Replay — per-strike heatmap at a past instant (one or more symbols)
The latest snapshot at or before at for one or more symbols — same shape as /v1/heatmap minus velocityPct (velocity is live-only), including layout=matrix for the per-expiration grid. Precision is 1 second where 1-second history exists for that day and 1 minute otherwise; meta.resolution says which. at may go back to 2023-03-28, where heatmap history begins (coverage per symbol varies; /v1/symbols lists each symbol's first date). If no snapshot exists at/near that instant the response is 404 with code: no_data. A read that cannot finish within 20 seconds answers 504 gateway_timeout (refunded); retry, or request fewer symbols.
Request
- Base URL: https://api.skylit.ai
- URL: https://api.skylit.ai/v1/historical
- Auth: HTTP bearer
Query parameters
One ticker, or a comma-separated list for a single cross-asset call (e.g. SPY or SPXW,SPY,QQQ). Each is returned as an element of data.symbols. At most 10 distinct symbols (more → 400 invalid_parameter). Unknown symbols in a list are omitted; if none is available → 404 symbol_not_found.
Index options are served per option root, and the roots hold different contracts. SPXW is the PM-settled S&P 500 options (every daily and weekly expiration, 0DTE included), the board the Skylit app's Trinity view uses. SPX is only the AM-settled monthlies, so it has no 0DTE or weekly gamma and reads very differently from SPXW. The same split applies to NDXP / NDX and RUTW / RUT. To match the app's Trinity or read 0DTE, request SPXW,SPY,QQQ.
RFC3339 instant to replay (e.g. 2026-03-05T10:01:00Z). Not before 2023-03-28.
Which Greek exposure to return per strike.
Maximum number of strikes around spot to return: an integer from 1 to 1000, or all for every strike the snapshot lists (SPXW lists about 730). Values above 1000 return 400 invalid_parameter; they are never silently reduced. Values below 1 are treated as 1. The single-symbol stream (/v1/stream?symbol=) accepts at most 400 and no all.
How many of the nearest expirations to net into each strike's value: an integer from 1 to 60, or all. Values above 60 return 400 invalid_parameter. Ignored when expirations is set.
By default, an interior strike whose every returned cell is below 50 in absolute value (listed but effectively untraded) is left out, judged on the selected metric alone. So gamma and vanna for the same instant can return different strike lists. The outermost strikes are never removed. true keeps every strike in the window, so the list is the snapshot's own contiguous ladder and is identical for gamma and vanna. Not supported on the single-symbol stream (symbol=).
Net each strike over exactly these expirations (YYYY-MM-DD, comma-separated) — one for a single-expiration heatmap (2026-05-22) or several for a custom set (2026-05-22,2026-06-19). Supersedes maxExpirations, and reaches any expiration the snapshot has, not just the nearest ones. Requested dates the symbol does not have are ignored; the expirations array in the response lists what was actually used. If none of them match, the response is 404 with code: expiration_not_found and the available dates in the message. On /v1/heatmap, expirations that have already expired are not available (they are trimmed from the live snapshot) — replay them with /v1/historical instead.
net (default) returns one net value per strike. matrix also returns matrix, the per-expiration grid those values are summed from.
Response
Historical heatmap snapshot(s).
Example response
{
"meta": {
"attribution": {
"text": "Powered by Skylit"
},
"resolution": "1s"
}
}Changes
No recorded changes to this operation across all 1 revision of this API.