{
  "info": {
    "title": "Market Metrics",
    "version": "1.9.1"
  },
  "swagger": "2.0",
  "produces": [
    "application/json"
  ],
  "host": "api.tastyworks.com",
  "paths": {
    "/market-metrics": {
      "get": {
        "description": "Returns an array of volatility data for given symbols.",
        "produces": [
          "application/json"
        ],
        "parameters": [
          {
            "in": "query",
            "name": "symbols",
            "description": "Comma separated list of symbols i.e. ?symbols=AAPL,FB,BRK%2FB",
            "type": "string",
            "required": true
          }
        ],
        "responses": {
          "200": {
            "description": "Returns an array of volatility data for given symbols.",
            "schema": {
              "type": "array",
              "items": {
                "$ref": "#/definitions/MarketMetricInfo"
              }
            }
          }
        },
        "operationId": "getMarketMetricsIndex"
      }
    },
    "/market-metrics/historic-corporate-events/dividends/{symbol}": {
      "get": {
        "description": "Get historical dividend data",
        "produces": [
          "application/json"
        ],
        "parameters": [
          {
            "in": "path",
            "name": "symbol",
            "description": "Symbol to get dividends data for",
            "type": "string",
            "required": true
          }
        ],
        "responses": {
          "200": {
            "description": "Array of historical dividend data",
            "schema": {
              "type": "array",
              "items": {
                "$ref": "#/definitions/DividendInfo"
              }
            }
          }
        },
        "operationId": "getMarketMetricsDividendsSymbol"
      }
    },
    "/market-metrics/historic-corporate-events/earnings-reports/{symbol}": {
      "get": {
        "description": "Get historical earnings data",
        "produces": [
          "application/json"
        ],
        "parameters": [
          {
            "in": "path",
            "name": "symbol",
            "description": "Symbol to get earnings data for",
            "type": "string",
            "required": true
          },
          {
            "in": "query",
            "type": "string",
            "format": "date",
            "name": "start-date",
            "description": "Limits earnings data from start-date until now",
            "required": true
          },
          {
            "in": "query",
            "type": "string",
            "format": "date",
            "name": "end-date",
            "description": "Limits earnings data from start-date until end-date",
            "required": false
          }
        ],
        "responses": {
          "200": {
            "description": "Array of historical earnings data",
            "schema": {
              "type": "array",
              "items": {
                "$ref": "#/definitions/EarningsInfo"
              }
            }
          }
        },
        "operationId": "getMarketMetricsEarningsSymbol"
      }
    }
  },
  "definitions": {
    "DividendInfo": {
      "type": "object",
      "properties": {
        "occurred-date": {
          "description": "Date of dividend",
          "type": "string",
          "format": "date"
        },
        "amount": {
          "description": "Per share amount",
          "type": "number",
          "format": "float"
        }
      }
    },
    "EarningsInfo": {
      "type": "object",
      "properties": {
        "occurred-date": {
          "description": "Date of earnings announcement",
          "type": "string",
          "format": "date"
        },
        "eps": {
          "description": "Earnings per share amount",
          "type": "number",
          "format": "float"
        }
      }
    },
    "MarketMetricInfo": {
      "type": "object",
      "properties": {
        "symbol": {
          "description": "Symbol",
          "type": "string"
        },
        "implied-volatility-index": {
          "description": "IV Index of underlying",
          "type": "number",
          "format": "float"
        },
        "implied-volatility-index-5-day-change": {
          "description": "5 day change of IV index of underlying",
          "type": "number",
          "format": "float"
        },
        "implied-volatility-rank": {
          "description": "IV Rank of underlying",
          "type": "number",
          "format": "float"
        },
        "implied-volatility-percentile": {
          "description": "IV percentile of underlying",
          "type": "number",
          "format": "float"
        },
        "liquidity": {
          "description": "liquidity of underlying",
          "type": "number",
          "format": "float"
        },
        "liquidity-rank": {
          "description": "liquidity rank of underlying",
          "type": "number",
          "format": "float"
        },
        "liquidity-rating": {
          "description": "liquidity rating of underlying",
          "type": "number",
          "format": "int32"
        },
        "option-expiration-implied-volatilities": {
          "description": "List of option volatility data",
          "type": "array",
          "items": {
            "type": "object",
            "properties": {
              "expiration-date": {
                "description": "Option expiration date",
                "type": "string",
                "format": "date-time"
              },
              "settlement-type": {
                "description": "AM or PM settlement",
                "type": "string"
              },
              "option-chain-type": {
                "description": "Option chain type i.e. Standard or Non-standard.",
                "type": "string"
              },
              "implied-volatility": {
                "description": "Implied volatility of option expiration",
                "type": "number",
                "format": "double"
              }
            }
          }
        }
      },
      "description": "Includes underlying volatility and liquidity data as well as option volatility data."
    }
  }
}