Reference
API reference
170 operations: 149 REST endpoints (52 paginated), 17 WebSocket streams, the MCP server with 48 tools, and exports. The same list is the OpenAPI document at /v1/openapi.json.
149 REST52 paginated17 streams48 MCP tools43 streamable
Options67
Options reference data, contracts, chains, flow and analytics
Reference and discovery5
- GET/v1/options/contractsContracts of an underlying: those listed now, or those quoted on a past date.
- GET/v1/options/expirationsListed expirations of an underlying.
- GET/v1/options/sessionsTrading sessions of an underlying and the history recorded for them.
- GET/v1/options/strikesListed strikes of one expiration.
- GET/v1/options/underlyingsUnderlyings that have listed options.
Single contract16
- GET/v1/options/contract/barsCandles of one contract: open, high, low, close, volume and trade count.
- GET/v1/options/contract/eodEnd-of-day record of one contract for each trading date in a range.
- GET/v1/options/contract/flowClassified prints of one contract: side, sentiment, premium and type.
- GET/v1/options/contract/greeksGreeks and implied volatility of one contract at an interval.
- GET/v1/options/contract/greeks-eodEnd-of-day Greeks, implied volatility and prices of one contract by trading date.
- GET/v1/options/contract/implied-volatilityImplied volatility of one contract at an interval, from the bid, midpoint and ask.
- GET/v1/options/contract/open-interestOpen interest of one contract for each trading date in a range.
- GET/v1/options/contract/price-historyCandles of one contract from the platform's own trade record.
- GET/v1/options/contract/quote-at-timeThe best bid and offer of one contract at an instant.
- GET/v1/options/contract/quotesBest bid and offer of one contract: every change, or sampled at an interval.
- GET/v1/options/contract/snapshotCurrent quote, day statistics, open interest and Greeks of one contract.
- GET/v1/options/contract/statsPrint statistics of one contract on a trading session.
- GET/v1/options/contract/trade-at-timeThe last trade of one contract at an instant.
- GET/v1/options/contract/trade-greeksGreeks and implied volatility of one contract at each trade.
- GET/v1/options/contract/trade-quotesEvery trade of one contract with the best bid and offer at the trade.
- GET/v1/options/contract/tradesEvery trade of one contract in a time range.
Chains8
- GET/v1/options/chainThe option chain: quotes, day statistics, open interest and Greeks of every contract.
- GET/v1/options/chain/eodEnd-of-day record of every contract of an underlying on a trading date.
- GET/v1/options/chain/greeksGreeks and implied volatility of every contract of an underlying.
- GET/v1/options/chain/implied-volatilityImplied volatility of every contract of an underlying.
- GET/v1/options/chain/ohlcTrading day so far of every contract of an underlying: open, high, low, last and volume.
- GET/v1/options/chain/open-interestOpen interest of every contract of an underlying.
- GET/v1/options/chain/open-interest-historyOpen interest of every contract of an underlying on a trading date.
- GET/v1/options/chain/quotesBest bid and offer of every contract of an underlying.
Order flow14
- GET/v1/options/flowConsolidated option orders: sweeps, splits, blocks and single prints.
- GET/v1/options/flow/by-expirationCall and put premium, volume and net flow for each expiration.
- GET/v1/options/flow/by-strikeCall and put premium and volume at every strike, by aggressor class.
- GET/v1/options/flow/exchangesMarket share of option premium, volume and trades by exchange.
- GET/v1/options/flow/leadersUnderlyings or contracts leading option flow: top premium, bullish, bearish and movers.
- GET/v1/options/flow/net-driftNet call and put premium per bucket and cumulatively over the session.
- GET/v1/options/flow/net-flowNet premium or net volume per bucket for calls, puts and overall.
- GET/v1/options/flow/overnightOvernight (global trading hours) option prints.
- GET/v1/options/flow/premium-driftCumulative signed premium of calls, puts and net sentiment over the session.
- GET/v1/options/flow/put-call-ratioPut/call volume and premium ratios per bucket and cumulatively.
- GET/v1/options/flow/statsPremium, volume and trades of a filtered option print set, by contract type and aggressor side.
- GET/v1/options/flow/strike-activityExecuted premium and trade counts per strike (SPX and SPXW).
- GET/v1/options/flow/unusualUnusual option activity as consolidated orders.
- GET/v1/options/tradesUnconsolidated option prints with aggressor side, sentiment and context.
Exposure, levels, volatility and OI24
- GET/v1/options/exposure/by-expirationModeled dealer gamma, delta, vanna or charm exposure by expiration.
- GET/v1/options/exposure/by-strikeModeled dealer gamma, delta, vanna or charm exposure by strike.
- GET/v1/options/exposure/forecastModeled levels repriced at intraday horizons with a statistical cone.
- GET/v1/options/exposure/heatmapStrike by expiration grid of modeled exposure, open interest or flow.
- GET/v1/options/exposure/historyNet modeled gamma exposure through time (SPX and SPXW).
- GET/v1/options/exposure/intervalsModeled exposure by strike at every interval of a session.
- GET/v1/options/exposure/profileModeled exposure repriced over a sweep of underlying prices, with zero crossings.
- GET/v1/options/exposure/surfaceDense strike by expiration surface of net modeled exposure for 3D views.
- GET/v1/options/levelsKey levels of the modeled dealer exposure: walls, gamma flip, largest cell, max pain, expected move.
- GET/v1/options/levels/historyKey levels of the modeled gamma exposure through a session.
- GET/v1/options/market-mapModeled exposure and executed flow by strike for SPX and SPXW.
- GET/v1/options/max-painMax pain strike of an expiration, its payout curve and the max pain of every expiration.
- GET/v1/options/open-interestOpen interest by strike or by expiration.
- GET/v1/options/open-interest/changeChange in open interest per contract between the two latest open interest dates.
- GET/v1/options/open-interest/historyOpen interest per stored date for a selection of contracts.
- GET/v1/options/screenerScreen contracts or underlyings by flow, open interest, volatility and modeled exposure.
- GET/v1/options/volatility/driftIntraday implied volatility against adjusted realized volatility.
- GET/v1/options/volatility/expected-moveOne-standard-deviation expected move to each expiration from at-the-money implied volatility.
- GET/v1/options/volatility/historyDaily history of a constant-maturity implied volatility.
- GET/v1/options/volatility/rankImplied volatility rank and percentile of a constant-maturity volatility.
- GET/v1/options/volatility/skewImplied volatility smile by strike and delta, with risk reversals and butterflies.
- GET/v1/options/volatility/surfaceImplied volatility surface by strike and expiration.
- GET/v1/options/volatility/surface-sliceOne strike across expirations, or one expiration across strikes, of the volatility surface.
- GET/v1/options/volatility/term-structureAt-the-money implied volatility by expiration, constant-maturity points and forward volatilities.
Futures18
Futures products, bars, trades, quotes and order flow
Products and sessions3
Bars, trades and book7
- GET/v1/futures/barsOHLCV bars of a futures contract, one minute to one day.
- GET/v1/futures/bookThe current displayed depth of a futures contract.
- GET/v1/futures/liquiditySpread and displayed liquidity of a futures contract.
- GET/v1/futures/liquidity-heatmapHistorical displayed liquidity by price and time (up to 5 minutes).
- GET/v1/futures/quotesRetained best bid and ask samples of a futures contract.
- GET/v1/futures/snapshotLast trade, top of book and session OHLCV of a futures contract.
- GET/v1/futures/tradesRetained trade prints of a futures contract.
Order flow8
- GET/v1/futures/cvdCumulative volume delta of a futures session.
- GET/v1/futures/delta-barsBuy, sell and net volume per bar.
- GET/v1/futures/flowLarge and aggressive futures prints with notional value.
- GET/v1/futures/footprintFootprint bars: volume by price inside each bar, with imbalances.
- GET/v1/futures/order-flowAggregated futures prints (order-flow bubbles) for a window.
- GET/v1/futures/session-profileVolume profile of the whole current trading session (POC, VAH, VAL).
- GET/v1/futures/signalsBursts of one-sided aggressive trading found in captured prints.
- GET/v1/futures/volume-profileVolume by price for a window, with point of control and value area.
Indices11
Index values, bars, indicators and futures-implied basis
Values and bars4
Indicators4
Stocks40
Equity quotes, trades, bars, dark pool and reference data
Prices, tape and indicators15
- GET/v1/stocks/barsOHLCV bars from 1 second to 1 month.
- GET/v1/stocks/bars/groupedDaily bars of every US stock for one date.
- GET/v1/stocks/indicators/emaExponential moving average of a stock.
- GET/v1/stocks/indicators/macdMACD of a stock.
- GET/v1/stocks/indicators/rsiRelative strength index of a stock.
- GET/v1/stocks/indicators/smaSimple moving average of a stock.
- GET/v1/stocks/last-quoteThe most recent NBBO quote of a stock.
- GET/v1/stocks/last-tradeThe most recent trade of a stock.
- GET/v1/stocks/moversTop 20 gainers or losers of the day.
- GET/v1/stocks/open-closeDaily open, high, low, close with pre-market and after-hours prices.
- GET/v1/stocks/previous-closeThe previous trading day's bar.
- GET/v1/stocks/quotesConsolidated NBBO quotes of a stock, oldest first.
- GET/v1/stocks/snapshotCurrent-day snapshot of up to 50 stocks.
- GET/v1/stocks/snapshot/allCurrent-day snapshot of every US stock.
- GET/v1/stocks/tradesConsolidated trades of a stock, oldest first.
Dark pool, large prints and captured events7
- GET/v1/stocks/dark-pool/flowOff-exchange dollar value, shares and trades per interval.
- GET/v1/stocks/dark-pool/levelsOff-exchange price levels ranked by dollar value.
- GET/v1/stocks/dark-pool/summaryOff-exchange share, notional and trade count of a stock for one date.
- GET/v1/stocks/dark-pool/tradesOff-exchange (dark pool) prints of a stock, oldest first.
- GET/v1/stocks/imbalancesCaptured NYSE auction imbalances.
- GET/v1/stocks/luldCaptured limit up-limit down bands and halts.
- GET/v1/stocks/prints/largeLarge equity prints, lit and off-exchange, newest first.
Reference and fundamentals15
- GET/v1/stocks/conditionsTrade and quote condition codes.
- GET/v1/stocks/dividendsCash dividends, newest first.
- GET/v1/stocks/exchangesTrading venues and reporting facilities behind the exchange ids.
- GET/v1/stocks/financials/balance-sheetsBalance sheets of a company, newest period first.
- GET/v1/stocks/financials/cash-flow-statementsCash flow statements of a company, newest period first.
- GET/v1/stocks/financials/income-statementsIncome statements of a company, newest period first.
- GET/v1/stocks/financials/ratiosValuation and financial ratios of a company, newest first.
- GET/v1/stocks/iposInitial public offerings and direct listings, newest first.
- GET/v1/stocks/relatedCompanies related to a stock.
- GET/v1/stocks/short-interestShort interest settlements of a stock, newest first.
- GET/v1/stocks/short-volumeDaily short sale volume of a stock, newest first.
- GET/v1/stocks/splitsStock splits, newest first.
- GET/v1/stocks/ticker-detailsCompany details for a stock symbol.
- GET/v1/stocks/ticker-eventsSymbol changes of the company behind a ticker.
- GET/v1/stocks/tickersSearch and list tradable US securities.
Market7
Market status, sessions, calendar and rates
- GET/v1/market/calendarThe equity market schedule of one date: open, early close or closed.
- GET/v1/market/holidaysUpcoming market closures and early closes.
- GET/v1/market/interest-ratesThe risk-free interest rate by date.
- GET/v1/market/overviewOne-call picture of the market: indexes, futures, volatility and breadth.
- GET/v1/market/sessionsTrading sessions of an asset class on a date.
- GET/v1/market/statusTrading state of the US equity market and health of the data areas.
- GET/v1/statusProvider-neutral service health.
Account6
Your plan, limits, usage and the endpoint catalog
Exports3
Background JSON exports of any data endpoint
WebSockets17
WebSocket streams on API Pro, one connection per account per stream
Options3
Futures4
Indices2
Stocks7
- WS/v1/ws/stocks/barsStock second and minute bars.
- WS/v1/ws/stocks/blocksLarge stock trades.
- WS/v1/ws/stocks/dark-poolOff-exchange stock trades.
- WS/v1/ws/stocks/imbalancesExchange auction imbalances.
- WS/v1/ws/stocks/luldLimit up-limit down bands and halts.
- WS/v1/ws/stocks/quotesStock national best bid and offer.
- WS/v1/ws/stocks/tradesStock trades.
MCP48 tools
48 read-only tools for AI assistants at https://api.ordermap.si/mcp
The tools are listed with their endpoints on the MCP server page.