< API Reference
GET
/allaccess/market/underlying-quotes?symbols={symbols}&date={date}&seq_no={seq_no}
Capture a snapshot of the current market and get the current market price, bid, ask, volume, implied volatility, OHLC, and last trade data for an underlying security. This method can be used to retrieve current market information across multiple securities in one call by passing in a comma-separated list of symbols. Historical requests will return an end-of-day snapshot of underlying quotes.

Example URI

Live (4 points)

https://api.livevol.com/v1/live/allaccess/market/underlying-quotes?symbols=CBOE,AAPL&date=2019-01-18&seq_no=0

Delayed (8 points)

https://api.livevol.com/v1/delayed/allaccess/market/underlying-quotes?symbols=CBOE,AAPL&date=2019-01-18&seq_no=0

Historical (3 points)

To make a historical request, set the 'date' parameter to a day prior to the current day using the live or delayed endpoint.

https://api.livevol.com/v1/live/allaccess/market/underlying-quotes?symbols=CBOE,AAPL&date=2019-01-18&seq_no=0
https://api.livevol.com/v1/delayed/allaccess/market/underlying-quotes?symbols=CBOE,AAPL&date=2019-01-18&seq_no=0

Request Information

URI Parameters

NameDescriptionTypeAdditional information
symbols

Comma-separated list of underlying symbols

string

Required

date

Quote date

string

Required

Date in yyyy-MM-dd format. (i.e. 2019-01-18)

seq_no

Sequence Number

integer

Default value is: 0

Range: inclusive between 0 and 9.22337203685478E+18

Response Information

Resource Description

Collection of Symbol

NameDescriptionTypeAdditional information
timestamp

Timestamp

string

None.

symbol

Company symbol

string

None.

implied_underlying_bid

Option Implied Underlying Bid

decimal number

Available for live or delayed requests; returns null for historical requests.

implied_underlying_ask

Option Implied Underlying Ask

decimal number

Available for live or delayed requests; returns null for historical requests.

implied_underlying_bid_size

Option Implied Underlying Bid Size

integer

Available for live or delayed requests; returns null for historical requests.

implied_underlying_ask_size

Option Implied Underlying Ask Size

integer

Available for live or delayed requests; returns null for historical requests.

implied_underlying_mid

Option Implied Underlying Mid-point

decimal number

Available for live or delayed requests; returns null for historical requests.

underlying_mid

Underlying Mid-point

decimal number

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

For NASDAQ listed securities, field requires subscription to UTP; otherwise, returns null.

underlying_last_trade_price

Underlying last trade price (includes after hours)

decimal number

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

includes after hours

underlying_last_trade_size

Underlying last trade size

integer

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

underlying_bid

Underlying bid

decimal number

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

underlying_ask

Underlying ask

decimal number

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

underlying_bid_size

Underlying bid size

integer

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

underlying_ask_size

Underlying ask size

integer

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

underlying_open

Underlying open

decimal number

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

underlying_high

Underlying high

decimal number

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

underlying_low

Underlying low

decimal number

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

underlying_close

Underlying close

decimal number

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

null during market hours, close if after hours

underlying_prev_day_close

Underlying previous day's close

decimal number

None.

underlying_volume

Underlying Volume

integer

None.

iv30

30 day average implied volatility

decimal number

None.

iv30_change

30 day implied volatility change

decimal number

None.

iv30_change_percent

30 day implied volatility change percent

decimal number

None.

seq_no

Sequence number

integer

None.

Response Formats

application/json, text/json

Sample:
[
  {
    "timestamp": "09:30:00.001",
    "symbol": "A",
    "implied_underlying_bid": 43.52,
    "implied_underlying_ask": 44.92,
    "implied_underlying_bid_size": 2,
    "implied_underlying_ask_size": 2,
    "implied_underlying_mid": 44.92,
    "underlying_mid": 44.92,
    "underlying_last_trade_price": 45.0399,
    "underlying_last_trade_size": 100,
    "underlying_bid": 43.52,
    "underlying_ask": 44.92,
    "underlying_bid_size": 2,
    "underlying_ask_size": 2,
    "underlying_open": 45.22,
    "underlying_high": 45.52,
    "underlying_low": 44.905,
    "underlying_close": 45.0,
    "underlying_prev_day_close": 44.92,
    "underlying_volume": 1272833,
    "iv30": 22.0862,
    "iv30_change": 0.0862,
    "iv30_change_percent": 0.1781,
    "seq_no": 30346861
  },
  {
    "timestamp": "15:39:58.123",
    "symbol": "AA",
    "implied_underlying_bid": 9.23,
    "implied_underlying_ask": 9.26,
    "implied_underlying_bid_size": 56,
    "implied_underlying_ask_size": 1,
    "implied_underlying_mid": 9.26,
    "underlying_mid": 9.26,
    "underlying_last_trade_price": 9.36,
    "underlying_last_trade_size": 1000,
    "underlying_bid": 9.23,
    "underlying_ask": 9.26,
    "underlying_bid_size": 56,
    "underlying_ask_size": 1,
    "underlying_open": 9.47,
    "underlying_high": 9.605,
    "underlying_low": 9.32,
    "underlying_close": 9.0,
    "underlying_prev_day_close": 9.32,
    "underlying_volume": 13053837,
    "iv30": 46.3087,
    "iv30_change": 0.3087,
    "iv30_change_percent": 0.6711,
    "seq_no": 30153245
  }
]

application/xml, text/xml

Sample:
<symbols xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <symbol>
    <implied_underlying_ask>44.92</implied_underlying_ask>
    <implied_underlying_ask_size>2</implied_underlying_ask_size>
    <implied_underlying_bid>43.52</implied_underlying_bid>
    <implied_underlying_bid_size>2</implied_underlying_bid_size>
    <implied_underlying_mid>44.92</implied_underlying_mid>
    <iv30>22.0862</iv30>
    <iv30_change>0.0862</iv30_change>
    <iv30_change_percent>0.1781</iv30_change_percent>
    <seq_no>30346861</seq_no>
    <symbol>A</symbol>
    <timestamp>09:30:00.001</timestamp>
    <underlying_ask>44.92</underlying_ask>
    <underlying_ask_size>2</underlying_ask_size>
    <underlying_bid>43.52</underlying_bid>
    <underlying_bid_size>2</underlying_bid_size>
    <underlying_close>45</underlying_close>
    <underlying_high>45.52</underlying_high>
    <underlying_last_trade_price>45.0399</underlying_last_trade_price>
    <underlying_last_trade_size>100</underlying_last_trade_size>
    <underlying_low>44.905</underlying_low>
    <underlying_mid>44.92</underlying_mid>
    <underlying_open>45.22</underlying_open>
    <underlying_prev_day_close>44.92</underlying_prev_day_close>
    <underlying_volume>1272833</underlying_volume>
  </symbol>
  <symbol>
    <implied_underlying_ask>9.26</implied_underlying_ask>
    <implied_underlying_ask_size>1</implied_underlying_ask_size>
    <implied_underlying_bid>9.23</implied_underlying_bid>
    <implied_underlying_bid_size>56</implied_underlying_bid_size>
    <implied_underlying_mid>9.26</implied_underlying_mid>
    <iv30>46.3087</iv30>
    <iv30_change>0.3087</iv30_change>
    <iv30_change_percent>0.6711</iv30_change_percent>
    <seq_no>30153245</seq_no>
    <symbol>AA</symbol>
    <timestamp>15:39:58.123</timestamp>
    <underlying_ask>9.26</underlying_ask>
    <underlying_ask_size>1</underlying_ask_size>
    <underlying_bid>9.23</underlying_bid>
    <underlying_bid_size>56</underlying_bid_size>
    <underlying_close>9</underlying_close>
    <underlying_high>9.605</underlying_high>
    <underlying_last_trade_price>9.36</underlying_last_trade_price>
    <underlying_last_trade_size>1000</underlying_last_trade_size>
    <underlying_low>9.32</underlying_low>
    <underlying_mid>9.26</underlying_mid>
    <underlying_open>9.47</underlying_open>
    <underlying_prev_day_close>9.32</underlying_prev_day_close>
    <underlying_volume>13053837</underlying_volume>
  </symbol>
</symbols>