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Tempest/Tempest

Daily Tempest history per symbol

GEThttps://api.skylit.ai/v1/vol/history

One row per stored session, at that session's close (15:59 ET): OHLC, SVX per tenor and weekend-adjusted, ATM vol, term slope, 30-day risk reversal / butterfly / ATM vol / skew slope, tilt, chain depth (n_used), calc_v. Columnar: dates[] plus one array per field in columns. Every value was knowable at that session's close; features from session D predict D+1 onward. History starts where Tempest's backfill does (up to about two years); /v1/vol/symbols shows each symbol's last stored session.

Cost: per symbol-day: 1 credit per 10 symbol-weekdays in the requested window, rounded up, minimum 1 (1 symbol x the default month is 3; 10 symbols x one year is 261). Computed from the request, so known before the call; holidays are not discounted.

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 Tempest symbols (up to 10). Tempest keys the S&P complex on the option root SPXW and Nasdaq-100 on NDXP; see /v1/vol/symbols.

  • fromstringdate

    First session (YYYY-MM-DD, ET). Default one month before to.

  • tostringdate

    Last session, inclusive. Default today (ET). At most 800 calendar days after from.

  • fieldsstring

    Comma-separated columns to return (default all).

Responses

  • 200

    OK.

  • 400

    Request validation failed.

  • 401

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

  • 402

    Out of credits (insufficient_credits).

  • 403

    As Forbidden, or not_entitled: Tempest data is not enabled for this account (it is in preview). Refunded.

  • 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

    Tempest data is loading (warming_up, with Retry-After) or not configured (unavailable). Refunded.

  • 504

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

Response fields

  • dataobjectrequired
    • fromstringdaterequired
    • tostringdaterequired
    • symbolsobject[]required
    • missingobject[]required
  • metaobjectrequired
    • modulestringrequired

      Which endpoint answered (iv, cones, screener, ...).

    • asOfstringdate-time

      When Tempest computed the newest value in this response.

    • sessionDatestringdate

      The trading session (ET) that asOf belongs to. The close state is stamped 15:59 ET and always belongs to its own session.

    • marketStatestringrequired

      US equity session at request time.

      pre_openopenpost_closeclosed
    • frozenbooleanrequired

      True while Tempest serves the previous close (outside regular hours).

    • publishedAtstringdate-time

      When Tempest last published to the API.

    • cachedbooleanrequired

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