New Options Backtester
Search, filter, and sort 65,873,597 backtests

Snapshot API

Get a one-minute snapshot of the entire market.

All responses are in CSV format.

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

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

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

Strikes

Retrieves one-minute strikes snapshot.

Required attributes

  • Name
    tradeDate
    Type
    string
    Description

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

Request

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

Response

ticker,tradeDate,expirDate,dte,strike,stockPrice,callVolume,callOpenInterest,callBidSize,callAskSize,putVolume,putOpenInterest,putBidSize,putAskSize,callBidPrice,callValue,callAskPrice,putBidPrice,putValue,putAskPrice,callBidIv,callMidIv,callAskIv,smvVol,putBidIv,putMidIv,putAskIv,residualRate,delta,gamma,theta,vega,rho,phi,driftlessTheta,callSmvVol,putSmvVol,extSmvVol,extCallValue,extPutValue,spotPrice,quoteDate,updatedAt,snapShotEstTime,snapShotDate
A,2020-08-20,2020-08-21,2,32.5,97.8,0,0,3,31,0,10,0,10,62.9,65.30000000000008,67.5,0,0,0.05,0,0,0,0.422,0,0,0,0.08581933025736313,0.9999999999999983,3.240253981144478e-14,2.9732521316354543e-13,0.000019999999793703003,0,0,2.972421084414722e-13,0.3205756731835698,0.4272176821045532,0.3702941964178754,65.30000000000005,0,97.8,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
A,2020-08-20,2020-08-21,2,35,97.8,0,0,6,30,0,0,0,47,60.5,62.80000000000009,64.9,0,0,4.3,0,0,0,0.422,0,0,0,0.08581933025736313,0.9999999999999983,3.240253981144478e-14,2.9732521316354543e-13,0.000019999999793703003,0,0,2.972421084414722e-13,0.3205756731835698,0.4272176821045532,0.3702941964178754,62.80000000000006,0,97.8,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
A,2020-08-20,2020-08-21,2,37.5,97.8,0,0,20,2,0,0,0,46,57.9,60.30000000000009,62.5,0,0,4.2,0,0,0,0.422,0,0,0,0.08581933025736313,0.9999999999999983,3.240253981144478e-14,2.9732521316354543e-13,0.000019999999793703003,0,0,2.972421084414722e-13,0.3205756731835698,0.4272176821045532,0.3702941964178754,60.30000000000006,0,97.8,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
GEThttps://api.orats.io/datav2/snapshot/monies/implied

Monies Implied

Retrieves one-minute implied monies snapshot.

Required attributes

  • Name
    tradeDate
    Type
    string
    Description

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

Request

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

Response

ticker,tradeDate,expirDate,stockPrice,riskFreeRate,yieldRate,residualYieldRate,residualRateSlp,residualR2,confidence,mwVol,vol100,vol95,vol90,vol85,vol80,vol75,vol70,vol65,vol60,vol55,vol50,vol45,vol40,vol35,vol30,vol25,vol20,vol15,vol10,vol5,vol0,typeFlag,atmiv,slope,deriv,fit,spotPrice,calVol,unadjVol,earnEffect,quoteDate,updatedAt,snapShotEstTime,snapShotDate
A,2020-08-20,2020-08-21,97.8,0.001,0,0.08581933,0,0,0.05,0.09186881,0.411084,0.408586,0.407348,0.406432,0.346188,0.331579,0.324161,0.308625,0.308364,0.308141,0.307947,0.296136,0.295159,0.293665,0.292062,0.289923,0.293232,0.296562,0.296653,0.296748,0.296877,0,0.291314,0,0,0,97.8,0.211099,0.211099,0,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
A,2020-08-20,2020-09-18,97.8,0.0015,0,-0.00030589,0,0.00805241,0.64215687,0.01670313,0.367423,0.33957,0.310277,0.284195,0.268947,0.266956,0.25214,0.251556,0.247614,0.243736,0.2436,0.238488,0.237413,0.23738,0.237268,0.237139,0.237513,0.237604,0.238907,0.239751,0.239939,0,0.242015,2.0351253571,0.0623418442,0.0000078692,97.8,0.243856,0.243856,0,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
A,2020-08-20,2020-10-16,97.8,0.0011,0.01175625,-0.0020299,-0.01690136,0.00498812,0.85286043,0.03620014,0.342006,0.34011,0.317623,0.313184,0.289321,0.286225,0.274692,0.268112,0.266482,0.259628,0.258148,0.251971,0.251693,0.2514,0.24345,0.243324,0.243134,0.241792,0.24144,0.238235,0.2377,0,0.256408,2.2153789898,0.1173379346,0.0000217637,97.8,0.260708,0.260708,0,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
GEThttps://api.orats.io/datav2/snapshot/monies/forecast

Monies Forecast

Retrieves one-minute forecast monies snapshot.

Required attributes

  • Name
    tradeDate
    Type
    string
    Description

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

Request

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

Response

ticker,tradeDate,expirDate,stockPrice,riskFreeRate,vol100,vol95,vol90,vol85,vol80,vol75,vol70,vol65,vol60,vol55,vol50,vol45,vol40,vol35,vol30,vol25,vol20,vol15,vol10,vol5,vol0,quoteDate,updatedAt,snapShotEstTime,snapShotDate
A,2020-08-20,2020-08-21,97.8,0.001,0.455098,0.393658,0.362899,0.341626,0.321667,0.31294,0.305006,0.297864,0.291514,0.285957,0.281193,0.277221,0.274041,0.271654,0.27006,0.269258,0.269248,0.270031,0.271606,0.273974,0.277134,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
A,2020-08-20,2020-09-18,97.8,0.0015,0.390388,0.337955,0.311658,0.293442,0.276348,0.268823,0.261976,0.255806,0.250314,0.245499,0.241361,0.2379,0.235117,0.233012,0.231583,0.230832,0.230758,0.231362,0.232643,0.234601,0.237236,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
A,2020-08-20,2020-10-16,97.8,0.0011,0.412602,0.359352,0.332254,0.313255,0.295394,0.287121,0.279542,0.272657,0.266467,0.260971,0.256169,0.252063,0.24865,0.245932,0.243909,0.24258,0.241946,0.242006,0.24276,0.244209,0.246352,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
GEThttps://api.orats.io/datav2/snapshot/summaries

Summaries

Retrieves one-minute summaries snapshot.

Required attributes

  • Name
    tradeDate
    Type
    string
    Description

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

Request

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

Response

ticker,tradeDate,stockPrice,annActDiv,annIdiv,borrow30,borrow2y,confidence,exErnIv10d,exErnIv20d,exErnIv30d,exErnIv60d,exErnIv90d,exErnIv6m,exErnIv1y,ieeEarnEffect,impliedMove,impliedNextDiv,iv10d,iv20d,iv30d,iv60d,iv90d,iv6m,iv1y,mwAdj30,mwAdj2y,nextDiv,rDrv30,rDrv2y,rSlp30,rSlp2y,rVol30,rVol2y,rip,riskFree30,riskFree2y,skewing,contango,totalErrorConf,dlt5Iv10d,dlt5Iv20d,dlt5Iv30d,dlt5Iv60d,dlt5Iv90d,dlt5Iv6m,dlt5Iv1y,exErnDlt5Iv10d,exErnDlt5Iv20d,exErnDlt5Iv30d,exErnDlt5Iv60d,exErnDlt5Iv90d,exErnDlt5Iv6m,exErnDlt5Iv1y,dlt25Iv10d,dlt25Iv20d,dlt25Iv30d,dlt25Iv60d,dlt25Iv90d,dlt25Iv6m,dlt25Iv1y,exErnDlt25Iv10d,exErnDlt25Iv20d,exErnDlt25Iv30d,exErnDlt25Iv60d,exErnDlt25Iv90d,exErnDlt25Iv6m,exErnDlt25Iv1y,dlt75Iv10d,dlt75Iv20d,dlt75Iv30d,dlt75Iv60d,dlt75Iv90d,dlt75Iv6m,dlt75Iv1y,exErnDlt75Iv10d,exErnDlt75Iv20d,exErnDlt75Iv30d,exErnDlt75Iv60d,exErnDlt75Iv90d,exErnDlt75Iv6m,exErnDlt75Iv1y,dlt95Iv10d,dlt95Iv20d,dlt95Iv30d,dlt95Iv60d,dlt95Iv90d,dlt95Iv6m,dlt95Iv1y,exErnDlt95Iv10d,exErnDlt95Iv20d,exErnDlt95Iv30d,exErnDlt95Iv60d,exErnDlt95Iv90d,exErnDlt95Iv6m,exErnDlt95Iv1y,fwd30_20,fwd60_30,fwd90_30,fwd90_60,fwd180_90,fexErn30_20,fexErn60_30,fexErn90_30,fexErn90_60,fexErn180_90,ffwd30_20,ffwd60_30,ffwd90_30,ffwd90_60,ffwd180_90,ffexErn30_20,ffexErn60_30,ffexErn90_30,ffexErn90_60,ffexErn180_90,fbfwd30_20,fbfwd60_30,fbfwd90_30,fbfwd90_60,fbfwd180_90,fbfexErn30_20,fbfexErn60_30,fbfexErn90_30,fbfexErn90_60,fbfexErn180_90,impliedEarningsMove,quoteDate,updatedAt,snapShotEstTime,snapShotDate
A,2020-08-20,97.8,0.7199999999999999,0.5785784305378101,0.0002322400729357836,0.0000661591644150132,0.7295333709832759,0.24360005693516998,0.24360005693516998,0.24360005693516998,0.259373643810987,0.2757626827132001,0.2822025572395951,0.2858325601849018,1,0,0.13942230220479196,0.24360005693516998,0.24360005693516998,0.24360005693516998,0.259373643810987,0.2757626827132001,0.2822025572395951,0.2858325601849016,0.02572495825001111,0.030328315455963324,0.18,0.08720003281416733,0.08928069313868411,2.14429999727614,3.8692448386947698,0.2537805842814804,0.31191016367764735,1.4836438036809483,0.001329953514258821,0.0017258921940764755,-0.07803490942225412,0.008062266448655465,0.00006515706631858355,0.23975059833862952,0.23975059833862952,0.23975059833862952,0.23973983246989733,0.2598563756020164,0.255029642825557,0.2534848500205493,0.23975059833862952,0.23975059833862952,0.23975059833862952,0.23973983246989733,0.2598563756020164,0.255029642825557,0.2534848500205495,0.23713906072583654,0.23713906072583654,0.23713906072583654,0.24461964189932345,0.2619471092168691,0.26060688969812273,0.2616769205855789,0.23713906072583654,0.23713906072583654,0.23713906072583654,0.24461964189932345,0.2619471092168691,0.26060688969812273,0.26167692058557906,0.2669556845657504,0.2669556845657504,0.2669556845657504,0.28784905634085994,0.3095615111606072,0.31960161143614835,0.3219640526123221,0.2669556845657504,0.2669556845657504,0.2669556845657504,0.28784905634085994,0.3095615111606072,0.31960161143614835,0.32196405261232225,0.33956991045123197,0.33956991045123197,0.33956991045123197,0.343872589075654,0.39417980767248034,0.4541207925666619,0.43301824284922663,0.33956991045123197,0.33956991045123197,0.33956991045123197,0.343872589075654,0.39417980767248034,0.4541207925666619,0.4330182428492268,0.24360005693516998,0.2742414747421685,0.2905117758307958,0.30591795848554837,0.2884987165447237,0.24360005693516998,0.2742414747421685,0.2905117758307958,0.30591795848554837,0.2884987165447237,0.24360005693516998,0.29862478818130145,0.3204148511385032,0.3506754497085789,0.2973489373881912,0.24360005693516998,0.29862478818130145,0.3204148511385032,0.3506754497085789,0.2973489373881912,1,1.088911837504,1.1029324034187309,1.1463055370943347,1.0306768118398042,1,1.088911837504,1.1029324034187309,1.1463055370943347,1.0306768118398042,0.05636190815386539,2020-08-20T15:29:16Z,2020-08-20T15:29:22Z,1130,2020-08-20T15:30:01Z
AA,2020-08-20,14.96,0,0,-0.013487196828810787,-0.004448132307606693,0.8972049513217638,0.5604858994659929,0.5681363397295148,0.5469090618768345,0.5627797222151312,0.5757839289428879,0.562497055958331,0.5513483456385967,1.75820503025856,0.07266818890140812,0,0.5604858994659929,0.5681363397295148,0.5469090618768345,0.5822802774816169,0.5888202716930031,0.5776149440152265,0.5652046912768169,0.04412747367248895,0.034321414235632834,0,0.07286646401787318,0.05885667817604772,1.2278623705535199,2.761635904652153,0.5666716092937544,0.5447315160261353,0.5366822966679362,0.00120788311868143,0.0016594136613157803,0.6919101359633804,0.0017157173544036705,0.0001441857051504659,0.5451029507445585,0.5482457981216655,0.5691776254161777,0.5694263145429317,0.5586726892536615,0.5855004609735212,0.5650104169970869,0.5451029507445585,0.5482457981216655,0.5691776254161777,0.5499257592764459,0.5456363465035463,0.5703825729166256,0.5511540713588666,0.541941599591087,0.5479833496408476,0.5331299913549707,0.5649837253349762,0.55617031950537,0.5490713412324348,0.5246571034683489,0.541941599591087,0.5479833496408476,0.5331299913549707,0.5454831700684905,0.5431339767552548,0.5339534531755393,0.5108007578301287,0.571682498831637,0.5894419001154567,0.5874703841091425,0.6236482472910075,0.6334649006359551,0.627641215271017,0.6209265958340575,0.571682498831637,0.5894419001154567,0.5874703841091425,0.6041476920245218,0.6204285578858398,0.6125233272141215,0.6070702501958373,0.5917594454800363,0.6356419100401616,0.6668192579812989,0.6991596435569813,0.6849585852903156,0.7261225041145924,0.7151765894561759,0.5917594454800363,0.6356419100401616,0.6668192579812989,0.6796590882904956,0.6719222425402004,0.7110046160576969,0.7013202438179557,0.5017676402942862,0.6156225476094409,0.6086946751479212,0.6016870398984246,0.5661878970296031,0.5017676402942862,0.5782149336622855,0.589691392392549,0.6009487224494658,0.5488886436196972,0.4596513130323683,0.67035867952629,0.6446360991968715,0.6193766388714383,0.5495419728569328,0.4596513130323683,0.5952144527119567,0.6199378732637577,0.6364327733982972,0.5327513174972781,0.916064082496,1.0889118375040001,1.05904672,1.0294,0.9706,0.916064082496,1.0294,1.0512920508276202,1.05904672,0.9705999999999999,0.07686403499097874,2020-08-20T15:29:46Z,2020-08-20T15:29:56Z,1130,2020-08-20T15:30:01Z
AAL,2020-08-20,12.48,0,0,0.025373756968557048,0.023973456232112646,0.8206108962284677,0.6938100271389626,0.7731070263188597,0.8157721173949466,0.8780768284039566,0.8823368016697812,0.8302202624380071,0.8198861987703036,2.8389092378178216,0.20233518733706046,0,0.6938100271389626,0.7731070263188597,0.8157721173949466,0.882095558963476,0.940091455306042,0.8916826440314267,0.8766410005557104,0.04875736264324861,0.04391555494600701,0,0.19209433066337211,0.11213120155963088,-0.30667232598262867,1.9959027912954435,0.8593278365458316,0.8445052134342439,0.8466605477802861,0.0011811951201179758,0.0016595656773480698,0.9439383920813524,0.03041112125121425,0.0014996238643812307,1.1183270985049907,0.9923610279968091,1.0550849277262928,1.032889872207827,1.0666795695143958,0.866575061848733,0.752727279821314,1.1183270985049907,0.9923610279968091,1.0550849277262928,1.0288711416483076,1.008924915878135,0.8051126802553134,0.6959724780359072,0.7518041014694767,0.7982919122024097,0.8560234915701536,0.9137411719530666,0.9594735746067465,0.856564644409414,0.8483557207981727,0.7518041014694767,0.7982919122024097,0.8560234915701536,0.9097224413935472,0.9017189209704858,0.7951022628159944,0.7916009190127659,0.7377212810579432,0.8077734031450009,0.8494363973951911,0.921939449303896,0.9764307327423811,0.9635925488651652,0.9743237555693948,0.7377212810579432,0.8077734031450009,0.8494363973951911,0.9179207187443766,0.9186760791061204,0.9021301672717456,0.917568953783988,0.9746448742775754,0.991708161449717,1.096964409529246,1.0643893135874123,1.3232192652392871,1.1850641813188139,1.2048797843631474,0.9746448742775754,0.991708161449717,1.096964409529246,1.0603705830278929,1.2654646116030264,1.1236017997253942,1.1481249825777406,0.8950215049203697,0.9437695707995356,0.9964516258954224,1.0464849175846358,0.8404902920285994,0.8950215049203697,0.9362444582697771,0.9138026447826527,0.8907956340163964,0.7746051489271214,1.00149845804662,1.0560458767872272,1.1149952949355115,1.2313352310050398,0.769942968213974,1.00149845804662,1.0425152780675033,0.9818842512768962,0.8907956340163964,0.6909320071993323,1.1189658042191104,1.1189658042191106,1.1189658042191106,1.176639252333471,0.916064082496,1.1189658042191104,1.11350755548836,1.0745036216331334,1,0.8919796210447584,0.1549370712899745,2020-08-20T15:29:52Z,2020-08-20T15:30:00Z,1130,2020-08-20T15:30:01Z
ORATS University
ORATS University
Master the art of options
Research
Implementation
Risk
Review
Get started
Contact Us
Curious about enterprise pricing? Want to become an affiliate? Questions about our data? Let us know.
Your email
Your message
Submit
ORATSORATS
Institutional Quality Tools for All Options Traders
(312) 986 - 1060
support@orats.com
36 Maplewood Ave, Portsmouth, NH 03801
Trading Tools
Option Scanner
Trading
Backtester
Stock Scanner
Signal Builder
Trade Builder
Earnings & Financials
APIs
Data API
Intraday Data API
API Docs
Historical Data
Near End-of-day - Since 2007
1 Minute Intraday - Since Aug. 2020
2 Minute Snapshot - Since 2015
More Information
University
Dividends
Blog
Videos and Webinars
About
FAQ
Partners
Terms and Conditions
Disclaimer
Youtube
Twitter
LinkedIn
The opinions and ideas presented herein are for informational and educational purposes only and should not be construed to represent trading or investment advice tailored to your investment objectives. You should not rely solely on any content herein and we strongly encourage you to discuss any trades or investments with your broker or investment adviser, prior to execution. None of the information contained herein constitutes a recommendation that any particular security, portfolio, transaction, or investment strategy is suitable for any specific person. Option trading and investing involves risk and is not suitable for all investors. For more information please see our disclaimer.
Interactive Brokers is not affiliated with Option Research & Technology Services, LLC and does not endorse or recommend any information or advice provided by Option Research & Technology Services, LLC.