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Heatseeker/API Reference/Heatmap

Daily statistics per symbol (ranking and spot range)

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

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

Sessions. date is the ET session date. By default a row covers the regular session, 09:30-16:00 ET (frames stamped 09:30 up to 15:59); extended=true covers 04:00-20:00 ET instead, including pre- and post-market. Weekends and NYSE market holidays have no session and no row, including for indices whose heatmap updates around the clock (SPX, SPXW, NDX, VIX). On early-close days the session simply has fewer frames. firstAt/lastAt are UTC timestamps. Today's row has complete: false until 30 minutes after the session ends, and changes as the session goes on.

Up to 50 symbols, 31 calendar days and 400 symbol-sessions (symbols x trading days) per call. Sessions with no data are omitted; a symbol with none is omitted. Served from the historical file store; finished sessions are cached, so repeat and overlapping calls are fast. Cost: 5 credits per call.

Authorization

Authorization: Bearer <your API key>

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

Query parameters

  • symbolsstringrequired

    Comma-separated tickers (up to 50).

  • fromstringdaterequired

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

  • tostringdate

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

  • extendedbooleandefault false

    Cover the extended session (04:00-20:00 ET) instead of the regular session (09:30-16:00 ET).

  • metricstringdefault gamma

    Which Greek exposure to return per strike.

    gammavanna

Responses

  • 200

    Daily statistics.

  • 400

    Request validation failed.

  • 401

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

  • 402

    Out of credits (insufficient_credits).

  • 403

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

  • 404

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

  • 429

    Per-minute rate limit exceeded.

  • 503

    Heatmap data is temporarily unavailable.

  • 504

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

Response fields

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

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

      1s1m
    • modestringrequired
      livehistorical
    • cachedbooleanrequired

      True if served from the in-process cache.

    • delayedboolean

      True when your plan's data is delayed and this latest-data request was served as of delayMinutes ago (mode is then historical). Absent on real-time plans.

    • delayMinutesinteger

      The delay applied when delayed is true.

    • attribution

      How to credit this data. Most routes send the short form {text, url, terms} ("Data: Skylit"). Routes whose data class the licensing design (TERMS.md §5) tags explicitly — today, /v1/options/* — send the full licensing shape instead. Can be absent; do not infer sharing rules from the short form or from its absence.

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