Bucketed market-wide net call premium / net put premium time series

curl --request GET \
  --url https://flow-api.skylit.ai/v1/market/tide \
  --header 'Authorization: Bearer <token>'

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

fetch('https://flow-api.skylit.ai/v1/market/tide', 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/market/tide",
  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/market/tide"

	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/market/tide")

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": {
    "interval": "<string>",
    "bucket": "<string>",
    "bars": [
      {
        "timestamp": 123,
        "timestampEnd": 123,
        "ncp": 123,
        "npp": 123,
        "ncpCumulative": 123,
        "nppCumulative": 123,
        "manualNcp": 123,
        "manualNpp": 123,
        "manualNcpCumulative": 123,
        "manualNppCumulative": 123,
        "callVolume": 1,
        "putVolume": 1,
        "totalVolume": 1,
        "spyPrice": 123,
        "isGap": true
      }
    ]
  },
  "meta": {
    "timestamp": "2023-11-07T05:31:56Z",
    "requestId": "d7574836"
  }
}

Market

Bucketed market-wide net call premium / net put premium time series

Returns the market-wide intraday “tide” — bucketed Net Call Premium and Net Put Premium series with both per-bucket and cumulative values, plus an SPY price overlay for context. Two directional flavors are emitted per bar: the standard ncp/npp (call-buying minus call-selling, etc.) and a manualNcp/ manualNpp variant with the script-trade exclusion logic relaxed for callers that need raw flow.

GET

market

tide

curl --request GET \
  --url https://flow-api.skylit.ai/v1/market/tide \
  --header 'Authorization: Bearer <token>'

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

fetch('https://flow-api.skylit.ai/v1/market/tide', 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/market/tide",
  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/market/tide"

	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/market/tide")

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": {
    "interval": "<string>",
    "bucket": "<string>",
    "bars": [
      {
        "timestamp": 123,
        "timestampEnd": 123,
        "ncp": 123,
        "npp": 123,
        "ncpCumulative": 123,
        "nppCumulative": 123,
        "manualNcp": 123,
        "manualNpp": 123,
        "manualNcpCumulative": 123,
        "manualNppCumulative": 123,
        "callVolume": 1,
        "putVolume": 1,
        "totalVolume": 1,
        "spyPrice": 123,
        "isGap": true
      }
    ]
  },
  "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.

Query Parameters

interval

enum<string>

default:1D

Trailing window length. Defaults to a single trading day (1D); multi-day intervals roll up history at the chosen bucket size.

Available options:

1D,

2D,

3D,

5D,

7D,

14D,

30D,

45D,

60D,

90D,

120D,

180D,

360D

bucket

enum<string>

default:5min

Bucket size for the time series.

Available options:

1min,

5min,

15min,

30min,

1d,

1w

date

string<date>

Trading date anchor (YYYY-MM-DD). Defaults to today.

exclude_multi_leg

boolean

default:false

Exclude multi-leg / spread trades from the directional totals.

exclude_deep_itm

boolean

default:false

Exclude deep in-the-money trades (moneyness_percent < -20) from the directional totals.

Response

Market tide bars.

data

object

required

Show child attributes

Flow

Sector

Market

Sweeps

Analytics

Scoring

Ratios

Underlying

Contract

Dark Pool

Meta

Bucketed market-wide net call premium / net put premium time series

Authorizations

Query Parameters

Response