Data API Constructs

pydantic model orats.constructs.api.data.Ticker

Ticker symbol data duration definitions.

Show JSON schema

{
   "title": "Ticker",
   "description": "Ticker symbol data duration definitions.",
   "type": "object",
   "properties": {
      "ticker": {
         "title": "Ticker",
         "type": "string"
      },
      "min": {
         "title": "Min",
         "type": "string",
         "format": "date"
      },
      "max": {
         "title": "Max",
         "type": "string",
         "format": "date"
      }
   },
   "required": [
      "ticker",
      "min",
      "max"
   ]
}

Fields

• max_date (datetime.date)

• min_date (datetime.date)

• ticker (str)

field max_date: date [Required] (alias 'max')

field min_date: date [Required] (alias 'min')

field ticker: str [Required]

pydantic model orats.constructs.api.data.Strike

Verbose strike definitions.

See corresponding Strikes response object.

Show JSON schema

{
   "title": "Strike",
   "description": "Verbose strike definitions.\n\nSee corresponding `Strikes`_ response object.",
   "type": "object",
   "properties": {
      "ticker": {
         "title": "Ticker",
         "type": "string"
      },
      "tradeDate": {
         "title": "Tradedate",
         "type": "string",
         "format": "date"
      },
      "expirDate": {
         "title": "Expirdate",
         "type": "string",
         "format": "date"
      },
      "dte": {
         "title": "Dte",
         "type": "integer"
      },
      "strike": {
         "title": "Strike",
         "type": "number"
      },
      "spotPrice": {
         "title": "Spotprice",
         "type": "number"
      },
      "stockPrice": {
         "title": "Stockprice",
         "type": "number"
      },
      "smvVol": {
         "title": "Smvvol",
         "type": "number"
      },
      "extSmvVol": {
         "title": "Extsmvvol",
         "type": "number"
      },
      "callVolume": {
         "title": "Callvolume",
         "type": "integer"
      },
      "callOpenInterest": {
         "title": "Callopeninterest",
         "type": "integer"
      },
      "callBidSize": {
         "title": "Callbidsize",
         "type": "integer"
      },
      "callAskSize": {
         "title": "Callasksize",
         "type": "integer"
      },
      "callBidPrice": {
         "title": "Callbidprice",
         "type": "number"
      },
      "callAskPrice": {
         "title": "Callaskprice",
         "type": "number"
      },
      "callValue": {
         "title": "Callvalue",
         "type": "number"
      },
      "callBidIv": {
         "title": "Callbidiv",
         "type": "number"
      },
      "callMidIv": {
         "title": "Callmidiv",
         "type": "number"
      },
      "callAskIv": {
         "title": "Callaskiv",
         "type": "number"
      },
      "extCallValue": {
         "title": "Extcallvalue",
         "type": "number"
      },
      "putVolume": {
         "title": "Putvolume",
         "type": "integer"
      },
      "putOpenInterest": {
         "title": "Putopeninterest",
         "type": "integer"
      },
      "putBidSize": {
         "title": "Putbidsize",
         "type": "integer"
      },
      "putAskSize": {
         "title": "Putasksize",
         "type": "integer"
      },
      "putBidPrice": {
         "title": "Putbidprice",
         "type": "number"
      },
      "putAskPrice": {
         "title": "Putaskprice",
         "type": "number"
      },
      "putValue": {
         "title": "Putvalue",
         "type": "number"
      },
      "extPutValue": {
         "title": "Extputvalue",
         "type": "number"
      },
      "putBidIv": {
         "title": "Putbidiv",
         "type": "number"
      },
      "putMidIv": {
         "title": "Putmidiv",
         "type": "number"
      },
      "putAskIv": {
         "title": "Putaskiv",
         "type": "number"
      },
      "residualRate": {
         "title": "Residualrate",
         "type": "number"
      },
      "delta": {
         "title": "Delta",
         "type": "number"
      },
      "gamma": {
         "title": "Gamma",
         "type": "number"
      },
      "theta": {
         "title": "Theta",
         "type": "number"
      },
      "vega": {
         "title": "Vega",
         "type": "number"
      },
      "rho": {
         "title": "Rho",
         "type": "number"
      },
      "phi": {
         "title": "Phi",
         "type": "number"
      },
      "driftlessTheta": {
         "title": "Driftlesstheta",
         "type": "number"
      },
      "updatedAt": {
         "title": "Updatedat",
         "type": "string",
         "format": "date-time"
      }
   },
   "required": [
      "ticker",
      "tradeDate",
      "expirDate",
      "dte",
      "strike",
      "spotPrice",
      "stockPrice",
      "smvVol",
      "extSmvVol",
      "callVolume",
      "callOpenInterest",
      "callBidSize",
      "callAskSize",
      "callBidPrice",
      "callAskPrice",
      "callValue",
      "callBidIv",
      "callMidIv",
      "callAskIv",
      "extCallValue",
      "putVolume",
      "putOpenInterest",
      "putBidSize",
      "putAskSize",
      "putBidPrice",
      "putAskPrice",
      "putValue",
      "extPutValue",
      "putBidIv",
      "putMidIv",
      "putAskIv",
      "residualRate",
      "delta",
      "gamma",
      "theta",
      "vega",
      "rho",
      "phi",
      "driftlessTheta",
      "updatedAt"
   ]
}

Fields

• call_ask_iv (float)

• call_ask_price (float)

• call_ask_size (int)

• call_bid_iv (float)

• call_bid_price (float)

• call_bid_size (int)

• call_mid_iv (float)

• call_open_interest (int)

• call_value (float)

• call_volume (int)

• days_to_expiration (int)

• delta (float)

• driftless_theta (float)

• expiration_date (datetime.date)

• external_call_value (float)

• external_iv (float)

• external_put_value (float)

• gamma (float)

• iv (float)

• phi (float)

• put_ask_iv (float)

• put_ask_price (float)

• put_ask_size (int)

• put_bid_iv (float)

• put_bid_price (float)

• put_bid_size (int)

• put_mid_iv (float)

• put_open_interest (int)

• put_value (float)

• put_volume (int)

• residual_rate (float)

• rho (float)

• spot_price (float)

• strike (float)

• theta (float)

• ticker (str)

• trade_date (datetime.date)

• underlying_price (float)

• updated_at (datetime.datetime)

• vega (float)

field call_ask_iv: float [Required] (alias 'callAskIv')

field call_ask_price: float [Required] (alias 'callAskPrice')

field call_ask_size: int [Required] (alias 'callAskSize')

field call_bid_iv: float [Required] (alias 'callBidIv')

field call_bid_price: float [Required] (alias 'callBidPrice')

field call_bid_size: int [Required] (alias 'callBidSize')

field call_mid_iv: float [Required] (alias 'callMidIv')

field call_open_interest: int [Required] (alias 'callOpenInterest')

field call_value: float [Required] (alias 'callValue')

field call_volume: int [Required] (alias 'callVolume')

field days_to_expiration: int [Required] (alias 'dte')

field delta: float [Required]

field driftless_theta: float [Required] (alias 'driftlessTheta')

field expiration_date: date [Required] (alias 'expirDate')

field external_call_value: float [Required] (alias 'extCallValue')

field external_iv: float [Required] (alias 'extSmvVol')

field external_put_value: float [Required] (alias 'extPutValue')

field gamma: float [Required]

field iv: float [Required] (alias 'smvVol')

field phi: float [Required]

field put_ask_iv: float [Required] (alias 'putAskIv')

field put_ask_price: float [Required] (alias 'putAskPrice')

field put_ask_size: int [Required] (alias 'putAskSize')

field put_bid_iv: float [Required] (alias 'putBidIv')

field put_bid_price: float [Required] (alias 'putBidPrice')

field put_bid_size: int [Required] (alias 'putBidSize')

field put_mid_iv: float [Required] (alias 'putMidIv')

field put_open_interest: int [Required] (alias 'putOpenInterest')

field put_value: float [Required] (alias 'putValue')

field put_volume: int [Required] (alias 'putVolume')

field residual_rate: float [Required] (alias 'residualRate')

field rho: float [Required]

field spot_price: float [Required] (alias 'spotPrice')

field strike: float [Required]

field theta: float [Required]

field ticker: str [Required]

field trade_date: date [Required] (alias 'tradeDate')

field underlying_price: float [Required] (alias 'stockPrice')

field updated_at: datetime [Required] (alias 'updatedAt')

field vega: float [Required]

pydantic model orats.constructs.api.data.Money

Base class for impied and forecasted monies.

This class helps abstract over the volatility surface construct.

Show JSON schema

{
   "title": "Money",
   "description": "Base class for impied and forecasted monies.\n\nThis class helps abstract over the volatility surface construct.",
   "type": "object",
   "properties": {
      "ticker": {
         "title": "Ticker",
         "type": "string"
      },
      "tradeDate": {
         "title": "Tradedate",
         "type": "string",
         "format": "date"
      },
      "expirDate": {
         "title": "Expirdate",
         "type": "string",
         "format": "date"
      },
      "stockPrice": {
         "title": "Stockprice",
         "type": "number"
      },
      "riskFreeRate": {
         "title": "Riskfreerate",
         "type": "number"
      },
      "vol100": {
         "title": "Vol100",
         "type": "number"
      },
      "vol95": {
         "title": "Vol95",
         "type": "number"
      },
      "vol90": {
         "title": "Vol90",
         "type": "number"
      },
      "vol85": {
         "title": "Vol85",
         "type": "number"
      },
      "vol80": {
         "title": "Vol80",
         "type": "number"
      },
      "vol75": {
         "title": "Vol75",
         "type": "number"
      },
      "vol70": {
         "title": "Vol70",
         "type": "number"
      },
      "vol65": {
         "title": "Vol65",
         "type": "number"
      },
      "vol60": {
         "title": "Vol60",
         "type": "number"
      },
      "vol55": {
         "title": "Vol55",
         "type": "number"
      },
      "vol50": {
         "title": "Vol50",
         "type": "number"
      },
      "vol45": {
         "title": "Vol45",
         "type": "number"
      },
      "vol40": {
         "title": "Vol40",
         "type": "number"
      },
      "vol35": {
         "title": "Vol35",
         "type": "number"
      },
      "vol30": {
         "title": "Vol30",
         "type": "number"
      },
      "vol25": {
         "title": "Vol25",
         "type": "number"
      },
      "vol20": {
         "title": "Vol20",
         "type": "number"
      },
      "vol15": {
         "title": "Vol15",
         "type": "number"
      },
      "vol10": {
         "title": "Vol10",
         "type": "number"
      },
      "vol5": {
         "title": "Vol5",
         "type": "number"
      },
      "vol0": {
         "title": "Vol0",
         "type": "number"
      },
      "updatedAt": {
         "title": "Updatedat",
         "type": "string",
         "format": "date-time"
      }
   },
   "required": [
      "ticker",
      "tradeDate",
      "expirDate",
      "stockPrice",
      "riskFreeRate",
      "vol100",
      "vol95",
      "vol90",
      "vol85",
      "vol80",
      "vol75",
      "vol70",
      "vol65",
      "vol60",
      "vol55",
      "vol50",
      "vol45",
      "vol40",
      "vol35",
      "vol30",
      "vol25",
      "vol20",
      "vol15",
      "vol10",
      "vol5",
      "vol0",
      "updatedAt"
   ]
}

Fields

• expiration_date (datetime.date)

• iv_0_delta (float)

• iv_100_delta (float)

• iv_10_delta (float)

• iv_15_delta (float)

• iv_20_delta (float)

• iv_25_delta (float)

• iv_30_delta (float)

• iv_35_delta (float)

• iv_40_delta (float)

• iv_45_delta (float)

• iv_50_delta (float)

• iv_55_delta (float)

• iv_5_delta (float)

• iv_60_delta (float)

• iv_65_delta (float)

• iv_70_delta (float)

• iv_75_delta (float)

• iv_80_delta (float)

• iv_85_delta (float)

• iv_90_delta (float)

• iv_95_delta (float)

• risk_free_rate (float)

• ticker (str)

• trade_date (datetime.date)

• underlying_price (float)

• updated_at (datetime.datetime)

field expiration_date: date [Required] (alias 'expirDate')

field iv_0_delta: float [Required] (alias 'vol0')

field iv_100_delta: float [Required] (alias 'vol100')

field iv_10_delta: float [Required] (alias 'vol10')

field iv_15_delta: float [Required] (alias 'vol15')

field iv_20_delta: float [Required] (alias 'vol20')

field iv_25_delta: float [Required] (alias 'vol25')

field iv_30_delta: float [Required] (alias 'vol30')

field iv_35_delta: float [Required] (alias 'vol35')

field iv_40_delta: float [Required] (alias 'vol40')

field iv_45_delta: float [Required] (alias 'vol45')

field iv_50_delta: float [Required] (alias 'vol50')

field iv_55_delta: float [Required] (alias 'vol55')

field iv_5_delta: float [Required] (alias 'vol5')

field iv_60_delta: float [Required] (alias 'vol60')

field iv_65_delta: float [Required] (alias 'vol65')

field iv_70_delta: float [Required] (alias 'vol70')

field iv_75_delta: float [Required] (alias 'vol75')

field iv_80_delta: float [Required] (alias 'vol80')

field iv_85_delta: float [Required] (alias 'vol85')

field iv_90_delta: float [Required] (alias 'vol90')

field iv_95_delta: float [Required] (alias 'vol95')

field risk_free_rate: float [Required] (alias 'riskFreeRate')

field ticker: str [Required]

field trade_date: date [Required] (alias 'tradeDate')

field underlying_price: float [Required] (alias 'stockPrice')

field updated_at: datetime [Required] (alias 'updatedAt')

pydantic model orats.constructs.api.data.MoneyImplied

Monthly implied money definitions.

See corresponding Monies Implied response object.

Show JSON schema

{
   "title": "MoneyImplied",
   "description": "Monthly implied money definitions.\n\nSee corresponding `Monies Implied`_ response object.",
   "type": "object",
   "properties": {
      "ticker": {
         "title": "Ticker",
         "type": "string"
      },
      "tradeDate": {
         "title": "Tradedate",
         "type": "string",
         "format": "date"
      },
      "expirDate": {
         "title": "Expirdate",
         "type": "string",
         "format": "date"
      },
      "stockPrice": {
         "title": "Stockprice",
         "type": "number"
      },
      "riskFreeRate": {
         "title": "Riskfreerate",
         "type": "number"
      },
      "vol100": {
         "title": "Vol100",
         "type": "number"
      },
      "vol95": {
         "title": "Vol95",
         "type": "number"
      },
      "vol90": {
         "title": "Vol90",
         "type": "number"
      },
      "vol85": {
         "title": "Vol85",
         "type": "number"
      },
      "vol80": {
         "title": "Vol80",
         "type": "number"
      },
      "vol75": {
         "title": "Vol75",
         "type": "number"
      },
      "vol70": {
         "title": "Vol70",
         "type": "number"
      },
      "vol65": {
         "title": "Vol65",
         "type": "number"
      },
      "vol60": {
         "title": "Vol60",
         "type": "number"
      },
      "vol55": {
         "title": "Vol55",
         "type": "number"
      },
      "vol50": {
         "title": "Vol50",
         "type": "number"
      },
      "vol45": {
         "title": "Vol45",
         "type": "number"
      },
      "vol40": {
         "title": "Vol40",
         "type": "number"
      },
      "vol35": {
         "title": "Vol35",
         "type": "number"
      },
      "vol30": {
         "title": "Vol30",
         "type": "number"
      },
      "vol25": {
         "title": "Vol25",
         "type": "number"
      },
      "vol20": {
         "title": "Vol20",
         "type": "number"
      },
      "vol15": {
         "title": "Vol15",
         "type": "number"
      },
      "vol10": {
         "title": "Vol10",
         "type": "number"
      },
      "vol5": {
         "title": "Vol5",
         "type": "number"
      },
      "vol0": {
         "title": "Vol0",
         "type": "number"
      },
      "updatedAt": {
         "title": "Updatedat",
         "type": "string",
         "format": "date-time"
      },
      "spotPrice": {
         "title": "Spotprice",
         "type": "number"
      },
      "yieldRate": {
         "title": "Yieldrate",
         "type": "number"
      },
      "residualYieldRate": {
         "title": "Residualyieldrate",
         "type": "number"
      },
      "residualRateSlp": {
         "title": "Residualrateslp",
         "type": "number"
      },
      "residualR2": {
         "title": "Residualr2",
         "type": "number"
      },
      "confidence": {
         "title": "Confidence",
         "type": "number"
      },
      "mwVol": {
         "title": "Mwvol",
         "type": "number"
      },
      "atmiv": {
         "title": "Atmiv",
         "type": "number"
      },
      "slope": {
         "title": "Slope",
         "type": "number"
      },
      "deriv": {
         "title": "Deriv",
         "type": "number"
      },
      "fit": {
         "title": "Fit",
         "type": "number"
      },
      "calVol": {
         "title": "Calvol",
         "type": "number"
      },
      "unadjVol": {
         "title": "Unadjvol",
         "type": "number"
      },
      "earnEffect": {
         "title": "Earneffect",
         "type": "number"
      }
   },
   "required": [
      "ticker",
      "tradeDate",
      "expirDate",
      "stockPrice",
      "riskFreeRate",
      "vol100",
      "vol95",
      "vol90",
      "vol85",
      "vol80",
      "vol75",
      "vol70",
      "vol65",
      "vol60",
      "vol55",
      "vol50",
      "vol45",
      "vol40",
      "vol35",
      "vol30",
      "vol25",
      "vol20",
      "vol15",
      "vol10",
      "vol5",
      "vol0",
      "updatedAt",
      "spotPrice",
      "yieldRate",
      "residualYieldRate",
      "residualRateSlp",
      "residualR2",
      "confidence",
      "mwVol",
      "atmiv",
      "slope",
      "deriv",
      "fit",
      "calVol",
      "unadjVol",
      "earnEffect"
   ]
}

Fields

• atm_iv (float)

• confidence (float)

• derivative (float)

• earnings_effect (float)

• fit (float)

• iv (float)

• market_width (float)

• residual_r2 (float)

• residual_rate_slope (float)

• residual_yield_rate (float)

• slope (float)

• spot_price (float)

• unadjusted_iv (float)

• yield_rate (float)

field atm_iv: float [Required] (alias 'atmiv')

field confidence: float [Required]

field derivative: float [Required] (alias 'deriv')

field earnings_effect: float [Required] (alias 'earnEffect')

field fit: float [Required]

field iv: float [Required] (alias 'calVol')

field market_width: float [Required] (alias 'mwVol')

field residual_r2: float [Required] (alias 'residualR2')

field residual_rate_slope: float [Required] (alias 'residualRateSlp')

field residual_yield_rate: float [Required] (alias 'residualYieldRate')

field slope: float [Required]

field spot_price: float [Required] (alias 'spotPrice')

field unadjusted_iv: float [Required] (alias 'unadjVol')

field yield_rate: float [Required] (alias 'yieldRate')

pydantic model orats.constructs.api.data.MoneyForecast

Monthly forecast money definitions.

See corresponding Monies Forecast response object.

Show JSON schema

{
   "title": "MoneyForecast",
   "description": "Monthly forecast money definitions.\n\nSee corresponding `Monies Forecast`_ response object.",
   "type": "object",
   "properties": {
      "ticker": {
         "title": "Ticker",
         "type": "string"
      },
      "tradeDate": {
         "title": "Tradedate",
         "type": "string",
         "format": "date"
      },
      "expirDate": {
         "title": "Expirdate",
         "type": "string",
         "format": "date"
      },
      "stockPrice": {
         "title": "Stockprice",
         "type": "number"
      },
      "riskFreeRate": {
         "title": "Riskfreerate",
         "type": "number"
      },
      "vol100": {
         "title": "Vol100",
         "type": "number"
      },
      "vol95": {
         "title": "Vol95",
         "type": "number"
      },
      "vol90": {
         "title": "Vol90",
         "type": "number"
      },
      "vol85": {
         "title": "Vol85",
         "type": "number"
      },
      "vol80": {
         "title": "Vol80",
         "type": "number"
      },
      "vol75": {
         "title": "Vol75",
         "type": "number"
      },
      "vol70": {
         "title": "Vol70",
         "type": "number"
      },
      "vol65": {
         "title": "Vol65",
         "type": "number"
      },
      "vol60": {
         "title": "Vol60",
         "type": "number"
      },
      "vol55": {
         "title": "Vol55",
         "type": "number"
      },
      "vol50": {
         "title": "Vol50",
         "type": "number"
      },
      "vol45": {
         "title": "Vol45",
         "type": "number"
      },
      "vol40": {
         "title": "Vol40",
         "type": "number"
      },
      "vol35": {
         "title": "Vol35",
         "type": "number"
      },
      "vol30": {
         "title": "Vol30",
         "type": "number"
      },
      "vol25": {
         "title": "Vol25",
         "type": "number"
      },
      "vol20": {
         "title": "Vol20",
         "type": "number"
      },
      "vol15": {
         "title": "Vol15",
         "type": "number"
      },
      "vol10": {
         "title": "Vol10",
         "type": "number"
      },
      "vol5": {
         "title": "Vol5",
         "type": "number"
      },
      "vol0": {
         "title": "Vol0",
         "type": "number"
      },
      "updatedAt": {
         "title": "Updatedat",
         "type": "string",
         "format": "date-time"
      }
   },
   "required": [
      "ticker",
      "tradeDate",
      "expirDate",
      "stockPrice",
      "riskFreeRate",
      "vol100",
      "vol95",
      "vol90",
      "vol85",
      "vol80",
      "vol75",
      "vol70",
      "vol65",
      "vol60",
      "vol55",
      "vol50",
      "vol45",
      "vol40",
      "vol35",
      "vol30",
      "vol25",
      "vol20",
      "vol15",
      "vol10",
      "vol5",
      "vol0",
      "updatedAt"
   ]
}

Fields

pydantic model orats.constructs.api.data.Summary

SMV Summary data definitions.

See corresponding Summaries response object.

Show JSON schema

{
   "title": "Summary",
   "description": "SMV Summary data definitions.\n\nSee corresponding `Summaries`_ response object.",
   "type": "object",
   "properties": {
      "ticker": {
         "title": "Ticker",
         "type": "string"
      },
      "tradeDate": {
         "title": "Tradedate",
         "type": "string",
         "format": "date"
      },
      "stockPrice": {
         "title": "Stockprice",
         "type": "number"
      },
      "annActDiv": {
         "title": "Annactdiv",
         "type": "number"
      },
      "annIdiv": {
         "title": "Annidiv",
         "type": "number"
      },
      "nextDiv": {
         "title": "Nextdiv",
         "type": "number"
      },
      "impliedNextDiv": {
         "title": "Impliednextdiv",
         "type": "number"
      },
      "borrow30": {
         "title": "Borrow30",
         "type": "number"
      },
      "borrow2y": {
         "title": "Borrow2Y",
         "type": "number"
      },
      "confidence": {
         "title": "Confidence",
         "type": "number"
      },
      "exErnIv10d": {
         "title": "Exerniv10D",
         "type": "number"
      },
      "exErnIv20d": {
         "title": "Exerniv20D",
         "type": "number"
      },
      "exErnIv30d": {
         "title": "Exerniv30D",
         "type": "number"
      },
      "exErnIv60d": {
         "title": "Exerniv60D",
         "type": "number"
      },
      "exErnIv90d": {
         "title": "Exerniv90D",
         "type": "number"
      },
      "exErnIv6m": {
         "title": "Exerniv6M",
         "type": "number"
      },
      "exErnIv1y": {
         "title": "Exerniv1Y",
         "type": "number"
      },
      "ieeEarnEffect": {
         "title": "Ieeearneffect",
         "type": "number"
      },
      "impliedMove": {
         "title": "Impliedmove",
         "type": "number"
      },
      "impliedEarningsMove": {
         "title": "Impliedearningsmove",
         "type": "number"
      },
      "iv10d": {
         "title": "Iv10D",
         "type": "number"
      },
      "iv20d": {
         "title": "Iv20D",
         "type": "number"
      },
      "iv30d": {
         "title": "Iv30D",
         "type": "number"
      },
      "iv60d": {
         "title": "Iv60D",
         "type": "number"
      },
      "iv90d": {
         "title": "Iv90D",
         "type": "number"
      },
      "iv6m": {
         "title": "Iv6M",
         "type": "number"
      },
      "iv1y": {
         "title": "Iv1Y",
         "type": "number"
      },
      "mwAdj30": {
         "title": "Mwadj30",
         "type": "number"
      },
      "mwAdj2y": {
         "title": "Mwadj2Y",
         "type": "number"
      },
      "rDrv30": {
         "title": "Rdrv30",
         "type": "number"
      },
      "rDrv2y": {
         "title": "Rdrv2Y",
         "type": "number"
      },
      "rSlp30": {
         "title": "Rslp30",
         "type": "number"
      },
      "rSlp2y": {
         "title": "Rslp2Y",
         "type": "number"
      },
      "rVol30": {
         "title": "Rvol30",
         "type": "number"
      },
      "rVol2y": {
         "title": "Rvol2Y",
         "type": "number"
      },
      "rip": {
         "title": "Rip",
         "type": "number"
      },
      "riskFree30": {
         "title": "Riskfree30",
         "type": "number"
      },
      "riskFree2y": {
         "title": "Riskfree2Y",
         "type": "number"
      },
      "skewing": {
         "title": "Skewing",
         "type": "number"
      },
      "contango": {
         "title": "Contango",
         "type": "number"
      },
      "totalErrorConf": {
         "title": "Totalerrorconf",
         "type": "number"
      },
      "dlt5Iv10d": {
         "title": "Dlt5Iv10D",
         "type": "number"
      },
      "dlt5Iv20d": {
         "title": "Dlt5Iv20D",
         "type": "number"
      },
      "dlt5Iv30d": {
         "title": "Dlt5Iv30D",
         "type": "number"
      },
      "dlt5Iv60d": {
         "title": "Dlt5Iv60D",
         "type": "number"
      },
      "dlt5Iv90d": {
         "title": "Dlt5Iv90D",
         "type": "number"
      },
      "dlt5Iv6m": {
         "title": "Dlt5Iv6M",
         "type": "number"
      },
      "dlt5Iv1y": {
         "title": "Dlt5Iv1Y",
         "type": "number"
      },
      "exErnDlt5Iv10d": {
         "title": "Exerndlt5Iv10D",
         "type": "number"
      },
      "exErnDlt5Iv20d": {
         "title": "Exerndlt5Iv20D",
         "type": "number"
      },
      "exErnDlt5Iv30d": {
         "title": "Exerndlt5Iv30D",
         "type": "number"
      },
      "exErnDlt5Iv60d": {
         "title": "Exerndlt5Iv60D",
         "type": "number"
      },
      "exErnDlt5Iv90d": {
         "title": "Exerndlt5Iv90D",
         "type": "number"
      },
      "exErnDlt5Iv6m": {
         "title": "Exerndlt5Iv6M",
         "type": "number"
      },
      "exErnDlt5Iv1y": {
         "title": "Exerndlt5Iv1Y",
         "type": "number"
      },
      "dlt25Iv10d": {
         "title": "Dlt25Iv10D",
         "type": "number"
      },
      "dlt25Iv20d": {
         "title": "Dlt25Iv20D",
         "type": "number"
      },
      "dlt25Iv30d": {
         "title": "Dlt25Iv30D",
         "type": "number"
      },
      "dlt25Iv60d": {
         "title": "Dlt25Iv60D",
         "type": "number"
      },
      "dlt25Iv90d": {
         "title": "Dlt25Iv90D",
         "type": "number"
      },
      "dlt25Iv6m": {
         "title": "Dlt25Iv6M",
         "type": "number"
      },
      "dlt25Iv1y": {
         "title": "Dlt25Iv1Y",
         "type": "number"
      },
      "exErnDlt25Iv10d": {
         "title": "Exerndlt25Iv10D",
         "type": "number"
      },
      "exErnDlt25Iv20d": {
         "title": "Exerndlt25Iv20D",
         "type": "number"
      },
      "exErnDlt25Iv30d": {
         "title": "Exerndlt25Iv30D",
         "type": "number"
      },
      "exErnDlt25Iv60d": {
         "title": "Exerndlt25Iv60D",
         "type": "number"
      },
      "exErnDlt25Iv90d": {
         "title": "Exerndlt25Iv90D",
         "type": "number"
      },
      "exErnDlt25Iv6m": {
         "title": "Exerndlt25Iv6M",
         "type": "number"
      },
      "exErnDlt25Iv1y": {
         "title": "Exerndlt25Iv1Y",
         "type": "number"
      },
      "dlt75Iv10d": {
         "title": "Dlt75Iv10D",
         "type": "number"
      },
      "dlt75Iv20d": {
         "title": "Dlt75Iv20D",
         "type": "number"
      },
      "dlt75Iv30d": {
         "title": "Dlt75Iv30D",
         "type": "number"
      },
      "dlt75Iv60d": {
         "title": "Dlt75Iv60D",
         "type": "number"
      },
      "dlt75Iv90d": {
         "title": "Dlt75Iv90D",
         "type": "number"
      },
      "dlt75Iv6m": {
         "title": "Dlt75Iv6M",
         "type": "number"
      },
      "dlt75Iv1y": {
         "title": "Dlt75Iv1Y",
         "type": "number"
      },
      "exErnDlt75Iv10d": {
         "title": "Exerndlt75Iv10D",
         "type": "number"
      },
      "exErnDlt75Iv20d": {
         "title": "Exerndlt75Iv20D",
         "type": "number"
      },
      "exErnDlt75Iv30d": {
         "title": "Exerndlt75Iv30D",
         "type": "number"
      },
      "exErnDlt75Iv60d": {
         "title": "Exerndlt75Iv60D",
         "type": "number"
      },
      "exErnDlt75Iv90d": {
         "title": "Exerndlt75Iv90D",
         "type": "number"
      },
      "exErnDlt75Iv6m": {
         "title": "Exerndlt75Iv6M",
         "type": "number"
      },
      "exErnDlt75Iv1y": {
         "title": "Exerndlt75Iv1Y",
         "type": "number"
      },
      "dlt95Iv10d": {
         "title": "Dlt95Iv10D",
         "type": "number"
      },
      "dlt95Iv20d": {
         "title": "Dlt95Iv20D",
         "type": "number"
      },
      "dlt95Iv30d": {
         "title": "Dlt95Iv30D",
         "type": "number"
      },
      "dlt95Iv60d": {
         "title": "Dlt95Iv60D",
         "type": "number"
      },
      "dlt95Iv90d": {
         "title": "Dlt95Iv90D",
         "type": "number"
      },
      "dlt95Iv6m": {
         "title": "Dlt95Iv6M",
         "type": "number"
      },
      "dlt95Iv1y": {
         "title": "Dlt95Iv1Y",
         "type": "number"
      },
      "exErnDlt95Iv10d": {
         "title": "Exerndlt95Iv10D",
         "type": "number"
      },
      "exErnDlt95Iv20d": {
         "title": "Exerndlt95Iv20D",
         "type": "number"
      },
      "exErnDlt95Iv30d": {
         "title": "Exerndlt95Iv30D",
         "type": "number"
      },
      "exErnDlt95Iv60d": {
         "title": "Exerndlt95Iv60D",
         "type": "number"
      },
      "exErnDlt95Iv90d": {
         "title": "Exerndlt95Iv90D",
         "type": "number"
      },
      "exErnDlt95Iv6m": {
         "title": "Exerndlt95Iv6M",
         "type": "number"
      },
      "exErnDlt95Iv1y": {
         "title": "Exerndlt95Iv1Y",
         "type": "number"
      },
      "fwd30_20": {
         "title": "Fwd30 20",
         "type": "number"
      },
      "fwd60_30": {
         "title": "Fwd60 30",
         "type": "number"
      },
      "fwd90_60": {
         "title": "Fwd90 60",
         "type": "number"
      },
      "fwd180_90": {
         "title": "Fwd180 90",
         "type": "number"
      },
      "fwd90_30": {
         "title": "Fwd90 30",
         "type": "number"
      },
      "fexErn30_20": {
         "title": "Fexern30 20",
         "type": "number"
      },
      "fexErn60_30": {
         "title": "Fexern60 30",
         "type": "number"
      },
      "fexErn90_60": {
         "title": "Fexern90 60",
         "type": "number"
      },
      "fexErn180_90": {
         "title": "Fexern180 90",
         "type": "number"
      },
      "fexErn90_30": {
         "title": "Fexern90 30",
         "type": "number"
      },
      "ffwd30_20": {
         "title": "Ffwd30 20",
         "type": "number"
      },
      "ffwd60_30": {
         "title": "Ffwd60 30",
         "type": "number"
      },
      "ffwd90_60": {
         "title": "Ffwd90 60",
         "type": "number"
      },
      "ffwd180_90": {
         "title": "Ffwd180 90",
         "type": "number"
      },
      "ffwd90_30": {
         "title": "Ffwd90 30",
         "type": "number"
      },
      "ffexErn30_20": {
         "title": "Ffexern30 20",
         "type": "number"
      },
      "ffexErn60_30": {
         "title": "Ffexern60 30",
         "type": "number"
      },
      "ffexErn90_60": {
         "title": "Ffexern90 60",
         "type": "number"
      },
      "ffexErn180_90": {
         "title": "Ffexern180 90",
         "type": "number"
      },
      "ffexErn90_30": {
         "title": "Ffexern90 30",
         "type": "number"
      },
      "fbfwd30_20": {
         "title": "Fbfwd30 20",
         "type": "number"
      },
      "fbfwd60_30": {
         "title": "Fbfwd60 30",
         "type": "number"
      },
      "fbfwd90_60": {
         "title": "Fbfwd90 60",
         "type": "number"
      },
      "fbfwd180_90": {
         "title": "Fbfwd180 90",
         "type": "number"
      },
      "fbfwd90_30": {
         "title": "Fbfwd90 30",
         "type": "number"
      },
      "fbfexErn30_20": {
         "title": "Fbfexern30 20",
         "type": "number"
      },
      "fbfexErn60_30": {
         "title": "Fbfexern60 30",
         "type": "number"
      },
      "fbfexErn90_60": {
         "title": "Fbfexern90 60",
         "type": "number"
      },
      "fbfexErn180_90": {
         "title": "Fbfexern180 90",
         "type": "number"
      },
      "fbfexErn90_30": {
         "title": "Fbfexern90 30",
         "type": "number"
      },
      "updatedAt": {
         "title": "Updatedat",
         "type": "string",
         "format": "date-time"
      }
   },
   "required": [
      "ticker",
      "tradeDate",
      "stockPrice",
      "annActDiv",
      "annIdiv",
      "nextDiv",
      "impliedNextDiv",
      "borrow30",
      "borrow2y",
      "confidence",
      "exErnIv10d",
      "exErnIv20d",
      "exErnIv30d",
      "exErnIv60d",
      "exErnIv90d",
      "exErnIv6m",
      "exErnIv1y",
      "ieeEarnEffect",
      "impliedMove",
      "impliedEarningsMove",
      "iv10d",
      "iv20d",
      "iv30d",
      "iv60d",
      "iv90d",
      "iv6m",
      "iv1y",
      "mwAdj30",
      "mwAdj2y",
      "rDrv30",
      "rDrv2y",
      "rSlp30",
      "rSlp2y",
      "rVol30",
      "rVol2y",
      "rip",
      "riskFree30",
      "riskFree2y",
      "skewing",
      "contango",
      "totalErrorConf",
      "dlt5Iv10d",
      "dlt5Iv20d",
      "dlt5Iv30d",
      "dlt5Iv60d",
      "dlt5Iv90d",
      "dlt5Iv6m",
      "dlt5Iv1y",
      "exErnDlt5Iv10d",
      "exErnDlt5Iv20d",
      "exErnDlt5Iv30d",
      "exErnDlt5Iv60d",
      "exErnDlt5Iv90d",
      "exErnDlt5Iv6m",
      "exErnDlt5Iv1y",
      "dlt25Iv10d",
      "dlt25Iv20d",
      "dlt25Iv30d",
      "dlt25Iv60d",
      "dlt25Iv90d",
      "dlt25Iv6m",
      "dlt25Iv1y",
      "exErnDlt25Iv10d",
      "exErnDlt25Iv20d",
      "exErnDlt25Iv30d",
      "exErnDlt25Iv60d",
      "exErnDlt25Iv90d",
      "exErnDlt25Iv6m",
      "exErnDlt25Iv1y",
      "dlt75Iv10d",
      "dlt75Iv20d",
      "dlt75Iv30d",
      "dlt75Iv60d",
      "dlt75Iv90d",
      "dlt75Iv6m",
      "dlt75Iv1y",
      "exErnDlt75Iv10d",
      "exErnDlt75Iv20d",
      "exErnDlt75Iv30d",
      "exErnDlt75Iv60d",
      "exErnDlt75Iv90d",
      "exErnDlt75Iv6m",
      "exErnDlt75Iv1y",
      "dlt95Iv10d",
      "dlt95Iv20d",
      "dlt95Iv30d",
      "dlt95Iv60d",
      "dlt95Iv90d",
      "dlt95Iv6m",
      "dlt95Iv1y",
      "exErnDlt95Iv10d",
      "exErnDlt95Iv20d",
      "exErnDlt95Iv30d",
      "exErnDlt95Iv60d",
      "exErnDlt95Iv90d",
      "exErnDlt95Iv6m",
      "exErnDlt95Iv1y",
      "fwd30_20",
      "fwd60_30",
      "fwd90_60",
      "fwd180_90",
      "fwd90_30",
      "fexErn30_20",
      "fexErn60_30",
      "fexErn90_60",
      "fexErn180_90",
      "fexErn90_30",
      "ffwd30_20",
      "ffwd60_30",
      "ffwd90_60",
      "ffwd180_90",
      "ffwd90_30",
      "ffexErn30_20",
      "ffexErn60_30",
      "ffexErn90_60",
      "ffexErn180_90",
      "ffexErn90_30",
      "fbfwd30_20",
      "fbfwd60_30",
      "fbfwd90_60",
      "fbfwd180_90",
      "fbfwd90_30",
      "fbfexErn30_20",
      "fbfexErn60_30",
      "fbfexErn90_60",
      "fbfexErn180_90",
      "fbfexErn90_30",
      "updatedAt"
   ]
}

Fields

• annual_dividend (float)

• annual_implied_dividend (float)

• confidence (float)

• contango (float)

• derivative_2_year (float)

• derivative_30_day (float)

• flat_forward_ex_earnings_volatility_180_90 (float)

• flat_forward_ex_earnings_volatility_30_20 (float)

• flat_forward_ex_earnings_volatility_60_30 (float)

• flat_forward_ex_earnings_volatility_90_30 (float)

• flat_forward_ex_earnings_volatility_90_60 (float)

• flat_forward_volatility_180_90 (float)

• flat_forward_volatility_30_20 (float)

• flat_forward_volatility_60_30 (float)

• flat_forward_volatility_90_30 (float)

• flat_forward_volatility_90_60 (float)

• forward_ex_earnings_volatility_180_90 (float)

• forward_ex_earnings_volatility_30_20 (float)

• forward_ex_earnings_volatility_60_30 (float)

• forward_ex_earnings_volatility_90_30 (float)

• forward_ex_earnings_volatility_90_60 (float)

• forward_ex_earnings_volatility_ratio_180_90 (float)

• forward_ex_earnings_volatility_ratio_30_20 (float)

• forward_ex_earnings_volatility_ratio_60_30 (float)

• forward_ex_earnings_volatility_ratio_90_30 (float)

• forward_ex_earnings_volatility_ratio_90_60 (float)

• forward_volatility_180_90 (float)

• forward_volatility_30_20 (float)

• forward_volatility_60_30 (float)

• forward_volatility_90_30 (float)

• forward_volatility_90_60 (float)

• forward_volatility_ratio_180_90 (float)

• forward_volatility_ratio_30_20 (float)

• forward_volatility_ratio_60_30 (float)

• forward_volatility_ratio_90_30 (float)

• forward_volatility_ratio_90_60 (float)

• hard_to_borrow_2_years (float)

• hard_to_borrow_30_days (float)

• ignore_price (float)

• implied_earnings_effect (float)

• implied_earnings_move (float)

• implied_move (float)

• implied_next_dividend (float)

• iv_25_delta_10_day (float)

• iv_25_delta_180_day (float)

• iv_25_delta_20_day (float)

• iv_25_delta_30_day (float)

• iv_25_delta_365_day (float)

• iv_25_delta_60_day (float)

• iv_25_delta_90_day (float)

• iv_2_year (float)

• iv_30_day (float)

• iv_5_delta_10_day (float)

• iv_5_delta_180_day (float)

• iv_5_delta_20_day (float)

• iv_5_delta_30_day (float)

• iv_5_delta_365_day (float)

• iv_5_delta_60_day (float)

• iv_5_delta_90_day (float)

• iv_75_delta_10_day (float)

• iv_75_delta_180_day (float)

• iv_75_delta_20_day (float)

• iv_75_delta_30_day (float)

• iv_75_delta_365_day (float)

• iv_75_delta_60_day (float)

• iv_75_delta_90_day (float)

• iv_95_delta_10_day (float)

• iv_95_delta_180_day (float)

• iv_95_delta_20_day (float)

• iv_95_delta_30_day (float)

• iv_95_delta_365_day (float)

• iv_95_delta_60_day (float)

• iv_95_delta_90_day (float)

• iv_ex_earnings_10_day (float)

• iv_ex_earnings_180_day (float)

• iv_ex_earnings_20_day (float)

• iv_ex_earnings_25_delta_10_day (float)

• iv_ex_earnings_25_delta_180_day (float)

• iv_ex_earnings_25_delta_20_day (float)

• iv_ex_earnings_25_delta_30_day (float)

• iv_ex_earnings_25_delta_365_day (float)

• iv_ex_earnings_25_delta_60_day (float)

• iv_ex_earnings_25_delta_90_day (float)

• iv_ex_earnings_30_day (float)

• iv_ex_earnings_365_day (float)

• iv_ex_earnings_5_delta_10_day (float)

• iv_ex_earnings_5_delta_180_day (float)

• iv_ex_earnings_5_delta_20_day (float)

• iv_ex_earnings_5_delta_30_day (float)

• iv_ex_earnings_5_delta_365_day (float)

• iv_ex_earnings_5_delta_60_day (float)

• iv_ex_earnings_5_delta_90_day (float)

• iv_ex_earnings_60_day (float)

• iv_ex_earnings_75_delta_10_day (float)

• iv_ex_earnings_75_delta_180_day (float)

• iv_ex_earnings_75_delta_20_day (float)

• iv_ex_earnings_75_delta_30_day (float)

• iv_ex_earnings_75_delta_365_day (float)

• iv_ex_earnings_75_delta_60_day (float)

• iv_ex_earnings_75_delta_90_day (float)

• iv_ex_earnings_90_day (float)

• iv_ex_earnings_95_delta_10_day (float)

• iv_ex_earnings_95_delta_180_day (float)

• iv_ex_earnings_95_delta_20_day (float)

• iv_ex_earnings_95_delta_30_day (float)

• iv_ex_earnings_95_delta_365_day (float)

• iv_ex_earnings_95_delta_60_day (float)

• iv_ex_earnings_95_delta_90_day (float)

• iv_interpolated_10_day (float)

• iv_interpolated_180_day (float)

• iv_interpolated_20_day (float)

• iv_interpolated_30_day (float)

• iv_interpolated_365_day (float)

• iv_interpolated_60_day (float)

• iv_interpolated_90_day (float)

• market_width_2_year (float)

• market_width_30_day (float)

• next_dividend (float)

• risk_free_rate_2_year (float)

• risk_free_rate_30_day (float)

• skewing (float)

• slope_2_year (float)

• slope_30_day (float)

• ticker (str)

• total_error_confidence (float)

• trade_date (datetime.date)

• underlying_price (float)

• updated_at (datetime.datetime)

field annual_dividend: float [Required] (alias 'annActDiv')

field annual_implied_dividend: float [Required] (alias 'annIdiv')

field confidence: float [Required]

field contango: float [Required]

field derivative_2_year: float [Required] (alias 'rDrv2y')

field derivative_30_day: float [Required] (alias 'rDrv30')

field flat_forward_ex_earnings_volatility_180_90: float [Required] (alias 'ffexErn180_90')

field flat_forward_ex_earnings_volatility_30_20: float [Required] (alias 'ffexErn30_20')

field flat_forward_ex_earnings_volatility_60_30: float [Required] (alias 'ffexErn60_30')

field flat_forward_ex_earnings_volatility_90_30: float [Required] (alias 'ffexErn90_30')

field flat_forward_ex_earnings_volatility_90_60: float [Required] (alias 'ffexErn90_60')

field flat_forward_volatility_180_90: float [Required] (alias 'ffwd180_90')

field flat_forward_volatility_30_20: float [Required] (alias 'ffwd30_20')

field flat_forward_volatility_60_30: float [Required] (alias 'ffwd60_30')

field flat_forward_volatility_90_30: float [Required] (alias 'ffwd90_30')

field flat_forward_volatility_90_60: float [Required] (alias 'ffwd90_60')

field forward_ex_earnings_volatility_180_90: float [Required] (alias 'fexErn180_90')

field forward_ex_earnings_volatility_30_20: float [Required] (alias 'fexErn30_20')

field forward_ex_earnings_volatility_60_30: float [Required] (alias 'fexErn60_30')

field forward_ex_earnings_volatility_90_30: float [Required] (alias 'fexErn90_30')

field forward_ex_earnings_volatility_90_60: float [Required] (alias 'fexErn90_60')

field forward_ex_earnings_volatility_ratio_180_90: float [Required] (alias 'fbfexErn180_90')

field forward_ex_earnings_volatility_ratio_30_20: float [Required] (alias 'fbfexErn30_20')

field forward_ex_earnings_volatility_ratio_60_30: float [Required] (alias 'fbfexErn60_30')

field forward_ex_earnings_volatility_ratio_90_30: float [Required] (alias 'fbfexErn90_30')

field forward_ex_earnings_volatility_ratio_90_60: float [Required] (alias 'fbfexErn90_60')

field forward_volatility_180_90: float [Required] (alias 'fwd180_90')

field forward_volatility_30_20: float [Required] (alias 'fwd30_20')

field forward_volatility_60_30: float [Required] (alias 'fwd60_30')

field forward_volatility_90_30: float [Required] (alias 'fwd90_30')

field forward_volatility_90_60: float [Required] (alias 'fwd90_60')

field forward_volatility_ratio_180_90: float [Required] (alias 'fbfwd180_90')

field forward_volatility_ratio_30_20: float [Required] (alias 'fbfwd30_20')

field forward_volatility_ratio_60_30: float [Required] (alias 'fbfwd60_30')

field forward_volatility_ratio_90_30: float [Required] (alias 'fbfwd90_30')

field forward_volatility_ratio_90_60: float [Required] (alias 'fbfwd90_60')

field hard_to_borrow_2_years: float [Required] (alias 'borrow2y')

field hard_to_borrow_30_days: float [Required] (alias 'borrow30')

field ignore_price: float [Required] (alias 'rip')

field implied_earnings_effect: float [Required] (alias 'ieeEarnEffect')

field implied_earnings_move: float [Required] (alias 'impliedEarningsMove')

field implied_move: float [Required] (alias 'impliedMove')

field implied_next_dividend: float [Required] (alias 'impliedNextDiv')

field iv_25_delta_10_day: float [Required] (alias 'dlt25Iv10d')

field iv_25_delta_180_day: float [Required] (alias 'dlt25Iv6m')

field iv_25_delta_20_day: float [Required] (alias 'dlt25Iv20d')

field iv_25_delta_30_day: float [Required] (alias 'dlt25Iv30d')

field iv_25_delta_365_day: float [Required] (alias 'dlt25Iv1y')

field iv_25_delta_60_day: float [Required] (alias 'dlt25Iv60d')

field iv_25_delta_90_day: float [Required] (alias 'dlt25Iv90d')

field iv_2_year: float [Required] (alias 'rVol2y')

field iv_30_day: float [Required] (alias 'rVol30')

field iv_5_delta_10_day: float [Required] (alias 'dlt5Iv10d')

field iv_5_delta_180_day: float [Required] (alias 'dlt5Iv6m')

field iv_5_delta_20_day: float [Required] (alias 'dlt5Iv20d')

field iv_5_delta_30_day: float [Required] (alias 'dlt5Iv30d')

field iv_5_delta_365_day: float [Required] (alias 'dlt5Iv1y')

field iv_5_delta_60_day: float [Required] (alias 'dlt5Iv60d')

field iv_5_delta_90_day: float [Required] (alias 'dlt5Iv90d')

field iv_75_delta_10_day: float [Required] (alias 'dlt75Iv10d')

field iv_75_delta_180_day: float [Required] (alias 'dlt75Iv6m')

field iv_75_delta_20_day: float [Required] (alias 'dlt75Iv20d')

field iv_75_delta_30_day: float [Required] (alias 'dlt75Iv30d')

field iv_75_delta_365_day: float [Required] (alias 'dlt75Iv1y')

field iv_75_delta_60_day: float [Required] (alias 'dlt75Iv60d')

field iv_75_delta_90_day: float [Required] (alias 'dlt75Iv90d')

field iv_95_delta_10_day: float [Required] (alias 'dlt95Iv10d')

field iv_95_delta_180_day: float [Required] (alias 'dlt95Iv6m')

field iv_95_delta_20_day: float [Required] (alias 'dlt95Iv20d')

field iv_95_delta_30_day: float [Required] (alias 'dlt95Iv30d')

field iv_95_delta_365_day: float [Required] (alias 'dlt95Iv1y')

field iv_95_delta_60_day: float [Required] (alias 'dlt95Iv60d')

field iv_95_delta_90_day: float [Required] (alias 'dlt95Iv90d')

field iv_ex_earnings_10_day: float [Required] (alias 'exErnIv10d')

field iv_ex_earnings_180_day: float [Required] (alias 'exErnIv6m')

field iv_ex_earnings_20_day: float [Required] (alias 'exErnIv20d')

field iv_ex_earnings_25_delta_10_day: float [Required] (alias 'exErnDlt25Iv10d')

field iv_ex_earnings_25_delta_180_day: float [Required] (alias 'exErnDlt25Iv6m')

field iv_ex_earnings_25_delta_20_day: float [Required] (alias 'exErnDlt25Iv20d')

field iv_ex_earnings_25_delta_30_day: float [Required] (alias 'exErnDlt25Iv30d')

field iv_ex_earnings_25_delta_365_day: float [Required] (alias 'exErnDlt25Iv1y')

field iv_ex_earnings_25_delta_60_day: float [Required] (alias 'exErnDlt25Iv60d')

field iv_ex_earnings_25_delta_90_day: float [Required] (alias 'exErnDlt25Iv90d')

field iv_ex_earnings_30_day: float [Required] (alias 'exErnIv30d')

field iv_ex_earnings_365_day: float [Required] (alias 'exErnIv1y')

field iv_ex_earnings_5_delta_10_day: float [Required] (alias 'exErnDlt5Iv10d')

field iv_ex_earnings_5_delta_180_day: float [Required] (alias 'exErnDlt5Iv6m')

field iv_ex_earnings_5_delta_20_day: float [Required] (alias 'exErnDlt5Iv20d')

field iv_ex_earnings_5_delta_30_day: float [Required] (alias 'exErnDlt5Iv30d')

field iv_ex_earnings_5_delta_365_day: float [Required] (alias 'exErnDlt5Iv1y')

field iv_ex_earnings_5_delta_60_day: float [Required] (alias 'exErnDlt5Iv60d')

field iv_ex_earnings_5_delta_90_day: float [Required] (alias 'exErnDlt5Iv90d')

field iv_ex_earnings_60_day: float [Required] (alias 'exErnIv60d')

field iv_ex_earnings_75_delta_10_day: float [Required] (alias 'exErnDlt75Iv10d')

field iv_ex_earnings_75_delta_180_day: float [Required] (alias 'exErnDlt75Iv6m')

field iv_ex_earnings_75_delta_20_day: float [Required] (alias 'exErnDlt75Iv20d')

field iv_ex_earnings_75_delta_30_day: float [Required] (alias 'exErnDlt75Iv30d')

field iv_ex_earnings_75_delta_365_day: float [Required] (alias 'exErnDlt75Iv1y')

field iv_ex_earnings_75_delta_60_day: float [Required] (alias 'exErnDlt75Iv60d')

field iv_ex_earnings_75_delta_90_day: float [Required] (alias 'exErnDlt75Iv90d')

field iv_ex_earnings_90_day: float [Required] (alias 'exErnIv90d')

field iv_ex_earnings_95_delta_10_day: float [Required] (alias 'exErnDlt95Iv10d')

field iv_ex_earnings_95_delta_180_day: float [Required] (alias 'exErnDlt95Iv6m')

field iv_ex_earnings_95_delta_20_day: float [Required] (alias 'exErnDlt95Iv20d')

field iv_ex_earnings_95_delta_30_day: float [Required] (alias 'exErnDlt95Iv30d')

field iv_ex_earnings_95_delta_365_day: float [Required] (alias 'exErnDlt95Iv1y')

field iv_ex_earnings_95_delta_60_day: float [Required] (alias 'exErnDlt95Iv60d')

field iv_ex_earnings_95_delta_90_day: float [Required] (alias 'exErnDlt95Iv90d')

field iv_interpolated_10_day: float [Required] (alias 'iv10d')

field iv_interpolated_180_day: float [Required] (alias 'iv6m')

field iv_interpolated_20_day: float [Required] (alias 'iv20d')

field iv_interpolated_30_day: float [Required] (alias 'iv30d')

field iv_interpolated_365_day: float [Required] (alias 'iv1y')

field iv_interpolated_60_day: float [Required] (alias 'iv60d')

field iv_interpolated_90_day: float [Required] (alias 'iv90d')

field market_width_2_year: float [Required] (alias 'mwAdj2y')

field market_width_30_day: float [Required] (alias 'mwAdj30')

field next_dividend: float [Required] (alias 'nextDiv')

field risk_free_rate_2_year: float [Required] (alias 'riskFree2y')

field risk_free_rate_30_day: float [Required] (alias 'riskFree30')

field skewing: float [Required]

field slope_2_year: float [Required] (alias 'rSlp2y')

field slope_30_day: float [Required] (alias 'rSlp30')

field ticker: str [Required]

field total_error_confidence: float [Required] (alias 'totalErrorConf')

field trade_date: date [Required] (alias 'tradeDate')

field underlying_price: float [Required] (alias 'stockPrice')

field updated_at: datetime [Required] (alias 'updatedAt')

pydantic model orats.constructs.api.data.Core

Core definitions.

See corresponding Core response object.

Show JSON schema

{
   "title": "Core",
   "description": "Core definitions.\n\nSee corresponding `Core`_ response object.",
   "type": "object",
   "properties": {
      "ticker": {
         "title": "Ticker",
         "type": "string"
      },
      "tradeDate": {
         "title": "Tradedate",
         "type": "string",
         "format": "date"
      },
      "assetType": {
         "title": "Assettype",
         "type": "integer"
      },
      "priorCls": {
         "title": "Priorcls",
         "type": "number"
      },
      "pxAtmIv": {
         "title": "Pxatmiv",
         "type": "number"
      },
      "mktCap": {
         "title": "Mktcap",
         "type": "integer"
      },
      "cVolu": {
         "title": "Cvolu",
         "type": "integer"
      },
      "cOi": {
         "title": "Coi",
         "type": "integer"
      },
      "pVolu": {
         "title": "Pvolu",
         "type": "integer"
      },
      "pOi": {
         "title": "Poi",
         "type": "integer"
      },
      "orFcst20d": {
         "title": "Orfcst20D",
         "type": "number"
      },
      "orIvFcst20d": {
         "title": "Orivfcst20D",
         "type": "number"
      },
      "orFcstInf": {
         "title": "Orfcstinf",
         "type": "number"
      },
      "orIvXern20d": {
         "title": "Orivxern20D",
         "type": "number"
      },
      "orIvXernInf": {
         "title": "Orivxerninf",
         "type": "number"
      },
      "iv200Ma": {
         "title": "Iv200Ma",
         "type": "number"
      },
      "atmIvM1": {
         "title": "Atmivm1",
         "type": "number"
      },
      "atmFitIvM1": {
         "title": "Atmfitivm1",
         "type": "number"
      },
      "atmFcstIvM1": {
         "title": "Atmfcstivm1",
         "type": "number"
      },
      "dtExM1": {
         "title": "Dtexm1",
         "type": "integer"
      },
      "atmIvM2": {
         "title": "Atmivm2",
         "type": "number"
      },
      "atmFitIvM2": {
         "title": "Atmfitivm2",
         "type": "number"
      },
      "atmFcstIvM2": {
         "title": "Atmfcstivm2",
         "type": "number"
      },
      "dtExM2": {
         "title": "Dtexm2",
         "type": "integer"
      },
      "atmIvM3": {
         "title": "Atmivm3",
         "type": "number"
      },
      "atmFitIvM3": {
         "title": "Atmfitivm3",
         "type": "number"
      },
      "atmFcstIvM3": {
         "title": "Atmfcstivm3",
         "type": "number"
      },
      "dtExM3": {
         "title": "Dtexm3",
         "type": "integer"
      },
      "atmIvM4": {
         "title": "Atmivm4",
         "type": "number"
      },
      "atmFitIvM4": {
         "title": "Atmfitivm4",
         "type": "number"
      },
      "atmFcstIvM4": {
         "title": "Atmfcstivm4",
         "type": "number"
      },
      "dtExM4": {
         "title": "Dtexm4",
         "type": "integer"
      },
      "iRate5wk": {
         "title": "Irate5Wk",
         "type": "number"
      },
      "iRateLt": {
         "title": "Iratelt",
         "type": "number"
      },
      "px1kGam": {
         "title": "Px1Kgam",
         "type": "number"
      },
      "volOfVol": {
         "title": "Volofvol",
         "type": "number"
      },
      "volOfIvol": {
         "title": "Volofivol",
         "type": "number"
      },
      "slope": {
         "title": "Slope",
         "type": "number"
      },
      "slopeInf": {
         "title": "Slopeinf",
         "type": "number"
      },
      "slopeFcst": {
         "title": "Slopefcst",
         "type": "number"
      },
      "slopeFcstInf": {
         "title": "Slopefcstinf",
         "type": "number"
      },
      "deriv": {
         "title": "Deriv",
         "type": "number"
      },
      "derivInf": {
         "title": "Derivinf",
         "type": "number"
      },
      "derivFcst": {
         "title": "Derivfcst",
         "type": "number"
      },
      "derivFcstInf": {
         "title": "Derivfcstinf",
         "type": "number"
      },
      "mktWidthVol": {
         "title": "Mktwidthvol",
         "type": "number"
      },
      "mktWidthVolInf": {
         "title": "Mktwidthvolinf",
         "type": "number"
      },
      "rip": {
         "title": "Rip",
         "type": "number"
      },
      "ivEarnReturn": {
         "title": "Ivearnreturn",
         "type": "number"
      },
      "fcstR2": {
         "title": "Fcstr2",
         "type": "number"
      },
      "fcstR2Imp": {
         "title": "Fcstr2Imp",
         "type": "number"
      },
      "stkVolu": {
         "title": "Stkvolu",
         "type": "integer"
      },
      "avgOptVolu20d": {
         "title": "Avgoptvolu20D",
         "type": "number"
      },
      "sector": {
         "title": "Sector",
         "type": "string"
      },
      "orHv1d": {
         "title": "Orhv1D",
         "type": "number"
      },
      "orHv5d": {
         "title": "Orhv5D",
         "type": "number"
      },
      "orHv10d": {
         "title": "Orhv10D",
         "type": "number"
      },
      "orHv20d": {
         "title": "Orhv20D",
         "type": "number"
      },
      "orHv60d": {
         "title": "Orhv60D",
         "type": "number"
      },
      "orHv90d": {
         "title": "Orhv90D",
         "type": "number"
      },
      "orHv120d": {
         "title": "Orhv120D",
         "type": "number"
      },
      "orHv252d": {
         "title": "Orhv252D",
         "type": "number"
      },
      "orHv500d": {
         "title": "Orhv500D",
         "type": "number"
      },
      "orHv1000d": {
         "title": "Orhv1000D",
         "type": "number"
      },
      "clsHv5d": {
         "title": "Clshv5D",
         "type": "number"
      },
      "clsHv10d": {
         "title": "Clshv10D",
         "type": "number"
      },
      "clsHv20d": {
         "title": "Clshv20D",
         "type": "number"
      },
      "clsHv60d": {
         "title": "Clshv60D",
         "type": "number"
      },
      "clsHv90d": {
         "title": "Clshv90D",
         "type": "number"
      },
      "clsHv120d": {
         "title": "Clshv120D",
         "type": "number"
      },
      "clsHv252d": {
         "title": "Clshv252D",
         "type": "number"
      },
      "clsHv500d": {
         "title": "Clshv500D",
         "type": "number"
      },
      "clsHv1000d": {
         "title": "Clshv1000D",
         "type": "number"
      },
      "clsPx1w": {
         "title": "Clspx1W",
         "type": "number"
      },
      "stkPxChng1wk": {
         "title": "Stkpxchng1Wk",
         "type": "number"
      },
      "clsPx1m": {
         "title": "Clspx1M",
         "type": "number"
      },
      "stkPxChng1m": {
         "title": "Stkpxchng1M",
         "type": "number"
      },
      "clsPx6m": {
         "title": "Clspx6M",
         "type": "number"
      },
      "stkPxChng6m": {
         "title": "Stkpxchng6M",
         "type": "number"
      },
      "clsPx1y": {
         "title": "Clspx1Y",
         "type": "number"
      },
      "stkPxChng1y": {
         "title": "Stkpxchng1Y",
         "type": "number"
      },
      "divFreq": {
         "title": "Divfreq",
         "type": "integer"
      },
      "divYield": {
         "title": "Divyield",
         "type": "number"
      },
      "divGrwth": {
         "title": "Divgrwth",
         "type": "number"
      },
      "divDate": {
         "title": "Divdate",
         "type": "string",
         "format": "date"
      },
      "divAmt": {
         "title": "Divamt",
         "type": "number"
      },
      "nextErn": {
         "title": "Nextern",
         "type": "string",
         "format": "date"
      },
      "lastErn": {
         "title": "Lastern",
         "type": "string",
         "format": "date"
      },
      "lastErnTod": {
         "title": "Lasterntod",
         "type": "integer"
      },
      "absAvgErnMv": {
         "title": "Absavgernmv",
         "type": "number"
      },
      "impliedIee": {
         "title": "Impliediee",
         "type": "number"
      },
      "tkOver": {
         "title": "Tkover",
         "type": "boolean"
      },
      "etfIncl": {
         "title": "Etfincl",
         "type": "string"
      },
      "bestEtf": {
         "title": "Bestetf",
         "type": "string"
      },
      "sectorName": {
         "title": "Sectorname",
         "type": "string"
      },
      "correlSpy1m": {
         "title": "Correlspy1M",
         "type": "number"
      },
      "correlSpy1y": {
         "title": "Correlspy1Y",
         "type": "number"
      },
      "correlEtf1m": {
         "title": "Correletf1M",
         "type": "number"
      },
      "correlEtf1y": {
         "title": "Correletf1Y",
         "type": "number"
      },
      "beta1m": {
         "title": "Beta1M",
         "type": "number"
      },
      "beta1y": {
         "title": "Beta1Y",
         "type": "number"
      },
      "ivPctile1m": {
         "title": "Ivpctile1M",
         "type": "integer"
      },
      "ivPctile1y": {
         "title": "Ivpctile1Y",
         "type": "integer"
      },
      "ivPctileSpy": {
         "title": "Ivpctilespy",
         "type": "integer"
      },
      "ivPctileEtf": {
         "title": "Ivpctileetf",
         "type": "integer"
      },
      "ivStdvMean": {
         "title": "Ivstdvmean",
         "type": "number"
      },
      "ivStdv1y": {
         "title": "Ivstdv1Y",
         "type": "number"
      },
      "ivSpyRatio": {
         "title": "Ivspyratio",
         "type": "number"
      },
      "ivSpyRatioAvg1m": {
         "title": "Ivspyratioavg1M",
         "type": "number"
      },
      "ivSpyRatioAvg1y": {
         "title": "Ivspyratioavg1Y",
         "type": "number"
      },
      "ivSpyRatioStdv1y": {
         "title": "Ivspyratiostdv1Y",
         "type": "number"
      },
      "ivEtfRatio": {
         "title": "Ivetfratio",
         "type": "number"
      },
      "ivEtfRatioAvg1m": {
         "title": "Ivetfratioavg1M",
         "type": "number"
      },
      "ivEtfRatioAvg1y": {
         "title": "Ivetfratioavg1Y",
         "type": "number"
      },
      "ivEtFratioStdv1y": {
         "title": "Ivetfratiostdv1Y",
         "type": "number"
      },
      "ivHvXernRatio": {
         "title": "Ivhvxernratio",
         "type": "number"
      },
      "ivHvXernRatio1m": {
         "title": "Ivhvxernratio1M",
         "type": "number"
      },
      "ivHvXernRatio1y": {
         "title": "Ivhvxernratio1Y",
         "type": "number"
      },
      "ivHvXernRatioStdv1y": {
         "title": "Ivhvxernratiostdv1Y",
         "type": "number"
      },
      "etfIvHvXernRatio": {
         "title": "Etfivhvxernratio",
         "type": "number"
      },
      "etfIvHvXernRatio1m": {
         "title": "Etfivhvxernratio1M",
         "type": "number"
      },
      "etfIvHvXernRatio1y": {
         "title": "Etfivhvxernratio1Y",
         "type": "number"
      },
      "etfIvHvXernRatioStdv1y": {
         "title": "Etfivhvxernratiostdv1Y",
         "type": "number"
      },
      "slopepctile": {
         "title": "Slopepctile",
         "type": "number"
      },
      "slopeavg1m": {
         "title": "Slopeavg1M",
         "type": "number"
      },
      "slopeavg1y": {
         "title": "Slopeavg1Y",
         "type": "number"
      },
      "slopeStdv1y": {
         "title": "Slopestdv1Y",
         "type": "number"
      },
      "etfSlopeRatio": {
         "title": "Etfsloperatio",
         "type": "number"
      },
      "etfSlopeRatioAvg1m": {
         "title": "Etfsloperatioavg1M",
         "type": "number"
      },
      "etfSlopeRatioAvg1y": {
         "title": "Etfsloperatioavg1Y",
         "type": "number"
      },
      "etfSlopeRatioAvgStdv1y": {
         "title": "Etfsloperatioavgstdv1Y",
         "type": "number"
      },
      "impliedR2": {
         "title": "Impliedr2",
         "type": "number"
      },
      "contango": {
         "title": "Contango",
         "type": "number"
      },
      "nextDiv": {
         "title": "Nextdiv",
         "type": "number"
      },
      "impliedNextDiv": {
         "title": "Impliednextdiv",
         "type": "number"
      },
      "annActDiv": {
         "title": "Annactdiv",
         "type": "number"
      },
      "annIdiv": {
         "title": "Annidiv",
         "type": "number"
      },
      "borrow30": {
         "title": "Borrow30",
         "type": "number"
      },
      "borrow2yr": {
         "title": "Borrow2Yr",
         "type": "number"
      },
      "error": {
         "title": "Error",
         "type": "number"
      },
      "confidence": {
         "title": "Confidence",
         "type": "number"
      },
      "pxCls": {
         "title": "Pxcls",
         "type": "number"
      },
      "wksNextErn": {
         "title": "Wksnextern",
         "type": "integer"
      },
      "oi": {
         "title": "Oi",
         "type": "integer"
      },
      "straPxM1": {
         "title": "Strapxm1",
         "type": "number"
      },
      "straPxM2": {
         "title": "Strapxm2",
         "type": "number"
      },
      "smoothStraPxM1": {
         "title": "Smoothstrapxm1",
         "type": "number"
      },
      "smoothStrPxM2": {
         "title": "Smoothstrpxm2",
         "type": "number"
      },
      "fcstStraPxM1": {
         "title": "Fcststrapxm1",
         "type": "number"
      },
      "fcstStraPxM2": {
         "title": "Fcststrapxm2",
         "type": "number"
      },
      "loStrikeM1": {
         "title": "Lostrikem1",
         "type": "integer"
      },
      "hiStrikeM1": {
         "title": "Histrikem1",
         "type": "integer"
      },
      "loStrikeM2": {
         "title": "Lostrikem2",
         "type": "integer"
      },
      "hiStrikeM2": {
         "title": "Histrikem2",
         "type": "integer"
      },
      "ernDate1": {
         "title": "Erndate1",
         "type": "string",
         "format": "date"
      },
      "ernDate2": {
         "title": "Erndate2",
         "type": "string",
         "format": "date"
      },
      "ernDate3": {
         "title": "Erndate3",
         "type": "string",
         "format": "date"
      },
      "ernDate4": {
         "title": "Erndate4",
         "type": "string",
         "format": "date"
      },
      "ernDate5": {
         "title": "Erndate5",
         "type": "string",
         "format": "date"
      },
      "ernDate6": {
         "title": "Erndate6",
         "type": "string",
         "format": "date"
      },
      "ernDate7": {
         "title": "Erndate7",
         "type": "string",
         "format": "date"
      },
      "ernDate8": {
         "title": "Erndate8",
         "type": "string",
         "format": "date"
      },
      "ernDate9": {
         "title": "Erndate9",
         "type": "string",
         "format": "date"
      },
      "ernDate10": {
         "title": "Erndate10",
         "type": "string",
         "format": "date"
      },
      "ernDate11": {
         "title": "Erndate11",
         "type": "string",
         "format": "date"
      },
      "ernDate12": {
         "title": "Erndate12",
         "type": "string",
         "format": "date"
      },
      "ernMv1": {
         "title": "Ernmv1",
         "type": "number"
      },
      "ernMv2": {
         "title": "Ernmv2",
         "type": "number"
      },
      "ernMv3": {
         "title": "Ernmv3",
         "type": "number"
      },
      "ernMv4": {
         "title": "Ernmv4",
         "type": "number"
      },
      "ernMv5": {
         "title": "Ernmv5",
         "type": "number"
      },
      "ernMv6": {
         "title": "Ernmv6",
         "type": "number"
      },
      "ernMv7": {
         "title": "Ernmv7",
         "type": "number"
      },
      "ernMv8": {
         "title": "Ernmv8",
         "type": "number"
      },
      "ernMv9": {
         "title": "Ernmv9",
         "type": "number"
      },
      "ernMv10": {
         "title": "Ernmv10",
         "type": "number"
      },
      "ernMv11": {
         "title": "Ernmv11",
         "type": "number"
      },
      "ernMv12": {
         "title": "Ernmv12",
         "type": "number"
      },
      "ernStraPct1": {
         "title": "Ernstrapct1",
         "type": "number"
      },
      "ernStraPct2": {
         "title": "Ernstrapct2",
         "type": "number"
      },
      "ernStraPct3": {
         "title": "Ernstrapct3",
         "type": "number"
      },
      "ernStraPct4": {
         "title": "Ernstrapct4",
         "type": "number"
      },
      "ernStraPct5": {
         "title": "Ernstrapct5",
         "type": "number"
      },
      "ernStraPct6": {
         "title": "Ernstrapct6",
         "type": "number"
      },
      "ernStraPct7": {
         "title": "Ernstrapct7",
         "type": "number"
      },
      "ernStraPct8": {
         "title": "Ernstrapct8",
         "type": "number"
      },
      "ernStraPct9": {
         "title": "Ernstrapct9",
         "type": "number"
      },
      "ernStraPct10": {
         "title": "Ernstrapct10",
         "type": "number"
      },
      "ernStraPct11": {
         "title": "Ernstrapct11",
         "type": "number"
      },
      "ernStraPct12": {
         "title": "Ernstrapct12",
         "type": "number"
      },
      "ernEffct1": {
         "title": "Erneffct1",
         "type": "number"
      },
      "ernEffct2": {
         "title": "Erneffct2",
         "type": "number"
      },
      "ernEffct3": {
         "title": "Erneffct3",
         "type": "number"
      },
      "ernEffct4": {
         "title": "Erneffct4",
         "type": "number"
      },
      "ernEffct5": {
         "title": "Erneffct5",
         "type": "number"
      },
      "ernEffct6": {
         "title": "Erneffct6",
         "type": "number"
      },
      "ernEffct7": {
         "title": "Erneffct7",
         "type": "number"
      },
      "ernEffct8": {
         "title": "Erneffct8",
         "type": "number"
      },
      "ernEffct9": {
         "title": "Erneffct9",
         "type": "number"
      },
      "ernEffct10": {
         "title": "Erneffct10",
         "type": "number"
      },
      "ernEffct11": {
         "title": "Erneffct11",
         "type": "number"
      },
      "ernEffct12": {
         "title": "Erneffct12",
         "type": "number"
      },
      "orHvXern5d": {
         "title": "Orhvxern5D",
         "type": "number"
      },
      "orHvXern10d": {
         "title": "Orhvxern10D",
         "type": "number"
      },
      "orHvXern20d": {
         "title": "Orhvxern20D",
         "type": "number"
      },
      "orHvXern60d": {
         "title": "Orhvxern60D",
         "type": "number"
      },
      "orHvXern90d": {
         "title": "Orhvxern90D",
         "type": "number"
      },
      "orHvXern120d": {
         "title": "Orhvxern120D",
         "type": "number"
      },
      "orHvXern252d": {
         "title": "Orhvxern252D",
         "type": "number"
      },
      "orHvXern500d": {
         "title": "Orhvxern500D",
         "type": "number"
      },
      "orHvXern1000d": {
         "title": "Orhvxern1000D",
         "type": "number"
      },
      "clsHvXern5d": {
         "title": "Clshvxern5D",
         "type": "number"
      },
      "clsHvXern10d": {
         "title": "Clshvxern10D",
         "type": "number"
      },
      "clsHvXern20d": {
         "title": "Clshvxern20D",
         "type": "number"
      },
      "clsHvXern60d": {
         "title": "Clshvxern60D",
         "type": "number"
      },
      "clsHvXern90d": {
         "title": "Clshvxern90D",
         "type": "number"
      },
      "clsHvXern120d": {
         "title": "Clshvxern120D",
         "type": "number"
      },
      "clsHvXern252d": {
         "title": "Clshvxern252D",
         "type": "number"
      },
      "clsHvXern500d": {
         "title": "Clshvxern500D",
         "type": "number"
      },
      "clsHvXern1000d": {
         "title": "Clshvxern1000D",
         "type": "number"
      },
      "iv10d": {
         "title": "Iv10D",
         "type": "number"
      },
      "iv20d": {
         "title": "Iv20D",
         "type": "number"
      },
      "iv30d": {
         "title": "Iv30D",
         "type": "number"
      },
      "iv60d": {
         "title": "Iv60D",
         "type": "number"
      },
      "iv90d": {
         "title": "Iv90D",
         "type": "number"
      },
      "iv6m": {
         "title": "Iv6M",
         "type": "number"
      },
      "iv1yr": {
         "title": "Iv1Yr",
         "type": "number"
      },
      "fcstSlope": {
         "title": "Fcstslope",
         "type": "number"
      },
      "fcstErnEffct": {
         "title": "Fcsterneffct",
         "type": "number"
      },
      "ernMvStdv": {
         "title": "Ernmvstdv",
         "type": "number"
      },
      "impliedEe": {
         "title": "Impliedee",
         "type": "number"
      },
      "impErnMv": {
         "title": "Impernmv",
         "type": "number"
      },
      "impMth2ErnMv": {
         "title": "Impmth2Ernmv",
         "type": "number"
      },
      "fairVol90d": {
         "title": "Fairvol90D",
         "type": "number"
      },
      "fairXieeVol90d": {
         "title": "Fairxieevol90D",
         "type": "number"
      },
      "fairMth2XieeVol90d": {
         "title": "Fairmth2Xieevol90D",
         "type": "number"
      },
      "impErnMv90d": {
         "title": "Impernmv90D",
         "type": "number"
      },
      "impErnMvMth290d": {
         "title": "Impernmvmth290D",
         "type": "number"
      },
      "exErnIv10d": {
         "title": "Exerniv10D",
         "type": "number"
      },
      "exErnIv20d": {
         "title": "Exerniv20D",
         "type": "number"
      },
      "exErnIv30d": {
         "title": "Exerniv30D",
         "type": "number"
      },
      "exErnIv60d": {
         "title": "Exerniv60D",
         "type": "number"
      },
      "exErnIv90d": {
         "title": "Exerniv90D",
         "type": "number"
      },
      "exErnIv6m": {
         "title": "Exerniv6M",
         "type": "number"
      },
      "exErnIv1yr": {
         "title": "Exerniv1Yr",
         "type": "number"
      },
      "updatedAt": {
         "title": "Updatedat",
         "type": "string",
         "format": "date-time"
      }
   },
   "required": [
      "ticker",
      "tradeDate",
      "assetType",
      "priorCls",
      "pxAtmIv",
      "mktCap",
      "cVolu",
      "cOi",
      "pVolu",
      "pOi",
      "orFcst20d",
      "orIvFcst20d",
      "orFcstInf",
      "orIvXern20d",
      "orIvXernInf",
      "iv200Ma",
      "atmIvM1",
      "atmFitIvM1",
      "atmFcstIvM1",
      "dtExM1",
      "atmIvM2",
      "atmFitIvM2",
      "atmFcstIvM2",
      "dtExM2",
      "atmIvM3",
      "atmFitIvM3",
      "atmFcstIvM3",
      "dtExM3",
      "atmIvM4",
      "atmFitIvM4",
      "atmFcstIvM4",
      "dtExM4",
      "iRate5wk",
      "iRateLt",
      "px1kGam",
      "volOfVol",
      "volOfIvol",
      "slope",
      "slopeInf",
      "slopeFcst",
      "slopeFcstInf",
      "deriv",
      "derivInf",
      "derivFcst",
      "derivFcstInf",
      "mktWidthVol",
      "mktWidthVolInf",
      "rip",
      "ivEarnReturn",
      "fcstR2",
      "fcstR2Imp",
      "stkVolu",
      "avgOptVolu20d",
      "sector",
      "orHv1d",
      "orHv5d",
      "orHv10d",
      "orHv20d",
      "orHv60d",
      "orHv90d",
      "orHv120d",
      "orHv252d",
      "orHv500d",
      "orHv1000d",
      "clsHv5d",
      "clsHv10d",
      "clsHv20d",
      "clsHv60d",
      "clsHv90d",
      "clsHv120d",
      "clsHv252d",
      "clsHv500d",
      "clsHv1000d",
      "clsPx1w",
      "stkPxChng1wk",
      "clsPx1m",
      "stkPxChng1m",
      "clsPx6m",
      "stkPxChng6m",
      "clsPx1y",
      "stkPxChng1y",
      "divFreq",
      "divYield",
      "divGrwth",
      "divDate",
      "divAmt",
      "nextErn",
      "lastErn",
      "lastErnTod",
      "absAvgErnMv",
      "impliedIee",
      "tkOver",
      "etfIncl",
      "bestEtf",
      "sectorName",
      "correlSpy1m",
      "correlSpy1y",
      "correlEtf1m",
      "correlEtf1y",
      "beta1m",
      "beta1y",
      "ivPctile1m",
      "ivPctile1y",
      "ivPctileSpy",
      "ivPctileEtf",
      "ivStdvMean",
      "ivStdv1y",
      "ivSpyRatio",
      "ivSpyRatioAvg1m",
      "ivSpyRatioAvg1y",
      "ivSpyRatioStdv1y",
      "ivEtfRatio",
      "ivEtfRatioAvg1m",
      "ivEtfRatioAvg1y",
      "ivEtFratioStdv1y",
      "ivHvXernRatio",
      "ivHvXernRatio1m",
      "ivHvXernRatio1y",
      "ivHvXernRatioStdv1y",
      "etfIvHvXernRatio",
      "etfIvHvXernRatio1m",
      "etfIvHvXernRatio1y",
      "etfIvHvXernRatioStdv1y",
      "slopepctile",
      "slopeavg1m",
      "slopeavg1y",
      "slopeStdv1y",
      "etfSlopeRatio",
      "etfSlopeRatioAvg1m",
      "etfSlopeRatioAvg1y",
      "etfSlopeRatioAvgStdv1y",
      "impliedR2",
      "contango",
      "nextDiv",
      "impliedNextDiv",
      "annActDiv",
      "annIdiv",
      "borrow30",
      "borrow2yr",
      "error",
      "confidence",
      "pxCls",
      "wksNextErn",
      "avgOptVolu20d",
      "oi",
      "straPxM1",
      "straPxM2",
      "smoothStraPxM1",
      "smoothStrPxM2",
      "fcstStraPxM1",
      "fcstStraPxM2",
      "loStrikeM1",
      "hiStrikeM1",
      "loStrikeM2",
      "hiStrikeM2",
      "ernDate1",
      "ernDate2",
      "ernDate3",
      "ernDate4",
      "ernDate5",
      "ernDate6",
      "ernDate7",
      "ernDate8",
      "ernDate9",
      "ernDate10",
      "ernDate11",
      "ernDate12",
      "ernMv1",
      "ernMv2",
      "ernMv3",
      "ernMv4",
      "ernMv5",
      "ernMv6",
      "ernMv7",
      "ernMv8",
      "ernMv9",
      "ernMv10",
      "ernMv11",
      "ernMv12",
      "ernStraPct1",
      "ernStraPct2",
      "ernStraPct3",
      "ernStraPct4",
      "ernStraPct5",
      "ernStraPct6",
      "ernStraPct7",
      "ernStraPct8",
      "ernStraPct9",
      "ernStraPct10",
      "ernStraPct11",
      "ernStraPct12",
      "ernEffct1",
      "ernEffct2",
      "ernEffct3",
      "ernEffct4",
      "ernEffct5",
      "ernEffct6",
      "ernEffct7",
      "ernEffct8",
      "ernEffct9",
      "ernEffct10",
      "ernEffct11",
      "ernEffct12",
      "orHvXern5d",
      "orHvXern10d",
      "orHvXern20d",
      "orHvXern60d",
      "orHvXern90d",
      "orHvXern120d",
      "orHvXern252d",
      "orHvXern500d",
      "orHvXern1000d",
      "clsHvXern5d",
      "clsHvXern10d",
      "clsHvXern20d",
      "clsHvXern60d",
      "clsHvXern90d",
      "clsHvXern120d",
      "clsHvXern252d",
      "clsHvXern500d",
      "clsHvXern1000d",
      "iv10d",
      "iv20d",
      "iv30d",
      "iv60d",
      "iv90d",
      "iv6m",
      "iv1yr",
      "fcstSlope",
      "fcstErnEffct",
      "ernMvStdv",
      "impliedEe",
      "impErnMv",
      "impMth2ErnMv",
      "fairVol90d",
      "fairXieeVol90d",
      "fairMth2XieeVol90d",
      "impErnMv90d",
      "impErnMvMth290d",
      "exErnIv10d",
      "exErnIv20d",
      "exErnIv30d",
      "exErnIv60d",
      "exErnIv90d",
      "exErnIv6m",
      "exErnIv1yr",
      "updatedAt"
   ]
}

Fields

• additional_implied_earnings_move_front_month (float)

• additional_implied_earnings_move_second_month (float)

• annual_expected_dividend (float)

• annual_implied_dividend (float)

• asset_type (int)

• average_earnings_move (float)

• average_option_volume_20_day (float)

• best_etf (str)

• beta_1_month (float)

• beta_1_year (float)

• call_open_interest (int)

• call_volume (int)

• close_to_close_hv_1000_day (float)

• close_to_close_hv_10_day (float)

• close_to_close_hv_120_day (float)

• close_to_close_hv_20_day (float)

• close_to_close_hv_252_day (float)

• close_to_close_hv_500_day (float)

• close_to_close_hv_5_day (float)

• close_to_close_hv_60_day (float)

• close_to_close_hv_90_day (float)

• close_to_close_hv_ex_earnings_1000_day (float)

• close_to_close_hv_ex_earnings_10_day (float)

• close_to_close_hv_ex_earnings_120_day (float)

• close_to_close_hv_ex_earnings_20_day (float)

• close_to_close_hv_ex_earnings_252_day (float)

• close_to_close_hv_ex_earnings_500_day (float)

• close_to_close_hv_ex_earnings_5_day (float)

• close_to_close_hv_ex_earnings_60_day (float)

• close_to_close_hv_ex_earnings_90_day (float)

• confidence (float)

• contango (float)

• correlation_to_best_etf_1_month (float)

• correlation_to_best_etf_1_year (float)

• correlation_to_spy_1_month (float)

• correlation_to_spy_1_year (float)

• days_to_expiration_1_month (int)

• days_to_expiration_2_month (int)

• days_to_expiration_3_month (int)

• days_to_expiration_4_month (int)

• derivative (float)

• derivative_forecast (float)

• dividend_amount (float)

• dividend_frequency (int)

• dividend_growth (float)

• dividend_yield (float)

• earnings_date_1 (datetime.date)

• earnings_date_10 (datetime.date)

• earnings_date_11 (datetime.date)

• earnings_date_12 (datetime.date)

• earnings_date_2 (datetime.date)

• earnings_date_3 (datetime.date)

• earnings_date_4 (datetime.date)

• earnings_date_5 (datetime.date)

• earnings_date_6 (datetime.date)

• earnings_date_7 (datetime.date)

• earnings_date_8 (datetime.date)

• earnings_date_9 (datetime.date)

• earnings_effect_1 (float)

• earnings_effect_10 (float)

• earnings_effect_11 (float)

• earnings_effect_12 (float)

• earnings_effect_2 (float)

• earnings_effect_3 (float)

• earnings_effect_4 (float)

• earnings_effect_5 (float)

• earnings_effect_6 (float)

• earnings_effect_7 (float)

• earnings_effect_8 (float)

• earnings_effect_9 (float)

• earnings_effect_forecast (float)

• earnings_move_1 (float)

• earnings_move_10 (float)

• earnings_move_11 (float)

• earnings_move_12 (float)

• earnings_move_2 (float)

• earnings_move_3 (float)

• earnings_move_4 (float)

• earnings_move_5 (float)

• earnings_move_6 (float)

• earnings_move_7 (float)

• earnings_move_8 (float)

• earnings_move_9 (float)

• earnings_move_standard_deviation (float)

• earnings_straddle_percent_1 (float)

• earnings_straddle_percent_10 (float)

• earnings_straddle_percent_11 (float)

• earnings_straddle_percent_12 (float)

• earnings_straddle_percent_2 (float)

• earnings_straddle_percent_3 (float)

• earnings_straddle_percent_4 (float)

• earnings_straddle_percent_5 (float)

• earnings_straddle_percent_6 (float)

• earnings_straddle_percent_7 (float)

• earnings_straddle_percent_8 (float)

• earnings_straddle_percent_9 (float)

• error (float)

• etf_iv_hv_ex_earnings_ratio (float)

• etf_iv_hv_ex_earnings_ratio_average_1_month (float)

• etf_iv_hv_ex_earnings_ratio_average_1_year (float)

• etf_iv_hv_ex_earnings_ratio_standard_deviation_1_year (float)

• etf_slope_ex_earnings_ratio (float)

• etf_slope_ex_earnings_ratio_average_1_month (float)

• etf_slope_ex_earnings_ratio_average_1_year (float)

• etf_slope_ex_earnings_ratio_standard_deviation_1_year (float)

• etfs (str)

• fit_atm_1_month (float)

• fit_atm_2_month (float)

• fit_atm_3_month (float)

• fit_atm_4_month (float)

• hard_to_borrow_2_years (float)

• hard_to_borrow_30_days (float)

• high_strike_1_month (int)

• high_strike_2_month (int)

• hv_1000_day (float)

• hv_10_day (float)

• hv_120_day (float)

• hv_1_day (float)

• hv_20_day (float)

• hv_252_day (float)

• hv_500_day (float)

• hv_5_day (float)

• hv_60_day (float)

• hv_90_day (float)

• hv_ex_earnings_1000_day (float)

• hv_ex_earnings_10_day (float)

• hv_ex_earnings_120_day (float)

• hv_ex_earnings_20_day (float)

• hv_ex_earnings_252_day (float)

• hv_ex_earnings_500_day (float)

• hv_ex_earnings_5_day (float)

• hv_ex_earnings_60_day (float)

• hv_ex_earnings_90_day (float)

• ignore_price (float)

• implied_earnings_effect (float)

• implied_earnings_move (float)

• implied_goodness_of_fit (float)

• implied_infinite_derivative (float)

• implied_infinite_derivative_forecast (float)

• implied_infinite_market_width (float)

• implied_infinite_slope (float)

• implied_infinite_slope_forecast (float)

• implied_next_dividend (float)

• iv_atm_1_month (float)

• iv_atm_2_month (float)

• iv_atm_3_month (float)

• iv_atm_4_month (float)

• iv_atm_forecast_1_month (float)

• iv_atm_forecast_2_month (float)

• iv_atm_forecast_3_month (float)

• iv_atm_forecast_4_month (float)

• iv_earnings_return (float)

• iv_etf_ratio (float)

• iv_etf_ratio_average_1_month (float)

• iv_etf_ratio_average_1_year (float)

• iv_etf_ratio_standard_deviation_1_year (float)

• iv_ex_earnings_20_day (float)

• iv_ex_earnings_20_day_200ma (float)

• iv_ex_earnings_fair (float)

• iv_ex_earnings_infinite (float)

• iv_ex_earnings_interpolated_10_day (float)

• iv_ex_earnings_interpolated_180_day (float)

• iv_ex_earnings_interpolated_20_day (float)

• iv_ex_earnings_interpolated_30_day (float)

• iv_ex_earnings_interpolated_365_day (float)

• iv_ex_earnings_interpolated_60_day (float)

• iv_ex_earnings_interpolated_90_day (float)

• iv_ex_earnings_interpolated_fair (float)

• iv_fair (float)

• iv_forecast (float)

• iv_goodness_of_fit (float)

• iv_hv_ex_earnings_ratio (float)

• iv_hv_ex_earnings_ratio_average_1_month (float)

• iv_hv_ex_earnings_ratio_average_1_year (float)

• iv_hv_ex_earnings_ratio_standard_deviation_1_year (float)

• iv_infinite_forecast (float)

• iv_interpolated_10_day (float)

• iv_interpolated_180_day (float)

• iv_interpolated_20_day (float)

• iv_interpolated_30_day (float)

• iv_interpolated_365_day (float)

• iv_interpolated_60_day (float)

• iv_interpolated_90_day (float)

• iv_percentile_1_month (int)

• iv_percentile_1_year (int)

• iv_percentile_etf (int)

• iv_percentile_spy (int)

• iv_spy_ratio (float)

• iv_spy_ratio_average_1_month (float)

• iv_spy_ratio_average_1_year (float)

• iv_spy_ratio_standard_deviation_1_year (float)

• iv_standard_deviation_1_year (float)

• iv_standard_deviations_from_mean (float)

• last_earnings_date (datetime.date)

• last_earnings_time_of_day (int)

• low_strike_1_month (int)

• low_strike_2_month (int)

• market_capitalization (int)

• market_implied_earnings_effect (float)

• market_width (float)

• next_dividend (float)

• next_dividend_date (datetime.date)

• next_earnings_date (Optional[datetime.date])

• open_interest (int)

• option_volume_average_20_days (float)

• price_1k_gamma (float)

• prior_close (float)

• put_call_slope_forecast (float)

• put_open_interest (int)

• put_volume (int)

• risk_free_rate (float)

• risk_free_rate_5_week (float)

• sector (str)

• sector_name (str)

• slope (float)

• slope_average_1_month (float)

• slope_average_1_year (float)

• slope_forecast (float)

• slope_percentile (float)

• slope_standard_deviation_1_year (float)

• straddle_forecast_price_1_month (float)

• straddle_forecast_price_2_month (float)

• straddle_price_1_month (float)

• straddle_price_2_month (float)

• straddle_smooth_price_1_month (float)

• straddle_smooth_price_2_month (float)

• takeover (bool)

• ticker (str)

• total_stock_volume (int)

• trade_date (datetime.date)

• underlying_change_prior_6_months (float)

• underlying_change_prior_month (float)

• underlying_change_prior_week (float)

• underlying_change_prior_year (float)

• underlying_close (float)

• underlying_close_prior_6_months (float)

• underlying_close_prior_month (float)

• underlying_close_prior_week (float)

• underlying_close_prior_year (float)

• underlying_move_in_earnings_effect (float)

• underlying_price_atm (float)

• underlying_volatility_forecast (float)

• updated_at (datetime.datetime)

• volatility_goodness_of_fit (float)

• volatility_of_iv (float)

• volatility_of_volatility (float)

• weeks_to_next_earnings (int)

Validators

• ensure_valid_date » next_earnings_date

• normalize_dates » earnings_date_1

• normalize_dates » earnings_date_10

• normalize_dates » earnings_date_11

• normalize_dates » earnings_date_12

• normalize_dates » earnings_date_2

• normalize_dates » earnings_date_3

• normalize_dates » earnings_date_4

• normalize_dates » earnings_date_5

• normalize_dates » earnings_date_6

• normalize_dates » earnings_date_7

• normalize_dates » earnings_date_8

• normalize_dates » earnings_date_9

field additional_implied_earnings_move_front_month: float [Required] (alias 'impErnMv90d')

field additional_implied_earnings_move_second_month: float [Required] (alias 'impErnMvMth290d')

field annual_expected_dividend: float [Required] (alias 'annActDiv')

field annual_implied_dividend: float [Required] (alias 'annIdiv')

field asset_type: int [Required] (alias 'assetType')

field average_earnings_move: float [Required] (alias 'absAvgErnMv')

field average_option_volume_20_day: float [Required] (alias 'avgOptVolu20d')

field best_etf: str [Required] (alias 'bestEtf')

field beta_1_month: float [Required] (alias 'beta1m')

field beta_1_year: float [Required] (alias 'beta1y')

field call_open_interest: int [Required] (alias 'cOi')

field call_volume: int [Required] (alias 'cVolu')

field close_to_close_hv_1000_day: float [Required] (alias 'clsHv1000d')

field close_to_close_hv_10_day: float [Required] (alias 'clsHv10d')

field close_to_close_hv_120_day: float [Required] (alias 'clsHv120d')

field close_to_close_hv_20_day: float [Required] (alias 'clsHv20d')

field close_to_close_hv_252_day: float [Required] (alias 'clsHv252d')

field close_to_close_hv_500_day: float [Required] (alias 'clsHv500d')

field close_to_close_hv_5_day: float [Required] (alias 'clsHv5d')

field close_to_close_hv_60_day: float [Required] (alias 'clsHv60d')

field close_to_close_hv_90_day: float [Required] (alias 'clsHv90d')

field close_to_close_hv_ex_earnings_1000_day: float [Required] (alias 'clsHvXern1000d')

field close_to_close_hv_ex_earnings_10_day: float [Required] (alias 'clsHvXern10d')

field close_to_close_hv_ex_earnings_120_day: float [Required] (alias 'clsHvXern120d')

field close_to_close_hv_ex_earnings_20_day: float [Required] (alias 'clsHvXern20d')

field close_to_close_hv_ex_earnings_252_day: float [Required] (alias 'clsHvXern252d')

field close_to_close_hv_ex_earnings_500_day: float [Required] (alias 'clsHvXern500d')

field close_to_close_hv_ex_earnings_5_day: float [Required] (alias 'clsHvXern5d')

field close_to_close_hv_ex_earnings_60_day: float [Required] (alias 'clsHvXern60d')

field close_to_close_hv_ex_earnings_90_day: float [Required] (alias 'clsHvXern90d')

field confidence: float [Required]

field contango: float [Required]

field correlation_to_best_etf_1_month: float [Required] (alias 'correlEtf1m')

field correlation_to_best_etf_1_year: float [Required] (alias 'correlEtf1y')

field correlation_to_spy_1_month: float [Required] (alias 'correlSpy1m')

field correlation_to_spy_1_year: float [Required] (alias 'correlSpy1y')

field days_to_expiration_1_month: int [Required] (alias 'dtExM1')

field days_to_expiration_2_month: int [Required] (alias 'dtExM2')

field days_to_expiration_3_month: int [Required] (alias 'dtExM3')

field days_to_expiration_4_month: int [Required] (alias 'dtExM4')

field derivative: float [Required] (alias 'deriv')

field derivative_forecast: float [Required] (alias 'derivFcst')

field dividend_amount: float [Required] (alias 'divAmt')

field dividend_frequency: int [Required] (alias 'divFreq')

field dividend_growth: float [Required] (alias 'divGrwth')

field dividend_yield: float [Required] (alias 'divYield')

field earnings_date_1: date [Required] (alias 'ernDate1')

Validated by

• normalize_dates

field earnings_date_10: date [Required] (alias 'ernDate10')

Validated by

• normalize_dates

field earnings_date_11: date [Required] (alias 'ernDate11')

Validated by

• normalize_dates

field earnings_date_12: date [Required] (alias 'ernDate12')

Validated by

• normalize_dates

field earnings_date_2: date [Required] (alias 'ernDate2')

Validated by

• normalize_dates

field earnings_date_3: date [Required] (alias 'ernDate3')

Validated by

• normalize_dates

field earnings_date_4: date [Required] (alias 'ernDate4')

Validated by

• normalize_dates

field earnings_date_5: date [Required] (alias 'ernDate5')

Validated by

• normalize_dates

field earnings_date_6: date [Required] (alias 'ernDate6')

Validated by

• normalize_dates

field earnings_date_7: date [Required] (alias 'ernDate7')

Validated by

• normalize_dates

field earnings_date_8: date [Required] (alias 'ernDate8')

Validated by

• normalize_dates

field earnings_date_9: date [Required] (alias 'ernDate9')

Validated by

• normalize_dates

field earnings_effect_1: float [Required] (alias 'ernEffct1')

field earnings_effect_10: float [Required] (alias 'ernEffct10')

field earnings_effect_11: float [Required] (alias 'ernEffct11')

field earnings_effect_12: float [Required] (alias 'ernEffct12')

field earnings_effect_2: float [Required] (alias 'ernEffct2')

field earnings_effect_3: float [Required] (alias 'ernEffct3')

field earnings_effect_4: float [Required] (alias 'ernEffct4')

field earnings_effect_5: float [Required] (alias 'ernEffct5')

field earnings_effect_6: float [Required] (alias 'ernEffct6')

field earnings_effect_7: float [Required] (alias 'ernEffct7')

field earnings_effect_8: float [Required] (alias 'ernEffct8')

field earnings_effect_9: float [Required] (alias 'ernEffct9')

field earnings_effect_forecast: float [Required] (alias 'fcstErnEffct')

field earnings_move_1: float [Required] (alias 'ernMv1')

field earnings_move_10: float [Required] (alias 'ernMv10')

field earnings_move_11: float [Required] (alias 'ernMv11')

field earnings_move_12: float [Required] (alias 'ernMv12')

field earnings_move_2: float [Required] (alias 'ernMv2')

field earnings_move_3: float [Required] (alias 'ernMv3')

field earnings_move_4: float [Required] (alias 'ernMv4')

field earnings_move_5: float [Required] (alias 'ernMv5')

field earnings_move_6: float [Required] (alias 'ernMv6')

field earnings_move_7: float [Required] (alias 'ernMv7')

field earnings_move_8: float [Required] (alias 'ernMv8')

field earnings_move_9: float [Required] (alias 'ernMv9')

field earnings_move_standard_deviation: float [Required] (alias 'ernMvStdv')

field earnings_straddle_percent_1: float [Required] (alias 'ernStraPct1')

field earnings_straddle_percent_10: float [Required] (alias 'ernStraPct10')

field earnings_straddle_percent_11: float [Required] (alias 'ernStraPct11')

field earnings_straddle_percent_12: float [Required] (alias 'ernStraPct12')

field earnings_straddle_percent_2: float [Required] (alias 'ernStraPct2')

field earnings_straddle_percent_3: float [Required] (alias 'ernStraPct3')

field earnings_straddle_percent_4: float [Required] (alias 'ernStraPct4')

field earnings_straddle_percent_5: float [Required] (alias 'ernStraPct5')

field earnings_straddle_percent_6: float [Required] (alias 'ernStraPct6')

field earnings_straddle_percent_7: float [Required] (alias 'ernStraPct7')

field earnings_straddle_percent_8: float [Required] (alias 'ernStraPct8')

field earnings_straddle_percent_9: float [Required] (alias 'ernStraPct9')

field error: float [Required]

field etf_iv_hv_ex_earnings_ratio: float [Required] (alias 'etfIvHvXernRatio')

field etf_iv_hv_ex_earnings_ratio_average_1_month: float [Required] (alias 'etfIvHvXernRatio1m')

field etf_iv_hv_ex_earnings_ratio_average_1_year: float [Required] (alias 'etfIvHvXernRatio1y')

field etf_iv_hv_ex_earnings_ratio_standard_deviation_1_year: float [Required] (alias 'etfIvHvXernRatioStdv1y')

field etf_slope_ex_earnings_ratio: float [Required] (alias 'etfSlopeRatio')

field etf_slope_ex_earnings_ratio_average_1_month: float [Required] (alias 'etfSlopeRatioAvg1m')

field etf_slope_ex_earnings_ratio_average_1_year: float [Required] (alias 'etfSlopeRatioAvg1y')

field etf_slope_ex_earnings_ratio_standard_deviation_1_year: float [Required] (alias 'etfSlopeRatioAvgStdv1y')

field etfs: str [Required] (alias 'etfIncl')

field fit_atm_1_month: float [Required] (alias 'atmFitIvM1')

field fit_atm_2_month: float [Required] (alias 'atmFitIvM2')

field fit_atm_3_month: float [Required] (alias 'atmFitIvM3')

field fit_atm_4_month: float [Required] (alias 'atmFitIvM4')

field hard_to_borrow_2_years: float [Required] (alias 'borrow2yr')

field hard_to_borrow_30_days: float [Required] (alias 'borrow30')

field high_strike_1_month: int [Required] (alias 'hiStrikeM1')

field high_strike_2_month: int [Required] (alias 'hiStrikeM2')

field hv_1000_day: float [Required] (alias 'orHv1000d')

field hv_10_day: float [Required] (alias 'orHv10d')

field hv_120_day: float [Required] (alias 'orHv120d')

field hv_1_day: float [Required] (alias 'orHv1d')

field hv_20_day: float [Required] (alias 'orHv20d')

field hv_252_day: float [Required] (alias 'orHv252d')

field hv_500_day: float [Required] (alias 'orHv500d')

field hv_5_day: float [Required] (alias 'orHv5d')

field hv_60_day: float [Required] (alias 'orHv60d')

field hv_90_day: float [Required] (alias 'orHv90d')

field hv_ex_earnings_1000_day: float [Required] (alias 'orHvXern1000d')

field hv_ex_earnings_10_day: float [Required] (alias 'orHvXern10d')

field hv_ex_earnings_120_day: float [Required] (alias 'orHvXern120d')

field hv_ex_earnings_20_day: float [Required] (alias 'orHvXern20d')

field hv_ex_earnings_252_day: float [Required] (alias 'orHvXern252d')

field hv_ex_earnings_500_day: float [Required] (alias 'orHvXern500d')

field hv_ex_earnings_5_day: float [Required] (alias 'orHvXern5d')

field hv_ex_earnings_60_day: float [Required] (alias 'orHvXern60d')

field hv_ex_earnings_90_day: float [Required] (alias 'orHvXern90d')

field ignore_price: float [Required] (alias 'rip')

field implied_earnings_effect: float [Required] (alias 'impliedEe')

field implied_earnings_move: float [Required] (alias 'impErnMv')

field implied_goodness_of_fit: float [Required] (alias 'impliedR2')

field implied_infinite_derivative: float [Required] (alias 'derivInf')

field implied_infinite_derivative_forecast: float [Required] (alias 'derivFcstInf')

field implied_infinite_market_width: float [Required] (alias 'mktWidthVolInf')

field implied_infinite_slope: float [Required] (alias 'slopeInf')

field implied_infinite_slope_forecast: float [Required] (alias 'slopeFcstInf')

field implied_next_dividend: float [Required] (alias 'impliedNextDiv')

field iv_atm_1_month: float [Required] (alias 'atmIvM1')

field iv_atm_2_month: float [Required] (alias 'atmIvM2')

field iv_atm_3_month: float [Required] (alias 'atmIvM3')

field iv_atm_4_month: float [Required] (alias 'atmIvM4')

field iv_atm_forecast_1_month: float [Required] (alias 'atmFcstIvM1')

field iv_atm_forecast_2_month: float [Required] (alias 'atmFcstIvM2')

field iv_atm_forecast_3_month: float [Required] (alias 'atmFcstIvM3')

field iv_atm_forecast_4_month: float [Required] (alias 'atmFcstIvM4')

field iv_earnings_return: float [Required] (alias 'ivEarnReturn')

field iv_etf_ratio: float [Required] (alias 'ivEtfRatio')

field iv_etf_ratio_average_1_month: float [Required] (alias 'ivEtfRatioAvg1m')

field iv_etf_ratio_average_1_year: float [Required] (alias 'ivEtfRatioAvg1y')

field iv_etf_ratio_standard_deviation_1_year: float [Required] (alias 'ivEtFratioStdv1y')

field iv_ex_earnings_20_day: float [Required] (alias 'orIvXern20d')

field iv_ex_earnings_20_day_200ma: float [Required] (alias 'iv200Ma')

field iv_ex_earnings_fair: float [Required] (alias 'fairXieeVol90d')

field iv_ex_earnings_infinite: float [Required] (alias 'orIvXernInf')

field iv_ex_earnings_interpolated_10_day: float [Required] (alias 'exErnIv10d')

field iv_ex_earnings_interpolated_180_day: float [Required] (alias 'exErnIv6m')

field iv_ex_earnings_interpolated_20_day: float [Required] (alias 'exErnIv20d')

field iv_ex_earnings_interpolated_30_day: float [Required] (alias 'exErnIv30d')

field iv_ex_earnings_interpolated_365_day: float [Required] (alias 'exErnIv1yr')

field iv_ex_earnings_interpolated_60_day: float [Required] (alias 'exErnIv60d')

field iv_ex_earnings_interpolated_90_day: float [Required] (alias 'exErnIv90d')

field iv_ex_earnings_interpolated_fair: float [Required] (alias 'fairMth2XieeVol90d')

field iv_fair: float [Required] (alias 'fairVol90d')

field iv_forecast: float [Required] (alias 'orIvFcst20d')

field iv_goodness_of_fit: float [Required] (alias 'fcstR2Imp')

field iv_hv_ex_earnings_ratio: float [Required] (alias 'ivHvXernRatio')

field iv_hv_ex_earnings_ratio_average_1_month: float [Required] (alias 'ivHvXernRatio1m')

field iv_hv_ex_earnings_ratio_average_1_year: float [Required] (alias 'ivHvXernRatio1y')

field iv_hv_ex_earnings_ratio_standard_deviation_1_year: float [Required] (alias 'ivHvXernRatioStdv1y')

field iv_infinite_forecast: float [Required] (alias 'orFcstInf')

field iv_interpolated_10_day: float [Required] (alias 'iv10d')

field iv_interpolated_180_day: float [Required] (alias 'iv6m')

field iv_interpolated_20_day: float [Required] (alias 'iv20d')

field iv_interpolated_30_day: float [Required] (alias 'iv30d')

field iv_interpolated_365_day: float [Required] (alias 'iv1yr')

field iv_interpolated_60_day: float [Required] (alias 'iv60d')

field iv_interpolated_90_day: float [Required] (alias 'iv90d')

field iv_percentile_1_month: int [Required] (alias 'ivPctile1m')

field iv_percentile_1_year: int [Required] (alias 'ivPctile1y')

field iv_percentile_etf: int [Required] (alias 'ivPctileEtf')

field iv_percentile_spy: int [Required] (alias 'ivPctileSpy')

field iv_spy_ratio: float [Required] (alias 'ivSpyRatio')

field iv_spy_ratio_average_1_month: float [Required] (alias 'ivSpyRatioAvg1m')

field iv_spy_ratio_average_1_year: float [Required] (alias 'ivSpyRatioAvg1y')

field iv_spy_ratio_standard_deviation_1_year: float [Required] (alias 'ivSpyRatioStdv1y')

field iv_standard_deviation_1_year: float [Required] (alias 'ivStdv1y')

field iv_standard_deviations_from_mean: float [Required] (alias 'ivStdvMean')

field last_earnings_date: date [Required] (alias 'lastErn')

field last_earnings_time_of_day: int [Required] (alias 'lastErnTod')

field low_strike_1_month: int [Required] (alias 'loStrikeM1')

field low_strike_2_month: int [Required] (alias 'loStrikeM2')

field market_capitalization: int [Required] (alias 'mktCap')

field market_implied_earnings_effect: float [Required] (alias 'impliedIee')

field market_width: float [Required] (alias 'mktWidthVol')

field next_dividend: float [Required] (alias 'nextDiv')

field next_dividend_date: date [Required] (alias 'divDate')

field next_earnings_date: Optional[date] [Required] (alias 'nextErn')

Validated by

• ensure_valid_date

field open_interest: int [Required] (alias 'oi')

field option_volume_average_20_days: float [Required] (alias 'avgOptVolu20d')

field price_1k_gamma: float [Required] (alias 'px1kGam')

field prior_close: float [Required] (alias 'priorCls')

field put_call_slope_forecast: float [Required] (alias 'fcstSlope')

field put_open_interest: int [Required] (alias 'pOi')

field put_volume: int [Required] (alias 'pVolu')

field risk_free_rate: float [Required] (alias 'iRateLt')

field risk_free_rate_5_week: float [Required] (alias 'iRate5wk')

field sector: str [Required]

field sector_name: str [Required] (alias 'sectorName')

field slope: float [Required]

field slope_average_1_month: float [Required] (alias 'slopeavg1m')

field slope_average_1_year: float [Required] (alias 'slopeavg1y')

field slope_forecast: float [Required] (alias 'slopeFcst')

field slope_percentile: float [Required] (alias 'slopepctile')

field slope_standard_deviation_1_year: float [Required] (alias 'slopeStdv1y')

field straddle_forecast_price_1_month: float [Required] (alias 'fcstStraPxM1')

field straddle_forecast_price_2_month: float [Required] (alias 'fcstStraPxM2')

field straddle_price_1_month: float [Required] (alias 'straPxM1')

field straddle_price_2_month: float [Required] (alias 'straPxM2')

field straddle_smooth_price_1_month: float [Required] (alias 'smoothStraPxM1')

field straddle_smooth_price_2_month: float [Required] (alias 'smoothStrPxM2')

field takeover: bool [Required] (alias 'tkOver')

field ticker: str [Required]

field total_stock_volume: int [Required] (alias 'stkVolu')

field trade_date: date [Required] (alias 'tradeDate')

field underlying_change_prior_6_months: float [Required] (alias 'stkPxChng6m')

field underlying_change_prior_month: float [Required] (alias 'stkPxChng1m')

field underlying_change_prior_week: float [Required] (alias 'stkPxChng1wk')

field underlying_change_prior_year: float [Required] (alias 'stkPxChng1y')

field underlying_close: float [Required] (alias 'pxCls')

field underlying_close_prior_6_months: float [Required] (alias 'clsPx6m')

field underlying_close_prior_month: float [Required] (alias 'clsPx1m')

field underlying_close_prior_week: float [Required] (alias 'clsPx1w')

field underlying_close_prior_year: float [Required] (alias 'clsPx1y')

field underlying_move_in_earnings_effect: float [Required] (alias 'impMth2ErnMv')

field underlying_price_atm: float [Required] (alias 'pxAtmIv')

field underlying_volatility_forecast: float [Required] (alias 'orFcst20d')

field updated_at: datetime [Required] (alias 'updatedAt')

field volatility_goodness_of_fit: float [Required] (alias 'fcstR2')

field volatility_of_iv: float [Required] (alias 'volOfIvol')

field volatility_of_volatility: float [Required] (alias 'volOfVol')

field weeks_to_next_earnings: int [Required] (alias 'wksNextErn')

validator ensure_valid_date  »  next_earnings_date

validator normalize_dates  »  earnings_date_3, earnings_date_7, earnings_date_11, earnings_date_9, earnings_date_4, earnings_date_10, earnings_date_8, earnings_date_12, earnings_date_2, earnings_date_6, earnings_date_1, earnings_date_5

pydantic model orats.constructs.api.data.DailyPrice

Daily price definitions.

See corresponding Daily Price response object.

Show JSON schema

{
   "title": "DailyPrice",
   "description": "Daily price definitions.\n\nSee corresponding `Daily Price`_ response object.",
   "type": "object",
   "properties": {
      "ticker": {
         "title": "Ticker",
         "type": "string"
      },
      "tradeDate": {
         "title": "Tradedate",
         "type": "string",
         "format": "date"
      },
      "open": {
         "title": "Open",
         "type": "number"
      },
      "hiPx": {
         "title": "Hipx",
         "type": "number"
      },
      "loPx": {
         "title": "Lopx",
         "type": "number"
      },
      "clsPx": {
         "title": "Clspx",
         "type": "number"
      },
      "unadjOpen": {
         "title": "Unadjopen",
         "type": "number"
      },
      "unadjHiPx": {
         "title": "Unadjhipx",
         "type": "number"
      },
      "unadjLoPx": {
         "title": "Unadjlopx",
         "type": "number"
      },
      "unadjClsPx": {
         "title": "Unadjclspx",
         "type": "number"
      },
      "updatedAt": {
         "title": "Updatedat",
         "type": "string",
         "format": "date-time"
      }
   },
   "required": [
      "ticker",
      "tradeDate",
      "open",
      "hiPx",
      "loPx",
      "clsPx",
      "unadjOpen",
      "unadjHiPx",
      "unadjLoPx",
      "unadjClsPx",
      "updatedAt"
   ]
}

Fields

• close (float)

• high (float)

• low (float)

• open (float)

• ticker (str)

• trade_date (datetime.date)

• unadjusted_close (float)

• unadjusted_high (float)

• unadjusted_low (float)

• unadjusted_open (float)

• updated_at (datetime.datetime)

field close: float [Required] (alias 'clsPx')

field high: float [Required] (alias 'hiPx')

field low: float [Required] (alias 'loPx')

field open: float [Required]

field ticker: str [Required]

field trade_date: date [Required] (alias 'tradeDate')

field unadjusted_close: float [Required] (alias 'unadjClsPx')

field unadjusted_high: float [Required] (alias 'unadjHiPx')

field unadjusted_low: float [Required] (alias 'unadjLoPx')

field unadjusted_open: float [Required] (alias 'unadjOpen')

field updated_at: datetime [Required] (alias 'updatedAt')

pydantic model orats.constructs.api.data.HistoricalVolatility

Historical volatility definitions.

See corresponding Historical Volatility response object.

Show JSON schema

{
   "title": "HistoricalVolatility",
   "description": "Historical volatility definitions.\n\nSee corresponding `Historical Volatility`_ response object.",
   "type": "object",
   "properties": {
      "ticker": {
         "title": "Ticker",
         "type": "string"
      },
      "tradeDate": {
         "title": "Tradedate",
         "type": "string",
         "format": "date"
      },
      "orHv1d": {
         "title": "Orhv1D",
         "type": "number"
      },
      "orHv5d": {
         "title": "Orhv5D",
         "type": "number"
      },
      "orHv10d": {
         "title": "Orhv10D",
         "type": "number"
      },
      "orHv20d": {
         "title": "Orhv20D",
         "type": "number"
      },
      "orHv30d": {
         "title": "Orhv30D",
         "type": "number"
      },
      "orHv60d": {
         "title": "Orhv60D",
         "type": "number"
      },
      "orHv90d": {
         "title": "Orhv90D",
         "type": "number"
      },
      "orHv100d": {
         "title": "Orhv100D",
         "type": "number"
      },
      "orHv120d": {
         "title": "Orhv120D",
         "type": "number"
      },
      "orHv252d": {
         "title": "Orhv252D",
         "type": "number"
      },
      "orHv500d": {
         "title": "Orhv500D",
         "type": "number"
      },
      "orHv1000d": {
         "title": "Orhv1000D",
         "type": "number"
      },
      "clsHv5d": {
         "title": "Clshv5D",
         "type": "number"
      },
      "clsHv10d": {
         "title": "Clshv10D",
         "type": "number"
      },
      "clsHv20d": {
         "title": "Clshv20D",
         "type": "number"
      },
      "clsHv30d": {
         "title": "Clshv30D",
         "type": "number"
      },
      "clsHv60d": {
         "title": "Clshv60D",
         "type": "number"
      },
      "clsHv90d": {
         "title": "Clshv90D",
         "type": "number"
      },
      "clsHv100d": {
         "title": "Clshv100D",
         "type": "number"
      },
      "clsHv120d": {
         "title": "Clshv120D",
         "type": "number"
      },
      "clsHv252d": {
         "title": "Clshv252D",
         "type": "number"
      },
      "clsHv500d": {
         "title": "Clshv500D",
         "type": "number"
      },
      "clsHv1000d": {
         "title": "Clshv1000D",
         "type": "number"
      },
      "orHvXern5d": {
         "title": "Orhvxern5D",
         "type": "number"
      },
      "orHvXern10d": {
         "title": "Orhvxern10D",
         "type": "number"
      },
      "orHvXern20d": {
         "title": "Orhvxern20D",
         "type": "number"
      },
      "orHvXern30d": {
         "title": "Orhvxern30D",
         "type": "number"
      },
      "orHvXern60d": {
         "title": "Orhvxern60D",
         "type": "number"
      },
      "orHvXern90d": {
         "title": "Orhvxern90D",
         "type": "number"
      },
      "orHvXern100d": {
         "title": "Orhvxern100D",
         "type": "number"
      },
      "orHvXern120d": {
         "title": "Orhvxern120D",
         "type": "number"
      },
      "orHvXern252d": {
         "title": "Orhvxern252D",
         "type": "number"
      },
      "orHvXern500d": {
         "title": "Orhvxern500D",
         "type": "number"
      },
      "orHvXern1000d": {
         "title": "Orhvxern1000D",
         "type": "number"
      },
      "clsHvXern5d": {
         "title": "Clshvxern5D",
         "type": "number"
      },
      "clsHvXern10d": {
         "title": "Clshvxern10D",
         "type": "number"
      },
      "clsHvXern20d": {
         "title": "Clshvxern20D",
         "type": "number"
      },
      "clsHvXern30d": {
         "title": "Clshvxern30D",
         "type": "number"
      },
      "clsHvXern60d": {
         "title": "Clshvxern60D",
         "type": "number"
      },
      "clsHvXern90d": {
         "title": "Clshvxern90D",
         "type": "number"
      },
      "clsHvXern100d": {
         "title": "Clshvxern100D",
         "type": "number"
      },
      "clsHvXern120d": {
         "title": "Clshvxern120D",
         "type": "number"
      },
      "clsHvXern252d": {
         "title": "Clshvxern252D",
         "type": "number"
      },
      "clsHvXern500d": {
         "title": "Clshvxern500D",
         "type": "number"
      },
      "clsHvXern1000d": {
         "title": "Clshvxern1000D",
         "type": "number"
      }
   },
   "required": [
      "ticker",
      "tradeDate",
      "orHv1d",
      "orHv5d",
      "orHv10d",
      "orHv20d",
      "orHv30d",
      "orHv60d",
      "orHv90d",
      "orHv100d",
      "orHv120d",
      "orHv252d",
      "orHv500d",
      "orHv1000d",
      "clsHv5d",
      "clsHv10d",
      "clsHv20d",
      "clsHv30d",
      "clsHv60d",
      "clsHv90d",
      "clsHv100d",
      "clsHv120d",
      "clsHv252d",
      "clsHv500d",
      "clsHv1000d",
      "orHvXern5d",
      "orHvXern10d",
      "orHvXern20d",
      "orHvXern30d",
      "orHvXern60d",
      "orHvXern90d",
      "orHvXern100d",
      "orHvXern120d",
      "orHvXern252d",
      "orHvXern500d",
      "orHvXern1000d",
      "clsHvXern5d",
      "clsHvXern10d",
      "clsHvXern20d",
      "clsHvXern30d",
      "clsHvXern60d",
      "clsHvXern90d",
      "clsHvXern100d",
      "clsHvXern120d",
      "clsHvXern252d",
      "clsHvXern500d",
      "clsHvXern1000d"
   ]
}

Fields

• close_to_close_hv_1000_day (float)

• close_to_close_hv_100_day (float)

• close_to_close_hv_10_day (float)

• close_to_close_hv_120_day (float)

• close_to_close_hv_20_day (float)

• close_to_close_hv_252_day (float)

• close_to_close_hv_30_day (float)

• close_to_close_hv_500_day (float)

• close_to_close_hv_5_day (float)

• close_to_close_hv_60_day (float)

• close_to_close_hv_90_day (float)

• close_to_close_hv_ex_earnings_1000_day (float)

• close_to_close_hv_ex_earnings_100_day (float)

• close_to_close_hv_ex_earnings_10_day (float)

• close_to_close_hv_ex_earnings_120_day (float)

• close_to_close_hv_ex_earnings_20_day (float)

• close_to_close_hv_ex_earnings_252_day (float)

• close_to_close_hv_ex_earnings_30_day (float)

• close_to_close_hv_ex_earnings_500_day (float)

• close_to_close_hv_ex_earnings_5_day (float)

• close_to_close_hv_ex_earnings_60_day (float)

• close_to_close_hv_ex_earnings_90_day (float)

• hv_1000_day (float)

• hv_100_day (float)

• hv_10_day (float)

• hv_120_day (float)

• hv_1_day (float)

• hv_20_day (float)

• hv_252_day (float)

• hv_30_day (float)

• hv_500_day (float)

• hv_5_day (float)

• hv_60_day (float)

• hv_90_day (float)

• hv_ex_earnings_1000_day (float)

• hv_ex_earnings_100_day (float)

• hv_ex_earnings_10_day (float)

• hv_ex_earnings_120_day (float)

• hv_ex_earnings_20_day (float)

• hv_ex_earnings_252_day (float)

• hv_ex_earnings_30_day (float)

• hv_ex_earnings_500_day (float)

• hv_ex_earnings_5_day (float)

• hv_ex_earnings_60_day (float)

• hv_ex_earnings_90_day (float)

• ticker (str)

• trade_date (datetime.date)

field close_to_close_hv_1000_day: float [Required] (alias 'clsHv1000d')

field close_to_close_hv_100_day: float [Required] (alias 'clsHv100d')

field close_to_close_hv_10_day: float [Required] (alias 'clsHv10d')

field close_to_close_hv_120_day: float [Required] (alias 'clsHv120d')

field close_to_close_hv_20_day: float [Required] (alias 'clsHv20d')

field close_to_close_hv_252_day: float [Required] (alias 'clsHv252d')

field close_to_close_hv_30_day: float [Required] (alias 'clsHv30d')

field close_to_close_hv_500_day: float [Required] (alias 'clsHv500d')

field close_to_close_hv_5_day: float [Required] (alias 'clsHv5d')

field close_to_close_hv_60_day: float [Required] (alias 'clsHv60d')

field close_to_close_hv_90_day: float [Required] (alias 'clsHv90d')

field close_to_close_hv_ex_earnings_1000_day: float [Required] (alias 'clsHvXern1000d')

field close_to_close_hv_ex_earnings_100_day: float [Required] (alias 'clsHvXern100d')

field close_to_close_hv_ex_earnings_10_day: float [Required] (alias 'clsHvXern10d')

field close_to_close_hv_ex_earnings_120_day: float [Required] (alias 'clsHvXern120d')

field close_to_close_hv_ex_earnings_20_day: float [Required] (alias 'clsHvXern20d')

field close_to_close_hv_ex_earnings_252_day: float [Required] (alias 'clsHvXern252d')

field close_to_close_hv_ex_earnings_30_day: float [Required] (alias 'clsHvXern30d')

field close_to_close_hv_ex_earnings_500_day: float [Required] (alias 'clsHvXern500d')

field close_to_close_hv_ex_earnings_5_day: float [Required] (alias 'clsHvXern5d')

field close_to_close_hv_ex_earnings_60_day: float [Required] (alias 'clsHvXern60d')

field close_to_close_hv_ex_earnings_90_day: float [Required] (alias 'clsHvXern90d')

field hv_1000_day: float [Required] (alias 'orHv1000d')

field hv_100_day: float [Required] (alias 'orHv100d')

field hv_10_day: float [Required] (alias 'orHv10d')

field hv_120_day: float [Required] (alias 'orHv120d')

field hv_1_day: float [Required] (alias 'orHv1d')

field hv_20_day: float [Required] (alias 'orHv20d')

field hv_252_day: float [Required] (alias 'orHv252d')

field hv_30_day: float [Required] (alias 'orHv30d')

field hv_500_day: float [Required] (alias 'orHv500d')

field hv_5_day: float [Required] (alias 'orHv5d')

field hv_60_day: float [Required] (alias 'orHv60d')

field hv_90_day: float [Required] (alias 'orHv90d')

field hv_ex_earnings_1000_day: float [Required] (alias 'orHvXern1000d')

field hv_ex_earnings_100_day: float [Required] (alias 'orHvXern100d')

field hv_ex_earnings_10_day: float [Required] (alias 'orHvXern10d')

field hv_ex_earnings_120_day: float [Required] (alias 'orHvXern120d')

field hv_ex_earnings_20_day: float [Required] (alias 'orHvXern20d')

field hv_ex_earnings_252_day: float [Required] (alias 'orHvXern252d')

field hv_ex_earnings_30_day: float [Required] (alias 'orHvXern30d')

field hv_ex_earnings_500_day: float [Required] (alias 'orHvXern500d')

field hv_ex_earnings_5_day: float [Required] (alias 'orHvXern5d')

field hv_ex_earnings_60_day: float [Required] (alias 'orHvXern60d')

field hv_ex_earnings_90_day: float [Required] (alias 'orHvXern90d')

field ticker: str [Required]

field trade_date: date [Required] (alias 'tradeDate')

pydantic model orats.constructs.api.data.DividendHistory

Dividend History definitions.

See corresponding Dividend History response object.

Show JSON schema

{
   "title": "DividendHistory",
   "description": "Dividend History definitions.\n\nSee corresponding `Dividend History`_ response object.",
   "type": "object",
   "properties": {
      "ticker": {
         "title": "Ticker",
         "type": "string"
      },
      "exDate": {
         "title": "Exdate",
         "type": "string",
         "format": "date"
      },
      "divAmt": {
         "title": "Divamt",
         "type": "number"
      },
      "divFreq": {
         "title": "Divfreq",
         "type": "integer"
      },
      "declaredDate": {
         "title": "Declareddate",
         "type": "string",
         "format": "date"
      }
   },
   "required": [
      "ticker",
      "exDate",
      "divAmt",
      "divFreq",
      "declaredDate"
   ]
}

Fields

• declared_date (datetime.date)

• dividend_amount (float)

• dividend_frequency (int)

• ex_dividend_date (datetime.date)

• ticker (str)

field declared_date: date [Required] (alias 'declaredDate')

field dividend_amount: float [Required] (alias 'divAmt')

field dividend_frequency: int [Required] (alias 'divFreq')

field ex_dividend_date: date [Required] (alias 'exDate')

field ticker: str [Required]

pydantic model orats.constructs.api.data.EarningsHistory

Earnings history definitions.

See corresponding Earnings History response object.

Show JSON schema

{
   "title": "EarningsHistory",
   "description": "Earnings history definitions.\n\nSee corresponding `Earnings History`_ response object.",
   "type": "object",
   "properties": {
      "ticker": {
         "title": "Ticker",
         "type": "string"
      },
      "earnDate": {
         "title": "Earndate",
         "type": "string",
         "format": "date"
      },
      "anncTod": {
         "title": "Annctod",
         "type": "integer"
      },
      "updatedAt": {
         "title": "Updatedat",
         "type": "string",
         "format": "date-time"
      }
   },
   "required": [
      "ticker",
      "earnDate",
      "anncTod",
      "updatedAt"
   ]
}

Fields

• earnings_date (datetime.date)

• ticker (str)

• time_of_day_announced (int)

• updated_at (datetime.datetime)

field earnings_date: date [Required] (alias 'earnDate')

field ticker: str [Required]

field time_of_day_announced: int [Required] (alias 'anncTod')

field updated_at: datetime [Required] (alias 'updatedAt')

pydantic model orats.constructs.api.data.StockSplitHistory

Stock split history definitions.

See corresponding Stock Split History response object.

Show JSON schema

{
   "title": "StockSplitHistory",
   "description": "Stock split history definitions.\n\nSee corresponding `Stock Split History`_ response object.",
   "type": "object",
   "properties": {
      "ticker": {
         "title": "Ticker",
         "type": "string"
      },
      "splitDate": {
         "title": "Splitdate",
         "type": "string",
         "format": "date"
      },
      "divisor": {
         "title": "Divisor",
         "type": "number"
      }
   },
   "required": [
      "ticker",
      "splitDate",
      "divisor"
   ]
}

Fields

• divisor (float)

• split_date (datetime.date)

• ticker (str)

field divisor: float [Required]

field split_date: date [Required] (alias 'splitDate')

field ticker: str [Required]

pydantic model orats.constructs.api.data.IvRank

IV Rank definitions.

See corresponding IV Rank response object.

Show JSON schema

{
   "title": "IvRank",
   "description": "IV Rank definitions.\n\nSee corresponding `IV Rank`_ response object.",
   "type": "object",
   "properties": {
      "ticker": {
         "title": "Ticker",
         "type": "string"
      },
      "tradeDate": {
         "title": "Tradedate",
         "type": "string",
         "format": "date"
      },
      "iv": {
         "title": "Iv",
         "type": "number"
      },
      "ivRank1m": {
         "title": "Ivrank1M",
         "type": "number"
      },
      "ivPct1m": {
         "title": "Ivpct1M",
         "type": "number"
      },
      "ivRank1y": {
         "title": "Ivrank1Y",
         "type": "number"
      },
      "ivPct1y": {
         "title": "Ivpct1Y",
         "type": "number"
      },
      "updatedAt": {
         "title": "Updatedat",
         "type": "string",
         "format": "date-time"
      }
   },
   "required": [
      "ticker",
      "tradeDate",
      "iv",
      "ivRank1m",
      "ivPct1m",
      "ivRank1y",
      "ivPct1y",
      "updatedAt"
   ]
}

Fields

• iv (float)

• iv_percentile_1_month (float)

• iv_percentile_1_year (float)

• iv_rank_1_month (float)

• iv_rank_1_year (float)

• ticker (str)

• trade_date (datetime.date)

• updated_at (datetime.datetime)

field iv: float [Required]

field iv_percentile_1_month: float [Required] (alias 'ivPct1m')

field iv_percentile_1_year: float [Required] (alias 'ivPct1y')

field iv_rank_1_month: float [Required] (alias 'ivRank1m')

field iv_rank_1_year: float [Required] (alias 'ivRank1y')

field ticker: str [Required]

field trade_date: date [Required] (alias 'tradeDate')

field updated_at: datetime [Required] (alias 'updatedAt')