Market Data
Beta

Get Spread History

Trailing daily quoted-width history from the daily_spread_stats rollup.

This is what turns "spreads are 6.2% wide" into "spreads are wider than they have been all quarter". Rows are oldest first.

Sessions whose anchor snapshot was too thin to be a measurement are omitted and counted in excluded_thin_sessions; a chart should show the gap rather than a point, because an ingestion outage is not a session anyone traded.

An empty rows list is a normal answer on a deployment where neither the analytics writer nor src.tools.daily_spread_stats_backfill has run yet — not an error, and the caller should render the live reading without a historical verdict rather than an error state.

Beta — contract may change.

get/api/market/spreads/history

Request

  • Base URL: https://api.zerogex.io (the document declares no server; this is the origin it was published from)
  • URL: https://api.zerogex.io/api/market/spreads/history
  • Auth: HTTP bearer

Query parameters

symbolstring

Underlying symbol

option_typestring

C (calls), P (puts) or A (blended chain)

daysinteger

Response

Successful Response

symbolstring required
option_typestring required
dte_maxinteger required
moneyness_band_pctnumber required
basisstring
disclosurestring
excluded_thin_sessionsinteger

Changes

No recorded changes to this operation across all 1 revision of this API.