You can access the ORATS 1-minute API via Excel VBA and get updating options information in your worksheet.

Below, with one API call, I pulled every minute of summarized implied volatility data for January 12th, 2022 and plotted moving averages and stock price. 

 

The data is part of the Summaries History endpoint https://api.orats.io/datav2/hist/one-minute/summaries?token=DEMO&tradeDate=20210107&ticker=SPY. You can try the endpoint via the Dashboard at https://dashboard.orats.com/api-console

 

The VBA code looks like this:

Sub testoneminuteAPI()
Dim apiURL As String
Dim response As String

datetrade = "1/7/2022"
tradeDate = Format(datetrade, "yyyymmdd")
apiURL = "https://api.orats.io/datav2/hist/one-minute/summaries?token=YOURtoken&tradeDate=20210107&ticker=SPY"
response = whataboutlivesummaries(apiURL)
r = 0
If Len(response) > 100 Then
response = Replace(response, "{""data"":", "")
response = Replace(response, "}", "")
c = c + 1
ary = Split(response, vbLf)
For x = 0 To UBound(ary)
bry = Split(ary(x), ",")
For y = 0 To UBound(bry)
Range("A1").Offset(r + x, y) = bry(y)
Next y
Next x
End If
End Sub


Public Function whataboutlivesummaries(Optional apiURL As String)
Dim hReq As Object
Dim i As Long
Dim var As Variant
Dim ws As Worksheet


Set ws = Sheet1
Dim Url As String
Dim response As String

Set hReq = Nothing
intRand = Int(Rnd() * 100)
Url = apiURL
Set objHTTP = CreateObject("MSXML2.ServerXMLHTTP")
objHTTP.SetTimeouts 19500, 19500, 19500, 19500

objHTTP.Open "GET", Url, False
objHTTP.Send
response = "{""data"":" & objHTTP.ResponseText & "}"
whataboutlivesummaries = response
Set hReq = Nothing
Set JSON = Nothing
End Function

Set the references in VBA as follows:

 

You can query both live and historical one-minute option data, composed of high quality greeks, the full options chain, and over 200 proprietary indicators. Get started exploring the data with a free demo token by going to dashboard.orats.com and clicking on the API Console. To read more, download this PDF. For pricing, check out our website.

 

The Intraday Data API is a remarkably responsive market data API enabled by innovative data retrieval and storage techniques. Here are some top features:

 

History: Query down-to-the-minute options data.

  • One-minute intraday history available back to August 2020.
  • Option OPRA information available back to January 2022 for 1,270 tickers.
  • API requests return a minified CSV file for further parsing.

 

Granular Data: Narrow down millions of historical options.

  • Go back in time to the options chain for any minute during the trading day.

  • Filter options by ticker, expiry, and strike.

  • All options include greeks and ORATS smoothed values.

 

Implied Monies: Get detailed indicators for every expiration.

  • Seed volatilities for 21 different call deltas.
  • ATM term structure IV with and without the earnings effect.
  • Weighted market width and confidence levels.

 

SMV Summaries: Explore all kinds of implied volatility.

  • Interpolated IVs from 10-365 days at 4 different deltas.
  • Forward and flat forward volatility.
  • Borrow rate, contango, and other measures of confidence.

 

Curious about what to query? Here are some ideas to help you get started:

Subscribe to a 14-day trial of the intraday API here $29 then $399 per month.

Subscribe to a 14-day trial of the basic API here for $29 then $99 per month. 

Email us at support@orats.com if you need help.