GET
/market/symbols/{symbols}?seqno={seqno}
STOCKS
Get current markets, volume and volatilities

Example URI

Live

https://api.livevol.com/v1/live/market/symbols/CBOE,AAPL?seqno=0

Delayed

https://api.livevol.com/v1/delayed/market/symbols/CBOE,AAPL?seqno=0

Request Information

URI Parameters

Name Description Type Additional information
seqno

Sequence number, if passed > 0 then ony newer market updates with bigger sequence number returned

unsigned integer

None

symbols

Comma-separated list of underlying symbols

string

Required

Response Information

Resource Description

Collection of Symbol

Name Description Type Additional information SIP Provider
symbol

Company symbol

string

None

None

current_price

Current price (reflects pre/after market)

decimal number

None

None

price_change

Daily price change, difference between close and previous day close

decimal number

None

None

price_change_percent

Daily price change percent

decimal number

None

None

bid

Current NBBO bid

decimal number

None

None

ask

Current NBBO ask

decimal number

None

None

bid_size

Size if bid

integer

None

None

ask_size

Size of ask

integer

None

None

open

Opening price

decimal number

None

None

high

The highest intdaray price

decimal number

None

None

low

The lowest intraday price

decimal number

None

None

close

Current price during market hours, closing trade price after market hours

decimal number

None

None

prev_day_close

Previous day closing price

decimal number

None

None

volume

Volume of trades

integer

None

None

iv30

30 day average implied volatility

decimal number

None

None

iv30_change

30 day implied volatility change

decimal number

None

None

iv30_change_percent

30 day implied volatility change percent

decimal number

None

None

seqno

Sequence number of the last update

integer

None

None

Response Formats

application/json, text/json

Sample:
[
  {
    "symbol": "A",
    "current_price": 45.0399,
    "price_change": -0.36,
    "price_change_percent": -0.36,
    "bid": 43.52,
    "ask": 44.92,
    "bid_size": 2,
    "ask_size": 2,
    "open": 45.22,
    "high": 45.52,
    "low": 44.905,
    "close": 45.0,
    "prev_day_close": 44.92,
    "volume": 1272833,
    "iv30": 22.0862,
    "iv30_change": 0.0862,
    "iv30_change_percent": 0.1781,
    "seqno": 30346861
  },
  {
    "symbol": "AA",
    "current_price": 9.36,
    "price_change": -0.49,
    "price_change_percent": -0.49,
    "bid": 9.23,
    "ask": 9.26,
    "bid_size": 56,
    "ask_size": 1,
    "open": 9.47,
    "high": 9.605,
    "low": 9.32,
    "close": 9.0,
    "prev_day_close": 9.32,
    "volume": 13053837,
    "iv30": 46.3087,
    "iv30_change": 0.3087,
    "iv30_change_percent": 0.6711,
    "seqno": 30153245
  }
]

application/xml, text/xml

Sample:
<symbols xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <symbol>
    <ask>44.92</ask>
    <ask_size>2</ask_size>
    <bid>43.52</bid>
    <bid_size>2</bid_size>
    <close>45</close>
    <current_price>45.0399</current_price>
    <high>45.52</high>
    <iv30>22.0862</iv30>
    <iv30_change>0.0862</iv30_change>
    <iv30_change_percent>0.1781</iv30_change_percent>
    <low>44.905</low>
    <open>45.22</open>
    <prev_day_close>44.92</prev_day_close>
    <price_change>-0.36</price_change>
    <price_change_percent>-0.36</price_change_percent>
    <seqno>30346861</seqno>
    <symbol>A</symbol>
    <volume>1272833</volume>
  </symbol>
  <symbol>
    <ask>9.26</ask>
    <ask_size>1</ask_size>
    <bid>9.23</bid>
    <bid_size>56</bid_size>
    <close>9</close>
    <current_price>9.36</current_price>
    <high>9.605</high>
    <iv30>46.3087</iv30>
    <iv30_change>0.3087</iv30_change>
    <iv30_change_percent>0.6711</iv30_change_percent>
    <low>9.32</low>
    <open>9.47</open>
    <prev_day_close>9.32</prev_day_close>
    <price_change>-0.49</price_change>
    <price_change_percent>-0.49</price_change_percent>
    <seqno>30153245</seqno>
    <symbol>AA</symbol>
    <volume>13053837</volume>
  </symbol>
</symbols>