Livevol Web API Reference

Custom Scans 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}/earnings
Get earnings information
STOCKS
GET
/market/symbols/{symbol}/dividends
Get dividend information
STOCKS
GET
/market/symbols/{symbols}/calendar
Get calendar events
STOCKS
GET
/market/symbols/{symbol}/fundamentals
Get fundamentals information for the company
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

Theo Calculator API

Time and Sales API

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 Rose 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 below 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
GET
/market/scans/stocks/buy-greater-than-45-dte-puts
Symbols that are near or at the 52 week low price and the 52 week low IV30
STOCKS
GET
/market/scans/stocks/buy-greater-than-45-dte-calls
Symbols that are near or at the 52 week high price and the 52 week low IV30
STOCKS
GET
/market/scans/stocks/otm-put-time-spreads
Symbols with decreasing realized vol. (HV30), stock price down today, and IV30 relatively low
STOCKS
GET
/market/scans/stocks/break-out-buy-long-delta-strangles
Symbols with increasing short-term realized vol., stock near middle of 52w range, and low IV30
STOCKS