Trailing per-time-of-day flow baseline (avg + stddev)

curl --request GET \
  --url https://flow-api.skylit.ai/v1/flow/{ticker}/baseline \
  --header 'Authorization: Bearer <token>'

const options = {method: 'GET', headers: {Authorization: 'Bearer <token>'}};

fetch('https://flow-api.skylit.ai/v1/flow/{ticker}/baseline', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://flow-api.skylit.ai/v1/flow/{ticker}/baseline",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "GET",
  CURLOPT_HTTPHEADER => [
    "Authorization: Bearer <token>"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"net/http"
	"io"
)

func main() {

	url := "https://flow-api.skylit.ai/v1/flow/{ticker}/baseline"

	req, _ := http.NewRequest("GET", url, nil)

	req.Header.Add("Authorization", "Bearer <token>")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

require 'uri'
require 'net/http'

url = URI("https://flow-api.skylit.ai/v1/flow/{ticker}/baseline")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Get.new(url)
request["Authorization"] = 'Bearer <token>'

response = http.request(request)
puts response.read_body

{
  "data": {
    "ticker": "<string>",
    "bucket": "<string>",
    "lookbackDays": 123,
    "startTimeOfDay": "<string>",
    "endTimeOfDay": "<string>",
    "buckets": [
      {
        "timeOfDay": "14:30",
        "daysCount": 1,
        "avgTradeCount": 123,
        "stddevTradeCount": 123,
        "avgPremium": 123,
        "stddevPremium": 123,
        "avgFir": 123,
        "stddevFir": 123
      }
    ],
    "queryTimeMs": 1
  },
  "meta": {
    "timestamp": "2023-11-07T05:31:56Z",
    "requestId": "d7574836"
  }
}

GET

flow

{ticker}

baseline

Trailing per-time-of-day flow baseline (avg + stddev)

curl --request GET \
  --url https://flow-api.skylit.ai/v1/flow/{ticker}/baseline \
  --header 'Authorization: Bearer <token>'

const options = {method: 'GET', headers: {Authorization: 'Bearer <token>'}};

fetch('https://flow-api.skylit.ai/v1/flow/{ticker}/baseline', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://flow-api.skylit.ai/v1/flow/{ticker}/baseline",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "GET",
  CURLOPT_HTTPHEADER => [
    "Authorization: Bearer <token>"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"net/http"
	"io"
)

func main() {

	url := "https://flow-api.skylit.ai/v1/flow/{ticker}/baseline"

	req, _ := http.NewRequest("GET", url, nil)

	req.Header.Add("Authorization", "Bearer <token>")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

require 'uri'
require 'net/http'

url = URI("https://flow-api.skylit.ai/v1/flow/{ticker}/baseline")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Get.new(url)
request["Authorization"] = 'Bearer <token>'

response = http.request(request)
puts response.read_body

{
  "data": {
    "ticker": "<string>",
    "bucket": "<string>",
    "lookbackDays": 123,
    "startTimeOfDay": "<string>",
    "endTimeOfDay": "<string>",
    "buckets": [
      {
        "timeOfDay": "14:30",
        "daysCount": 1,
        "avgTradeCount": 123,
        "stddevTradeCount": 123,
        "avgPremium": 123,
        "stddevPremium": 123,
        "avgFir": 123,
        "stddevFir": 123
      }
    ],
    "queryTimeMs": 1
  },
  "meta": {
    "timestamp": "2023-11-07T05:31:56Z",
    "requestId": "d7574836"
  }
}

Authorizations

Authorization

string

header

required

Skylit API key in the Authorization header (Authorization: Bearer fs_live_<key>). X-API-Key is also accepted.

Path Parameters

ticker

string

required

Underlying ticker symbol (uppercase, e.g. SPY, AAPL).

Example:

"SPY"

Query Parameters

bucket

enum<string>

default:5min

Bucket size for the time series. Pre-aggregated tables back the sub-hourly resolutions. Coarser buckets (1d, 1w) are rejected on intraday endpoints.

Available options:

1min,

5min,

15min,

30min,

1h

lookback_days

integer

default:20

Trailing window size in trading days.

Required range: 1 <= x <= 30

start_time_of_day

string

default:09:30

Lower bound of intraday window (HH:MM ET).

Example:

"09:30"

end_time_of_day

string

default:16:00

Upper bound of intraday window (HH:MM ET).

Example:

"16:00"

min_dte

integer

Required range: x >= 0

max_dte

integer

Required range: x >= 0

Response

Per-bucket baseline statistics.

data

object

required

Show child attributes

Flow

Sector

Market

Sweeps

Analytics

Scoring

Ratios

Underlying

Contract

Dark Pool

Meta

Trailing per-time-of-day flow baseline (avg + stddev)

Authorizations

Path Parameters

Query Parameters

Response