API marketplace

Which markets are beating the benchmark and which are lagging, ranked, computed live from Yahoo Finance (no key, nothing stored). Relative strength is the engine of rotation: money flows toward what is outperforming, and the leaders of one quarter often lead the next. For a cross-asset, cross-sector universe — the eleven S&P 500 sectors plus small caps, international and emerging equities, gold, oil, commodities, bonds and crypto — this measures each asset's return MINUS the S&P 500's over one, three and six months, blends them into a relative-strength score, and ranks the whole board into leaders and laggards. A positive score means the asset is beating the market; a negative one means it is lagging. The ranking endpoint returns that ranked board with the benchmark's own return and the standout leaders and laggards. The asset endpoint returns one market's relative strength across each window, its beta to the S&P 500 and whether its relative strength is improving or fading. The universe endpoint lists what is covered. The relative-strength / market-leadership rotation cut — distinct from the absolute-momentum, the sector-correlation and the altcoin-season APIs. It answers what is leading the market, measured against it.

Uptime

100.0%

Latency

491ms

Subs

4,298

How far every major market is below its peak and how long it has been underwater, computed live from Yahoo Finance (no key, nothing stored). Drawdown is the risk investors actually feel: not volatility in the abstract, but the gap between today's price and the high-water mark, and the painful stretch spent climbing back. For every asset — equity indices, bonds, gold, oil, commodities, FX and crypto — this measures the current drawdown from its rolling peak, the worst (maximum) drawdown over the window, the date and level of the peak, how many days it has been underwater, and how much of the fall it has already recovered. The monitor endpoint returns the whole universe ranked by current drawdown — what is deepest underwater and what is back at new highs — with a summary of how many markets are in drawdown. The asset endpoint returns one market's drawdown card. The universe endpoint lists what is covered. The cross-asset drawdown / underwater-recovery cut — distinct from the FX-only drawdown API, the crypto all-time-high API and the cross-asset volatility API (which ranks risk-adjusted return, not the underwater curve). It answers how far from the highs, and how long.

Uptime

100.0%

Latency

410ms

Subs

4,558

What is moving across the bond market, by duration and credit, computed live from Yahoo Finance via the major fixed-income ETFs (no key, nothing stored). Bonds are the other half of every portfolio, and their moves are the cleanest read on interest rates and credit: when long Treasuries (TLT) fall, the market is pricing higher long rates; when high-yield (HYG) lags investment-grade (LQD), credit risk is being repriced. For every fixed-income ETF — Treasuries from ultra-short to 20-year-plus, investment-grade and high-yield credit, TIPS, munis, emerging-market and aggregate bonds — this measures the change on the day, the week and the month, the 52-week high and low and where the price sits in that range, tagged by category and rate sensitivity. The board endpoint returns the whole complex ranked by daily change with the gainers and losers and a category breakdown. The bond endpoint returns one ETF's performance card. The bonds endpoint lists what is covered. The fixed-income performance / bond-board cut — distinct from the government-bond-yield, yield-curve, central-bank-rate and bond-pricing-math APIs. Remember: a bond ETF's price moves inverse to its yield.

Uptime

100.0%

Latency

240ms

Subs

4,809

How the eleven S&P 500 sectors move together, computed live from Yahoo Finance via the SPDR sector ETFs (no key, nothing stored). Sector correlation is the heart of equity diversification and rotation: defensives (utilities, staples, health care) and cyclicals (tech, discretionary, financials, energy) cluster differently, and when correlations rise the whole market is moving as one (risk-on/risk-off), while a spread of correlations means stock-picking and rotation are rewarded. The matrix endpoint returns the full pairwise return-correlation matrix across all eleven sectors with the most- and least-correlated sector pairs. The sector endpoint returns one sector's correlation to every other, ranked, plus its beta to the S&P 500 (how much it amplifies the market). The sectors endpoint lists what is covered. The equity sector correlation / rotation cut — distinct from the cross-asset correlation matrix (asset classes, not sectors), the crypto and currency correlation APIs (other markets) and the sector price/performance feed. It answers which sectors are the same bet and which diversify, within the stock market.

Uptime

100.0%

Latency

305ms

Subs

3,985

What is moving across the commodity complex right now, computed live from Yahoo Finance futures (no key, nothing stored). Just as stock, FX and crypto traders watch the day's biggest gainers and losers, commodity traders want the same board for energy, metals, grains, softs and livestock. For every commodity this measures the change on the day, the week and the month, the day's high and low, the 52-week high and low and where the price sits in that 52-week range. The movers endpoint returns the whole complex ranked by daily change — the top gainers and losers — plus the weekly and monthly leaders, and can be filtered to one sector. The commodity endpoint returns one commodity's full performance card. The commodities endpoint lists what is covered. The commodity movers / performance-board cut — distinct from the commodity-momentum API (which ranks by a blended multi-month momentum factor and trend regime), the commodity-price feed, the commodity-spreads and the seasonality APIs. It answers what moved today, across the complex.

Uptime

100.0%

Latency

331ms

Subs

4,521

The full grid of every major currency against every other, with the day's move in each cell, computed live from Yahoo Finance (no key, nothing stored). It is the dashboard every FX desk keeps open: an 8x8 matrix of the majors (USD, EUR, GBP, JPY, CHF, AUD, CAD, NZD) showing the cross rate and the percentage change on the day for every pair at once, so you can see in a single glance which currencies are bid and which are offered across the board. The matrix endpoint returns the whole rate grid plus the matching change-on-the-day heatmap, and derives the strongest and weakest currency from their average move against the basket. The cross endpoint returns one pair's rate and daily change. The currencies endpoint lists what is covered. The FX cross-rate matrix / heatmap cut — distinct from the bring-your-own-rates cross-rate & triangular-arbitrage calculator, the currency-strength meter (one aggregate score per currency) and the single-pair price APIs. It is the whole board, live.

Uptime

100.0%

Latency

201ms

Subs

4,767

The calendar patterns equity traders position around — "Sell in May", the Santa Claus rally, the September swoon — computed live from ~10 years of Yahoo Finance monthly data across the world's major stock indices (no key, nothing stored). Equities have well-documented seasonal tendencies, and this measures them directly: for each index it takes a decade of monthly returns, groups them by calendar month, and returns the average return in each of the twelve months, the share of years that month was positive (the win rate), and the historically strongest and weakest months. The seasonality endpoint returns one index's full 12-month seasonal profile plus the current month's historical bias. The month endpoint flips it around: for a calendar month it ranks every index by its historical average return, so you can see which markets are seasonally strong or weak right now. The indices endpoint lists what is covered, from the S&P 500, Nasdaq, Dow and Russell to the DAX, FTSE, CAC, Euro Stoxx, Nikkei and Hang Seng. The equity-index seasonality / calendar-pattern cut — distinct from the FX, commodity and crypto seasonality APIs, the index price feed and the constituent APIs.

Uptime

100.0%

Latency

311ms

Subs

3,095

What is actually moving in the currency market right now, computed live from Yahoo Finance (no key, nothing stored). Just as stock and crypto traders watch the day's biggest gainers and losers, FX traders want the pairs on the move — the ones breaking out and breaking down across the majors and crosses. For every pair this measures the change on the day, over the week and over the month, with the day's high and low and where the current rate sits in that day's range. The movers endpoint returns the whole board ranked by daily change — the top gainers and losers — plus the weekly and monthly leaders, so you can see momentum across horizons at a glance. The pair endpoint returns one pair's full performance card. The pairs endpoint lists what is covered. The FX movers / performance-dashboard cut — distinct from the currency-strength meter (which aggregates each currency's move across all its pairs into one score), the FX price, range and volatility APIs. It answers which pairs are moving today, not how strong the euro is.

Uptime

100.0%

Latency

245ms

Subs

4,138

The risk dashboard for the whole multi-asset book — how volatile each asset class is, how much it returned, and how much return it paid per unit of risk, computed live from Yahoo Finance (no key, nothing stored). Return without risk is meaningless; this puts them side by side. For every instrument — equities, bonds, gold, oil, commodities, FX and crypto — it measures the annualised realised volatility (the standard deviation of daily returns, the market's fear gauge), the trailing return, a Sharpe-style risk-adjusted return (return per unit of volatility) and the worst peak-to-trough drawdown over the window. The ranking endpoint returns the universe ranked by whichever you choose — volatility, Sharpe, return or drawdown — so you can see the calmest and wildest assets and who paid the best risk-adjusted return. The asset endpoint returns one instrument's full risk profile. The universe endpoint lists what is covered. The cross-asset volatility / risk-adjusted-return ranking cut — distinct from the crypto-only volatility and risk APIs, the FX-only volatility API and the bring-your-own-series risk-metrics, CAPM and portfolio-optimiser calculators. It ranks live risk across asset classes.

Uptime

100.0%

Latency

200ms

Subs

4,619

Where every major asset sits in its one-year range — across stocks, indices, bonds, commodities, FX and crypto — computed live from Yahoo Finance (no key, nothing stored). The 52-week high/low is the single most-watched level in markets: assets breaking to new 52-week highs are in confirmed uptrends and chased by momentum, while new 52-week lows mark capitulation, and the "new highs / new lows" list is a classic breadth and momentum read. This places each instrument in its range as a 0-100 position (0 = sitting on its 52-week low, 100 = at its 52-week high), with how far it is below the high and above the low, and flags fresh new highs and new lows. The screener endpoint returns the whole multi-asset universe ranked by range position — what is breaking out at the top and breaking down at the bottom — plus the new-high and new-low lists. The asset endpoint drills into one instrument. The universe endpoint lists what is covered. The 52-week-range / new-highs-new-lows momentum cut across asset classes — distinct from the crypto Donchian-breakout screener (crypto only) and the single-quote, index, commodity and stock price feeds, which carry the 52-week high/low as a field but do not rank it across a multi-asset book.

Uptime

100.0%

Latency

478ms

Subs

4,671

The calendar patterns commodity traders position around, computed live from ~10 years of Yahoo Finance monthly futures data (no key, nothing stored). Commodities are the most seasonal market there is: natural gas tends to rally into winter heating demand, gasoline into the summer driving season, grains around the planting and harvest calendar. This measures it directly — for each commodity it takes a decade of monthly returns, groups them by calendar month, and returns the average return in each of the twelve months, the share of years that month was positive (the win rate), and the historically strongest and weakest months. The seasonality endpoint returns one commodity's full 12-month seasonal profile plus the current month's historical bias. The month endpoint flips it around: for a given calendar month it ranks every commodity by its historical average return, so you can see what is seasonally bullish or bearish right now. The commodities endpoint lists what is covered. The commodity-seasonality / calendar-pattern cut — distinct from the FX-seasonality API (currencies), the commodity-price feed, the commodity-spreads and the commodity-momentum APIs. It answers what a commodity usually does this month, not what it costs today.

Uptime

100.0%

Latency

215ms

Subs

3,987

The statistical-arbitrage signal between two coins — how stretched their price ratio is versus its own recent average, computed live from Binance daily candles (no key, nothing stored). Pairs traders do not bet on direction; they bet on the spread between two correlated coins reverting to its mean. When ETH/BTC (or any ratio) runs two standard deviations above its average, the spread is stretched — short the rich leg, long the cheap one, and profit when it snaps back. The spread endpoint takes two coins and returns the current price ratio, its rolling mean and standard deviation, the z-score (how many standard deviations stretched), the return correlation of the two coins (pairs trading works on correlated pairs) and a long/short mean-reversion signal. The screener endpoint scans every pair in a liquid basket and ranks them by absolute z-score — the most stretched, most tradeable spreads right now. The coins endpoint lists what is covered. The pairs-trading / relative-value spread cut for crypto — distinct from the correlation-&-beta API (which gives the correlation matrix, not the tradeable spread), the single-coin momentum, the funding-arbitrage and the price APIs. It answers whether a spread is stretched, not whether two coins move together.

Uptime

100.0%

Latency

277ms

Subs

4,698

One number that tells you whether crypto capital is rotating into altcoins or huddling in Bitcoin, computed live from Binance daily candles (no key, nothing stored). The market swings between two regimes: in "altcoin season" most alts outperform Bitcoin and money chases the long tail; in "Bitcoin season" alts bleed against BTC and capital flees to the majors. The classic gauge is simple — of the top altcoins, what share has outperformed Bitcoin over the last 90 days? Above ~75% it is altcoin season; below ~25% it is Bitcoin season. The index endpoint returns that index (0-100), the season label, Bitcoin's own return over the window and how many alts out- versus under-performed. The leaderboard endpoint ranks the alts by their excess return versus Bitcoin — who is leading the rotation and who is lagging — each with its own return, BTC's return and the gap. The coins endpoint lists the universe. The altcoin-season / alt-vs-BTC rotation cut — distinct from the market-cap-dominance and global-market APIs (which report BTC's share of total cap, not relative performance), the single-coin momentum and the price APIs. It answers whether it is altseason, not what the market cap is.

Uptime

100.0%

Latency

734ms

Subs

3,046

How broad the US stock market's move really is under the surface, computed live from Yahoo Finance across a large-cap universe (no key, nothing stored). The S&P 500 can be dragged up by a handful of megacaps while most stocks fall; breadth tells you how many stocks are actually participating. The breadth endpoint scans a ~50-name large-cap universe spanning every sector and returns the share trading above their 20-, 50- and 200-day moving averages (the classic participation gauges), the advancers versus decliners on the day, the advance/decline ratio, the average and median daily change and a regime label (broad strength, mixed or broad weakness). The components endpoint returns the per-stock table behind it — each name's price, daily change and whether it is above each moving average — so you can see exactly which stocks are carrying or dragging the market. The constituents endpoint lists the universe. The equity market-internals / breadth cut — distinct from the crypto-breadth API (which scans coins), the single-quote, index-constituent and movers APIs. It answers whether a rally is broad or narrow, not how one stock is doing.

Uptime

100.0%

Latency

385ms

Subs

3,031

How the major asset classes move together — a live correlation matrix across stocks, bonds, gold, oil, crypto and the dollar (no key, nothing stored). Correlation is the single most important input to diversification and risk: two assets with a correlation near 1 are effectively the same bet, while a low or negative correlation is genuine diversification. Where a crypto-correlation API stays inside crypto and an FX-correlation API stays inside currencies, this spans the whole multi-asset book at once — US and international equities, Treasuries and credit, gold, silver, oil and broad commodities, Bitcoin and Ether, the dollar and real estate — so an allocator can see in one call whether bonds are still hedging stocks, whether gold is decoupled and whether crypto is trading as a risk asset. The matrix endpoint returns the full pairwise return-correlation matrix over a chosen window, with the most- and least-correlated pairs. The asset endpoint returns one asset's correlation to every other, ranked, so you see its best diversifiers at a glance. The assets endpoint lists what is covered. The cross-asset / multi-asset correlation surface — distinct from the crypto-only correlation API, the FX-only currency-correlation API and the bring-your-own-series CAPM, risk-metrics and portfolio-optimiser calculators.

Uptime

100.0%

Latency

521ms

Subs

4,455

Which corner of the commodity complex is leading and which is lagging, ranked by trailing momentum, computed live from Yahoo Finance futures (no key, nothing stored). A price tells you where a commodity is; momentum tells you where the money is flowing. This scores every major commodity — crude, Brent, natural gas, gasoline and heating oil in energy; gold, silver, copper, platinum and palladium in metals; corn, wheat and soybeans in grains; coffee, sugar, cocoa, cotton and orange juice in softs; live cattle and lean hogs in livestock — by its return over five horizons (1 week, 1 month, 3 months, 6 months and a ~1-year proxy), blends them into a single momentum score and ranks the whole complex into leaders and laggards. The screener endpoint returns that ranked table with a relative-strength rank and trend regime for each. The momentum endpoint drills into one commodity: its multi-horizon returns, where it sits versus its 50- and 200-day averages, and a trend label. The commodities endpoint lists what is covered. The cross-commodity momentum / relative-strength factor cut — distinct from the commodity-price feed (front-month prices), the commodity-spreads API (crack/crush/ratios) and the precious-metals spot API. It answers what is leading the complex, not what one thing costs.

Uptime

100.0%

Latency

134ms

Subs

3,511

How statistically stretched each currency pair is right now versus its own recent average — the z-score mean-reversion gauge — computed live from Yahoo Finance daily rates (no key, nothing stored). A price alone tells you nothing about whether a pair is cheap or dear; the z-score does: it measures how many standard deviations the current rate sits above or below its rolling mean. A pair two standard deviations above its average is statistically overbought and prone to snap back; two below is oversold. The zscore endpoint returns, for a pair, the current rate, its rolling mean and standard deviation, the z-score, the percent distance from the mean and a plain overbought / oversold label. The screener endpoint scans the major and cross pairs and ranks them by how stretched they are — the most overbought and most oversold at a glance, the mean-reversion opportunity scan. The pairs endpoint lists what is covered. The statistical-stretch / mean-reversion cut for FX — distinct from the FX range, pivot-point, volatility and signals APIs. It answers how far from normal a pair is, not where its support sits or how fast it moves.

Uptime

100.0%

Latency

140ms

Subs

3,932

How crypto's biggest, most-capitalised futures traders are positioned versus the retail crowd — and the divergence between them — computed live from Binance's public futures positioning feed (no key, nothing stored). Binance splits its perpetual traders into the whole crowd and the "top traders" (the top ~20% of accounts by margin balance, a smart-money proxy) and publishes the long/short split of each. When smart money leans one way while the crowd leans the other, that gap is a classic contrarian signal: an over-long retail crowd the big accounts are quietly fading often marks a local top, and vice versa. The positioning endpoint returns, for a coin, the long/short ratio and long-share of three cohorts side by side — the global crowd, the top traders by account, and the top traders by position size. The divergence endpoint returns the smart-money-minus-retail gap with a plain-language read. The history endpoint returns the time-series across 5m to 1d buckets so you can watch the gap open and close. The smart-money-versus-retail / positioning-divergence cut for crypto — distinct from the single-cohort long/short-ratio feed, the funding-rate, open-interest and price APIs. It tells you who is on which side, not just how many are long.

Uptime

100.0%

Latency

337ms

Subs

4,873

One number for the market's mood across asset classes — a live 0-100 risk-on / risk-off (RORO) score, computed from Yahoo Finance (no key, nothing stored). On any day capital is either reaching for risk or fleeing to safety, and the signal lives in the relationships between markets, not any single price. This blends four classic cross-asset gauges — stocks vs long bonds (SPY/TLT), high-yield vs investment-grade credit (HYG/LQD), copper vs gold (the growth metal vs the haven) and the VIX (inverted) — into one score: high = risk-on (greed), low = risk-off (fear). The score endpoint returns the composite, each gauge's contribution and a regime label; the components endpoint returns the four underlying ratios with where each sits in its recent range (its percentile), so you can see what is driving the mood. The cross-asset risk-sentiment / RORO composite cut — distinct from the intermarket-ratios feed (raw ratios), the volatility-index API and the price APIs. It synthesises the regime, not the parts.

Uptime

100.0%

Latency

281ms

Subs

3,654

The spreads and ratios that commodity traders actually trade, not just the raw prices, computed live from the underlying futures — no key, nothing stored. A single commodity price means little on its own; the money is in the relationships. The crack endpoint returns the 3:2:1 crack spread — the refining margin from turning three barrels of crude oil into two of gasoline and one of heating oil, the number that drives refiner profits and gasoline prices. The crush endpoint returns the soybean crush spread — the processing margin from crushing soybeans into meal and oil. The ratios endpoint returns the classic macro ratios: gold/silver (the "fear versus growth" gauge), gold/oil (real-asset value), oil/natural-gas (the energy ratio) and gold/copper. Each comes with the component futures prices so you can see exactly how it is built. This is the commodity-spread / inter-commodity cut — distinct from the single-commodity price feed, the precious-metals spot API and the FX APIs in the catalogue. It gives you the margin and the ratio, the things that are actually positioned. All endpoints are parameter-less and return the current values with their components; the crack spread is in USD per barrel and the crush in USD per bushel.

Uptime

100.0%

Latency

243ms

Subs

4,027

Whether crypto is trading as a risk asset or a hedge, measured by how closely a coin moves with the stock market, gold and the dollar — computed live from Binance and Yahoo Finance, no key, nothing stored. The single most-asked macro question about crypto is whether it is "digital gold" or just high-beta tech; this answers it with numbers. The correlation endpoint returns, for a coin (BTC or ETH), its return correlation to the S&P 500, the Nasdaq 100, gold and the US dollar index over a chosen window, each with a plain-language read (risk-on if it tracks stocks, a hedge if it tracks gold or moves against the dollar) and an overall verdict. The beta endpoint returns the coin's beta to the S&P 500 — how much it amplifies equity moves — with the correlation and R-squared. This is the cross-asset / crypto-versus-traditional-markets correlation cut — distinct from the crypto-to-crypto correlation API (coins against each other), the realised-volatility and the price APIs in the catalogue. Correlations use daily log returns aligned on common trading days; coin is BTC or ETH, window 20-365 days.

Uptime

100.0%

Latency

444ms

Subs

3,572

The perpetual-futures funding rate for a coin side by side across the major exchanges, and the spread between them — computed live from each venue's public API, no key, nothing stored. A perpetual swap charges or pays funding every few hours to keep its price tethered to spot; when the same coin's funding differs across exchanges, a trader can be long the perp where funding is most negative (and gets paid) and short where it is most positive, harvesting the spread market-neutral. The funding endpoint returns, for a coin, the current funding rate on Binance, Bybit, OKX and Gate.io — per interval and annualised — the venue paying the most, the one charging the most, and the cross-exchange spread (the arbitrage edge). The screener endpoint scans a basket and ranks the coins by the size of that spread, surfacing the biggest funding-arbitrage opportunities. This is the cross-exchange funding-rate / basis-arbitrage cut for crypto — distinct from the single-exchange funding-rates feed (one venue), the spot-versus-perpetual basis and the price APIs in the catalogue. Funding is per interval (most venues settle every 8 hours); annualisation assumes three settlements a day, and intervals can differ by venue, so verify before trading. Coins are bases (BTC, ETH).

Uptime

100.0%

Latency

1007ms

Subs

3,715

The health of the whole crypto market under the surface, computed live from Binance candles — no key, nothing stored. A market-cap index can be dragged up by two or three megacaps while everything else falls; breadth tells you how broad a move really is — how many coins are actually participating. The breadth endpoint scans a basket of liquid coins and returns the share trading above their 20-, 50- and 200-day moving averages (the classic participation gauges), the advancers versus decliners on the day with the advance/decline ratio, the average and median 24-hour change and a regime label (broad strength, mixed or broad weakness). The components endpoint returns the per-coin table behind it — each coin's price, 24-hour change and whether it is above each moving average — so you can see exactly which names are carrying the market. The symbols endpoint lists tradable pairs. This is the market-internals / breadth cut for crypto — distinct from the single-coin momentum, the movers/gainers, the fear-and-greed sentiment index and the price APIs in the catalogue. It answers "is this rally broad or narrow?", not "how is one coin doing?". The default basket is about 30 liquid majors; pass coins=BTC,ETH,... to customise (3-50 coins).

Uptime

100.0%

Latency

463ms

Subs

4,379

How indebted each economy's government, households and companies are relative to the size of the economy, read live from the Bank for International Settlements' open statistics — no key, nothing stored. Debt-to-GDP is the headline gauge of debt sustainability: how big a borrower's debts are versus the income that has to service them. The BIS publishes total credit as a share of GDP for the general government, for households, for non-financial corporations and for the private non-financial sector as a whole, on a consistent cross-country basis. The latest endpoint returns every covered country's most recent government, household, corporate and total-private debt-to-GDP; the country endpoint returns one country's four sector ratios with the reference quarter; the history endpoint returns a chosen sector's quarterly series. This is the debt-level / leverage macro cut — distinct from the credit-to-GDP gap (how stretched credit is versus its trend), the debt service ratio (the cost of carrying that debt), the credit-growth (lending volumes), bank-rate and FX APIs in the catalogue. A country is a BIS reference area (US, GB, DE, JP …) given as an ISO-2 code or a common name; data is quarterly with the usual statistical lag.

Uptime

100.0%

Latency

229ms

Subs

3,601