v1

latestOpenAPI 3.1.02026-07-2655154175.6 KB
Heatmap

Replay per-strike heatmap at a past instant (one or more symbols)

The snapshot nearest at for one or more symbols — same shape as /v1/heatmap minus velocityPct (velocity is live-only). at may be up to 365 days in the past; if no snapshot exists at/near that instant the response is 404 with code: no_data.

get/v1/historical

Query parameters

symbolsstring required
Example:SPY,SPX,QQQ

One ticker, or a comma-separated list for a single cross-asset call (e.g. SPY or SPY,SPX,QQQ). Each is returned as an element of data.symbols.

atstring date-time required

RFC3339 instant to replay (e.g. 2026-03-05T10:01:00Z). Up to 365 days back.

metric'gamma' | 'vanna'

Which Greek exposure to return per strike.

maxStrikesinteger

Maximum number of strikes around spot to return.

Response

Historical heatmap snapshot(s).

Example response

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