API marketplace

The single headline gauge of how the crypto options market is positioned, computed live from Deribit's public option book — no key, nothing stored. The put/call ratio is the amount of put activity divided by call activity: a low ratio means the market is loaded with calls (bullish, greedy positioning), a high ratio means puts dominate (hedging, fear). The ratio endpoint returns, for a currency (BTC or ETH), the market-wide put/call ratio computed two ways — by open interest (the standing positioning) and by 24-hour volume (today's flow) — with the call and put totals, the spot index and a plain-language sentiment label. The expiries endpoint breaks the put/call ratio down by expiry, revealing the term structure of sentiment: whether hedging is concentrated in the near term or further out. This is the aggregate options put/call sentiment cut for crypto — distinct from the US-equity put/call API (a different market), the max-pain / open-interest positioning view, the implied-vol skew surface and the gamma-exposure APIs in the catalogue. Below roughly 0.7 is call-heavy and bullish, above 1.0 put-heavy and defensive; it is most useful read as a contrarian gauge. Currency is BTC or ETH, the two assets Deribit lists liquid options for.

Uptime

100.0%

Latency

149ms

Subs

3,546

Which coins are overbought or oversold right now, computed live from Binance candles — no key, nothing stored. Momentum oscillators are the classic mean-reversion signals: a Relative Strength Index (RSI) above 70 says a coin is overbought and stretched, below 30 oversold and washed out, while the Stochastic oscillator times the turn within the recent range. The oscillators endpoint fetches a pair's candles and returns its Wilder RSI(14), the Stochastic %K and %D, and a plain signal (overbought, oversold or neutral) on a chosen timeframe. The screener endpoint scans a basket of coins and surfaces the ones that are currently overbought (possible pullback) and oversold (possible bounce), ranked by how stretched they are. The symbols endpoint lists tradable pairs. This is the coin-native oscillator / mean-reversion screener cut for crypto — it fetches the live data itself, distinct from the generic oscillator calculators (which you feed your own OHLC), the momentum trend-alignment, the Donchian breakout and the candlestick-pattern APIs in the catalogue. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form; interval is 1h/4h/1d/1w.

Uptime

100.0%

Latency

546ms

Subs

4,245

How much of a country's income goes to servicing debt — interest plus principal — read live from the Bank for International Settlements' open statistics, no key, nothing stored. The credit-to-GDP gap measures how much debt has built up; the debt service ratio (DSR) measures how heavy it is to carry. It is the share of income that borrowers must spend each period just to keep current on their debts, and a high or rising DSR squeezes consumption and investment and has reliably led recessions. The BIS publishes the DSR for households, for non-financial corporations and for the private non-financial sector as a whole. The latest endpoint returns every covered country's most recent DSR for all three sectors; the country endpoint returns one country's household, corporate and total DSR with the reference quarter; the history endpoint returns the quarterly series for a chosen sector. This is the debt-burden / debt-service macro cut — distinct from the credit-to-GDP gap (debt build-up), the credit-growth (lending volumes), the bank-rate, money-supply 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

143ms

Subs

4,309

How far each country's private-sector credit has run above or below its long-run trend — the single best early-warning indicator for banking crises — read live from the Bank for International Settlements' open statistics, no key, nothing stored. The credit-to-GDP gap is the difference between the credit-to-GDP ratio and its long-term trend, and the Basel Committee uses it to set the countercyclical capital buffer: a gap above roughly 10 points has historically preceded credit busts, while a deeply negative gap means an economy is still deleveraging. The latest endpoint returns every covered country's most recent gap together with its actual credit-to-GDP ratio and a risk band; the country endpoint returns one country's gap, the underlying ratio and trend and a risk label; the history endpoint returns the quarterly gap time series. This is the credit-gap / financial-stability macro cut — distinct from the euro-area credit-growth (lending volumes), the bank-rate, money-supply, central-bank policy-rate and FX APIs in the catalogue. It measures the build-up of financial-stability risk, not the level of rates. 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

143ms

Subs

4,956

Which reversal and continuation candlestick patterns have just printed on a coin, and which coins across the market are flashing one right now, detected live from Binance candles — no key, nothing stored. Candlestick patterns are the oldest price-action signals there are: a hammer at the bottom of a move, a bearish engulfing at the top, a doji marking indecision. The detect endpoint fetches a pair's recent candles and returns the patterns found on the latest ones — each with its name, whether it is bullish, bearish or neutral, the candle it formed on and a short meaning — plus the latest OHLC. The screener endpoint scans a basket of coins and surfaces the ones whose most recent completed candle just formed a bullish or bearish reversal pattern, so you can find fresh setups across the market in one call. The symbols endpoint lists tradable pairs. This is the coin-native candlestick-pattern screener cut for crypto — it fetches the live data itself, distinct from the generic pattern-recognition calculator (which you feed your own OHLC), the Donchian breakout, the momentum and the volume-profile APIs in the catalogue. Detected patterns include hammer, shooting star, bullish/bearish engulfing, doji, marubozu and morning/evening star. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form; interval is 1h/4h/1d/1w.

Uptime

100.0%

Latency

383ms

Subs

4,375

Whether a coin is trending the same way across every timeframe, computed live from Binance candles — no key, nothing stored. A single 24-hour change is noise; what traders want is alignment — when the 1-hour, 4-hour, 1-day, 1-week and 1-month returns all point the same direction, that is a strong, coherent trend, and when they disagree the move is choppy or turning. The momentum endpoint returns, for one coin, the percent change over each of those five horizons, the up/down direction of each, an alignment score (how strongly the timeframes agree, from -1 fully bearish to +1 fully bullish) and an overall bias label. The screener endpoint scans a basket and ranks the coins by aligned momentum, surfacing the strongest coherent uptrends (every timeframe up) and downtrends (every timeframe down). The symbols endpoint lists tradable pairs. This is the multi-timeframe momentum / trend-alignment cut for crypto — distinct from the single-window movers, the Donchian breakout screener, the FX-pivot and the generic indicator-calculator APIs in the catalogue. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form; horizons are fixed at 1h/4h/24h/7d/30d.

Uptime

100.0%

Latency

415ms

Subs

4,374

Which coins are breaking out of their recent trading range, computed live from Binance candles — no key, nothing stored. The Donchian channel is the highest high and lowest low of the last N periods; a price above the upper band is a classic trend-following breakout (the original turtle-trading signal) and a price below the lower band a breakdown. The breakout endpoint returns, for one pair, the N-day Donchian upper and lower bands, the current price, where it sits in the channel (0% at the low, 100% at the high), the distance to each band and a status — new_high, new_low, near_high, near_low or inside. The screener endpoint scans a basket of coins and surfaces the ones currently breaking to new highs (momentum-long candidates) and to new lows (breakdowns), ranked by how decisively they have cleared the band. The symbols endpoint lists tradable pairs. This is the range-breakout / Donchian-screener cut for crypto — distinct from the generic indicator calculators (which you feed your own data), the volume-profile, the seasonality and the order-flow APIs in the catalogue. Bands use the prior completed candles, so a breakout is a genuine move beyond the established range. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form; lookback is 5-200 days.

Uptime

100.0%

Latency

477ms

Subs

4,367

How fast bank lending to the real economy is expanding, and whether it is accelerating or slowing, read live from the European Central Bank's public Data Portal — no key, nothing stored. Where bank rates are the price of credit, this is the quantity: the annual growth of the loans euro-area banks (MFIs) actually extend to households — total, for house purchase, and for consumption — and to non-financial corporations (businesses). Credit growth is one of the most-watched macro signals because credit booms and busts lead the business cycle and, with a lag, inflation. The growth endpoint returns the latest annual growth rate of each lending category with its reference month and month-on-month change. The impulse endpoint returns the credit impulse — the change in the growth rate over the last six and twelve months — a leading read on whether the credit cycle is turning up (acceleration) or rolling over (deceleration). The series endpoint returns the recent monthly history of any one indicator. This is the euro-area credit-cycle / lending-volume macro cut — distinct from the bank-rate (price of credit), money-supply, policy-rate, yield-curve and FX APIs in the catalogue. All series are euro-area (U2), monthly, annual-growth percent.

Uptime

100.0%

Latency

1166ms

Subs

3,063

Where a crypto pair has actually traded the most volume by price level, computed live from Binance candles — no key, nothing stored. Most charts show volume over time; the volume profile shows it over price, and that is where support and resistance really live. The profile endpoint splits the price range into buckets and distributes each candle's volume across the prices it spanned, returning the volume-by-price histogram, the Point of Control (POC — the single price with the most traded volume, the market's fair-value magnet), the Value Area (the price band holding roughly 70% of all volume) with its high (VAH) and low (VAL), and the high-volume nodes. The levels endpoint returns just those key levels plus where the current price sits relative to the value area — above it (acceptance higher), inside it, or below — the read traders use for mean-reversion and breakout setups. The symbols endpoint lists tradable pairs. This is the volume-by-price / market-profile cut for crypto — distinct from the raw OHLCV candle feed, the time-of-day seasonality API, the trade-size distribution and the order-flow APIs in the catalogue. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form; interval is 15m/1h/4h/1d.

Uptime

100.0%

Latency

517ms

Subs

4,500

The interest rates euro-area households and businesses actually pay, and how fast the money supply is growing, read live from the European Central Bank's public Data Portal — no key, nothing stored. Policy rates are the headline, but what reaches the real economy is the bank lending rate: the cost of a new mortgage, a consumer loan, a business loan, and the rate paid on deposits. The rates endpoint returns the latest euro-area readings for all of these (the ECB MIR "cost of borrowing" series), each with its value, the month it refers to, the month-on-month change and a plain-language label. The moneysupply endpoint returns the annual growth of M1, M2 and M3 — the monetary aggregates whose expansion or contraction leads inflation and the credit cycle. The series endpoint returns the recent monthly history of any one indicator. This is the euro-area bank-rate / monetary-aggregate macro cut — distinct from the ECB policy-rate, yield-curve and €STR APIs, the FX-rate APIs and the country-specific central-bank APIs in the catalogue. All series are euro-area (U2), monthly, in percent.

Uptime

100.0%

Latency

1254ms

Subs

4,177

The full risk scorecard of any coin, computed live from its Binance daily candles — no key, nothing stored. Volatility alone hides what matters most for risk: the tails. This returns the Value at Risk (the daily loss not exceeded on 95% / 99% of days), the Conditional VaR / expected shortfall (the average loss on the worst days, beyond VaR), the skewness and excess kurtosis of the return distribution (how asymmetric and how fat-tailed it is — crypto is famously fat-tailed), the maximum drawdown, and the risk-adjusted return ratios (Sharpe and Sortino). The profile endpoint returns the whole scorecard for one coin; the drawdown endpoint returns the worst peak-to-trough decline with its peak, trough and depth plus the current drawdown from the high; the compare endpoint ranks a basket of coins by risk-adjusted return so you can see which carries the most tail risk per unit of return. This is the coin-native risk-distribution / tail-risk cut for crypto — distinct from the generic risk-metrics, CAPM and trade-stats APIs (which compute on a series you pass in) and from the realised-volatility API (which has no VaR, skew, kurtosis or drawdown). Coins are Binance bases (BTC) or symbols (BTCUSDT); the quote defaults to USDT and the window is 30-1000 days. Risk-free rate is assumed 0.

Uptime

100.0%

Latency

720ms

Subs

4,856

The time-of-day and day-of-week patterns hiding in a crypto pair's price history, computed live from Binance candles — no key, nothing stored. Crypto trades 24/7, but it does not trade evenly: some hours (the US equity open, the Asia session) carry far more volume and volatility than others, and some weekdays run hotter than weekends. The hourly endpoint buckets recent hourly candles by UTC hour of day and returns, for each of the 24 hours, the average return, the average volume, the average high-low range (a volatility proxy) and the up-rate (how often that hour closed green) — plus the most volatile and most bullish hours. The dayofweek endpoint does the same across the seven weekdays from daily candles, with the best and worst day. The symbols endpoint lists tradable pairs. This is the intraday / seasonality pattern cut for crypto — distinct from the raw OHLCV candle feed, the realised-volatility API and the FX-seasonality (calendar-month) API in the catalogue. It tells you WHEN a market tends to move, not just how much. Patterns are descriptive, not predictive. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form; all times are UTC.

Uptime

100.0%

Latency

432ms

Subs

3,359

Who is actually trading a pair — retail or whales — read from the composition of Binance's aggregated trade tape by trade size, no key, nothing stored. Order flow tells you the net direction; this tells you the size profile behind it: whether a move is driven by a swarm of small retail prints or a handful of large institutional ones, often the more important signal. The distribution endpoint scans the recent aggregated trades for a pair and buckets them into size cohorts (micro under $1k, retail $1k-$10k, mid $10k-$100k, whale over $100k), returning each cohort's trade count, volume in base and quote and its share of total volume, plus the whale-volume share — the single read on how institutional the flow is. The percentiles endpoint returns the trade-size percentiles (p50, p90, p99) and the average, median and largest trade. The symbols endpoint lists tradable pairs. This is the trade-size composition / participant-mix analytics cut for crypto — distinct from the order-flow / CVD API (which measures buy-versus-sell direction), the order-book depth, the slippage and the price APIs in the catalogue. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form.

Uptime

100.0%

Latency

687ms

Subs

4,922

How crypto assets move together, computed live from Binance daily candles — no key, nothing stored. Correlation is the single most important input to diversification, pairs trading and risk: two coins with a correlation near 1 are effectively the same bet, while a low or negative correlation is genuine diversification. The matrix endpoint returns the full pairwise return-correlation matrix across a basket of coins over a chosen window, together with the average pairwise correlation — a one-number gauge of how "risk-on, all-together" the market is. The pair endpoint returns the correlation between any two coins, with the R-squared and a plain-language relationship label. The beta endpoint returns each coin's beta to BTC — how much it amplifies (beta above 1) or dampens (beta below 1) Bitcoin's moves — with its correlation and R-squared, the read altcoin traders use to size directional bets. Everything is computed from the standard deviation and covariance of daily log returns. This is the cross-asset correlation / beta analytics cut for crypto — distinct from the FX-correlation API, the single-asset realised-volatility API and the portfolio-optimiser in the catalogue. Coins are Binance bases (BTC, ETH) or full symbols (BTCUSDT); the quote defaults to USDT and the window is 14-365 days.

Uptime

100.0%

Latency

397ms

Subs

4,167

The shape of the crypto dated-futures curve and the annualised basis at every expiry, read live from Deribit's public futures book — no key, nothing stored. A single spot price tells you nothing about what the market pays to hold a position over time: dated futures trade at a premium (contango) or a discount (backwardation) to spot, and that premium, annualised, is the cash-and-carry yield basis traders harvest. The curve endpoint returns, for a currency (BTC or ETH), the spot index, the perpetual and every listed dated future — each with its days to expiry, mark price, the absolute and percent basis to spot and the annualised basis — plus the overall curve shape (contango or backwardation) and the front- and back-month annualised basis. The basis endpoint returns the annualised basis (cash-and-carry yield) for a chosen expiry, or the front future. This is the futures-curve / term-structure cut for crypto — distinct from the spot-versus-perpetual basis API (a single point on the curve), and from the funding-rate, options, max-pain, gamma and price APIs in the catalogue. Currency is BTC or ETH; expiry is a Deribit code like 26JUN26.

Uptime

100.0%

Latency

126ms

Subs

4,836

The crypto market's "fear gauge" and the premium option sellers earn, read live from Deribit's public DVOL index and Binance's candles — no key, nothing stored. DVOL is Deribit's 30-day forward implied-volatility index for BTC and ETH, the crypto equivalent of the VIX: the single number that says how much volatility the options market is pricing in. The index endpoint returns the latest DVOL, the session open/high/low/close, the 24-hour change and a plain-language regime label (low, normal, high, extreme). The vrp endpoint computes the variance risk premium — implied vol (DVOL) minus the realised volatility actually delivered over the last 30 days (annualised standard deviation of daily log returns from Binance candles): when implied sits well above realised, option sellers are being paid a premium and the rich/cheap signal flags it; when implied is below realised, options are cheap relative to what the market has been doing. The history endpoint returns the DVOL index time series. This is the implied-volatility-index / variance-risk-premium cut — distinct from the realised-volatility API (which has no implied leg), the equity VIX-family indices and the option-chain, skew and gamma APIs in the catalogue. Currency is BTC or ETH (the assets Deribit publishes DVOL for).

Uptime

100.0%

Latency

187ms

Subs

3,629

Where option-dealer hedging flows concentrate, and whether they damp or amplify price moves — computed live from Deribit's public option book, no key, nothing stored. Each open option carries gamma; when dealers are net long gamma they hedge against the move (buy dips, sell rips) and volatility is suppressed, and when they are net short gamma they hedge with the move and volatility is amplified. The gex endpoint aggregates Black-Scholes gamma across every listed expiry, weighted by open interest, into the net dealer gamma exposure (in dollars per 1% move), the call and put gamma split, the zero-gamma flip level — the spot price at which net GEX crosses zero, the boundary between the mean-reverting (positive-gamma) and trending (negative-gamma) regimes — where spot sits relative to it, and the strikes holding the most gamma (the pinning magnets and acceleration zones). The profile endpoint returns GEX by strike, across all expiries or one. The expiries endpoint returns net GEX per listed expiry. This is the dealer-gamma / GEX analytics cut for crypto — distinct from the max-pain / open-interest positioning view, the implied-vol skew surface, the raw option chain and the single-option Black-Scholes pricer in the catalogue. GEX uses the SpotGamma convention (dealers long calls / short puts, r=0) and Black-Scholes gamma from mark IV — a model estimate of positioning, documented as such, not exchange-reported dealer inventory. Currency is BTC, ETH, SOL or XRP.

Uptime

100.0%

Latency

154ms

Subs

3,136

The shape of the crypto implied-volatility surface, computed live from Deribit's public option book — no key, nothing stored. A single at-the-money number hides what the options market is really saying. The skew endpoint returns, for a currency (BTC, ETH, SOL, XRP) and expiry, the ATM implied vol, the implied vols of an out-of-the-money put and call at a chosen moneyness, the risk reversal (call IV minus put IV — positive means calls are bid and upside is favoured, negative means puts are bid and the market is paying up for downside protection) and the butterfly (the average of the wings minus ATM — how convex the smile is). The termstructure endpoint returns the ATM implied vol for every listed expiry, so you see whether near-dated vol sits above far-dated (backwardation, stress) or below (contango, the calm default). The smile endpoint returns the full implied-vol-by-strike curve for one expiry — the classic volatility smile. This is the volatility-surface analytics cut for crypto — distinct from the raw per-contract option chain, the max-pain / open-interest positioning view, the realised-volatility series and the US-equity put/call APIs in the catalogue. Currency is BTC, ETH, SOL or XRP; expiry is a Deribit code like 26JUN26 (omit for the nearest).

Uptime

100.0%

Latency

138ms

Subs

3,008

Who is actually hitting the market — buyers or sellers — read live from Binance's aggregated trade tape, no key, nothing stored. Every trade carries a flag for which side was the aggressor: a taker buy lifts the ask, a taker sell hits the bid. Summing those over a window gives order flow — the net buying or selling pressure that price action follows — and its running total is the Cumulative Volume Delta (CVD), the metric order-flow traders watch to spot absorption and divergence. The flow endpoint scans the recent aggregated trades for a pair (up to 5,000) and returns the taker-buy and taker-sell volume in base and quote, the delta (buy minus sell), the CVD over the window, the buy/sell ratio, the share of volume that was buying, a net-pressure label and the time span covered. The large endpoint surfaces the big prints — single aggressive trades above a notional threshold — and tags each as a taker buy or sell, so you see the whale orders moving the tape, with the buy- and sell-side large-trade totals. The symbols endpoint lists tradable pairs. This is the trade-flow / CVD microstructure analytics cut for crypto — distinct from the raw recent-trades feed, the order-book depth and the price, ticker and slippage APIs in the catalogue. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form.

Uptime

100.0%

Latency

555ms

Subs

3,159

Where the crypto options market is positioned, and the strike toward which an expiry's open interest exerts the most "pain" — computed live from Deribit's public option book, no key, nothing stored. Max pain is the strike at which the total value of all open options is lowest at expiry: the price at which the greatest dollar amount of option open interest expires worthless and option writers keep the most premium. Traders watch it because price often gravitates toward max pain into a large expiry. The maxpain endpoint takes a currency (BTC, ETH, SOL, XRP) and an expiry and returns the max-pain strike, the spot/underlying, how far spot sits from max pain, and the call and put open-interest totals with the put/call OI ratio. The oi endpoint returns the full open-interest-by-strike distribution for an expiry — which strikes hold the most open interest, the magnets and walls (support & resistance) traders watch. The expiries endpoint lists every listed expiry with its aggregate open interest, contract count and call/put split. This is the aggregate options-positioning / max-pain analytics cut for crypto — distinct from the raw per-contract option chain (greeks/IV), from US equity options and from the crypto-volatility APIs in the catalogue. Currency is BTC, ETH, SOL or XRP; expiry is a Deribit code like 26JUN26.

Uptime

100.0%

Latency

143ms

Subs

3,578

What a crypto trade actually costs once it eats into the order book — computed live from Binance's full depth feed (up to 5000 levels per side), no key, nothing stored. Top-of-book price is a fiction for anything but the smallest order: a real market order walks down the book, filling progressively worse levels, and the gap between the quoted price and the realised average fill is slippage. The estimate endpoint takes a pair, a side (buy or sell) and a size — in quote currency (notional, e.g. $250,000) or in base coin (quantity) — walks the live book level by level and returns the average fill price, the slippage versus the mid and versus top-of-book, the price impact (how far the last filled level sits from mid), the number of levels consumed and whether the book even holds enough liquidity to fill. The depth endpoint returns a liquidity profile: top bid/ask, mid, spread and the cumulative bid- and ask-side liquidity sitting within ±0.1%, ±0.25%, ±0.5%, ±1% and ±2% of mid, plus the book imbalance — a one-glance read on how deep and how lopsided a market is. The symbols endpoint lists tradable pairs. This is the execution-cost / market-impact analytics cut for crypto — distinct from the raw exchange order-book feed, from VWAP-on-candles, and from the price, ticker and quote APIs in the catalogue. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form.

Uptime

100.0%

Latency

388ms

Subs

3,297

How house prices are moving across the world's economies, read live from the Bank for International Settlements' Selected Residential Property Prices dataset. For roughly 60 countries the BIS publishes a quarterly residential property price index — both nominal and real (inflation-adjusted) — together with its year-on-year change. The latest endpoint returns every country's most recent reading at once — the nominal and real index plus the nominal and real year-on-year growth — sortable by nominal or real YoY so you instantly see which housing markets are heating up and which are cooling once you strip out inflation. The country endpoint returns a single country's latest reading; the history endpoint returns its quarterly index time series (nominal and real) so you can chart a market over time. Countries are given as ISO-2 codes (US, DE, GB, JP) or common names (xm is the euro area). The nominal index is the headline price level; the real index is deflated by consumer prices, so a negative real YoY means prices are falling after inflation even when the nominal index still rises. This is the real-estate / property-price macro data-cut — distinct from the FX-rate, central-bank, yield-curve, commodity and equity-index APIs in the catalogue. Live source, no key required upstream, nothing stored.

Uptime

100.0%

Latency

385ms

Subs

4,115

The tickers people are actually searching for right now, served from Yahoo Finance's public trending feed. This is an attention and retail-interest signal, not a price-mover list: the trending endpoint returns the most-searched symbols in a region (US, UK, Germany, France, India, Brazil and more), and enriches each one with its live price, day change and exchange — so you see what is grabbing attention and how it is moving. The ticker endpoint answers the question "is this symbol trending right now, and where does it rank". The regions endpoint lists the supported markets. This is the search-attention / sentiment data-cut for stocks — what retail is watching — distinct from the price-based market-movers, the live-quote and the intraday-candle APIs in the catalogue. Trending reflects search interest and shifts through the trading day. Live, no key on the upstream, nothing stored.

Uptime

100.0%

Latency

193ms

Subs

3,440

What the US national debt is actually made of, served from the Treasury's Monthly Statement of the Public Debt. The headline debt-to-the-penny figure is one number; this is the breakdown — how the roughly $39 trillion splits across Treasury Bills, Notes, Bonds, TIPS and Floating-Rate Notes (the marketable, tradable debt) versus the non-marketable debt (the Government Account Series held by federal trust funds, Savings Bonds, and State and Local Government Series). The composition endpoint returns the latest full breakdown by security class, each with its share of the total and its split between debt held by the public and intragovernmental holdings. The marketable endpoint isolates the tradable securities (Bills/Notes/Bonds/TIPS/FRN) with each one's share of marketable debt — the issuance mix that rates traders and the Treasury's quarterly refunding watch. The history endpoint returns one security class's outstanding amount month by month. This is the debt-structure data-cut, distinct from the debt-to-the-penny total, the fiscal-deficit and the yield-curve APIs in the catalogue. Live, updated monthly, no key on the upstream, nothing stored.

Uptime

100.0%

Latency

343ms

Subs

4,838