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Heatseeker/API Reference/Heatmap

Daily statistics per symbol (ranking and spot range)

GEThttps://api.skylit.ai/v1/stats/daily

Per symbol and UTC date: board spot open/high/low/close, the smallest and largest single cell of the day, and the mean and maximum over the day's frames of max(|smallest cell|, |largest cell|) (a measure of how concentrated the exposure is, useful for ranking a universe). Computed from 1-minute history, so every frame of a day is one minute apart (frames counts them). Weight peakAbsMean by frames to average across days. Today's row has complete: false and changes as the session goes on.

Up to 50 symbols, 31 days and 400 symbol-days (symbols x days) per call. Days with no data are omitted; a symbol with none is omitted. Served from the historical file store. Cost: 5 credits per call.

Authorization

Authorization: Bearer <your API key>

Required. A missing header returns 401; an invalid, revoked or expired key returns 403.

Query parameters

  • symbolsstringrequired

    Comma-separated tickers (up to 50).

  • fromstringdaterequired

    First UTC date (YYYY-MM-DD), not before 2023-03-28.

  • tostringdate

    Last UTC date (YYYY-MM-DD), inclusive. Default today; at most 31 days after from.

  • metricstringdefault gamma

    Which Greek exposure to return per strike.

    gammavanna

Responses

  • 200

    Daily statistics.

  • 400

    Request validation failed.

  • 401

    Missing API key (unauthorized), sent by the gateway.

  • 402

    Out of credits (insufficient_credits).

  • 403

    Unknown, revoked or expired key (forbidden, from the gateway), or an admin-suspended account (account_suspended).

  • 404

    Unknown symbol, no data available, or none of the requested expirations exist for the symbol (code: expiration_not_found).

  • 429

    Per-minute rate limit exceeded.

  • 503

    Heatmap data is temporarily unavailable.

  • 504

    The request did not finish in time (gateway_timeout). Refunded; retry, or narrow the request.

Response fields

  • dataobjectrequired
    • fromstringdaterequired
    • tostringdaterequired
    • symbolsobject[]required
  • metaobjectrequired
    • metricstringrequired
      gammavanna
    • resolutionstringrequired

      Time resolution of the data served: "1s" when every symbol came from 1-second data, "1m" when any came from minute-resolution history.

      1s1m
    • modestringrequired
      livehistorical
    • cachedbooleanrequired

      True if served from the in-process cache.

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