v1

latestOpenAPI 3.1.02026-07-2655154175.6 KB
Underlying

Top underlyings by daily flow

Top tickers for a single trading day, with call/put premium and volume splits, net premium, and call/put ratio. Sortable by premium, volume, net_premium, or call_put_ratio.

get/v1/underlying/top/daily

Query parameters

limitinteger

Maximum rows to return. Server caps at 500.

datestring date
Example:2026-05-27

Trading date the request targets, in YYYY-MM-DD. Defaults to the current trading date (the most recent session that has settled enough data to be queryable). Past dates fall through to the daily rollup tables.

min_premiumnumber double
min_volumeinteger
order_by'premium' | 'volume' | 'net_premium' | 'call_put_ratio'
order'asc' | 'desc'

Response

Top underlyings for the day.

Example response

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