Livevol Web API Reference

Backtester API

API Description Required Universes
GET
/backtester/strategies/top-strategies
Returns summary level results of the top 50 covered call strategies and the top 50 cash secured put strategies.
OPTIONS
GET
/backtester/strategies/covered-calls/top-strategies-by-portfolio
Returns the best performing covered call strategies on the provided list of symbols.
OPTIONS
GET
/backtester/strategies/covered-calls/top-strategies-by-sector
Returns the best performing covered call strategies on the provided list of sector codes.
OPTIONS
GET
/backtester/strategies/cash-secured-puts/top-strategies-by-portfolio
Returns the best performing cash secured put strategies on the provided list of symbols.
OPTIONS
GET
/backtester/strategies/cash-secured-puts/top-strategies-by-sector
Returns the best performing cash secured put strategies on the provided list of sector codes.
OPTIONS
GET
/backtester/strategies/covered-calls/{symbol}
Pre-calculated covered calls backtest over the last two years on the given symbol. Results are summary level information on all 9 covered calls strategy variations which include .20, .35, .50 delta and 30, 60 and 180 day rolling periods.
OPTIONS
GET
/backtester/strategies/covered-calls/{symbol}/details
Detailed level results of a pre-calculated covered calls backtest over the last two years on the given symbol for a specific strategy variation.
OPTIONS
GET
/backtester/strategies/covered-calls/{symbol}/customized
Detailed level results calculated on demand for a covered calls backtest based on the given input parameters.
OPTIONS
GET
/backtester/strategies/cash-secured-puts/{symbol}
Pre-calculated cash secured backtest over the last two years on the given symbol. Results are summary level information on all 9 cash secured puts strategy variations which include -.20, -.35, -.50 delta and 30, 60 and 180 day rolling periods.
OPTIONS
GET
/backtester/strategies/cash-secured-puts/{symbol}/details
Detailed level results of a pre-calculated cash secured puts backtest over the last two years on the given symbol for a specific strategy variation.
OPTIONS
GET
/backtester/strategies/cash-secured-puts/{symbol}/customized
Detailed level results calculated on demand for a cash secured puts backtest based on the given input parameters.
OPTIONS

Custom Scans API

Events API

Fundamentals API

Market at a Glance API

API Description Required Universes
GET
/market/symbols/{symbols}
Get current markets, volume and volatilities
STOCKS
GET
/market/symbols/{symbol}/history
Get historical prices, volumes and volatilities
STOCKS
GET
/market/symbols/{symbol}/futures-term-structure
Get futures term structure
STOCKS
GET
/market/symbols/{symbol}/expirations
Get expiration dates of symbol's derivatives
STOCKS
GET
/market/symbols/{symbol}/options/{date}
Get options list for specified date
OPTIONS
GET
/market/symbols/{symbol}/options
Get current or historical options market data
OPTIONS
GET
/market/symbols/{symbol}/option-volumes-by-exchange
Get option volumes by exchange
STOCKS
GET
/market/symbols/{symbol}/option-trades-breakdown
Get option trades breakdown
STOCKS
GET
/market/symbols/{symbol}/underlying-and-options
Get synchronized snapshot of current underlying and options market data
STOCKS
OPTIONS
GET
/market/symbols/{symbol}/all-options-trades
Get all options trades for an underlying (provides the ability to get trades for multiple options simultaneously)
OPTIONS
GET
/market/symbols/{symbol}/largest-options-trades
Get largest option trades for an underlying
OPTIONS
GET
/market/symbols/{symbol}/option-trades-volume
Get option trades volume for an underlying
OPTIONS
GET
/market/symbols/{symbols}/level2
Get current level2 data for underlyings
STOCKS
GET
/market/notifications/halts
Get halt messages
STOCKS
GET
/market/notifications/flex-trades
Get flex trades
STOCKS
GET
/market/notifications/underlying-limit-up-limit-down
Get underlyings limit up limit down
STOCKS

Market Reference API

Option Scans API

Smart Market API

API Description Required Universes
GET
/smart-market
Calculate smart market
OPTIONS

Theo Calculator API

Time and Sales API

Trade Optimizer API

API Description Required Universes
GET
/trade-optimizer
Trade Optimizer
OPTIONS

Trade Review API

Underlying Scans API

API Description Required Universes
GET
/market/scans/stocks
Get list of available stock scans
STOCKS
GET
/market/scans/stocks/post-earnings-iv30-gain
Symbols where IV30 Rose Post Earnings (Min. 200 contracts today; Earnings Max. 5 days ago)
STOCKS
GET
/market/scans/stocks/post-earnings-iv30-drop
Symbols where IV30 Dropped Post Earnings (Min. 200 contracts today; Earnings Max. 5 days ago)
STOCKS
GET
/market/scans/stocks/pre-earnings-high-volume
Symbols with High Option Volume Pre Earnings (Min. 200 contracts today; Earnings in Max. 5 days)
STOCKS
GET
/market/scans/stocks/post-earnings-price-drop
Symbols where Stock Price Dropped Post Earnings (Min. 200 contracts today; Earnings Max. 5 days ago)
STOCKS
GET
/market/scans/stocks/post-earnings-price-gain
Symbols where Stock Price Rose Post Earnings (Min. 200 contracts today; Earnings Max. 5 days ago)
STOCKS
GET
/market/scans/stocks/pre-earnings-price-drop
Symbols where Stock Price Dropped Pre Earnings (Min. 200 contracts today; Earnings Max. in 5 days)
STOCKS
GET
/market/scans/stocks/pre-earnings-price-gain
Symbols where Stock Price Rose Pre Earnings (Min. 200 contracts today; Earnings Max. in 5 days)
STOCKS
GET
/market/scans/stocks/pre-earnings-iv30-day-gain
Symbols where IV30 Rose Pre Earnings (Min. 1,000 contracts traded today; Earnings Max. in 5 days))
STOCKS
GET
/market/scans/stocks/top-hv30-3-day-gains
Symbols where HV30 has gone up > 20 points in last 3 days
STOCKS
GET
/market/scans/stocks/top-hv30-5-day-gains
Symbols where HV30 has gone up > 30 points in last 5 days
STOCKS
GET
/market/scans/stocks/top-hv60-3-day-gains
Symbols where HV60 has gone up > 20 points in last 3 days
STOCKS
GET
/market/scans/stocks/top-hv60-5-day-gains
Symbols where HV60 has gone up > 30 points in last 5 days
STOCKS
GET
/market/scans/stocks/top-hv90-3-day-gains
Symbols where HV90 has gone up > 20 points in last 3 days
STOCKS
GET
/market/scans/stocks/top-hv90-5-day-gains
Symbols where HV90 has gone up > 30 points in last 5 days
STOCKS
GET
/market/scans/stocks/exploding-iv30
Symbols where the IV30 has gone up 30% in the last week
STOCKS
GET
/market/scans/stocks/imploding-iv30
Symbols where the IV30 has fallen 30% in the last week
STOCKS
GET
/market/scans/stocks/annual-high-iv30
Symbols that are at or above the 52 week high IV30
STOCKS
GET
/market/scans/stocks/annual-low-iv30
Symbols that are at or below the 52 week low IV30
STOCKS
GET
/market/scans/stocks/top-iv30-1-day-gains
Symbols where IV30 has gone up > 20 points since yesterday
STOCKS
GET
/market/scans/stocks/top-iv30-3-day-gains
Symbols where IV30 has gone up > 30 points in last 3 days
STOCKS
GET
/market/scans/stocks/top-iv30-5-day-gains
Symbols where IV30 has gone up > 40 points in last 5 days
STOCKS
GET
/market/scans/stocks/top-iv60-1-day-gains
Symbols where IV60 has gone up > 20 points since yesterday
STOCKS
GET
/market/scans/stocks/top-iv60-3-day-gains
Symbols where IV60 has gone up > 30 points in last 3 days
STOCKS
GET
/market/scans/stocks/top-iv60-5-day-gains
Symbols where IV60 has gone up > 40 points in last 5 days
STOCKS
GET
/market/scans/stocks/top-iv90-1-day-gains
Symbols where IV90 has gone up > 20 points since yesterday
STOCKS
GET
/market/scans/stocks/top-iv90-3-day-gains
Symbols where IV90 has gone up > 30 points in last 3 days
STOCKS
GET
/market/scans/stocks/top-iv90-5-day-gains
Symbols where IV90 has gone up > 40 points in last 5 days
STOCKS
GET
/market/scans/stocks/iv30-one-day-decrease
Symbols with Largest 1-Day IV30 Decrease (Min. 2,000 contracts traded today)
STOCKS
GET
/market/scans/stocks/iv30-one-day-increase
Symbols with Largest 1-Day IV30 Increase (Min. 2,000 contracts traded today)
STOCKS
GET
/market/scans/stocks/large-iv30-drop-from-open
Symbols with Largest IV30 Drop as of 5 min from Open (Min. 2,000 contracts traded today)
STOCKS
GET
/market/scans/stocks/large-iv30-gain-from-open
Symbols with Largest IV30 Gain as of 5 min from Open (Min. 2,000 contracts traded today)
STOCKS
GET
/market/scans/stocks/iv30-greater-than-hv30
Symbols where IV30 is greater than HV30 (Min. 1,500 contracts traded today; IV30 > 5, Stock > $1)
STOCKS
GET
/market/scans/stocks/iv60-greater-than-hv60
Symbols where IV60 is greater than HV60 (Min. 1,500 contracts traded today; IV60 > 5, Stock > $1)
STOCKS
GET
/market/scans/stocks/iv90-greater-than-hv90
Symbols where IV90 is greater than HV90 (Min. 1,500 contracts traded today; IV90 > 5, Stock > $1)
STOCKS
GET
/market/scans/stocks/iv30-less-than-hv30
Symbols where IV30 is less than HV30 (Min. 1,500 contracts traded today; IV30 > 5, Stock > $1)
STOCKS
GET
/market/scans/stocks/iv60-less-than-hv60
Symbols where IV60 is less than HV60 (Min. 1,500 contracts traded today; IV60 > 5, Stock > $1)
STOCKS
GET
/market/scans/stocks/iv90-less-than-hv90
Symbols where IV90 is less than HV90 (Min. 1,500 contracts traded today; IV90 > 5, Stock > $1)
STOCKS
GET
/market/scans/stocks/high-open-interest
Symbols where open interest is 300% of average
STOCKS
GET
/market/scans/stocks/high-option-volume
High option volume today, relative to average
STOCKS
GET
/market/scans/stocks/high-call-volume
High call volume today, relative to average
STOCKS
GET
/market/scans/stocks/high-put-volume
High put volume today, relative to average
STOCKS
GET
/market/scans/stocks/otm-puts-on-offer
Highest Percent of OTM Puts Trading on the Offer (Min. 2,000 OTM Puts on Offer; Stock > $1)
STOCKS
GET
/market/scans/stocks/otm-calls-on-offer
Highest Percent of OTM Calls Trading on the Offer (Min. 2,000 OTM Calls on Offer; Stock > $1)
STOCKS
GET
/market/scans/stocks/positive-net-deltas
Symbols with the Largest Day Net Deltas from Options
STOCKS
GET
/market/scans/stocks/negative-net-deltas
Symbols with the Smallest Day Net Deltas from Options
STOCKS
GET
/market/scans/stocks/positive-net-premium
Symbols with the Largest Day Net Premium from Options
STOCKS
GET
/market/scans/stocks/negative-net-premium
Symbols with the Smallest Day Net Premium from Options
STOCKS
GET
/market/scans/stocks/largest-put-to-call-ratio
Symbols with the Largest Day Put to Call Ratio (Min. 1,000 contracts traded today)
STOCKS
GET
/market/scans/stocks/largest-call-to-put-ratio
Symbols with the Largest Day Call to Put Ratio (Min. 1,000 contracts traded today))
STOCKS
GET
/market/scans/stocks/absolute-option-volume
Symbols with the Largest Number of Option Contracts Traded Today
STOCKS
GET
/market/scans/stocks/absolute-trade-count
Symbols with the Largest Number (Count) of Trades
STOCKS
GET
/market/scans/stocks/annual-high-price
Symbols that are at or above the 52 week high price
STOCKS
GET
/market/scans/stocks/annual-low-price
Symbols that are at or below the 52 week low price
STOCKS
GET
/market/scans/stocks/top-percent-price-gainers
Top 50 percent gainers in price
STOCKS
GET
/market/scans/stocks/top-percent-price-losers
Top 50 percent losers in price
STOCKS
GET
/market/scans/stocks/price-gainers-from-open
Largest Price Increase from Opening Stock Print
STOCKS
GET
/market/scans/stocks/price-losers-from-open
Largest Price Decrease from Opening Stock Print
STOCKS
GET
/market/scans/stocks/dollar-price-gainers
Biggest Price Gainers in Dollars (not Pct)
STOCKS
GET
/market/scans/stocks/dollar-price-losers
Biggest Price Losers in Dollars (not Pct)
STOCKS
GET
/market/scans/stocks/sigma1-greater-than-sigma2
Sigma1 > Sigma2 (Min. 2,000 contracts traded today, Stock > $1)
STOCKS
GET
/market/scans/stocks/sigma1-greater-than-sigma3
Sigma1 > Sigma3 (Min. 2,000 contracts traded today, Stock > $1)
STOCKS
GET
/market/scans/stocks/sigma2-greater-than-sigma3
Sigma2 > Sigma3 (Min. 2,000 contracts traded today, Stock > $1)
STOCKS
GET
/market/scans/stocks/sigma1-less-than-sigma2
Sigma1 < Sigma2 (Min. 2,000 contracts traded today, Stock > $1)
STOCKS
GET
/market/scans/stocks/sigma1-less-than-sigma3
Sigma1 < Sigma3 (Min. 2,000 contracts traded today, Stock > $1)
STOCKS
GET
/market/scans/stocks/sigma2-less-than-sigma3
Sigma2 < Sigma3 (Min. 2,000 contracts traded today, Stock > $1)
STOCKS
GET
/market/scans/stocks/sigma2-is-between-sigma1-and-sigma3
Sigma1 > Sigma2 < Sigma3 (Min. 2,000 contracts traded today, Stock > $1)
STOCKS
GET
/market/scans/stocks/sigma2-is-greater-than-sigma1-and-sigma3
Sigma1 < Sigma2 > Sigma3 sorted by (Sigma2 - Sigma1) (Min. 2,000 contracts traded today, Stock > $1)
STOCKS

Watchlist API