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Field Matrix

Every field the API returns, grouped by endpoint, with the tier that reads it. Field names link to their full definition, including the formula where one exists.

Generated from the same endpoint definitions that render these docs, so it cannot fall out of step with the API. The 133 suggested calculations are excluded: those are computations we show you how to run, not fields we return.

Core
468
fields, 28 endpoints
Pro
566
fields, 28 endpoints
Alpha
934
fields, 28 endpoints

934 fields shown

/v1/instruments/optionsList options instruments15 fields
FieldTypeCoreProAlpha
coinstring
instrument_idinteger
instrument_namestring
underlying_assetstring
option_typestring
strikefloat
expiration_timestampdatetime
is_activeboolean
settlement_periodstring
contract_sizefloat
base_currencystring
quote_currencystring
min_trade_amountfloat
tick_sizefloat
creation_timestampdatetime
/v1/instruments/futuresList futures instruments19 fields
FieldTypeCoreProAlpha
coinstring
instrument_idstring
contract_typestring
expiration_timestampdatetime
is_activeboolean
settlement_periodstring
contract_sizefloat
quote_currencystring
tick_sizefloat
min_trade_amountfloat
max_leverageinteger
maker_commissionfloat
taker_commissionfloat
instrument_typestring
future_typestring
price_indexstring
settlement_currencystring
creation_timestampdatetime
block_trade_commissionfloat
/v1/instruments/spotList spot instruments13 fields
FieldTypeCoreProAlpha
base_currencystring
instrument_idstring
quote_currencystring
is_activeboolean
contract_sizefloat
tick_sizefloat
min_trade_amountfloat
instrument_typestring
maker_commissionfloat
taker_commissionfloat
price_indexstring
creation_timestampdatetime
block_trade_commissionfloat
/v1/spot/ratesSpot index rates8 fields
FieldTypeCoreProAlpha
timestampdatetime
coinstring
index_pricefloat
price_change_1h_pctfloat
price_change_24h_pctfloat
price_change_7d_pctfloat
price_change_10min_pctfloat
price_change_1m_pctfloat
/v1/marketdata/optionsOptions marketdata26 fields
FieldTypeCoreProAlpha
timestampdatetime
coinstring
instrument_idinteger
instrument_namestring
option_typestring
strikefloat
expiration_timestampdatetime
contract_sizefloat
underlying_pricefloat
mark_pricefloat
mark_ivfloat
deltafloat
gammafloat
thetafloat
vegafloat
rhofloat
best_bid_pricefloat
best_ask_pricefloat
best_bid_amountfloat
best_ask_amountfloat
open_interestfloat
last_pricefloat
index_pricefloat
estimated_delivery_pricefloat
bidsjson
asksjson
/v1/marketdata/futuresFutures marketdata17 fields
FieldTypeCoreProAlpha
timestampdatetime
coinstring
instrument_idstring
contract_typestring
expiration_timestampdatetime
contract_sizefloat
mark_pricefloat
bid_pricefloat
ask_pricefloat
best_bid_amountfloat
best_ask_amountfloat
last_pricefloat
open_interestfloat
index_pricefloat
funding_ratefloat
funding_8hfloat
estimated_delivery_pricefloat
/v1/marketdata/spotSpot marketdata10 fields
FieldTypeCoreProAlpha
timestampdatetime
base_currencystring
instrument_idstring
mark_pricefloat
bid_pricefloat
ask_pricefloat
best_bid_amountfloat
best_ask_amountfloat
last_pricefloat
index_pricefloat
/v1/greeks/snapshotGreeks snapshot66 fields
FieldTypeCoreProAlpha
timestampdatetime
coinstring
instrument_idinteger
instrument_namestring
option_typestring
underlying_pricefloat
strikefloat
expiration_timestampdatetime
days_to_expiryinteger
time_to_expiryfloat
contract_sizefloat
mark_price_usdfloat
theoretical_price_usdfloat
mark_price_ccyfloat
theoretical_price_ccyfloat
price_deviation_pctfloat
bs_pricefloat
mark_iv_pctfloat
iv_pctfloat
implied_rfr_pctfloat
reliability_scoreinteger
liquidity_scoreinteger
is_valid_cp_pairboolean
is_reliable_ivboolean
volume_usdfloat
open_interestfloat
fallbackstring
d1float
d2float
deltafloat
gammafloat
thetafloat
vegafloat
rhofloat
elasticityfloat
dual_deltafloat
alphafloat
dual_gammafloat
vannafloat
charmfloat
vommafloat
vetafloat
thetannafloat
surface_vannafloat
surface_charmfloat
speedfloat
colorfloat
zommafloat
zomannafloat
ultimafloat
vannacayfloat
charismafloat
dropletfloat
flarefloat
lightningfloat
halofloat
gammegafloat
chronommafloat
quatrommafloat
quatrospeedafloat
chronospeedafloat
volaspeedafloat
instabilityfloat
echofloat
vannaccelfloat
aurorafloat
/v1/greeks/ratiosGreek ratios34 fields
FieldTypeCoreProAlpha
timestampdatetime
coinstring
instrument_idinteger
instrument_namestring
option_typestring
underlying_pricefloat
strikefloat
days_to_expiryinteger
ivfloat
reliability_scoreinteger
calculation_quality_scoreinteger
null_ratio_countinteger
speed_gamma_ratiofloat
gamma_delta_ratiofloat
color_gamma_ratiofloat
vanna_gamma_ratiofloat
vomma_vega_ratiofloat
ultima_vomma_ratiofloat
chronomma_vomma_ratiofloat
volaspeeda_speed_ratiofloat
quatromma_vomma_ratiofloat
zomma_vanna_ratiofloat
zomanna_vomma_ratiofloat
gammega_vomma_ratiofloat
vannacay_vanna_ratiofloat
charm_delta_ratiofloat
thetanna_theta_ratiofloat
chronospeeda_speed_ratiofloat
charisma_charm_ratiofloat
alpha_efficiency_ratiofloat
alpha_precomputed_ratiofloat
elasticity_delta_ratiofloat
rho_vega_ratiofloat
veta_vega_ratiofloat
/v1/greeks/cohortCohort Greeks67 fields
FieldTypeCoreProAlpha
timestampdatetime
coinstring
moneyness_bucketstring
expiration_bucketstring
cohort_namestring
option_countinteger
call_countinteger
put_countinteger
call_put_ratiofloat
tier_1_countinteger
tier_2_countinteger
tier_3_countinteger
tier_4_countinteger
total_volume_usdfloat
total_open_interestfloat
avg_bid_ask_spread_pctfloat
avg_reliability_scorefloat
total_liquidity_weightfloat
avg_liquidity_weightfloat
pct_with_liquidity_datafloat
weighted_avg_deltafloat
weighted_avg_gammafloat
weighted_avg_thetafloat
weighted_avg_vegafloat
weighted_avg_rhofloat
weighted_avg_elasticityfloat
weighted_avg_dual_deltafloat
weighted_avg_alphafloat
weighted_avg_dual_gammafloat
weighted_avg_vannafloat
weighted_avg_charmfloat
weighted_avg_vommafloat
weighted_avg_vetafloat
weighted_avg_thetannafloat
weighted_avg_surface_vannafloat
weighted_avg_surface_charmfloat
weighted_avg_speedfloat
weighted_avg_colorfloat
weighted_avg_zommafloat
weighted_avg_zomannafloat
weighted_avg_ultimafloat
weighted_avg_vannacayfloat
weighted_avg_charismafloat
weighted_avg_dropletfloat
weighted_avg_flarefloat
weighted_avg_lightningfloat
weighted_avg_halofloat
weighted_avg_gammegafloat
weighted_avg_chronommafloat
weighted_avg_quatrommafloat
weighted_avg_quatrospeedafloat
weighted_avg_chronospeedafloat
weighted_avg_volaspeedafloat
weighted_avg_instabilityfloat
weighted_avg_echofloat
weighted_avg_vannaccelfloat
weighted_avg_aurorafloat
sum_deltafloat
sum_gammafloat
sum_vegafloat
sum_thetafloat
sum_speedfloat
sum_zommafloat
sum_colorfloat
sum_ultimafloat
sum_instabilityfloat
sum_echofloat
/v1/greeks/cohort-ratiosCohort Greek ratios39 fields
FieldTypeCoreProAlpha
timestampdatetime
coinstring
moneyness_bucketstring
expiration_bucketstring
cohort_namestring
option_countinteger
speed_gamma_wavgfloat
speed_gamma_medianfloat
speed_gamma_stdfloat
gamma_delta_wavgfloat
gamma_delta_medianfloat
gamma_delta_stdfloat
color_gamma_wavgfloat
color_gamma_medianfloat
color_gamma_stdfloat
vanna_gamma_wavgfloat
vanna_gamma_medianfloat
vanna_gamma_stdfloat
vomma_vega_wavgfloat
vomma_vega_medianfloat
vomma_vega_stdfloat
ultima_vomma_wavgfloat
ultima_vomma_medianfloat
ultima_vomma_stdfloat
chronomma_vomma_wavgfloat
chronomma_vomma_medianfloat
chronomma_vomma_stdfloat
volaspeeda_speed_wavgfloat
volaspeeda_speed_medianfloat
volaspeeda_speed_stdfloat
quatromma_vomma_wavgfloat
quatromma_vomma_medianfloat
quatromma_vomma_stdfloat
zomma_vanna_wavgfloat
zomma_vanna_medianfloat
zomma_vanna_stdfloat
zomanna_vomma_wavgfloat
zomanna_vomma_medianfloat
zomanna_vomma_stdfloat
/v1/vol/term-structureVol term structure49 fields
FieldTypeCoreProAlpha
timestampdatetime
coinstring
moneyness_bucketstring
expiration_bucketstring
cohort_namestring
option_countinteger
options_with_valid_ivinteger
call_countinteger
put_countinteger
avg_reliability_scorefloat
avg_dtefloat
avg_liquidity_scorefloat
total_liquidity_weightfloat
avg_bid_ask_spread_pctfloat
pct_options_liquidfloat
avg_iv_pctfloat
median_iv_pctfloat
min_iv_pctfloat
max_iv_pctfloat
iv_spread_pctfloat
stddev_iv_pctfloat
avg_mark_iv_pctfloat
liq_weighted_mark_iv_pctfloat
atm_reference_iv_pctfloat
atm_reference_availableboolean
put_skew_vs_atm_pctfloat
call_skew_vs_atm_pctfloat
far_put_skew_pctfloat
far_call_skew_pctfloat
term_skew_pctfloat
term_skew_reference_bucketstring
iv_change_1h_pctfloat
iv_change_6h_pctfloat
iv_change_24h_pctfloat
iv_accelerationfloat
liq_weighted_iv_change_1h_pctfloat
liq_weighted_iv_change_24h_pctfloat
iv_percentile_7dfloat
iv_percentile_30dfloat
iv_percentile_90dfloat
iv_percentile_52wfloat
liq_weighted_iv_pctfloat
risk_reversal_25d_pctfloat
smile_curvature_pctfloat
iv_momentum_directionstring
iv_regimestring
put_skew_regimestring
rr_regimestring
smile_shapestring
/v1/vol/skewVolatility skew51 fields
FieldTypeCoreProAlpha
timestampdatetime
coinstring
expiration_bucketstring
atm_iv_pctfloat
atm_option_countinteger
atm_liquidity_weightfloat
near_below_iv_pctfloat
below_iv_pctfloat
far_below_iv_pctfloat
near_above_iv_pctfloat
above_iv_pctfloat
far_above_iv_pctfloat
put_skew_25d_pctfloat
call_skew_25d_pctfloat
risk_reversal_25d_pctfloat
butterfly_25d_pctfloat
deep_put_skew_pctfloat
deep_call_skew_pctfloat
deep_risk_reversal_pctfloat
deep_butterfly_pctfloat
put_wing_steepnessfloat
call_wing_steepnessfloat
smile_asymmetry_pctfloat
smile_convexity_pctfloat
put_skew_normalizedfloat
call_skew_normalizedfloat
risk_reversal_normalizedfloat
butterfly_normalizedfloat
deep_put_skew_normalizedfloat
deep_butterfly_normalizedfloat
risk_reversal_change_1h_pctfloat
risk_reversal_change_24h_pctfloat
put_skew_change_1h_pctfloat
put_skew_change_24h_pctfloat
put_skew_change_6hfloat
skew_momentum_directionstring
skew_regimestring
tail_premium_regimestring
smile_typestring
total_option_countinteger
data_quality_tierstring
moneyness_coverage_countinteger
avg_liquidity_scorefloat
has_atm_databoolean
has_near_below_databoolean
has_near_above_databoolean
has_far_below_databoolean
has_far_above_databoolean
tail_body_ratiofloat
tail_body_regimestring
skew_velocity_regimestring
/v1/vol/surfaceVolatility surface130 fields
FieldTypeCoreProAlpha
timestampdatetime
coinstring
atm_iv_dte_7float
atm_iv_dte_30float
atm_iv_dte_60float
atm_iv_dte_longfloat
term_structure_slopefloat
term_structure_spreadfloat
term_structure_shapestring
term_slope_change_1hfloat
term_slope_change_24hfloat
term_slope_percentile_30dfloat
put_skew_dte30float
put_skew_dte7float
put_skew_dte60float
call_skew_dte30float
call_skew_dte7float
call_skew_dte60float
skew_ratio_dte30float
smile_width_dte30float
put_skew_change_24hfloat
skew_percentile_30dfloat
skew_momentum_directionstring
surface_avg_ivfloat
surface_median_ivfloat
surface_iv_dispersionfloat
surface_iv_rangefloat
surface_liquidity_scorefloat
active_cohort_countinteger
surface_avg_divergence_pctfloat
surface_max_divergence_pctfloat
surface_median_divergence_pctfloat
high_stress_cohort_countinteger
moderate_stress_cohort_countinteger
normal_conditions_cohort_countinteger
institutional_grade_cohort_countinteger
professional_grade_cohort_countinteger
research_grade_cohort_countinteger
monitor_only_cohort_countinteger
extreme_divergence_cohort_countinteger
high_divergence_cohort_countinteger
aligned_cohort_countinteger
surface_quality_tierstring
surface_execution_recommendationstring
surface_avg_execution_difficultyfloat
surface_max_execution_difficultyfloat
realized_vol_7dfloat
realized_vol_30dfloat
realized_vol_90dfloat
rv_change_7dfloat
rv_percentile_30dfloat
vrp_atm_vs_rv7dfloat
vrp_atm_vs_rv30dfloat
vrp_atm_vs_rv90dfloat
vrp_percentile_30dfloat
vrp_percentile_90dfloat
vrp_regimestring
vrp_zscorefloat
iv_correlation_btc_7dfloat
iv_correlation_btc_30dfloat
iv_beta_to_btcfloat
iv_spread_vs_btcfloat
coin_iv_percentile_7dfloat
coin_iv_percentile_30dfloat
coin_iv_percentile_52wfloat
coin_iv_regimestring
rv_stress_regimestring
breach_rate_7dfloat
breach_rate_30dfloat
upside_breach_rate_7dfloat
downside_breach_rate_7dfloat
breach_direction_biasfloat
breach_regimestring
vov_7dfloat
vov_30dfloat
vov_regimestring
gamma_carry_pnl_1dfloat
gamma_carry_pnl_7dfloat
gamma_carry_regimestring
iv_responsiveness_7dfloat
iv_responsiveness_regimestring
regime_multiplierfloat
percentile_confidencestring
skew_level_divergencestring
skew_level_divergence_scorefloat
rv_concentration_ratiofloat
days_until_shock_rolloutinteger
rv_ex_shockfloat
skew_term_slopefloat
skew_term_shapestring
skew_elasticity_24hfloat
skew_max_excursion_24hfloat
skew_elasticity_regimestring
skew_contagion_scorefloat
skew_contagion_regimestring
front_end_skew_velocitystring
inversion_duration_cyclesinteger
inversion_depth_percentilefloat
inversion_regimestring
iv_spread_vs_btc_dte7float
iv_spread_vs_btc_dte60float
iv_spread_vs_btc_longfloat
vol_spread_term_slopefloat
vol_spread_term_shapestring
iv_spread_vs_btc_percentile_30dfloat
iv_spread_vs_btc_zscorefloat
iv_spread_regimestring
rr_spread_vs_btc_dte7float
rr_spread_vs_btc_dte30float
rr_spread_vs_btc_dte60float
relative_skew_term_slopefloat
relative_skew_regimestring
eth_skew_leading_signalstring
gamma_efficiencyfloat
relative_gamma_valuefloat
rv_iv_ratio_spreadfloat
orderliness_ratiofloat
return_kurtosis_24hfloat
repricing_orderliness_regimestring
spot_vol_beta_downfloat
spot_vol_beta_upfloat
spot_vol_asymmetry_ratiofloat
breach_sustainability_avg_7dfloat
breach_sustainability_regimestring
flow_spot_correlation_downfloat
behavioral_regimestring
vol_lifecycle_phasestring
phase_duration_cyclesinteger
phase_confidencefloat
compression_duration_daysfloat
/v1/gex/strikesGEX strikes59 fields
FieldTypeCoreProAlpha
timestampdatetime
coinstring
expiration_timestampdatetime
strikefloat
days_to_expiryinteger
hours_to_expiryfloat
underlying_pricefloat
distance_from_spot_pctfloat
call_oifloat
put_oifloat
total_oifloat
call_oi_usdfloat
put_oi_usdfloat
total_oi_usdfloat
put_call_oi_ratiofloat
call_gamma_oi_sumfloat
put_gamma_oi_sumfloat
net_gamma_oifloat
call_gex_usdfloat
put_gex_usdfloat
net_gex_usdfloat
gex_concentration_pctfloat
call_avg_iv_pctfloat
put_avg_iv_pctfloat
avg_iv_pctfloat
call_countinteger
put_countinteger
option_countinteger
avg_reliability_scorefloat
avg_liquidity_scorefloat
taker_net_call_contractsfloat
taker_net_put_contractsfloat
taker_net_call_usdfloat
taker_net_put_usdfloat
tf_dealer_call_signinteger
tf_dealer_put_signinteger
tf_net_gex_usdfloat
tf_sign_agrees_heuristicboolean
tf_confidencefloat
call_dual_delta_oi_sumfloat
put_dual_delta_oi_sumfloat
call_dual_gamma_oi_sumfloat
put_dual_gamma_oi_sumfloat
net_dual_gamma_oifloat
call_surface_vanna_oi_sumfloat
put_surface_vanna_oi_sumfloat
net_surface_vanna_oifloat
call_surface_charm_oi_sumfloat
put_surface_charm_oi_sumfloat
net_surface_charm_oifloat
call_lightning_oi_sumfloat
put_lightning_oi_sumfloat
net_lightning_oifloat
call_flare_oi_sumfloat
put_flare_oi_sumfloat
net_flare_oifloat
net_halo_oifloat
net_droplet_oifloat
net_aurora_oifloat
/v1/gex/pinningGEX pinning81 fields
FieldTypeCoreProAlpha
timestampdatetime
coinstring
expiration_timestampdatetime
hours_to_expiryfloat
underlying_pricefloat
expiry_typestring
magnetic_strike_1float
magnetic_strike_1_gex_usdfloat
magnetic_strike_1_concentration_pctfloat
magnetic_strike_1_distance_pctfloat
magnetic_strike_2float
magnetic_strike_2_gex_usdfloat
magnetic_strike_2_concentration_pctfloat
magnetic_strike_3float
magnetic_strike_3_gex_usdfloat
magnetic_strike_3_concentration_pctfloat
magnet_dominancestring
prev_magnetic_strikefloat
magnet_changedboolean
max_pain_strikefloat
max_pain_distance_pctfloat
pinning_zone_lowerfloat
pinning_zone_upperfloat
pinning_zone_width_pctfloat
price_in_pinning_zoneboolean
upper_breakout_levelfloat
upper_breakout_surface_vannafloat
upper_breakout_lightningfloat
lower_breakout_levelfloat
lower_breakout_surface_vannafloat
lower_breakout_lightningfloat
zero_gamma_levelfloat
price_above_zero_gammaboolean
magnet_iv_currentfloat
magnet_iv_change_2hfloat
magnet_iv_change_6hfloat
magnet_call_iv_change_2hfloat
upper_breakout_iv_change_2hfloat
lower_breakout_iv_change_2hfloat
skew_expiry_bucketstring
skew_risk_reversal_currentfloat
skew_rr_change_2hfloat
skew_velocity_regimestring
skew_smile_asymmetryfloat
skew_data_availableboolean
gamma_flip_levelfloat
gamma_flip_distance_pctfloat
opt_liquidation_count_1hinteger
opt_liquidation_usd_1hfloat
opt_liquidation_clusterboolean
fut_liquidation_count_1hinteger
fut_liquidation_usd_1hfloat
fut_liquidation_clusterboolean
liquidation_cascade_activeboolean
magnet_times_testedinteger
magnet_first_testboolean
magnet_untested_premiumfloat
call_wall_strikefloat
call_wall_gex_usdfloat
put_wall_strikefloat
put_wall_gex_usdfloat
stability_scoreinteger
stability_component_surface_vannafloat
stability_component_flarefloat
stability_component_halofloat
persistence_scoreinteger
persistence_component_surface_charmfloat
persistence_component_dropletfloat
projected_half_life_hoursfloat
prediction_confidenceinteger
aurora_levelfloat
pin_probabilityfloat
magnet_iv_momentumstring
price_approach_directionstring
vol_surface_confirmationstring
vol_confirmation_scoreinteger
skew_confirmationstring
gamma_regimestring
coinbase_scenariostring
recommended_structurestring
scenario_confidencefloat
/v1/gex/outcomesGEX outcomes27 fields
FieldTypeCoreProAlpha
coinstring
expiration_timestampdatetime
lookback_hoursinteger
expiry_typestring
prediction_timestampdatetime
predicted_magnetic_strikefloat
predicted_magnetic_gex_usdfloat
predicted_concentration_pctfloat
predicted_magnet_dominancestring
predicted_pinning_zone_lowerfloat
predicted_pinning_zone_upperfloat
predicted_stability_scoreinteger
predicted_persistence_scoreinteger
predicted_confidenceinteger
predicted_pin_scorefloat
predicted_max_pain_strikefloat
spot_at_predictionfloat
spot_at_expiryfloat
distance_from_magnetic_pctfloat
distance_to_max_pain_pctfloat
closed_in_pinning_zoneboolean
spot_at_prediction_distance_pctfloat
price_converged_to_magnetboolean
magnet_closer_than_max_painboolean
total_oi_at_expiry_usdfloat
filled_atdatetime
outcome_accuracystring
/v1/thermography/volumeVolume heatmap17 fields
FieldTypeCoreProAlpha
timestampdatetime
strikefloat
call_volume_usdfloat
put_volume_usdfloat
total_volume_usdfloat
avg_call_deltafloat
avg_put_deltafloat
avg_gammafloat
avg_vegafloat
avg_thetafloat
avg_ivfloat
avg_charmfloat
avg_vannafloat
avg_vommafloat
avg_speedfloat
avg_colorfloat
avg_zommafloat
/v1/thermography/greeksGreek time series12 fields
FieldTypeCoreProAlpha
timestampdatetime
strikefloat
avg_call_deltafloat
avg_put_deltafloat
avg_gammafloat
avg_vegafloat
avg_thetafloat
avg_ivfloat
avg_charmfloat
avg_vannafloat
avg_vommafloat
avg_speedfloat
/v1/thermography/strikesVolume by strike (latest)4 fields
FieldTypeCoreProAlpha
strikefloat
call_volume_usdfloat
put_volume_usdfloat
data_timestampdatetime
/v1/thermography/strike-oiStrike OI time series3 fields
FieldTypeCoreProAlpha
timestampdatetime
call_oi_usdfloat
put_oi_usdfloat
/v1/thermography/strike-decompStrike expiry decomposition6 fields
FieldTypeCoreProAlpha
expirationdatetime
days_to_expiryinteger
call_oi_usdfloat
put_oi_usdfloat
total_oi_usdfloat
net_gex_usdfloat
/v1/trades/optionsOption trades22 fields
FieldTypeCoreProAlpha
trade_idstring
trade_seqinteger
coinstring
instrument_idinteger
instrument_namestring
trade_timestampdatetime
cycle_timestampdatetime
directionstring
amountfloat
pricefloat
ivfloat
index_pricefloat
mark_pricefloat
tick_directioninteger
liquidationstring
block_trade_idstring
combo_idstring
combo_trade_idstring
is_combo_legboolean
trade_value_usdfloat
trade_size_bucketstring
execution_slippage_pctfloat
/v1/trades/futuresFutures trades19 fields
FieldTypeCoreProAlpha
trade_idstring
trade_seqinteger
coinstring
instrument_idstring
instrument_namestring
trade_timestampdatetime
cycle_timestampdatetime
directionstring
amountfloat
pricefloat
index_pricefloat
mark_pricefloat
tick_directioninteger
liquidationstring
block_trade_idstring
contract_typestring
trade_value_usdfloat
trade_size_bucketstring
execution_slippage_pctfloat
/v1/liquidity/optionsOption liquidity30 fields
FieldTypeCoreProAlpha
timestampdatetime
coinstring
instrument_namestring
instrument_idinteger
option_typestring
strikefloat
expiration_timestampdatetime
days_to_expiryinteger
underlying_pricefloat
mark_pricefloat
mark_ivfloat
bid_pricefloat
ask_pricefloat
spread_percentfloat
bid_depthinteger
ask_depthinteger
total_bid_valuefloat
total_ask_valuefloat
weighted_avg_bidfloat
weighted_avg_askfloat
max_bid_sizefloat
max_ask_sizefloat
bid_ask_ratiofloat
deltafloat
gammafloat
thetafloat
vegafloat
moneyness_percentfloat
atm_distance_percentfloat
liquidity_scorefloat
/v1/liquidity/cohortCohort liquidity57 fields
FieldTypeCoreProAlpha
timestampdatetime
coinstring
moneyness_bucketstring
expiration_bucketstring
cohort_namestring
underlying_pricefloat
option_countinteger
call_countinteger
put_countinteger
options_with_bidsinteger
options_with_asksinteger
options_with_two_sidedinteger
pct_two_sidedfloat
avg_bid_depthfloat
avg_ask_depthfloat
total_bid_value_usdfloat
total_ask_value_usdfloat
total_liquidity_usdfloat
avg_bid_value_usdfloat
avg_ask_value_usdfloat
max_single_option_liquidity_usdfloat
median_spread_pctfloat
min_spread_pctfloat
max_spread_pctfloat
stddev_spread_pctfloat
top_3_options_pctfloat
options_above_50k_usdinteger
bid_ask_value_ratiofloat
avg_liquidity_scorefloat
min_liquidity_scorefloat
max_liquidity_scorefloat
pct_highly_liquidfloat
pct_illiquidfloat
cohort_volume_24h_usdfloat
liquidity_to_volume_ratiofloat
liquidity_change_1h_usdfloat
liquidity_change_1h_pctfloat
liquidity_change_24h_pctfloat
imbalance_change_1hfloat
imbalance_change_24hfloat
spread_change_1h_pctfloat
spread_change_24h_pctfloat
velocity_1h_availableboolean
velocity_24h_availableboolean
liquidity_warning_levelinteger
warning_flagsstring[]
options_with_liquidity_datainteger
pct_with_liquidity_datafloat
usable_liquidity_usdfloat
pct_liquidity_usablefloat
usable_bid_value_usdfloat
usable_ask_value_usdfloat
liquidity_weighted_spread_pctfloat
imbalance_scorefloat
liquidity_hhifloat
cohort_liquidity_gradestring
liquidity_momentumstring
/v1/positioning/oiOI dynamics46 fields
FieldTypeCoreProAlpha
timestampdatetime
coinstring
moneyness_bucketstring
expiration_bucketstring
cohort_namestring
underlying_pricefloat
underlying_change_24h_pctfloat
option_countinteger
call_countinteger
put_countinteger
options_with_oiinteger
pct_with_oifloat
total_oi_contractsfloat
total_oi_usdfloat
call_oi_contractsfloat
put_oi_contractsfloat
call_oi_usdfloat
put_oi_usdfloat
avg_oi_per_optionfloat
max_oi_single_optionfloat
oi_change_1h_contractsfloat
oi_change_1h_usdfloat
oi_change_1h_pctfloat
oi_change_24h_contractsfloat
oi_change_24h_usdfloat
oi_change_24h_pctfloat
call_oi_change_24h_pctfloat
put_oi_change_24h_pctfloat
put_call_oi_ratio_change_24hfloat
top_3_options_oi_pctfloat
volume_24h_usdfloat
oi_to_volume_ratiofloat
oi_expiring_24h_pctfloat
oi_warning_levelinteger
is_oi_surgingboolean
is_oi_collapsingboolean
is_put_call_extremeboolean
is_concentration_dangerousboolean
is_expiration_heavyboolean
warning_flagsstring[]
put_call_oi_ratiofloat
positioning_signalstring
positioning_strengthfloat
oi_hhifloat
turnover_ratefloat
oi_momentumstring
/v1/positioning/volumeVolume heatmap7 fields
FieldTypeCoreProAlpha
timestampdatetime
coinstring
strikefloat
underlying_pricefloat
total_volume_usdfloat
call_volume_usdfloat
put_volume_usdfloat

Core reads the measured fields. Pro adds everything we compute from them. Alpha adds the proprietary layer. Tier also sets sampling interval, history depth and request limits: see Tiers & Limits or pricing.