tastytrade Market Metrics API

swagger: '2.0'
info:
  title: Account Status accounts Market Metrics API
  version: 7.1.0
  description: Operations about accounts
host: api.tastyworks.com
produces:
- application/json
tags:
- name: Market Metrics
paths:
  /market-metrics:
    get:
      description: Returns an array of volatility data for given symbols.
      produces:
      - application/json
      parameters:
      - in: query
        name: symbols
        description: Comma separated list of symbols i.e. ?symbols=AAPL,FB,BRK%2FB
        type: string
        required: true
      responses:
        '200':
          description: Returns an array of volatility data for given symbols.
          schema:
            type: array
            items:
              $ref: '#/definitions/MarketMetricInfo'
      operationId: getMarketMetricsIndex
      tags:
      - Market Metrics
  /market-metrics/historic-corporate-events/dividends/{symbol}:
    get:
      description: Get historical dividend data
      produces:
      - application/json
      parameters:
      - in: path
        name: symbol
        description: Symbol to get dividends data for
        type: string
        required: true
      responses:
        '200':
          description: Array of historical dividend data
          schema:
            type: array
            items:
              $ref: '#/definitions/DividendInfo'
      operationId: getMarketMetricsDividendsSymbol
      tags:
      - Market Metrics
  /market-metrics/historic-corporate-events/earnings-reports/{symbol}:
    get:
      description: Get historical earnings data
      produces:
      - application/json
      parameters:
      - in: path
        name: symbol
        description: Symbol to get earnings data for
        type: string
        required: true
      - in: query
        type: string
        format: date
        name: start-date
        description: Limits earnings data from start-date until now
        required: true
      - in: query
        type: string
        format: date
        name: end-date
        description: Limits earnings data from start-date until end-date
        required: false
      responses:
        '200':
          description: Array of historical earnings data
          schema:
            type: array
            items:
              $ref: '#/definitions/EarningsInfo'
      operationId: getMarketMetricsEarningsSymbol
      tags:
      - Market Metrics
definitions:
  EarningsInfo:
    type: object
    properties:
      occurred-date:
        description: Date of earnings announcement
        type: string
        format: date
      eps:
        description: Earnings per share amount
        type: number
        format: float
  MarketMetricInfo:
    type: object
    properties:
      symbol:
        description: Symbol
        type: string
      implied-volatility-index:
        description: IV Index of underlying
        type: number
        format: float
      implied-volatility-index-5-day-change:
        description: 5 day change of IV index of underlying
        type: number
        format: float
      implied-volatility-rank:
        description: IV Rank of underlying
        type: number
        format: float
      implied-volatility-percentile:
        description: IV percentile of underlying
        type: number
        format: float
      liquidity:
        description: liquidity of underlying
        type: number
        format: float
      liquidity-rank:
        description: liquidity rank of underlying
        type: number
        format: float
      liquidity-rating:
        description: liquidity rating of underlying
        type: number
        format: int32
      option-expiration-implied-volatilities:
        description: List of option volatility data
        type: array
        items:
          type: object
          properties:
            expiration-date:
              description: Option expiration date
              type: string
              format: date-time
            settlement-type:
              description: AM or PM settlement
              type: string
            option-chain-type:
              description: Option chain type i.e. Standard or Non-standard.
              type: string
            implied-volatility:
              description: Implied volatility of option expiration
              type: number
              format: double
    description: Includes underlying volatility and liquidity data as well as option volatility data.
  DividendInfo:
    type: object
    properties:
      occurred-date:
        description: Date of dividend
        type: string
        format: date
      amount:
        description: Per share amount
        type: number
        format: float