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Tempest/Tempest

The S&P volatility complex

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

The market-wide volatility read: VIX1D, VIX9D, VIX, VIX3M, VIX6M, VVIX and SKEW (computed by Tempest from SPX and VIX option chains), their ratios and one-year percentiles, the VIX-forward curve state and roll (vx_curve_state, vx_roll_pct, vx_m1_vs_vix_pct; the curve's price points are not served), regime and crowded-calm flags, Mag-7 vs QQQ dispersion, a Fear & Greed score with its components, and 120 sessions of history for the main series. Cost: 1 credit.

Authorization

Authorization: Bearer <your API key>

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

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
  • 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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