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GET
/
v1
/
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>'
{
  "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>
required

Bucket size for the time series. Pre-aggregated tables back the sub-hourly resolutions; coarser buckets fall through to a roll-up.

Available options:
1min,
5min,
15min,
30min,
1h,
1d,
1w
lookbackDays
integer
default:20

Trailing window size in trading days.

Required range: 1 <= x <= 60
startTimeOfDay
string

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

Example:

"09:30"

endTimeOfDay
string

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

Example:

"16:00"

minDte
integer
Required range: x >= 0
maxDte
integer
Required range: x >= 0

Response

Per-bucket baseline statistics.

data
object
required
meta
object
required