607228023223447,2.5987326247709697,0.0035399298671328822,0.010882978439027111,0.06894718786252692,0.0007428677354005823,0.00007334019683873803,0.25132433413141475,0.2340972186431129,0.23366060715700673,0.2670751582342546,0.26113509285969727,0.2652292431002576,0.2751648748072449,0.25132433413141475,0.2340972186431129,0.23366060715700673,0.23984445987188294,0.2423770419113739,0.24569620255104668,0.2552161260724012,0.24748686653097274,0.22970873345624676,0.2256061183446325,0.2575265910600556,0.2541358571749943,0.26276036525449603,0.277742661372113,0.24748686653097274,0.22970873345624676,0.2256061183446325,0.23029589269768394,0.23537780622667095,0.24322732470528513,0.2577939126372693,0.3098084706671589,0.29319897102616793,0.2962193012892055,0.33427209620689197,0.33055236537335847,0.33048450466242546,0.3325517426475745,0.3098084706671589,0.29319897102616793,0.2962193012892055,0.30704139784452034,0.31179431442503514,0.31095146411321456,0.3126029939127308,0.4053586096816214,0.4384588311067795,0.43315032526661,0.4835047003558075,0.4711655794623729,0.4417919475532985,0.4335916583269727,0.4053586096816214,0.4384588311067795,0.43315032526661,0.4562740019934359,0.45240752851404953,0.4222589070040876,0.413642909592129,0.2460356816463634,0.31897396843233844,0.29093120508628995,0.25987985618059617,0.2957339144517926,0.2460356816463634,0.26840829009574263,0.2636994705579624,0.2589050238079188,0.2754543002356775,0.24339119015313487,0.3762349558045318,0.31679843311776507,0.23883903536091833,0.3094478051777454,0.24339119015313487,0.28313805317833823,0.27189799306019424,0.2589050238079188,0.2879925827581049,0.9892515936081597,1.1795161769896583,1.0889118375040001,0.9190363534561289,1.0463723978069086,0.9892515936081597,1.0548781972320656,1.031090401830859,1,1.0455185579302981,0.041652905569824504,2022-03-21T16:00:45Z,2022-03-21T16:00:45Z,1201,2022-03-21T16:01:02Z,101594"}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/hist/live/one-minute/summaries?token=my-token&ticker=AAPL&tradeDate=202203211200,202204201300\""}]}},"/scanner/scan":{"post":{"operationId":"postScannerScan","summary":"Scan","description":"Scans the current option chain for trade candidates matching a strategy definition and returns them with pricing, greeks, and distribution analytics. Candidates are ordered by closeness to the delta and DTE targets (each leg's distance to its targets, normalized by the band widths, summed), not by edge; use distPct, fcstPct, and smoothPct to judge value.\n\nThe scan always uses the most recent chain. Symbols with no options data return an empty array rather than an error.\n\nResponse fields:\n- `date, ticker, stockPrice`: The scan's business date, the underlying, and the underlying price at the first leg's quote.\n- `bid, mid, ask`: The structure's net price from the legs' quotes; mid is the true midpoint. Credit structures are negative (mid is minus the credit received), so bid is greater than ask with that sign convention.\n- `iv`: Ratio-weighted average of the legs' tradeVol, in percent.\n- `distPct, fcstPct, smoothPct`: Percent edge of the distribution value, the forecast-volatility price, and the smoothed theoretical price over mid. distPct is null without distribution.\n- `delta, gamma, theta, vega, deltaCost`: Ratio-weighted sums of the per-leg greeks (per share) and of deltaCost.\n- `risk, maxGain, maxLoss, pop, breakEvens`: Present with distribution true. maxGain and maxLoss are dollars per one-lot at mid, evaluated across the plus or minus three sigma price range, so unbounded payoffs are bounded there; risk is maxGain divided by the absolute maxLoss; pop is the percent probability of profit at expiration on a 21-bucket terminal distribution (profit zones narrower than about 0.3 sigma, such as butterflies, produce a pop near zero), null for legs with a ratio other than plus or minus one; breakEvens is an array of underlying prices, empty for calendars.\n- `earningsDate, lastEarningsDate, earningsTimeOfDay, earningsConfirmed, divDate, divAmt`: Next and last earnings dates, the earnings time as HHMM, whether the date is confirmed (0 or 1), and the next ex-dividend date and amount. Null for ETFs and indexes.\n- `legs[].leg, ratio, optionType, expirDate, expiryTod, strike, dte`: The contract. expiryTod is am or pm settlement; dte counts today's expiration as 1.\n- `legs[].optionBid, optionAsk, tradeOptPx, theoOptPx, fcstOptPx, fcstRatio`: The raw quote, the assumed fill (long legs at bid plus a fraction of the spread, short legs at ask minus it; the fraction is 0.75 for one leg, 0.66 for two, 0.56 for three, 0.53 for four or more), the ORATS smoothed theoretical value, the forecast-volatility value, and fcstOptPx divided by tradeOptPx.\n- `legs[].iVolBid, iVolAsk, tradeVol, theoVol, calVol, unadjVol`: Implied volatilities: iVolBid and iVolAsk are decimals; tradeVol (at the fill), theoVol (smoothed), calVol (including the earnings effect), and unadjVol (ex-earnings) are percent.\n- `legs[].delta, gamma, vega, theta, volume, openInterest, deltaCost, updatedAt, distValue`: Per-share greeks (put deltas negative), the side's volume and open interest, premium per unit of delta, volatility, and time (tradeOptPx divided by the absolute delta times stock price times tradeVol times the square root of dte, times ratio times 100), the quote time in UTC, and the leg's expected value under the drift-adjusted distribution (with distribution true).","tags":["Option Scanner API"],"parameters":[{"name":"v","in":"query","required":true,"schema":{"type":"number"},"description":"The API version, passed as a query parameter. Always 2."}],"responses":{"200":{"description":"Successful response.","content":{"application/json":{"schema":{"type":"array","items":{"type":"object","properties":{"date":{"type":"string","format":"date","description":"The scan's business date, the underlying, and the underlying price at the first leg's quote."},"ticker":{"type":"string","description":"The scan's business date, the underlying, and the underlying price at the first leg's quote."},"stockPrice":{"type":"number","description":"The scan's business date, the underlying, and the underlying price at the first leg's quote."},"bid":{"type":"number","description":"The structure's net price from the legs' quotes; mid is the true midpoint. Credit structures are negative (mid is minus the credit received), so bid is greater than ask with that sign convention."},"mid":{"type":"number","description":"The structure's net price from the legs' quotes; mid is the true midpoint. Credit structures are negative (mid is minus the credit received), so bid is greater than ask with that sign convention."},"ask":{"type":"number","description":"The structure's net price from the legs' quotes; mid is the true midpoint. Credit structures are negative (mid is minus the credit received), so bid is greater than ask with that sign convention."},"iv":{"type":"number","description":"Ratio-weighted average of the legs' tradeVol, in percent."},"distPct":{"type":"number","description":"Percent edge of the distribution value, the forecast-volatility price, and the smoothed theoretical price over mid. distPct is null without distribution."},"fcstPct":{"type":"number","description":"Percent edge of the distribution value, the forecast-volatility price, and the smoothed theoretical price over mid. distPct is null without distribution."},"smoothPct":{"type":"number","description":"Percent edge of the distribution value, the forecast-volatility price, and the smoothed theoretical price over mid. distPct is null without distribution."},"delta":{"type":"number","description":"Ratio-weighted sums of the per-leg greeks (per share) and of deltaCost."},"gamma":{"type":"number","description":"Ratio-weighted sums of the per-leg greeks (per share) and of deltaCost."},"theta":{"type":"number","description":"Ratio-weighted sums of the per-leg greeks (per share) and of deltaCost."},"vega":{"type":"number","description":"Ratio-weighted sums of the per-leg greeks (per share) and of deltaCost."},"deltaCost":{"type":"number","description":"Ratio-weighted sums of the per-leg greeks (per share) and of deltaCost."},"risk":{"type":"number","description":"Present with distribution true. maxGain and maxLoss are dollars per one-lot at mid, evaluated across the plus or minus three sigma price range, so unbounded payoffs are bounded there; risk is maxGain divided by the absolute maxLoss; pop is the percent probability of profit at expiration on a 21-bucket terminal distribution (profit zones narrower than about 0.3 sigma, such as butterflies, produce a pop near zero), null for legs with a ratio other than plus or minus one; breakEvens is an array of underlying prices, empty for calendars."},"maxGain":{"type":"number","description":"Present with distribution true. maxGain and maxLoss are dollars per one-lot at mid, evaluated across the plus or minus three sigma price range, so unbounded payoffs are bounded there; risk is maxGain divided by the absolute maxLoss; pop is the percent probability of profit at expiration on a 21-bucket terminal distribution (profit zones narrower than about 0.3 sigma, such as butterflies, produce a pop near zero), null for legs with a ratio other than plus or minus one; breakEvens is an array of underlying prices, empty for calendars."},"maxLoss":{"type":"number","description":"Present with distribution true. maxGain and maxLoss are dollars per one-lot at mid, evaluated across the plus or minus three sigma price range, so unbounded payoffs are bounded there; risk is maxGain divided by the absolute maxLoss; pop is the percent probability of profit at expiration on a 21-bucket terminal distribution (profit zones narrower than about 0.3 sigma, such as butterflies, produce a pop near zero), null for legs with a ratio other than plus or minus one; breakEvens is an array of underlying prices, empty for calendars."},"pop":{"type":"number","description":"Present with distribution true. maxGain and maxLoss are dollars per one-lot at mid, evaluated across the plus or minus three sigma price range, so unbounded payoffs are bounded there; risk is maxGain divided by the absolute maxLoss; pop is the percent probability of profit at expiration on a 21-bucket terminal distribution (profit zones narrower than about 0.3 sigma, such as butterflies, produce a pop near zero), null for legs with a ratio other than plus or minus one; breakEvens is an array of underlying prices, empty for calendars."},"breakEvens":{"type":"array","items":{"type":"number"},"description":"Present with distribution true. maxGain and maxLoss are dollars per one-lot at mid, evaluated across the plus or minus three sigma price range, so unbounded payoffs are bounded there; risk is maxGain divided by the absolute maxLoss; pop is the percent probability of profit at expiration on a 21-bucket terminal distribution (profit zones narrower than about 0.3 sigma, such as butterflies, produce a pop near zero), null for legs with a ratio other than plus or minus one; breakEvens is an array of underlying prices, empty for calendars."},"earningsDate":{"type":"string","format":"date","description":"Next and last earnings dates, the earnings time as HHMM, whether the date is confirmed (0 or 1), and the next ex-dividend date and amount. Null for ETFs and indexes."},"lastEarningsDate":{"type":"string","format":"date","description":"Next and last earnings dates, the earnings time as HHMM, whether the date is confirmed (0 or 1), and the next ex-dividend date and amount. Null for ETFs and indexes."},"earningsTimeOfDay":{"type":"string","description":"Next and last earnings dates, the earnings time as HHMM, whether the date is confirmed (0 or 1), and the next ex-dividend date and amount. Null for ETFs and indexes."},"earningsConfirmed":{"type":"number","description":"Next and last earnings dates, the earnings time as HHMM, whether the date is confirmed (0 or 1), and the next ex-dividend date and amount. Null for ETFs and indexes."},"divDate":{"type":"string","format":"date","description":"Next and last earnings dates, the earnings time as HHMM, whether the date is confirmed (0 or 1), and the next ex-dividend date and amount. Null for ETFs and indexes."},"divAmt":{"type":"number","description":"Next and last earnings dates, the earnings time as HHMM, whether the date is confirmed (0 or 1), and the next ex-dividend date and amount. Null for ETFs and indexes."},"legs":{"type":"array","items":{"type":"object","properties":{"leg":{"type":"number","description":"The contract. expiryTod is am or pm settlement; dte counts today's expiration as 1."},"ratio":{"type":"number","description":"The contract. expiryTod is am or pm settlement; dte counts today's expiration as 1."},"optionType":{"type":"string","description":"The contract. expiryTod is am or pm settlement; dte counts today's expiration as 1."},"expirDate":{"type":"string","format":"date","description":"The contract. expiryTod is am or pm settlement; dte counts today's expiration as 1."},"strike":{"type":"number","description":"The contract. expiryTod is am or pm settlement; dte counts today's expiration as 1."},"expiryTod":{"type":"string","description":"The contract. expiryTod is am or pm settlement; dte counts today's expiration as 1."},"dte":{"type":"number","description":"The contract. expiryTod is am or pm settlement; dte counts today's expiration as 1."},"optionBid":{"type":"number","description":"The raw quote, the assumed fill (long legs at bid plus a fraction of the spread, short legs at ask minus it; the fraction is 0.75 for one leg, 0.66 for two, 0.56 for three, 0.53 for four or more), the ORATS smoothed theoretical value, the forecast-volatility value, and fcstOptPx divided by tradeOptPx."},"optionAsk":{"type":"number","description":"The raw quote, the assumed fill (long legs at bid plus a fraction of the spread, short legs at ask minus it; the fraction is 0.75 for one leg, 0.66 for two, 0.56 for three, 0.53 for four or more), the ORATS smoothed theoretical value, the forecast-volatility value, and fcstOptPx divided by tradeOptPx."},"tradeOptPx":{"type":"number","description":"The raw quote, the assumed fill (long legs at bid plus a fraction of the spread, short legs at ask minus it; the fraction is 0.75 for one leg, 0.66 for two, 0.56 for three, 0.53 for four or more), the ORATS smoothed theoretical value, the forecast-volatility value, and fcstOptPx divided by tradeOptPx."},"theoOptPx":{"type":"number","description":"The raw quote, the assumed fill (long legs at bid plus a fraction of the spread, short legs at ask minus it; the fraction is 0.75 for one leg, 0.66 for two, 0.56 for three, 0.53 for four or more), the ORATS smoothed theoretical value, the forecast-volatility value, and fcstOptPx divided by tradeOptPx."},"fcstOptPx":{"type":"number","description":"The raw quote, the assumed fill (long legs at bid plus a fraction of the spread, short legs at ask minus it; the fraction is 0.75 for one leg, 0.66 for two, 0.56 for three, 0.53 for four or more), the ORATS smoothed theoretical value, the forecast-volatility value, and fcstOptPx divided by tradeOptPx."},"iVolBid":{"type":"number","description":"Implied volatilities: iVolBid and iVolAsk are decimals; tradeVol (at the fill), theoVol (smoothed), calVol (including the earnings effect), and unadjVol (ex-earnings) are percent."},"iVolAsk":{"type":"number","description":"Implied volatilities: iVolBid and iVolAsk are decimals; tradeVol (at the fill), theoVol (smoothed), calVol (including the earnings effect), and unadjVol (ex-earnings) are percent."},"tradeVol":{"type":"number","description":"Implied volatilities: iVolBid and iVolAsk are decimals; tradeVol (at the fill), theoVol (smoothed), calVol (including the earnings effect), and unadjVol (ex-earnings) are percent."},"theoVol":{"type":"number","description":"Implied volatilities: iVolBid and iVolAsk are decimals; tradeVol (at the fill), theoVol (smoothed), calVol (including the earnings effect), and unadjVol (ex-earnings) are percent."},"fcstRatio":{"type":"number","description":"The raw quote, the assumed fill (long legs at bid plus a fraction of the spread, short legs at ask minus it; the fraction is 0.75 for one leg, 0.66 for two, 0.56 for three, 0.53 for four or more), the ORATS smoothed theoretical value, the forecast-volatility value, and fcstOptPx divided by tradeOptPx."},"delta":{"type":"number","description":"Ratio-weighted sums of the per-leg greeks (per share) and of deltaCost."},"gamma":{"type":"number","description":"Ratio-weighted sums of the per-leg greeks (per share) and of deltaCost."},"vega":{"type":"number","description":"Ratio-weighted sums of the per-leg greeks (per share) and of deltaCost."},"theta":{"type":"number","description":"Ratio-weighted sums of the per-leg greeks (per share) and of deltaCost."},"volume":{"type":"number","description":"Per-share greeks (put deltas negative), the side's volume and open interest, premium per unit of delta, volatility, and time (tradeOptPx divided by the absolute delta times stock price times tradeVol times the square root of dte, times ratio times 100), the quote time in UTC, and the leg's expected value under the drift-adjusted distribution (with distribution true)."},"openInterest":{"type":"number","description":"Per-share greeks (put deltas negative), the side's volume and open interest, premium per unit of delta, volatility, and time (tradeOptPx divided by the absolute delta times stock price times tradeVol times the square root of dte, times ratio times 100), the quote time in UTC, and the leg's expected value under the drift-adjusted distribution (with distribution true)."},"calVol":{"type":"number","description":"Implied volatilities: iVolBid and iVolAsk are decimals; tradeVol (at the fill), theoVol (smoothed), calVol (including the earnings effect), and unadjVol (ex-earnings) are percent."},"unadjVol":{"type":"number","description":"Implied volatilities: iVolBid and iVolAsk are decimals; tradeVol (at the fill), theoVol (smoothed), calVol (including the earnings effect), and unadjVol (ex-earnings) are percent."},"deltaCost":{"type":"number","description":"Ratio-weighted sums of the per-leg greeks (per share) and of deltaCost."},"updatedAt":{"type":"string","format":"date-time","description":"Per-share greeks (put deltas negative), the side's volume and open interest, premium per unit of delta, volatility, and time (tradeOptPx divided by the absolute delta times stock price times tradeVol times the square root of dte, times ratio times 100), the quote time in UTC, and the leg's expected value under the drift-adjusted distribution (with distribution true)."},"distValue":{"type":"number","description":"Per-share greeks (put deltas negative), the side's volume and open interest, premium per unit of delta, volatility, and time (tradeOptPx divided by the absolute delta times stock price times tradeVol times the square root of dte, times ratio times 100), the quote time in UTC, and the leg's expected value under the drift-adjusted distribution (with distribution true)."}}}}}}},"example":[{"date":"2026-07-15","ticker":"AAPL","stockPrice":327.33,"bid":4,"mid":4.2,"ask":4.4,"iv":27.6,"distPct":-31.65,"fcstPct":4.02,"smoothPct":0.24,"delta":0.27,"gamma":0.01326,"theta":-0.15,"vega":0.3189,"deltaCost":0.03166,"risk":10.8985132,"maxGain":4577.38,"maxLoss":-420,"pop":17.82,"breakEvens":[349.2],"earningsDate":"2026-07-30","lastEarningsDate":"2026-04-30","earningsTimeOfDay":"1630","earningsConfirmed":1,"divDate":"2026-08-11","divAmt":0.27,"legs":[{"leg":1,"ratio":1,"optionType":"call","expirDate":"2026-08-14","strike":345,"expiryTod":"pm","dte":31,"optionBid":4,"optionAsk":4.4,"tradeOptPx":4.3,"theoOptPx":4.21,"fcstOptPx":4.3688,"iVolBid":0.2667,"iVolAsk":0.2797,"tradeVol":27.6,"theoVol":27.4,"fcstRatio":1.02,"delta":0.27,"gamma":0.01326,"vega":0.3189,"theta":-0.15,"volume":598,"openInterest":998,"calVol":28.42,"unadjVol":24.11,"deltaCost":0.03166,"updatedAt":"2026-07-15T19:59:49Z","distValue":2.8708215979740945}]}]}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"requestBody":{"required":true,"content":{"application/json":{"schema":{"type":"object","properties":{"backtest":{"type":"object","properties":{"general":{"type":"object","properties":{"strategyName":{"type":"string"},"expirationType":{"type":"string"},"stockPosition":{"type":"object","properties":{"type":{"type":"string"},"ratio":{"type":"number"}}},"symbols":{"type":"array","items":{"type":"object","properties":{"weight":{"type":["number","string","boolean","null"]},"signals":{"type":["number","string","boolean","null"]},"symbol":{"type":"string"}}}},"returnType":{"type":"object","properties":{"perTrade":{"type":"string"},"daily":{"type":"string"}}},"commission":{"type":"object","properties":{"option":{"type":"number"},"stock":{"type":"number"}}}}},"entry":{"type":"object","properties":{"options":{"type":"array","items":{"type":"object","properties":{"ratio":{"type":"number"},"optionType":{"type":"string"},"leg":{"type":"number"},"opening":{"type":"object","properties":{"dte":{"type":"object","properties":{"target":{"type":"number"},"min":{"type":"number"},"max":{"type":"number"}}},"strikeSelection":{"type":"object","properties":{"type":{"type":"string"},"value":{"type":"object","properties":{"target":{"type":"number"},"min":{"type":"number"},"max":{"type":"number"}}}}}}}}}}}},"exit":{"type":"object","properties":{"dteDays":{"type":"string"}}}},"description":"The strategy definition to scan with, passed in the JSON body.\n\nSet the symbols to scan in general.symbols, one entry per symbol with weight and signals set to null. Response time scales with the number of symbols.\n\ngeneral.expirationType filters which listed expirations each leg may use, and applies per leg on both single- and multi-leg scans. ALL (also the behavior when the field is omitted or null, and the value in every request example here) keeps every listed expiration. MONTHLY keeps expirations on the third Friday of the month, or the Thursday immediately before it when that Friday is not listed for the ticker (the holiday-shifted monthly). WEEKLY keeps every listed expiration that is not a monthly by that rule. Values are case-insensitive and normalized to uppercase; anything else returns a 400 naming the field and the three choices.\n\nDefine one leg per entry.options entry: ratio (negative for short legs), optionType (call or put), leg (1-based), an opening.dte band of days to expiration (target, min, max), and an opening.strikeSelection with a band (target, min, max). The strikeSelection type is absDelta (the band is absolute delta), stockOTMPct (the band is strike divided by stock price, so 1.03 to 1.10 selects calls 3 to 10 percent out of the money and values below 1 select out-of-the-money puts), or both, which keeps a contract inside either band and takes a value whose min and max are objects holding an absDelta and a stockOTMPct number, with a single numeric target that is scored against both the absolute delta and the strike-to-stock ratio (the flat value shape, a nested target, or a missing target returns a 400). The type is case-sensitive and any other spelling returns a 400. optionType must be call or put, ratio a nonzero number, and legs numbered 1 to N in order; each of those returns a 400 naming the leg otherwise. Symbols are trimmed and upper-cased, and share classes may be written BRK_B, BRK.B, or BRK/B.\n\nMulti-leg definitions also require entry.legRelation, keyed by leg pair: for example entry.legRelation.strikeWidth.leg1Leg2 with min and max in strike points, and entry.legRelation.dteDiff.leg1Leg2 with min and max in days (0,0 forces the same expiration). The relation properties are strikeWidth (strike points), dteDiff (days), and deltaTotal (the ratio-weighted net delta of the pair); any other key under legRelation, or a leg pair that does not exist for the leg count, returns a 400 when it has non-null values (all-null placeholders are accepted). Spread-level price, delta, and yield bands go in entry.spread as min and max objects, with an optional target that is scored against the assembled spread. A body that is not valid JSON returns a 400 with the message \"payload format error.\"; a multi-leg definition without entry.legRelation, a leg without opening or opening.dte, a missing general or entry block, or a symbols entry without a string symbol returns a 400 with a message naming the problem; so does a leg without a strikeSelection.value, a strike, DTE, or spread band whose min exceeds its max or whose target lies outside it, and a body without a backtest object (backtest input is required.). legRelation bands are validated the same way: an inverted or non-numeric strikeWidth, dteDiff, or deltaTotal band, or a band written as an array instead of a min and max object, returns a 400 naming the pair; a band that is valid but that no contract in the leg pools can satisfy still returns an empty array.\n\nSee the request example for a complete single-leg definition."},"totalTrades":{"type":"number","description":"The maximum number of candidates across all symbols. Applied only when tradesPerSymbol is 0 or null; otherwise tradesPerSymbol alone sets the response size. Must be a non-negative integer. Defaults to 10."},"tradesPerSymbol":{"type":"number","description":"The maximum number of candidates to return per symbol (not capped). For multi-leg definitions it also sets how many candidate contracts each leg keeps before the legs are paired: the closest tradesPerSymbol divided by the leg count contracts to that leg's targets, whatever the strategyName. Because pairing happens inside those pools, a low tradesPerSymbol can return an empty array even though matching spreads exist; use 20 to 100 for two legs and at least 40 for four. Must be a non-negative integer (a numeric string is accepted); a fraction, a negative, or a non-numeric value returns a 400. Defaults to 1."},"dataSource":{"type":"string","description":"The quote feed to scan: real-time or delayed (the 15-minute feed). real-time, realtime, and delayed are accepted in any letter case; any other value returns a 400. Real-time quotes are live OPRA data, so they need the same live data entitlement (signed OPRA agreements) as the live endpoints; without it a real-time scan returns a 403. Each leg's updatedAt is the quote time. Ex: delayed","example":"delayed"},"distribution":{"type":"boolean","description":"Whether to include distribution analytics. When true, each candidate includes risk, maxGain, maxLoss, pop, and breakEvens, distPct is populated, and each leg includes distValue. Recommended: true."},"drift":{"type":"number","description":"The assumed stock drift in percent, for probability of profit. 0 is neutral; positive is a bullish outlook, negative is bearish. Drift changes pop, distPct, and each leg's distValue; values beyond roughly plus or minus 20 saturate pop at 100 or 0, and a value outside -100 to 100 or a non-numeric value returns a 400. Ex: 10","example":10},"id":{"type":"string","description":"A label for the scan. Not validated and not echoed in the response (which is an array of candidates with no wrapper object). Ex: LongCall","example":"LongCall"}},"required":["backtest"]},"example":{"backtest":{"general":{"strategyName":"LongCall","expirationType":"ALL","stockPosition":{"type":"none","ratio":0},"symbols":[{"weight":null,"signals":null,"symbol":"AAPL"}],"returnType":{"perTrade":"notional","daily":"average"},"commission":{"option":1,"stock":0.01}},"entry":{"options":[{"ratio":1,"optionType":"call","leg":1,"opening":{"dte":{"target":30,"min":20,"max":45},"strikeSelection":{"type":"absDelta","value":{"target":0.3,"min":0.2,"max":0.5}}}}]},"exit":{"dteDays":"expire"}},"totalTrades":20,"tradesPerSymbol":10,"dataSource":"delayed","distribution":true,"drift":0,"id":"LongCall"}}}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/scanner/scan?v=2&token=my-token\" \\\n  -H \"Authorization: my-token\" \\\n  -H \"Content-Type: application/json\" \\\n  -d '{\n    \"backtest\": {\n      \"general\": {\n        \"strategyName\": \"LongCall\",\n        \"expirationType\": \"ALL\",\n        \"stockPosition\": {\"type\": \"none\", \"ratio\": 0},\n        \"symbols\": [{\"weight\": null, \"signals\": null, \"symbol\": \"AAPL\"}],\n        \"returnType\": {\"perTrade\": \"notional\", \"daily\": \"average\"},\n        \"commission\": {\"option\": 1, \"stock\": 0.01}\n      },\n      \"entry\": {\n        \"options\": [\n          {\n            \"ratio\": 1, \"optionType\": \"call\", \"leg\": 1,\n            \"opening\": {\n              \"dte\": {\"target\": 30, \"min\": 20, \"max\": 45},\n              \"strikeSelection\": {\"type\": \"absDelta\", \"value\": {\"target\": 0.3, \"min\": 0.2, \"max\": 0.5}}\n            }\n          }\n        ]\n      },\n      \"exit\": {\"dteDays\": \"expire\"}\n    },\n    \"totalTrades\": 20,\n    \"tradesPerSymbol\": 10,\n    \"dataSource\": \"delayed\",\n    \"distribution\": true,\n    \"drift\": 0,\n    \"id\": \"LongCall\"\n  }'"}],"security":[{"tokenQuery":[]},{"tokenHeader":[]}]}},"/datav2/hist/time-sales/option":{"get":{"operationId":"getTimeSalesOptionTimeAndSales","summary":"Option Time & Sales","description":"Retrieves option trade prints for a trade date: a whole underlying's chain, one expiration or strike, or a single contract, optionally windowed by time of day and filtered by print size.\n\nEach row is one print: the trade price, size, exchange code, and sale conditions, the NBBO bid and ask at the moment of the trade, the inferred aggressorSide (BUY, SELL, or blank when no side could be inferred), and flags for spread legs (spreadLeg), extended-hours prints, and tick validity. The contract is parsed onto the row as root, ticker, expirDate, strike, and callPut. The enrichment fields stockPrice, delta, gamma, and iv are joined from the ORATS one-minute greeks snapshot named by greeksSnapTime, so stockPrice is the snapshot's underlying price for that minute rather than the quote at the instant of the trade, and iv is a decimal. smvValue is the ORATS SMV theoretical value of the contract from that same snapshot, shifted by delta for the underlying's move from the snapshot price to the trade-time stock price, so price minus smvValue (signed by aggressorSide) is how far the fill was from theoretical value; it is null on days whose history predates the field. The intraday SMV fit is not reliable in the opening snapshots (the warm-up period): on the same-day expiry, smvValue, delta, gamma, and iv are null for rows whose greeksSnapTime is 0930 through 0932, and values resume at 0933; the fields may be populated for that window in the future if the opening fit is improved. eventTime is the trade timestamp in epoch milliseconds, eventEstTime the same moment in Eastern time, and eventIndex with eventSequence order prints within a contract: eventIndex is unique per contract rather than per chain, eventSequence steps by two, and a CANCEL row (validTick false) shares both with the NEW print it cancels, so key on symbol, eventIndex, and type together and keep type NEW when summing volume.","tags":["Time & Sales API"],"parameters":[{"name":"tradeDate","in":"query","required":true,"schema":{"type":"string"},"description":"The trade date to retrieve. History begins 2022-09-09. Ex: 2026-07-15","example":"2026-07-15"},{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"The underlying symbol to retrieve; prints for every contract on the underlying are included. Either ticker or symbol is required; symbol takes precedence when both are sent. Ex: SPY","example":"SPY"},{"name":"symbol","in":"query","required":true,"schema":{"type":"string"},"description":"A single contract to retrieve instead of a whole chain, as an OCC option symbol. Either ticker or symbol is required. Ex: SPY260717C00630000","example":"SPY260717C00630000"},{"name":"expirDate","in":"query","required":false,"schema":{"type":"string"},"description":"Filter to a single expiration. Ex: 2026-07-17","example":"2026-07-17"},{"name":"callPut","in":"query","required":false,"schema":{"type":"string"},"description":"Filter to calls (C) or puts (P). Ex: P","example":"P"},{"name":"strike","in":"query","required":false,"schema":{"type":"number"},"description":"Filter to a single strike. Ex: 630","example":630},{"name":"from","in":"query","required":false,"schema":{"type":"string"},"description":"Start of an Eastern-time window, inclusive. Defaults to the start of the day. Ex: 09:30","example":"09:30"},{"name":"to","in":"query","required":false,"schema":{"type":"string"},"description":"End of an Eastern-time window, inclusive. Defaults to the end of the day. Ex: 10:00","example":"10:00"},{"name":"minSize","in":"query","required":false,"schema":{"type":"integer"},"description":"Only prints of at least this many contracts. Ex: 100","example":100}],"responses":{"200":{"description":"Successful response.","content":{"application/json":{"schema":{"type":"object","properties":{"data":{"type":"array","items":{"type":"object","properties":{"symbol":{"type":"string"},"root":{"type":"string"},"ticker":{"type":"string"},"expirDate":{"type":"string","format":"date"},"strike":{"type":"number"},"callPut":{"type":"string"},"tradeDate":{"type":"string","format":"date"},"eventIndex":{"type":"string"},"eventTime":{"type":"number"},"eventEstTime":{"type":"string"},"eventSequence":{"type":"number"},"exchangeCode":{"type":"string"},"price":{"type":"number"},"size":{"type":"number"},"bidPrice":{"type":"number"},"askPrice":{"type":"number"},"exchangeSaleConditions":{"type":"string"},"aggressorSide":{"type":"string"},"spreadLeg":{"type":"boolean"},"extendedTradingHours":{"type":"boolean"},"validTick":{"type":"boolean"},"type":{"type":"string"},"stockPrice":{"type":"number"},"delta":{"type":"number"},"gamma":{"type":"number"},"iv":{"type":"number"},"smvValue":{"type":"number"},"greeksSnapTime":{"type":"string"}}}}}},"example":{"data":[{"symbol":"SPY260814C00760000","root":"SPY","ticker":"SPY","expirDate":"2026-08-14","strike":760,"callPut":"C","tradeDate":"2026-07-15","eventIndex":"7662746501080154113","eventTime":1784122200003,"eventEstTime":"2026-07-15 09:30:00","eventSequence":1,"exchangeCode":"X","price":9.41,"size":252,"bidPrice":8.63,"askPrice":8.67,"exchangeSaleConditions":"I","aggressorSide":"BUY","spreadLeg":false,"extendedTradingHours":false,"validTick":true,"type":"NEW","stockPrice":754.24,"delta":0.4586,"gamma":0.01539,"iv":0.129,"smvValue":8.6512,"greeksSnapTime":"0930"},{"symbol":"SPY260717C00756000","root":"SPY","ticker":"SPY","expirDate":"2026-07-17","strike":756,"callPut":"C","tradeDate":"2026-07-15","eventIndex":"7662746506851516421","eventTime":1784122201355,"eventEstTime":"2026-07-15 09:30:01","eventSequence":5,"exchangeCode":"X","price":2.1,"size":100,"bidPrice":2.12,"askPrice":2.1,"exchangeSaleConditions":"I","aggressorSide":"SELL","spreadLeg":false,"extendedTradingHours":false,"validTick":true,"type":"NEW","stockPrice":754.24,"delta":0.414,"gamma":0.05628,"iv":0.133,"smvValue":2.1088,"greeksSnapTime":"0930"}]}}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/hist/time-sales/option?token=my-token&tradeDate=2026-07-15&ticker=SPY&from=09:30&to=10:00&minSize=100\""}]}},"/datav2/live/time-sales/option":{"get":{"operationId":"getTimeSalesLiveOptionTimeAndSales","summary":"Live Option Time & Sales","description":"Retrieves option trade prints from the current session's tape, from the open through the moment of the request. The tape is today's by default; a tradeDate attribute is accepted and serves one of the last few completed sessions (the same prints the historical endpoint returns once its evening build completes, in the live row shape). The tape refreshes in 30-second buckets and lags real time by 10 to 40 seconds. A date outside that window, or today before the open, returns a 404 with the message that there is no live tape for the date (use the historical endpoint for older sessions); a ticker that has no prints on a day that has a tape returns an empty data array. On a day with no tape every call answers the 404 within a second.\n\nRows share the historical Option Time & Sales base shape and the same filters apply, but the enrichment differs: live prints do not carry the delta, gamma, iv, or greeksSnapTime fields. In their place each print holds the live underlying quote at trade time: stockPrice, stockBid, stockAsk, stockBidSize, stockAskSize, and stockQuoteTime.","tags":["Time & Sales API"],"parameters":[{"name":"ticker","in":"query","required":true,"schema":{"type":"string"},"description":"The underlying symbol to retrieve; prints for every contract on the underlying are included. Either ticker or symbol is required; symbol takes precedence when both are sent. Ex: SPY","example":"SPY"},{"name":"symbol","in":"query","required":true,"schema":{"type":"string"},"description":"A single contract to retrieve instead of a whole chain, as an OCC option symbol. Either ticker or symbol is required. Ex: SPY260717C00630000","example":"SPY260717C00630000"},{"name":"expirDate","in":"query","required":false,"schema":{"type":"string"},"description":"Filter to a single expiration. Ex: 2026-07-17","example":"2026-07-17"},{"name":"callPut","in":"query","required":false,"schema":{"type":"string"},"description":"Filter to calls (C) or puts (P). Ex: P","example":"P"},{"name":"strike","in":"query","required":false,"schema":{"type":"number"},"description":"Filter to a single strike. Ex: 630","example":630},{"name":"from","in":"query","required":false,"schema":{"type":"string"},"description":"Start of an Eastern-time window, inclusive. Defaults to the start of the session. Ex: 12:30","example":"12:30"},{"name":"to","in":"query","required":false,"schema":{"type":"string"},"description":"End of an Eastern-time window, inclusive. Defaults to the moment of the request. Ex: 13:00","example":"13:00"},{"name":"minSize","in":"query","required":false,"schema":{"type":"integer"},"description":"Only prints of at least this many contracts. Ex: 100","example":100}],"responses":{"200":{"description":"Successful response.","content":{"application/json":{"schema":{"type":"object","properties":{"data":{"type":"array","items":{"type":"object","properties":{"symbol":{"type":"string"},"root":{"type":"string"},"ticker":{"type":"string"},"expirDate":{"type":"string","format":"date"},"strike":{"type":"number"},"callPut":{"type":"string"},"tradeDate":{"type":"string","format":"date"},"eventIndex":{"type":"string"},"eventTime":{"type":"number"},"eventEstTime":{"type":"string"},"eventSequence":{"type":"number"},"exchangeCode":{"type":"string"},"price":{"type":"number"},"size":{"type":"number"},"bidPrice":{"type":"number"},"askPrice":{"type":"number"},"exchangeSaleConditions":{"type":"string"},"aggressorSide":{"type":"string"},"spreadLeg":{"type":"boolean"},"extendedTradingHours":{"type":"boolean"},"validTick":{"type":"boolean"},"type":{"type":"string"},"stockPrice":{"type":"number"},"stockBid":{"type":"number"},"stockAsk":{"type":"number"},"stockBidSize":{"type":"number"},"stockAskSize":{"type":"number"},"stockQuoteTime":{"type":"string"}}}}}},"example":{"data":[{"symbol":"SPY260716P00741000","root":"SPY","ticker":"SPY","expirDate":"2026-07-16","strike":741,"callPut":"P","tradeDate":"2026-07-15","eventIndex":"7662792893928571457","eventTime":1784133001696,"eventEstTime":"2026-07-15 12:30:01","eventSequence":577,"exchangeCode":"N","price":0.23,"size":164,"bidPrice":0.23,"askPrice":0.24,"exchangeSaleConditions":"I","aggressorSide":"SELL","spreadLeg":false,"extendedTradingHours":false,"validTick":true,"type":"NEW","stockPrice":750.87,"stockBid":750.86,"stockAsk":750.88,"stockBidSize":200,"stockAskSize":300,"stockQuoteTime":"2026-07-15 12:30:01"}]}}}},"400":{"$ref":"#/components/responses/BadRequest"},"401":{"$ref":"#/components/responses/Unauthorized"},"403":{"$ref":"#/components/responses/Forbidden"},"404":{"$ref":"#/components/responses/NotFound"},"429":{"$ref":"#/components/responses/TooManyRequests"},"500":{"$ref":"#/components/responses/ServerError"},"default":{"$ref":"#/components/responses/Error"}},"x-codeSamples":[{"lang":"cURL","source":"curl -L \"https://api.orats.io/datav2/live/time-sales/option?token=my-token&ticker=SPY&from=12:30&minSize=100\""}]}}},"components":{"securitySchemes":{"tokenQuery":{"type":"apiKey","in":"query","name":"token","description":"Your ORATS API token, shown in the dashboard API console (https://dashboard.orats.com/api-console) after purchasing a plan at https://orats.com/data-api#pricing. Accepted by every endpoint."},"tokenHeader":{"type":"apiKey","in":"header","name":"Authorization","description":"Option Scanner API only: the raw token in an Authorization header with no Bearer prefix. When both the header and the token query parameter are sent, the query parameter is the one validated."}},"schemas":{"Error":{"type":"object","title":"Error","description":"Every non-2xx response carries this JSON body. `message` is a human-readable reason; the HTTP status code is the machine-readable classification (400 malformed request, 401 missing/invalid token, 403 not entitled, 404 unknown route, 429 rate limited, 5xx server error). An explicit gateway policy deny spells the key `Message`.","properties":{"message":{"type":"string","example":"Unauthorized"},"Message":{"type":"string","description":"Only on API-gateway policy denials, in place of `message`."}}}},"responses":{"Error":{"description":"Any other error, with the same JSON error body.","content":{"application/json":{"schema":{"$ref":"#/components/schemas/Error"}}}},"NotFound":{"description":"No endpoint at this path, or (Tools APIs) no job or backtest with this id.","content":{"application/json":{"schema":{"$ref":"#/components/schemas/Error"},"example":{"message":"Not Found"}}}},"BadRequest":{"description":"The request body is not valid JSON or a parameter is malformed.","content":{"application/json":{"schema":{"$ref":"#/components/schemas/Error"},"example":{"message":"payload format error."}}}},"Unauthorized":{"description":"Missing or invalid token. Pass your API token as the `token` query parameter.","content":{"application/json":{"schema":{"$ref":"#/components/schemas/Error"},"example":{"message":"Unauthorized"}}}},"Forbidden":{"description":"The token is valid but not entitled to this endpoint: the plan does not include it, the live-data agreements are unsigned, or the Authorization header carried a Bearer prefix.","content":{"application/json":{"schema":{"$ref":"#/components/schemas/Error"},"example":{"message":"Forbidden"}}}},"TooManyRequests":{"description":"Rate limit exceeded: 1,000 requests per minute across the Data APIs, 10 requests per minute per token per Tools API endpoint. The message says when the window resets.","content":{"application/json":{"schema":{"$ref":"#/components/schemas/Error"}}}},"ServerError":{"description":"Internal error. For the Tools APIs this is also what a structurally invalid strategy definition returns.","content":{"application/json":{"schema":{"$ref":"#/components/schemas/Error"},"example":{"message":"internal server error."}}}}}}}