Why the market is moving: cross-asset context in one call
The whole cross-asset board (equities, the Treasury curve with its regime, FX, volatility, commodities and credit ETF proxies), every scored economic release behind it, and the Helious desk's read on what is driving the session. The read characterises the session rather than grading itself: event-driven (a print explains it and the tape confirms), event-adjacent (a print landed but the tape has not confirmed it), flow-driven (no scheduled catalyst, so positioning rather than data) or quiet. It is framed by the regime yields and stocks have actually been trading in, measured over Helious's own reaction archive. Start here for any 'why is the market doing this' question: it replaces five separate calls. Credit spreads ride along as measured high-yield and investment-grade OAS (daily index closes from FRED); HYG and LQD appear beside them as clearly labelled ETF price proxies, never as spreads. Prices in this answer are live on Pro and Ultimate; below those plans the price boards answer with the upgrade steps instead of numbers, though Starter still gets the Treasury curve 60 minutes behind.
Request
- Base URL: https://api.helious.io
- URL: https://api.helious.io/v1/context
- Auth: one of:
- none
- HTTP bearer
- OAuth 2 (authorization code, authorization URL https://helious.io/oauth/authorize, token URL https://api.helious.io/oauth/token, scopes: market:read)
Response
summary + source + data + meta envelope
Example response
{
"source": {
"name": "Helious",
"cite_as": "Helious, https://helious.io/auctions"
}
}Changes
No recorded changes to this operation across all 1 revision of this API.