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v1

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Market Intelligence

Content List

The ORTEX Market Intelligence API delivers data-driven financial content generated from ORTEX's market datasets — short interest, cost to borrow, utilization, options flow, ORTEX Alpha signals, and more.

Content types (content_type):

  • pulse — Bloomberg-style flash headlines when a data event crosses a threshold. Sub-type in pulse_type: short_interest, analyst, options, institutional, ctb, utilization, signal, convergence.
  • earnings_preview — Short-form analytical brief 2–3 trading days ahead of earnings.
  • trader_note — Weekly long-form deep dive per covered stock.
  • weekly_digest — Weekly synthesis of cross-stock themes, sector trends, and convergence alerts. Sub-type in theme: week_ahead, overall, short_interest, analyst, options, convergence.
  • convergence_report — Auto-triggered when 3+ distinct data events align on one ticker.
  • market_commentary — Cross-stock market-wide articles published on a 4-hour cadence (8h for money_flow). Sub-type in theme: general, short_interest, analyst, events, insider, options, money_flow.

Identifying content by subject

The simplest way to pull subject-matter content across content types is the ?topics= filter — e.g. ?topics=short_interest returns SI pulses, the SI weekly digest, the SI commentary, and any long-form row grounded in SI data. Closed vocabulary: short_interest, cost_to_borrow, utilization, options, analyst, institutional, insider, signals, earnings, money_flow, convergence, general. Comma-separate for OR semantics.

Looking up content by ticker

The ?ticker= filter searches both the row's primary tagged ticker AND any body-mentioned tickers (via related_tradingitems) — so ?ticker=NYSE:F returns any digest, trader note, or commentary that references Ford on NYSE. Two formats are accepted:

  • Colon-separated: ?ticker=NYSE:F. The segment before the colon can be an exchange symbol (NYSE), a MIC code (XNYS), or an ISO 3166-1 alpha-2 country code (US) — same resolution as every other v1 stock endpoint.
  • Legacy: ?ticker=F&exchange=NYSE. Equivalent to the colon form.

Identifiers per row

Pass ?include=identifiers to receive a list of {exchange, ticker, mic, isin} dicts per row covering both the primary tagged ticker and every body-mentioned ticker. Always present on the detail endpoint; opt-in on list (one extra ISIN query per row).

Data sources & methodology

Each metric is built on a public-knowledge input category and an ORTEX modelling layer on top. The inputs aren't secret; the modelling is what's proprietary.

  • Short interest — ORTEX Proprietary Short Interest.
  • Cost to borrow & utilization — aggregated from securities-lending market feeds (prime-broker and agent-lender data) and normalised across counterparties. Raw lending data is fragmented; the aggregation + normalisation is the proprietary layer.
  • Options flow — US options data, classified by an ORTEX buy/sell-pressure model.
  • ORTEX Alpha signals — quantitative signals built on top of all of the above plus exchange price/volume feeds. Inputs are listed in this document; signal construction (weights, thresholds, lookbacks) is the proprietary layer.
  • Analyst & institutional — sourced from established licensed data vendors.

Every response includes a provenance section detailing when the content was generated, which ORTEX data sources contributed (data_sources — see the "Data sources & methodology" block above for what each slug means), and the prompt/model version — so you can always trace an article back to the underlying data.

All API subscribers — retail and enterprise — receive every article with its full body. The is_premium flag is surfaced for reference only; API consumers are never rate-limited on content, only on request volume.

get/api/v1/market_intelligence/content

Query parameters

content_type'convergence_report' | 'earnings_preview' | 'market_commentary' | 'pulse' | 'trader_note' | 'weekly_digest'

Filter by content type (pulse, earnings_preview, trader_note, weekly_digest, convergence_report, market_commentary).

exchangestring

Exchange symbol to disambiguate the ticker (e.g. NYSE / NASDAQ / LSE), case-insensitive. Useful when the same ticker exists on multiple venues — e.g. BYND on US vs BYND on LSE. On /content/ the param narrows the listing to rows whose tradingitem belongs to that exchange. On /stock/<ticker>/ it pins the lookup; without it the primary listing wins.

includestring

Comma-separated list of optional fields to include in each row. Default is the compact projection: id, contentType, ticker, exchange, publishedAt. Recognised values: headline, body, provenance, theme, pulseType, identifiers. Example: ?include=headline,provenance,identifiers.

pageinteger

A page number within the paginated result set.

page_sizeinteger

Number of results to return per page.

pulse_type'analyst' | 'convergence' | 'ctb' | 'institutional' | 'options' | 'short_interest' | 'signal' | 'utilization'

Filter pulse rows by pulse_type (short_interest, analyst, options, institutional, ctb, utilization, signal, convergence).

qstring

Free-text search across headline + body. Use the ticker parameter for exact ticker matches.

severity'critical' | 'high' | 'low' | 'medium'

Filter by exact severity (low, medium, high, critical).

theme'analyst' | 'convergence' | 'events' | 'general' | 'insider' | 'money_flow' | 'options' | 'overall' | 'short_interest' | 'week_ahead'

Theme slug. For content_type=weekly_digest: week_ahead, overall, short_interest, analyst, options, convergence. For content_type=market_commentary: general, short_interest, analyst, events, insider, options, money_flow. The same param applies to both content types; the response row's content_type disambiguates.

tickerstring

Filter to a single ticker. Accepts BOTH EXCHANGE:TICKER (e.g. NYSE:F, XNYS:F, US:F) and legacy bare-ticker form with a separate exchange param. Searches both the row's primary tagged ticker AND every body-mentioned ticker, so ?ticker=NYSE:F returns any article that references Ford anywhere — not just rows whose primary subject is Ford. Case-insensitive.

topics'analyst' | 'convergence' | 'cost_to_borrow' | 'earnings' | 'general' | 'insider' | 'institutional' | 'money_flow' | 'options' | 'short_interest' | 'signals' | 'utilization'

Comma-separated topic slugs from the closed vocabulary. Returns rows whose computed topics list intersects the requested set (OR semantics, not AND). Single best filter for subject-matter queries — covers pulses (via pulseType), weekly digests + market commentary (via theme), and any long-form row whose snapshot declared an explicit dataSources list. Example: ?topics=short_interest to fetch SI pulses, the SI weekly digest, the SI commentary, and any trader note grounded in SI data.

Response

paginationLinksobject
lengthinteger required

Example response

{
  "paginationLinks": {
    "next": "http://api.example.org/accounts/?page=4",
    "previous": "http://api.example.org/accounts/?page=2"
  },
  "length": 123
}