DATA API

Volatility via code

Gain access to the best proprietary options data, including forecasts, implied skew summarizations, historical volatility readings, volume metrics and more with the ORATS Data API.

Used by the most profitable hedge funds, banks, and pension funds, find out what is the secret using the Data API.

Grab a full history back to 2007 for each stock and apply your analysis. Calculate signals for buying and selling. Determine what are the best indicators for your investment strategy.

Here's a link to a definition of all fields in our Data API.

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Data API

Here's how to get started, free.

  • Sign up for a trial to get your User Token
  • Check out the commands and JSON detail HERE
  • See options chain with greeks
  • Get summarized implied volatility by expiry
  • Drill down: one row per stock
  • 4500 symbols -- all US equity options
  • Download interpolated IV, correlations, historical volatility
  • Uncover ex-earnings HVs, implied earnings effec
  • Get the full history back to 2007, pick one day or all 
Data API Quick Start

 Get up and going on the ORATS Data API with this Quick Start Guide.

Features of the Data

DataAPIhistWith 4500 symbols and 12 years of history, it can be a daunting task to figure out what to use. We organize the data in the following way:

  1. Strikes — One row per options strike with bid ask quotes from snapshot of market data 14-minutes before the close (the time we think is the latest in the day where the quotes are still of high quality, not deteriorating and widening as they do near the close).
  2. Moneyness — One row per expiration showing implied dividends, implied volatility skews and earnings information.
  3. Core — One row per stock containing a wealth of volatility, volume and important calculations.

 

Data API Intro

 Dive deeper into the data with this introductory and informational video.

See what options exchanges, pension funds, banks and quant shops have been using for years. The ORATS Data API is the backbone of success in options. Make it yours today. 

The ORATS Data API starts with cleaned data, the best fundamental options information like dividends and earnings dates, and sound calculation methods to build a massive database of important options information. Easily accessible through a well documented micro site, the API can be up and running in no time.

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