v1

latestOpenAPI 3.1.02026-07-2655154175.6 KB

Market

Bucketed market-wide net call premium / net put premium time series

Returns the market-wide intraday "tide" — bucketed Net Call Premium and Net Put Premium series with both per-bucket and cumulative values, plus an SPY price overlay for context. Two directional flavors are emitted per bar: the standard ncp/npp (call-buying minus call-selling, etc.) and a manualNcp/ manualNpp variant with the script-trade exclusion logic relaxed for callers that need raw flow.

get/v1/market/tide

Query parameters

interval'1D' | '2D' | '3D' | '5D' | '7D' | '14D' | '30D' | '45D' | '60D' | '90D' | '120D' | '180D' | '360D'

Trailing window length. Defaults to a single trading day (1D); multi-day intervals roll up history at the chosen bucket size.

bucket'1min' | '5min' | '15min' | '30min' | '1d' | '1w'

Bucket size for the time series.

datestring date

Trading date anchor (YYYY-MM-DD). Defaults to today.

exclude_multi_legboolean

Exclude multi-leg / spread trades from the directional totals.

exclude_deep_itmboolean

Exclude deep in-the-money trades (moneyness_percent < -20) from the directional totals.

Response

Market tide bars.

Example response

{
  "meta": {
    "requestId": "d7574836"
  }
}