#finance

Official consumer-price inflation for the Republic of Moldova — sourced live from the National Bureau of Statistics of Moldova via its public PxWeb statbank (tables PRE012600, PRE012200 and PRE012800). The cpi endpoint returns the latest reported month with headline year-on-year inflation and the month-on-month price change. The series endpoint returns the monthly history of year-on-year and month-on-month inflation, parameterised by the number of months. The groups endpoint breaks the latest month down across the major divisions — food goods, non-food goods and services — each with its year-on-year rate, showing where price pressure sits. The core endpoint returns Moldova's core-inflation measures, computed by excluding volatile components such as food, energy and regulated prices, each with year-on-year and month-on-month change — the gauges central banks watch for underlying trend. All figures are published directly by the statistics bureau, not modelled, and refreshed from source behind a short server-side cache with keep-warm. Ideal for macro and emerging-market dashboards, CIS and EU-candidate economics trackers, cost-of-living and monetary-policy tools, and fintech needing a clean structured inflation feed for a market the big aggregators rarely cover at monthly resolution. Live keyless upstream. 5 endpoints.

api.oanor.com/moldova-cpi-api

Official foreign-trade statistics for the Republic of Moldova — exports, imports and the trade balance — sourced live from the National Bureau of Statistics of Moldova via its public PxWeb statbank (table EXT015000), all values in millions of US dollars. The trade endpoint returns the latest reported month with exports, imports, the trade balance and the export-to-import cover ratio. The series endpoint returns the monthly history of exports, imports and balance, parameterised by the number of months. The partners endpoint breaks the latest month down by partner-country group — total, CIS countries, the European Union and the rest of the world — each with its exports, imports and balance, showing where Moldova trades. The annual endpoint returns full-year totals for exports, imports and balance across recent years. Figures are published directly by the statistics bureau, not modelled, and refreshed from source with a short server-side cache and keep-warm. Ideal for macro and trade dashboards, emerging-market and CIS/EU economics trackers, supply-chain and current-account analysis, and fintech needing a clean structured trade feed for a market the big aggregators rarely cover at monthly resolution. Live keyless upstream. 5 endpoints.

api.oanor.com/moldova-trade-api

Official consumer-price-index and inflation data for the Åland Islands — the autonomous, Swedish-speaking, euro-area region of Finland — sourced live from Statistics and Research Åland (ÅSUB), the regional statistics authority, via its public PxWeb API (table KO010). The overall endpoint returns the latest headline CPI level (index base 2025 = 100) together with month-on-month and year-on-year change. The series endpoint returns the full monthly history of the headline index with monthly and annual change, parameterised by the number of months. The divisions endpoint breaks the basket down across the thirteen COICOP groups — food, alcohol & tobacco, clothing, housing & utilities, furnishings, health, transport, communication, recreation & culture, education, restaurants & hotels, miscellaneous and personal care — each with its index level and annual change. The drivers endpoint ranks those same divisions by their annual impact in percentage points, showing exactly which categories are pushing Åland inflation up or down. Figures are published directly by ÅSUB, not modelled or estimated, and are refreshed from source. Ideal for macro and regional-economics dashboards, cost-of-living and salary tools, Nordic and euro-area inflation trackers, and fintech that needs a clean, structured CPI feed for a market the big aggregators ignore. Live keyless upstream, short server-side cache. 5 endpoints.

api.oanor.com/aland-stats-api

Key macroeconomic indicators for the 38 OECD member countries, sourced from the official OECD SDMX data service. Pull the harmonised unemployment rate, the consumer price index and the long-term (10-year government bond) interest rate for any member country, look up a single indicator for one country, or read a full country snapshot with all indicators at once. Every value carries the indicator label, its unit and the exact period it refers to, and always resolves to the latest published observation — no date juggling. Coverage spans Australia to the United States, with the United Kingdom, Germany, Japan, France and every other OECD member in between. Built for dashboards, macro research and currency or rates models that need authoritative, comparable cross-country economic data. Distinct from market and FX feeds: this surfaces official OECD statistics.

api.oanor.com/oecd-api

Live data for the Tunis Stock Exchange (BVMT, the Tunisian market) with no key: the live quote for one or more stocks by ticker (price, change, open/high/low, volume, market cap, P/E, sector, in Tunisian dinars, with the company name), a ranked market screener (top gainers, losers, most active, or largest by market cap; primary Tunisian listings only), and the live value of the Tunindex 20 index.

api.oanor.com/tunisia-stock-api

Live data for the Santiago Stock Exchange (Bolsa de Santiago, the Chilean market) with no key: the live quote for one or more stocks by ticker (price, change, open/high/low, volume, market cap, P/E, sector, in Chilean pesos, with the company name), a ranked market screener (top gainers, losers, most active, or largest by market cap; primary Chilean listings only), and a search across the market by company name or ticker (optionally by sector).

api.oanor.com/chile-stock-api

Live data for the Athens Stock Exchange (ATHEX, the Greek market) with no key: the live quote for one or more stocks by ticker (price, change, open/high/low, volume, market cap, P/E, sector, in euro, with the company name), a ranked market screener (top gainers, losers, most active, or largest by market cap; primary Greek listings only), and the live value of the Athens indices (ATHEX Composite GD and FTSE/ATHEX Large Cap).

api.oanor.com/athex-api

Live data for the Warsaw Stock Exchange (GPW, the Polish market) with no key: the live quote for one or more stocks by ticker (price, change, open/high/low, volume, market cap, P/E, sector, in zloty, with the company name), a ranked market screener (top gainers, losers, most active, or largest by market cap; primary Polish listings only), and the live value of the Warsaw indices (WIG, WIG20, WIG30).

api.oanor.com/gpw-api

Live data for the Nairobi Securities Exchange (NSE Kenya, the Kenyan market) with no key: the live quote for one or more stocks by ticker (price, change, open/high/low, volume, market cap, P/E, sector, in shillings, with the company name), a ranked market screener (top gainers, losers, most active, or largest by market cap), and a search across the market by company name or ticker (optionally by sector).

api.oanor.com/nairobi-stock-api

Live data for the Casablanca Stock Exchange (CSE, the Moroccan market) with no key: the live quote for one or more stocks by ticker (price, change, open/high/low, volume, market cap, P/E, sector, in dirhams, with the company name), a ranked market screener (top gainers, losers, most active, or largest by market cap), and the live value of the MASI Index (the Moroccan All-Shares Index).

api.oanor.com/casablanca-stock-api

Live data for the Dhaka Stock Exchange (DSE, the Bangladesh market) with no key: the live quote for one or more stocks by ticker (price, change, open/high/low, volume, market cap, P/E, sector, in taka, with the company name), a ranked market screener (top gainers, losers, most active, or largest by market cap), and the live value of the DSE indices (DSE Broad Index DSEX and DSEX Shariah Index DSES).

api.oanor.com/dse-api

Live data for the Qatar Stock Exchange (QSE, the Doha market) with no key: the live quote for one or more stocks by ticker (price, change, open/high/low, volume, market cap, P/E, sector, in Qatari riyals, with the company name), a ranked market screener (top gainers, losers, most active, or largest by market cap), and the live value of the QE All-Share Index.

api.oanor.com/qse-api

Live data for the Nigerian Exchange (NGX, the Lagos market) with no key: the live quote for one or more stocks by ticker (price, change, open/high/low, volume, market cap, P/E, sector, in naira, with the company name), a ranked market screener (top gainers, losers, most active, or largest by market cap), and the live value of the NGX All-Share Index.

api.oanor.com/ngx-api

Live data for the Egyptian Exchange (EGX, the Cairo market) with no key: the live quote for one or more stocks by ticker (price, change, open/high/low, volume, market cap, P/E, sector, in Egyptian pounds, with the company name), a ranked market screener (top gainers, losers, most active, or largest by market cap), and the live value of the EGX 30 Index.

api.oanor.com/egx-api

Live data for the UAE stock markets (Abu Dhabi Securities Exchange ADX + Dubai Financial Market DFM) with no key: the live quote for one or more stocks by ticker (price, change, open/high/low, volume, market cap, P/E, sector, exchange, in dirhams, with the company name), a ranked market screener (top gainers, losers, most active, or largest by market cap; filterable by exchange), and the live value of the FTSE ADX General Index.

api.oanor.com/uae-stock-api

Live data for the Stock Exchange of Thailand (SET, the Bangkok market) with no key: the live quote for one or more stocks by ticker (price, change, open/high/low, volume, market cap, P/E, sector, in baht, with the company name), a ranked market screener (top gainers, losers, most active, or largest by market cap), and the live value of the SET Index.

api.oanor.com/set-api

Live data for the Saudi Stock Exchange (Tadawul, the Riyadh market) with no key: the live quote for one or more stocks by numeric ticker (price, change, open/high/low, volume, market cap, P/E, sector, in riyals, with the company name), a ranked market screener (top gainers, losers, most active, or largest by market cap), and the live value of the Tadawul All Shares Index (TASI).

api.oanor.com/tadawul-api

Live data for Bursa Malaysia (the KLSE / Malaysian stock market) with no key: the live quote for one or more stocks by ticker (price, change, open/high/low, volume, market cap, P/E, sector, in ringgit, with the company name), a ranked market screener (top gainers, losers, most active, or largest by market cap), and a search across the market by company name or ticker (optionally by sector).

api.oanor.com/klse-api

Live data for the Indonesia Stock Exchange (IDX / Bursa Efek Indonesia, the Jakarta market) with no key: the live quote for one or more stocks by ticker (price, change, open/high/low, volume, market cap, P/E, sector, in rupiah, with the company name), a ranked market screener (top gainers, losers, most active, or largest by market cap), and the live value of the Indonesian indices (IDX Composite / Jakarta Composite, LQ45).

api.oanor.com/idx-api

Live intraday quotes and order-book depth for the Taiwan market (the TWSE main board and the TPEx over-the-counter exchange), with no key. Read the live intraday quote for one or more stocks by code (current price, open/high/low, previous close, change and cumulative volume); and the five-level order book (the top five bid and ask prices and sizes). The Taiwan-equities / real-time / level-2-depth layer for trading dashboards and execution tools — distinct from end-of-day readers, this is the live intraday tape with order-book depth, across both TSE and TPEx. Live; short cache only.

api.oanor.com/taiwanrealtime-api

Live data from the Vietnamese stock market (the Ho Chi Minh and Hanoi exchanges), with no key. Read the live quote for one or more stocks by ticker (last price plus Vietnam's regulated daily price band — ceiling, floor and reference — open/high/low, change and volume); the order book (the top three bid and ask levels); and foreign-investor flows (foreign buy and sell volume and value, and the remaining foreign-ownership room). The Vietnam-equities / price-band / foreign-flow layer for trading dashboards, screeners and research — distinct from other exchange readers, this is the Vietnamese market with its price-band and foreign-room data. Live; short cache only.

api.oanor.com/hose-api

Live data from the Hong Kong Stock Exchange (HKEX), with no key. Read the live quote for one or more HKEX-listed stocks by their stock code (price, open/high/low, previous close, change, volume, turnover, P/E and market capitalisation, in Hong Kong dollars, with the Chinese and English names); and the live value of the major Hong Kong indices (Hang Seng, Hang Seng TECH, Hang Seng China Enterprises). The Hong-Kong-equities / Hang-Seng-index layer for trading dashboards, screeners and research — distinct from other exchange readers, this is the HKEX market. Live; short cache only.

api.oanor.com/hkex-api

Live data for the Chinese A-share market (the Shanghai and Shenzhen stock exchanges), with no key. Read the live quote for one or more A-share stocks by code (price, open/high/low, previous close, change, volume, turnover, P/E, P/B and market capitalisation, in yuan); and the live value of the major Chinese indices (Shanghai Composite, Shenzhen Component, ChiNext, STAR 50). The China-equities / A-share / index layer for trading dashboards, screeners and research — distinct from other exchange readers, this is the Shanghai/Shenzhen market. Live; short cache only.

api.oanor.com/china-stock-api

Live data for the Korean stock market (KOSPI and KOSDAQ on the Korea Exchange), with no key. Read the live quote for one or more stocks by their six-digit code (price, open/high/low, change, volume and market capitalisation, in Korean won); the live value of a market index (KOSPI, KOSDAQ, KOSPI 200); and the top stocks ranked by market capitalisation. The Korea-equities / KOSPI-index / market-cap-ranking layer for trading dashboards, screeners and research — distinct from other exchange readers, this is Korean market data. Live; short cache only.

api.oanor.com/krx-api

Live data from the Ghana Stock Exchange (GSE), with no key. Read the live market snapshot of every listed equity (price in Ghanaian cedis, change and volume); a full company quote with fundamentals (price, market capitalisation, shares outstanding, EPS, dividend per share, sector and industry); the company profile (name, sector, industry, address, website); and the day's top gainers and losers. The Ghana-equities / fundamentals / company-profile layer for trading dashboards, screeners and research — distinct from other exchange readers, this is GSE data. Live from the public kwayisi feed; short cache only.

api.oanor.com/gse-api

Live data from BYMA (Bolsas y Mercados Argentinos), the Argentine exchange, with no key. Read the live value of every BYMA index — the S&P MERVAL, the S&P BYMA General and the BYMA CEDEAR index among them — with level, change and VWAP; look up a single index; pull the public-bond market with prices, maturities and days-to-maturity (Argentine sovereign and public bonds); and look up a single bond. The Argentina-equities-index / sovereign-bond layer for trading dashboards, screeners and research — distinct from other exchange readers, this is BYMA index and bond data. Live from the BYMA free API; short cache only.

api.oanor.com/byma-api

Live data for the Philippine Stock Exchange (PSE), with no key. Read the whole-market snapshot of every listed stock (price in Philippine pesos, percent change and volume); a single stock quote; and the day's top gainers and losers computed across the market. The Philippines-equities / market-snapshot / movers layer for trading dashboards, screeners and research — distinct from other exchange readers, this is PSE data. Live from the public phisix feed; short cache only.

api.oanor.com/pse-api

Live multi-market data from the Moscow Exchange (MOEX), with no key. Read the live quote for any share (last, open/high/low, change, volume and value); the bond market with clean prices, yields to maturity and maturity dates (government OFZ and corporate); the value of any MOEX index (IMOEX, RTSI and the rest); the end-of-day price history; and the securities directory for shares, bonds or indices. The Russia-equities / bonds-with-yield / multi-market layer for trading dashboards, screeners and research — distinct from other exchange readers, MOEX spans shares, bonds and indices in one feed. Live from the MOEX ISS API; short cache only.

api.oanor.com/moex-api

Live data from the Colombo Stock Exchange (CSE) in Sri Lanka, with no key. Read the day's market summary (turnover, share volume, trades); the headline ASPI all-share index; a full company quote with fundamentals (last price, day and 52-week range, market cap, today's volume and turnover, foreign-holding percentage and the beta versus the ASPI and S&P SL20 indices); and the day's top gainers, losers and most-active stocks. The Sri-Lanka-equities / frontier-market / foreign-holding-and-beta layer for trading dashboards, screeners and research — distinct from other exchange readers, with a fundamentals-and-risk cut. Live from CSE; short cache only.

api.oanor.com/cse-api

Live intraday and historical data for the Pakistan Stock Exchange (PSX), with no key. Read the latest quote for any listed symbol (last price, day change, sector, instrument type); pull the intraday tick series (every trade — time, price, size); get the end-of-day price history; and browse the full symbol directory classified by sector and instrument type (equity, ETF, debt). The Pakistan-equities / intraday-tick / symbol-directory layer for trading dashboards, screeners and research — distinct from other exchange readers, with intraday tick-level granularity. Live from the PSX Data Portal; short cache only.

api.oanor.com/psx-api

Live and historical price data for Turkish equities on Borsa Istanbul (BIST), with no key. Read the latest daily quote for any BIST stock (close, weighted average, high/low, volume and market cap, in both Turkish lira and US dollars); pull the daily price history over any window; get a dollar-denominated price history — essential for seeing real returns in a high-inflation market; and read computed period returns (1 week, 1 month, 3 months) in both TRY and USD. The Turkey-equities / price-history / dual-currency layer for trading dashboards, screeners and research — distinct from other exchange readers, this is BIST time-series data with a TRY/USD view. Live; short cache only.

api.oanor.com/borsaistanbul-api

Live data from the Singapore Exchange (SGX), with no key. Read the live quote for any listed security by its trading code (last price, open/high/low, previous close, change and volume); pull a market list filtered by instrument type across SGX's full universe — stocks, ETFs, REITs, business trusts, ADRs, warrants and bonds; read the day's top gainers and losers; and see the breakdown of instrument types with counts. The Singapore-equities / multi-instrument / REIT-and-ETF layer for trading dashboards, screeners and fintech — distinct from other exchange readers, covering every SGX instrument type. Live from SGX; short cache only.

api.oanor.com/sgx-api

Live data from B3 (Brasil Bolsa Balcão), Latin America's largest stock exchange, with no key. Read the live snapshot for any ticker (close, day change, volume, market cap, sector); pull a sector-classified ranking of every listed stock, fund and BDR (by market cap or volume, filterable by sector and instrument type); list the B3 sectors and instrument types; and read the market indexes B3 tracks. The Brazil-equities / sector / market-cap-ranking layer for trading dashboards, screeners and fintech — distinct from other exchange readers, with a dedicated sector-classification cut. Live from the public brapi feed; short cache only.

api.oanor.com/b3-api

Live data from the Taiwan Stock Exchange (TWSE), with no key. Read the daily quote for any listed stock by its code (open/high/low/close, change, traded volume and value); pull a whole-market snapshot of every listed stock; get per-stock valuation metrics (price/earnings ratio, price/book ratio and dividend yield); read the live value of every TWSE index (the headline TAIEX and all sector indices); and get the daily history of the TAIEX index. The Taiwan-equities / valuation / index layer for trading dashboards, screeners and fintech — distinct from other exchange readers, with a dedicated valuation cut. Live from TWSE via its official OpenAPI; short cache only.

api.oanor.com/twse-api

Live individual-stock data from the Bombay Stock Exchange (BSE), Asia's oldest exchange, with no key. Read the live quote for any listed stock by its BSE scrip code (last price, day change, open/high/low, previous close); get the company master detail (ISIN, industry, trading group, face value, index membership); search BSE-listed companies by name to resolve a scrip code; and read the 52-week high/low. The Indian single-stock / equity-quote / company-lookup layer for trading dashboards, screeners and fintech — distinct from index-and-movers readers, this is stock-level BSE data by scrip code. Live from BSE; short cache only.

api.oanor.com/bse-api

Live market data from the National Stock Exchange of India (NSE), with no key. Read the live value of every NSE index (NIFTY 50, BANK NIFTY, NIFTY NEXT 50 and the rest) with open/high/low, day change and 52-week range; check the open/close status of each market segment; pull the day's top gainers and losers for any index group; and read the most-active securities by traded value or volume. The Indian-equities / stock-index / market-movers layer for trading dashboards, screeners, fintech and research — distinct from US-stock and FX-rate readers. Live from NSE; short cache only.

api.oanor.com/nseindia-api

Live technical-analysis ratings and market screeners from TradingView, with no key. TradingView's famous "Strong Buy / Buy / Neutral / Sell / Strong Sell" gauge aggregates around 26 indicators into one consensus rating; this reads TradingView's own public scanner and returns it cleanly across crypto, US stocks and forex. Get the full technical rating for any symbol — the overall consensus plus the separate moving-average and oscillator sub-ratings, with the live RSI, MACD, ADX and Stochastic values; screen a market for the top movers ranked by change, volume, rating or price, each with its rating; and find symbols by name with their price and rating. The technical-signal / screening layer for trading dashboards, screeners, alpha tools and analytics. Distinct from single-indicator APIs — this is TradingView's aggregated consensus rating and multi-symbol screener. Live from TradingView; short cache only.

api.oanor.com/tradingview-api

The public stocks that give exposure to crypto, tracked live and keyless from Yahoo Finance — the Bitcoin miners, the exchanges and brokers, and the Bitcoin-treasury companies that trade as a high-beta play on the asset class. Beyond the spot ETFs, a whole complex of operating companies moves with crypto: the miners (MARA, RIOT, CleanSpark, IREN and more), the exchanges and brokers (Coinbase, Robinhood) and the treasury companies (Strategy/MSTR and others) that hold Bitcoin on their balance sheet. These equities typically move several times harder than Bitcoin itself, which makes them the high-beta way to trade the theme and a real-time read on how the market is pricing the crypto business. The stocks endpoint lists every tracked crypto-related stock, ranked by trading volume, each with its price, daily change, volume and category. The category endpoint filters to one group — miners, exchanges or treasury — with that group's average daily move, so you can see which part of the complex is leading. The stock endpoint returns one company's detail by ticker. The summary endpoint is the complex-wide read: the average move of the miners versus the exchanges versus the treasury companies, the leading sub-group and the day's biggest gainer and loser (the miners, being highest-beta, usually lead in both directions). This is the crypto-equities cut — distinct from the spot-crypto-ETF feed (passive funds that hold the coin, not operating companies), the corporate-Bitcoin-treasury feed (which reports how much BTC each company holds, not its stock price) and the coin price feeds. It tracks equity market activity (price, daily change, volume); prices and volumes are in USD. No key, nothing stored beyond a short cache.

api.oanor.com/cryptostocks-api

The US spot Bitcoin and Ethereum exchange-traded funds, tracked live and keyless from Yahoo Finance — the single biggest channel for institutional money into crypto. Since the 2024 launch of spot crypto ETFs, IBIT (BlackRock), FBTC (Fidelity), GBTC (Grayscale), ARKB, BITB and the rest trade billions of dollars a day, and their activity is a cleaner read on institutional appetite than any on-chain metric. The bitcoin endpoint lists every tracked spot Bitcoin ETF, ranked by trading volume, each with its price, daily change and volume, plus the aggregate total volume across all the funds and the day's volume leader. The ethereum endpoint does the same for the spot Ethereum ETFs (ETHA, FETH, ETHE and the rest). The etf endpoint returns one fund's detail by ticker. The summary endpoint is the institutional-appetite snapshot: total Bitcoin-ETF versus Ethereum-ETF trading volume and the ratio between them — which asset institutions are leaning into today — with the leading fund on each side. This is the spot-crypto-ETF trading cut — distinct from the coin price and market-cap feeds, the on-chain and mining feeds, and the Bitcoin valuation-model feed. It tracks ETF market activity (price, daily change, volume); it does NOT report fund flows or assets-under-management, which are not available without a paid/closed source — trading volume is the keyless institutional-interest proxy. Prices and volumes are in USD as reported by the exchange. No key, nothing stored beyond a short cache.

api.oanor.com/cryptoetf-api

Institutional (13F) ownership of US stocks, live and keyless, from Nasdaq's public company data. Every quarter the big money — Vanguard, BlackRock, State Street, hedge funds and pensions — must disclose its US equity holdings in 13F filings, and that ownership is one of the most-watched fundamentals: how much of a stock is held by institutions, which funds hold it, and whether smart money is accumulating or distributing it. The ownership endpoint gives a stock's institutional-ownership summary: the percentage of the company held by institutions, the total shares outstanding, the total dollar value of institutional holdings and the count of holders. The holders endpoint is the league table of the largest institutional holders — each fund with the shares it holds, how that changed last quarter (shares and percent), the dollar value and the filing date. The activity endpoint is the accumulation/distribution view: how many institutions increased, decreased, opened (new) or closed (sold-out) their positions and the shares involved, plus a net read on whether institutions were net buyers or sellers. This is the 13F institutional-ownership cut — distinct from the insider feed (company officers' and directors' own Form 4 trades), the short-interest feed (shares sold short and days-to-cover) and the analyst, quote and movers feeds. 13F holdings are disclosed quarterly, so the data updates each filing season, not intraday. Shares are counts, values in US dollars, percentages as reported. No key, nothing stored.

api.oanor.com/institutions-api

The SOFR term reference rates that actually price US dollar floating-rate loans and notes, live from the Federal Reserve Bank of New York's public markets API — no key, nothing stored. Now that LIBOR is gone, trillions of dollars of loans, FRNs and derivatives reference SOFR, but almost none of them reference the overnight SOFR fixing directly: they reference the New York Fed's compounded SOFR Averages (30-, 90- and 180-day) and the SOFR Index, the backward-looking term rates that turn the daily fixing into a usable loan rate. The rates endpoint returns the three averages, the SOFR Index value and a plain-language read of the term-average slope (with the overnight SOFR for context). The accrual endpoint is the operational one: give it a start and end date and it computes the realized compounded SOFR over that period straight from the SOFR Index — the exact arithmetic (Index_end / Index_start − 1, ACT/360) a loan servicer or FRN desk runs to settle an interest period, with the resulting rate and dollar interest. The history endpoint returns the averages and index as a daily time series. This is the SOFR term-rate / accrual cut — distinct from the overnight money-market benchmark board (the daily SOFR fixing, without the compounded averages or the index) and from the funding-spread stress monitor (the spreads between overnight rates, not the term reference rates).

api.oanor.com/sofraverages-api

The ratios between gold, silver, platinum and palladium, where they sit in their own multi-year history, and which metal is cheap relative to which — computed live from Yahoo Finance futures, no key, nothing stored. A precious-metal price tells you what an ounce costs; the ratio between two metals tells you which is expensive relative to the other — and these ratios are famously mean-reverting, which is why the gold/silver "mint ratio" is one of the oldest trades there is: when it stretches to an extreme, traders rotate from the dear metal into the cheap one and ride it back. A single current ratio is only half the story; what matters is where that ratio sits in its multi-year range. This API computes the gold/silver, gold/platinum, platinum/palladium, gold/palladium and silver/platinum ratios, and for each returns its current value, its percentile within a multi-year window (the context that turns a number into a signal), the window min/max/average, and a plain-language rotation read — at a high percentile the numerator metal is historically expensive (favour the denominator), at a low percentile the reverse. The ratios endpoint returns the whole complex; the ratio endpoint returns one pair with its component prices; the history endpoint returns the ratio time series. This is the precious-metal-ratio / mean-reversion cut — distinct from the inter-commodity crack/crush spread API (which gives the current gold/silver ratio but no history, percentile or signal), the intermarket-ratio board and the metals spot-price feed. It is the ratio with its history attached.

api.oanor.com/preciousratios-api

The shape of the commodity futures curve — contango versus backwardation — and the roll yield it pays, computed live from Yahoo Finance dated futures contracts, no key, nothing stored. A single commodity price hides the most important thing about it: what the market charges to hold it forward. When deferred contracts cost MORE than the front (an upward curve, contango) a long futures position bleeds money as it rolls up the curve each month; when they cost LESS (a downward curve, backwardation — classic for crude oil in tight markets) the roll pays you. That roll yield, not the spot move, is what drives the long-run return of commodity-index investing. This API reads the actual dated contracts — the front month and the deferred months out the curve — for crude oil, natural gas, gasoline, gold, silver, copper, corn, wheat and soybeans, and returns the full term structure, the front-to-second-month roll yield annualised, the curve shape and the front-vs-back spread. The curve endpoint returns one commodity's full chain; the screener endpoint ranks every commodity by roll yield, separating the backwardated markets (positive carry for a long) from the contango ones (negative carry). This is the commodity futures term-structure / roll-yield cut — distinct from the crypto dated-futures curve API, the inter-commodity crack/crush spread API, the commodity-momentum and seasonality APIs and the spot price feeds. It is the carry, read straight off the curve.

api.oanor.com/commoditycurve-api

The money-market spreads that signal whether US dollar funding is calm or seizing up, computed live from the Federal Reserve Bank of New York's public rates API — no key, nothing stored. The headline overnight rates all sit within a few basis points of each other when markets are healthy; it is the spreads between them, and their spikes, that reveal stress. The most-watched is SOFR minus EFFR: SOFR is the cost of secured (collateralised, repo) borrowing and EFFR the cost of unsecured fed-funds borrowing, so when SOFR climbs above EFFR it means collateral is suddenly expensive — the classic repo-stress signal that blew out in September 2019 and around quarter-ends. This API computes that and the other key spreads — SOFR vs the Overnight Bank Funding Rate, SOFR vs the Broad General Collateral Rate, and the general-vs-tri-party collateral spread — in basis points, with a funding-stress regime read. The spreads endpoint returns the live rate board and every spread; the distribution endpoint returns SOFR's intraday percentile spread (99th minus 1st), a within-day dispersion gauge that widens when funding is segmented; the history endpoint returns the time series of any spread and counts the stress days. This is the funding-stress / money-market-spread cut — distinct from the raw NY-Fed rate-level feed (which lists the rates but not the spreads or the stress signal), the central-bank-policy and the yield-curve APIs. It is the gap between the rates, which is where the stress lives.

api.oanor.com/fundingspread-api

How much more volatility the options market is pricing in than the market has actually delivered — the carry that every short-volatility strategy harvests — computed live from Yahoo Finance, no key, nothing stored. Implied volatility (the VIX and its cousins) is almost always richer than the volatility that subsequently shows up: investors pay up for protection, and that gap, the variance risk premium, is one of the most persistent paid-for risks in markets. This API measures it directly across the major asset classes that publish an implied-vol index: for the S&P 500 (VIX), the Nasdaq 100 (VXN), crude oil (OVX) and gold (GVZ), it takes the live implied-vol index and subtracts the realised volatility actually delivered by the underlying over the matching ~30-day window (annualised standard deviation of daily log returns), and returns the premium in volatility points, the implied/realised ratio and a rich/cheap read. A large positive VRP means options are expensive relative to what the market has been doing (sellers are well paid); a negative VRP — implied below realised — is rare and flags that options are cheap, often during or right after a stress event. The premium endpoint returns all four markets ranked; the asset endpoint returns one market with 21- and 30-day realised legs; the history endpoint returns the VRP time series. This is the implied-minus-realised / variance-risk-premium cut for equities and commodities — distinct from the implied-vol level board (no realised leg), the realised-volatility dashboard (no implied leg) and the crypto-only DVOL/VRP API.

api.oanor.com/vrp-api

The shape of the equity volatility curve — the single most-watched regime signal in the options world — computed live from Yahoo Finance, no key, nothing stored. A VIX level tells you how scared the market is right now; the term structure tells you whether that fear is short-term panic or a calm, persistent state, and which way it is rolling. This API reads the S&P 500 implied-volatility curve across four tenors — the 9-day VIX, the headline 30-day VIX, the 3-month VIX and the 6-month VIX — and turns it into a regime. When the curve slopes up (VIX < VIX3M < VIX6M) the market is in contango: calm, with near-term vol cheaper than far, the state short-vol strategies harvest. When it inverts to backwardation (VIX above VIX3M) the front end is bid above the back: acute stress, fear spiking, historically near capitulation. The structure endpoint returns the live curve, the contango ratio (VIX / VIX3M), the short-end ratio (VIX9D / VIX), the roll yield a short-vol position would earn, the slope classification and a regime read, with VVIX (the vol of the VIX) for context. The history endpoint returns the daily time series of the contango ratio and flags every backwardation day. The percentile endpoint places today's contango ratio in its one-year range. This is the volatility term-structure / contango-backwardation cut — distinct from the cross-asset VIX-family level board, the crypto DVOL index and the realised-volatility APIs. It is the shape of fear, not its level.

api.oanor.com/vixterm-api

A formal statistical test of whether a market follows a random walk, or whether its returns carry tradeable momentum or mean-reversion that is real rather than noise — the Lo-MacKinlay variance ratio test, computed live from Yahoo Finance daily closes, no key, nothing stored. Most persistence tools give you a single descriptive number; this gives you a hypothesis test with a verdict. The variance ratio compares the variance of multi-day returns to the variance of one-day returns scaled up: under a true random walk the ratio is 1 at every horizon. A ratio above 1 means returns positively autocorrelate (trends persist — momentum); below 1 means they reverse (mean-reversion). Crucially it attaches a heteroskedasticity-robust z-statistic and a p-value at each horizon, so you know whether the deviation from a random walk is statistically significant or just sampling noise — the thing a point estimate cannot tell you. The asset endpoint runs the test at horizons of 2, 4, 8 and 16 days and returns each ratio, z-statistic, p-value and a reject/fail-to-reject verdict, plus an overall read. The screener endpoint ranks the cross-asset universe by their 2-day variance ratio, separating the statistically momentum-like markets from the mean-reverting ones. This is the random-walk hypothesis-test cut — distinct from the Hurst-exponent regime API (a point estimate with no significance), the momentum and the price APIs. It is the test, with the p-value attached.

api.oanor.com/varianceratio-api

The two best-documented calendar anomalies in equities — the day-of-week effect and the turn-of-month effect — measured live across a cross-asset universe from Yahoo Finance daily history, no key, nothing stored. Decades of research show returns are not spread evenly through the week or the month: the turn-of-month effect — the cluster of the last trading day of a month and the first few of the next — has historically captured the bulk of the entire month's gain while the rest of the month drifts; and the day-of-week effect (the old "Monday effect" and its kin) shows some weekdays running persistently stronger than others. This API quantifies both directly. The turnofmonth endpoint splits an instrument's history into the turn-of-month window (the last trading day plus the first three of each month) versus the rest, and returns the average daily return and win-rate of each, the spread between them, and the share of the total return earned inside that handful of days. The dayofweek endpoint returns, for each weekday, the average daily return, win-rate and sample size, with the best and worst day. The screener endpoint ranks the cross-asset universe by the strength of the turn-of-month effect, so you can see where the calendar edge is biggest. This is the day-of-week / turn-of-month calendar-anomaly cut — distinct from the month-of-year seasonality APIs (equity-index, FX, commodity) and the crypto-only intraday/day-of-week seasonality API. Patterns are descriptive, not predictive.

api.oanor.com/calendareffects-api

Which markets are trading on abnormal volume right now — the first scan a day-trader runs to find what is "in play" — computed live from Yahoo Finance daily volume, no key, nothing stored. Price tells you where a market is; volume tells you whether anyone cares. A stock drifting on half its normal volume is noise; the same stock on three times its average is a market reacting to something — earnings, news, a breakout — and that is where the opportunity and the risk live. Relative volume (RVOL) is today's volume divided by its recent average: 1.0 is a normal day, 2.0 is double, and anything above signals unusual participation. For each instrument this API returns today's volume, its 20- and 50-day average volume, the RVOL against each, where today's volume sits as a percentile of the window, the dollar (notional) volume for liquidity, and whether volume is trending up or down. The asset endpoint returns one instrument's full volume profile; the screener endpoint ranks the universe by RVOL, putting the names trading on the most unusual volume — the ones in play — at the top. This is the relative-volume / unusual-activity cut — distinct from the bring-your-own-series volume-indicator tools (OBV, MFI), the crypto volume-by-price profile, the order-flow tape and the price APIs. It is the volume that is out of the ordinary.

api.oanor.com/rvol-api

Where each market closes inside its daily range, and what that says about who is in control into the bell, computed live from Yahoo Finance daily OHLC — no key, nothing stored. The close is the most important price of the day: a market that runs up but closes back near its low was sold into all afternoon (distribution), while one that closes on its highs has buyers in firm control (accumulation), even if the headline change is the same. The Close Location Value (CLV) captures this on a -1 to +1 scale — +1 is a close exactly on the high, -1 exactly on the low, 0 the middle of the range. This API turns it into a conviction gauge. For each instrument it returns today's CLV, the average CLV over the window (a positive average means closes persistently in the upper half — accumulation; negative means distribution), the recent 20-day CLV as the current pressure reading, the share of days that closed in the upper third versus the lower third of their range, and a plain-language read. The asset endpoint returns one instrument's full closing-strength profile; the screener endpoint ranks the cross-asset universe from strongest accumulation to heaviest distribution, so you can see where buyers are quietly winning the close. This is the close-location / accumulation-distribution-pressure cut, price-only and no volume — distinct from the candlestick-pattern API (named shapes on the last bar), the volume-indicator tools and the price feeds. It is who won the day.

api.oanor.com/closestrength-api

The volatility-coiling setups breakout traders hunt, computed live from Yahoo Finance daily OHLC — no key, nothing stored. Markets do not trend or chop at random: tight-range days cluster and precede expansion, and the classic edge — Toby Crabel's NR7 (the narrowest daily range of the last seven), the inside day (a bar wholly inside the prior one) and the outside day (a bar that engulfs it) — is that a coiled spring releases. This API measures the coil and the release. For each instrument it returns today's range as a percentile of its recent range (low = contracted/coiling, high = already expanded), whether today is an NR7, NR4, inside or outside day, the average daily range, and the historical frequency of each setup. Crucially it also returns the follow-through: after an NR7, how often the next day broke the NR7 day's high or low and how often its range expanded — the base rate that tells you whether the coil is worth trading. The asset endpoint returns one instrument's full range profile; the screener endpoint ranks the universe by contraction (most coiled, lowest current range percentile — the breakout candidates) or by realised range. This is the range-contraction / NR7 breakout-setup cut — distinct from the candlestick-pattern API (named reversal/continuation shapes, not range size), the volatility dashboard (level, not the coil), and the gap and price APIs. It is the squeeze before the move.

api.oanor.com/rangeexpansion-api

The consecutive up- and down-day runs swing-traders fade, with the historical probability that a run reverses, computed live from Yahoo Finance daily closes — no key, nothing stored. "It has gone up five days in a row, it is due a pullback" is a guess until you put a number on it. This API counts every up- and down-day run in an instrument's history and measures, for each run length, how often the very next day reversed it — turning a gut feeling into a base rate. For each instrument it returns the current streak (its direction and length), the longest up and down streaks in the window, the average run length, the full distribution of run lengths, and the reversal table: after k consecutive up (or down) days, the share of times the next day went the other way, with the sample size behind each figure. If a name is currently on a streak it also returns the historical odds that tomorrow reverses it — the one number a mean-reversion trader wants. The asset endpoint returns one instrument's full streak profile; the screener endpoint ranks the universe by how stretched each is right now (current streak length), so you can see what is most extended. This is the consecutive-run / reversal-odds cut — distinct from the Hurst persistence-regime API, the multi-timeframe momentum API, the candlestick-pattern API and the price feeds. It is the runs, counted, with the odds attached.

api.oanor.com/streak-api

The overnight-gap behaviour day-traders actually trade, computed live from Yahoo Finance daily OHLC — no key, nothing stored. A gap is the jump between yesterday's close and today's open — the move that happens while the market is shut, on overnight news and futures drift. Traders live and die on two questions: how often does a name gap, and does the gap fill (price retraces to yesterday's close) or run (it keeps going). This API answers both with hard frequencies. For each instrument it returns how often it gaps up and down beyond a configurable threshold, the average size of up- and down-gaps, the gap-fill rate (the share of gaps where price traded back through the prior close intraday — for an up-gap, the day's low reaching the prior close), and the continuation rate (how often the day closes in the direction of the gap rather than fading it), plus the largest recent gaps. The asset endpoint returns one instrument's full gap profile with its biggest recent gaps; the screener endpoint ranks a universe of liquid stocks and ETFs by gappiness or gap-fill rate, surfacing the names that gap most and the ones whose gaps reliably fill. This is the opening-gap / overnight-jump microstructure cut — distinct from the price, candlestick-pattern, volatility and risk APIs in the catalogue. It is what happens between the close and the open.

api.oanor.com/gapstats-api

Measures the thing that destroys portfolios: correlations that look comfortably low in calm markets but spike toward 1 exactly when the market crashes, so the diversifiers you were counting on all fall together — computed live from Yahoo Finance daily closes, no key, nothing stored. A normal full-sample correlation hides this by averaging the calm days with the crisis days; this API instead conditions on the benchmark's extremes. For each asset it returns the ordinary correlation to the benchmark, the crash correlation (measured only on the benchmark's worst days — its lower tail), the rally correlation (on its best days), and the breakdown: how much the correlation rises in a crash versus normal. A bond, gold or commodity position with a low normal correlation but a high crash correlation is a false diversifier; one whose correlation stays low or falls in the tail is a genuine hedge. The asset endpoint returns one instrument's full tail-correlation profile; the screener endpoint ranks the cross-asset universe by crash correlation, surfacing which holdings actually fail when you need them. This is the conditional / tail-correlation cut — distinct from the unconditional cross-asset, sector and FX correlation matrices (which average all days together), the up/down capture API (magnitudes, not co-movement) and the price APIs. It is correlation when it matters: in the crash.

api.oanor.com/tailcorr-api

Measures the asymmetry every allocator actually cares about: how much of a benchmark's gains an asset captures when the market rises, versus how much of its losses it suffers when the market falls — computed live from Yahoo Finance daily closes, no key, nothing stored. A single beta assumes a market moves the same up and down, but the assets worth owning do not: they participate in rallies and cushion sell-offs, and the ones to avoid do the opposite. This API splits the benchmark's history into up-days and down-days and measures each side separately. The upside capture is the asset's average gain on the benchmark's up-days relative to the benchmark (above 100 = it gains more than the market in rallies); the downside capture is the same on down-days (below 100 = it loses less in sell-offs — defensive). Their ratio, the capture ratio, is the headline: above 1 means a favourable asymmetry. It also returns the downside beta and upside beta — the asset's beta measured only on the benchmark's down- and up-days — whose gap reveals whether the asset is more exposed in crashes than in rallies. The asset endpoint returns one instrument's full asymmetry profile; the screener endpoint ranks the cross-asset universe by capture ratio, downside capture or downside beta. This is the conditional / up-down asymmetry cut — distinct from the single unconditional beta screener, the correlation matrix, and the total-risk and tail-risk APIs. It separates the up market from the down market.

api.oanor.com/capture-api

Ranks the major markets by how brutal their bad days are, computed live from Yahoo Finance daily closes — no key, nothing stored. Volatility and the Sharpe ratio assume returns are symmetric and well-behaved, but the losses that actually blow up a book live in the left tail — the rare, deep down-days a standard-deviation number smooths away. This API measures that tail directly. For each market it returns Value-at-Risk (the daily loss not exceeded on 95% / 99% of days, both the historical percentile and the normal-distribution parametric estimate), the Conditional VaR / Expected Shortfall (the average loss on the worst days, beyond VaR — how bad the bad days really are), and the shape of the return distribution: skewness (negative = crash-prone, a long left tail) and excess kurtosis (high = fat-tailed, outlier-prone). The asset endpoint returns one instrument's full tail-risk profile; the screener endpoint ranks the cross-asset universe (equities, sectors, commodities, bonds, FX and crypto; filterable by class) from the most tail-risky to the safest. This is the cross-asset distribution-tail / VaR-CVaR cut — distinct from the bring-your-own-series risk-metrics engine, the crypto-only coin risk scorecard, the drawdown-pain (Ulcer) screener and the volatility APIs. It is the left tail, measured across the whole book.

api.oanor.com/tailrisk-api

Tells you whether each market is trending, behaving like a random walk, or mean-reverting — the single most important thing to know before choosing a strategy — computed live from Yahoo Finance daily closes, no key, nothing stored. A trend-following system bleeds money in a mean-reverting market, and a fade-the-move system gets run over in a trending one; the Hurst exponent (via rescaled-range R/S analysis) measures which world you are in. A Hurst above ~0.55 means the series is persistent — moves tend to continue, so it trends and trend-following fits; near 0.5 it is a random walk with no edge either way; below ~0.45 it is anti-persistent — moves tend to reverse, so it mean-reverts and fading extremes fits. Alongside it the API returns the Kaufman Efficiency Ratio (net move divided by the total path travelled, 0 = pure noise, 1 = a perfectly straight trend), a second intuitive read on how cleanly a market is trending. The asset endpoint returns one instrument's Hurst, efficiency ratio and a regime label; the screener endpoint ranks the cross-asset universe (equities, sectors, commodities, bonds, FX and crypto; filterable by class) from most trending to most mean-reverting. This is the persistence / trend-versus-mean-reversion regime cut — distinct from the z-score stretch gauges (how far a price is from its average right now, not the structure of its moves), the multi-timeframe momentum-alignment API and the price APIs. It tells you which kind of strategy the market is paying for.

api.oanor.com/hurst-api

Where the leveraged funds and the asset managers are positioned in the financial futures — currencies, stock indices and interest rates — read live from the CFTC Traders in Financial Futures (TFF) report, no key. For financial futures the CFTC publishes a dedicated breakdown the commodity-style reports do not: Dealer/Intermediary (the sell-side banks), Asset Manager/Institutional (pension funds, mutual funds and insurers — the real-money long-term side), Leveraged Funds (hedge funds and CTAs — the fast speculative money) and Other Reportables. The split between Leveraged Funds and Asset Managers is the one macro traders watch: in the Treasury complex, leveraged funds run the famous cash-futures basis trade short while asset managers sit long, and the gap is a systemic-risk gauge. The positioning endpoint returns, for a market, the full four-group breakdown — each group's long, short and net contracts, share of open interest, trader count and week-over-week change — with a leveraged-funds bias read. The screener endpoint ranks a curated set of 17 FX, equity-index and interest-rate futures by where the leveraged funds (or the asset managers) are net positioned, surfacing the most crowded macro bets. This is the financial-futures TFF positioning cut — distinct from the legacy COT feed, the normalised COT-Index, the commodity Managed-Money report and the price APIs. It is who the hedge funds and the real money are, in the markets that move macro.

api.oanor.com/tffpositioning-api

How the major currency pairs move together, computed live from Yahoo Finance daily closes — no key, nothing stored. Correlation is the input every FX desk needs before sizing a book: going long EUR/USD and long GBP/USD is not two bets but one, because the pairs move almost in lockstep; shorting USD/JPY against long EUR/USD doubles the same dollar view. This API turns the majors and key crosses into the pairwise correlation grid traders use to avoid stacking the same risk and to find genuine diversifiers. The matrix endpoint returns the full correlation matrix across ~14 pairs over a chosen window. The pair endpoint returns one pair's correlation to every other, ranked — its closest co-movers and its best hedges (the most negatively correlated). The highlights endpoint surfaces the most correlated and most inversely correlated pairs across the whole grid, the actionable extremes. Correlation is computed on daily log returns aligned over common trading days. This is the FX-pair correlation cut — distinct from the cross-asset-class correlation matrix (stocks/bonds/gold/oil/crypto/dollar), the currency-strength meter, the FX heat-map (which shows the day's move, not co-movement) and the price APIs in the catalogue.

api.oanor.com/fxcorrelation-api

Ranks a cross-asset universe by how painful each market's drawdowns have been, and how much return it paid for that pain, computed live from Yahoo Finance daily closes — no key, nothing stored. Volatility treats an up-move and a down-move as equally risky, but investors only lose sleep over the downside: the depth of the fall from the last high and how long it drags on before recovering. The Ulcer Index (Peter Martin) captures exactly that — the root-mean-square of every day's percentage drawdown from the running peak, so a deep, long drawdown is penalised far more than a brief dip and a market that keeps making new highs scores near zero. From it comes the Martin ratio (the Ulcer Performance Index) — annualised excess return divided by the Ulcer Index — the return earned per unit of drawdown pain, a downside-only cousin of the Sharpe ratio. The asset endpoint returns one instrument's full pain profile: Ulcer Index, maximum, average and current drawdown, longest time underwater, the Martin ratio and the pain ratio. The screener endpoint ranks the 21-instrument universe (equities, sectors, commodities, bonds, crypto; filterable by class) by Martin ratio (best pain-adjusted return) or by Ulcer Index (smoothest ride). This is the drawdown-pain / Ulcer-Index cut — distinct from a current-drawdown monitor (a point-in-time snapshot of how far below peak each market is), the Sharpe/Sortino/Calmar screener (Calmar uses only the single worst drawdown) and the price APIs. It scores the whole shape of the pain, not one point of it.

api.oanor.com/ulcerindex-api

Where the hedge funds are positioned in commodity futures, read live from the CFTC Disaggregated Commitments-of-Traders report — no key. The legacy COT report lumps every speculator into one "non-commercial" bucket; the Disaggregated report, introduced in 2009 precisely because that was too crude, splits the market into four real groups — Managed Money (the trend-following hedge funds and CTAs, the speculative flow everyone watches), Producer/Merchant (the physical hedgers who make and use the commodity), Swap Dealers (the banks intermediating index and OTC exposure) and Other Reportables. The positioning endpoint returns, for a commodity, the full four-group breakdown — each group's long, short and net contracts, its share of open interest, the number of traders and the week-over-week change — with a managed-money bias read: Managed Money net long in gold of +112,179 contracts (34% of open interest, 74 funds long) tells you the funds are crowded long. The screener endpoint ranks a curated set of 20 metals, energy, grain, soft and livestock futures by where Managed Money is positioned (net as a share of open interest), surfacing the most crowded long and short hedge-fund bets. This is the disaggregated hedge-fund-positioning cut — distinct from the legacy raw COT-report feed, the normalised COT-Index, and the price and open-interest APIs. It is who the smart speculative money is, by the report traders actually read.

api.oanor.com/managedmoney-api

Ranks a cross-asset universe by beta to a benchmark, so you can see at a glance which markets amplify the benchmark's moves and which dampen or hedge them, computed live from Yahoo Finance daily closes — no key, nothing stored. Beta is the single number that says how much an asset moves for each 1% the market moves: a beta of 1.3 rises ~1.3% when the benchmark rises 1% (and falls harder when it drops), a beta near 0 is decoupled, a negative beta moves against the market (a hedge). The screener endpoint ranks the 21-instrument universe (equities, sectors, commodities, bonds, crypto; filterable by class) by beta to a chosen benchmark (the S&P 500 by default), each with its correlation and R-squared so you know how reliable the beta is. The asset endpoint returns one instrument's full beta profile against the benchmark. The dispersion endpoint returns the spread of betas across the universe — the high-beta-minus-low-beta gap, the mean beta and the share of risk-on names — a read on how much the market is rewarding risk-taking right now. This is the systematic-risk / market-sensitivity ranking cut — distinct from a bring-your-own-series CAPM/beta calculator, the total-risk Sharpe/Sortino screener, the correlation matrix and the price APIs. It ranks live assets by how much market risk they carry.

api.oanor.com/betadispersion-api

The normalised Commitments-of-Traders positioning signal traders actually act on, computed live from the US CFTC public reporting API — no key. A raw COT net-position number means little on its own: "large speculators are +176,020 contracts net long gold" tells you nothing until you know whether that is high or low versus history. The COT Index fixes that by normalising each trader group's current net futures position to a 0-100 percentile over a lookback window (the classic Larry Williams 156-week / three-year COT Index): 100 = the most net-long that group has been in the window, 0 = the most net-short. Above 80 marks a crowded long extreme (contrarian bearish), below 20 a crowded short extreme (contrarian bullish). The index endpoint returns one market's COT Index for both the large speculators (non-commercials) and the commercial hedgers, with the current net, the window min/max, the week-over-week change and an extreme flag. The screener endpoint computes the index across a curated set of 17 FX, stock-index, metal, energy and grain futures and ranks them, surfacing which markets sit at a positioning extreme right now. This is the normalised positioning-signal cut — distinct from the raw COT-report feed (which serves the weekly long/short contract counts), and from the price, open-interest and options-positioning APIs. It turns the report into the signal.

api.oanor.com/cotindex-api

Ranks a cross-asset universe by how much return each asset delivers per unit of risk, live from Yahoo Finance daily closes — no key, nothing stored. A raw return tells you nothing about how much risk you took to earn it: two assets up 12% are not equal if one rode a calm trend and the other whipsawed through deep drawdowns. This screener turns each asset's price history into the three risk-adjusted ratios allocators actually rank on — the Sharpe ratio (excess return per unit of total volatility), the Sortino ratio (excess return per unit of downside volatility only), and the Calmar ratio (annualised return per unit of worst peak-to-trough drawdown) — and sorts the whole universe (21 instruments across equities, sectors, commodities, bonds and crypto) so you can see in one call which markets pay the most for the risk you bear. The screener endpoint ranks the universe (filterable by asset class) by the metric you choose; the asset endpoint returns one instrument's full risk-adjusted profile with plain-language reads. This is the risk-adjusted-return / reward-per-risk ranking cut — distinct from a bring-your-own-series Markowitz optimiser, the CAPM/beta calculator, the momentum and the price APIs. It ranks live assets by efficiency, not raw performance.

api.oanor.com/riskadjusted-api

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.

api.oanor.com/riskappetite-api

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.

api.oanor.com/commodityspreads-api

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.

api.oanor.com/debttogdp-api

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.

api.oanor.com/debtservice-api

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.

api.oanor.com/creditgap-api

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.

api.oanor.com/creditgrowth-api

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.

api.oanor.com/bankrates-api

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.

api.oanor.com/houseprices-api

Live earnings beat/miss track record for US stocks from Nasdaq — no key, nothing stored. The "does it beat the street" view of a stock: how its actual reported EPS has compared to the analyst consensus over the recent quarters, distinct from the earnings-calendar (upcoming dates), analyst (forward estimates) and financials APIs in the catalogue. The surprises endpoint returns the recent quarters with the actual EPS, the consensus forecast, the dollar and percent surprise, and whether the quarter was a beat, a miss or in line. The scorecard endpoint computes the track record — how many of the recent quarters beat, the beat rate, the average surprise, the latest result and the current beat/miss streak — so you can gauge how reliably a company tops expectations. Build earnings-quality screeners, beat-streak scanners, post-earnings-drift signals and event-driven trading tools on top of real Nasdaq earnings-surprise data. The surprise is the actual reported EPS versus the analyst consensus for the quarter; a positive percent surprise is a beat. Look up any US stock by its ticker.

api.oanor.com/earningssurprise-api

Live historical daily prices (OHLC) for US stocks from Nasdaq — no key, nothing stored. The price-history-and-charting view of a stock: the daily open, high, low, close and volume going back months or years, distinct from the live-quote, movers, earnings and analyst APIs in the catalogue. The history endpoint returns the daily OHLC time series over a chosen range — 1 month to 5 years, or explicit from/to dates — ready to plot or backtest. The stats endpoint computes the period statistics from that series: the period high and low, the latest close, the total return over the period, the average daily volume and the annualised volatility (from daily log returns). Build charting widgets, backtesting tools, technical-analysis pipelines, performance trackers and risk models on top of real Nasdaq price history. Look up any US stock by its ticker (symbol=AAPL) and a range (1m, 3m, 6m, 1y, 2y, 5y) or explicit from=YYYY-MM-DD and to=YYYY-MM-DD; prices and volumes are returned as clean numbers.

api.oanor.com/stockhistory-api

Live short-interest data for US stocks from Nasdaq — no key, nothing stored. The "how heavily is it shorted, and is a squeeze building" view of a stock: the number of shares sold short, the average daily volume and the resulting days-to-cover, reported each settlement period, distinct from the quote, movers, insider and analyst APIs in the catalogue. The current endpoint returns the latest short-interest reading together with the change from the prior period — a rising or falling short position with the share delta and percent change. The history endpoint returns the full settlement-by-settlement timeline so you can see how the short position has trended over the year. Days-to-cover — short interest divided by average daily volume — is the headline squeeze metric: the higher it is, the longer shorts would need to buy back their position. Build short-squeeze scanners, bearish-positioning dashboards, risk overlays and contrarian-signal bots on top of real Nasdaq short-interest data. Look up any US stock by its ticker; share counts are returned as clean numbers. Note that short interest is reported about twice a month and a few non-Nasdaq listings may not be covered.

api.oanor.com/shortinterest-api

Live fundamental financials for US public companies straight from the SEC's official XBRL data — no key, nothing stored. The "what does the balance sheet and income statement say" view of a company: the actual reported revenue, earnings, assets and equity pulled from its SEC filings, distinct from the quote, analyst, insider and SEC-filings (EDGAR) APIs in the catalogue. The financials endpoint returns the latest annual key figures: revenue, gross profit, operating income, net income, total assets, total liabilities, shareholders' equity, cash, diluted EPS and the computed net margin. The concept endpoint returns the multi-year time series for a single metric — revenue history, net-income history and more — so you can chart how a company has grown. The company endpoint resolves a ticker to its SEC company (CIK and legal name). Build stock-screeners, valuation models, fundamentals dashboards and research tools on top of authoritative SEC data. Look up any US public company by its ticker; figures are the latest annual (10-K) values reported to the SEC in USD.

api.oanor.com/financials-api

Live Wall Street analyst coverage for US stocks from Nasdaq — no key, nothing stored. The "what do the analysts think" view of a stock: the consensus recommendation, the price target and how both have moved over time, distinct from the quote, movers, earnings and insider APIs in the catalogue. The consensus endpoint returns the recommendation picture — the number of analysts rating the stock buy, hold and sell, the total coverage and the mean rating (from Strong Buy to Strong Sell). The target endpoint returns the analyst price target — the low, mean and high targets, the current price and the implied upside to the mean target. The history endpoint returns the consensus timeline — the price target and the buy / hold / sell split month by month — so you can see whether sentiment is improving or deteriorating. Build research dashboards, price-target trackers, upgrade/downgrade alerts and valuation tools on top of real Nasdaq analyst data. Look up any US stock by its ticker symbol; targets and counts are returned as clean numbers and the implied upside is computed against the live price.

api.oanor.com/analyst-api

Live US insider and institutional ownership data from Nasdaq — no key, nothing stored. The "who owns and who is trading" view of a stock: the corporate insiders (executives and directors) buying and selling their own shares, and the institutions holding the stock, distinct from the price-quote, movers and earnings APIs in the catalogue. The insider endpoint returns recent insider transactions — the insider, their relation to the company, the date, whether it was a buy or sell, the shares, the price, the computed value and the resulting holding — plus the 3-month and 12-month open-market buy/sell summary. The institutional endpoint returns the institutional ownership picture: the percent of shares held by institutions, the total holdings value and the largest holders with their position size, recent change and market value. The positions endpoint returns the institutional position-change breakdown — how many holders increased, decreased, opened new or sold out their positions, and the shares involved. Build insider-signal trackers, smart-money dashboards, ownership-change alerts and due-diligence tools on top of real Nasdaq ownership data. Look up any US stock by its ticker symbol; values and share counts are returned as clean numbers.

api.oanor.com/insider-api

Live US corporate-events calendar from Nasdaq — no key, nothing stored. The earnings and stock-splits calendar: which companies report earnings on a given day and which stocks are about to split, distinct from the economic-calendar, IPO-calendar and dividend APIs in the catalogue. The earnings endpoint returns every company reporting on a date — ticker, name, the consensus EPS forecast, the reporting time (before market open or after market close), market cap, the number of analyst estimates, the fiscal quarter ending and the prior-year EPS and report date — ranked by market cap. The splits endpoint returns the upcoming stock splits: ticker, name, the split ratio and the execution date. Build earnings-season dashboards, event-driven trading bots, investor-relations trackers and "who reports today" widgets on top of real Nasdaq calendar data. The earnings endpoint defaults to today (US Eastern) and accepts any date; EPS and market cap come back as clean numbers and reporting time is normalised to pre-market, after-hours or unspecified.

api.oanor.com/earnings-api

Live US market movers from Nasdaq — no key, nothing stored. The "what's moving today" view of the US stock market: the day's biggest gainers, biggest losers and most-active names across stocks, ETFs and mutual funds, distinct from the index-constituent, single-quote and crypto-movers APIs in the catalogue. The gainers endpoint returns the top advancing names with their last price, price change and percent change. The losers endpoint returns the top declining names. The active endpoint returns the most-active names by share volume — or by dollar volume — with their last price and price change. Each endpoint takes an asset class: stocks (default), etf or funds. Build market-dashboard tickers, daily-mover newsletters, momentum scanners and trading-idea bots on top of real Nasdaq market-movers data. Data updates through the US trading day and is static outside market hours; prices and percentages are returned as clean numbers.

api.oanor.com/stockmovers-api

Live CNN Fear & Greed Index for the US stock market — no key, nothing stored. The equity-market sentiment gauge: a single 0–100 score (0 = extreme fear, 100 = extreme greed) built from seven market indicators, distinct from the crypto Fear & Greed index in the catalogue. The index endpoint returns the headline score and rating plus the previous close and the readings one week, one month and one year ago, so you can see how sentiment has shifted. The components endpoint breaks the index into its seven underlying indicators — market momentum, stock-price strength, stock-price breadth, put/call options, market volatility (VIX), junk-bond demand and safe-haven demand — each with its own score and fear/greed rating, so you can see what is actually driving sentiment. The history endpoint returns the daily score timeline for the last year. Build market-sentiment dashboards, contrarian-signal bots, risk dashboards and newsletter widgets on top of the most-watched sentiment gauge in equities. Score bands: 0–24 extreme fear, 25–44 fear, 45–55 neutral, 56–75 greed, 76–100 extreme greed.

api.oanor.com/stockfeargreed-api

Live oracle price feeds for over a thousand assets across every asset class in a single source — cryptocurrencies, US equities and ETFs, precious metals and commodities, fiat currencies and liquid-staking and real-world-asset tokens — served from the public RedStone oracle, no key, nothing stored. RedStone is the decentralized oracle that DeFi protocols read on-chain for their prices, so this is the cross-asset reference-price layer: the same feed gives you Bitcoin, Apple, gold, the euro and wstETH side by side, each stamped with the time the oracle signed it. The price endpoint returns one asset's latest oracle value. The prices endpoint returns many assets in one call — mix crypto, stocks, metals, FX and staking tokens freely. The symbols endpoint lists and searches every supported asset, from majors to obscure liquid-staking and tokenized real-world assets you will not find in a normal price feed. This is the multi-asset oracle-price cut — one feed for every class — distinct from the single-asset-class price, converter and precious-metals APIs in the catalogue.

api.oanor.com/redstone-api

Live macroeconomic data from the International Monetary Fund's World Economic Outlook — the official cross-country numbers, served from the public IMF DataMapper, no key, nothing stored. GDP, real GDP growth, inflation, gross government debt, unemployment, the current-account balance, GDP per capita and 120-plus other indicators for 200-plus countries, with the IMF's historical record back to 1980 and its forecasts several years into the future. The indicators endpoint lists every series the IMF publishes, with an optional search. The series endpoint returns one indicator's full time series for one country — every year, actual and projected. The country endpoint returns a snapshot of a country's headline numbers — real GDP growth, inflation, government debt as a share of GDP, unemployment, current-account balance and GDP per capita — across recent and forecast years. Compare economies, track the debt and growth outlook and pull the same numbers policymakers use, as live JSON. This is the IMF macro / economic-indicator cut — distinct from the FX-rate, central-bank and market-data APIs in the catalogue.

api.oanor.com/imf-api

Live prices from Futuur, a global prediction market where users trade on the outcome of real-world events across crypto, politics, sports, science and economics — in both real money (USDC) and play money — served from the public Futuur API, no key, nothing stored. Each market asks a question (for example "Which price will Bitcoin hit in 2026?") and holds two or more outcomes whose price, between 0 and 1, is the market-implied probability of that outcome — an outcome trading at 0.46 means the market prices a 46% chance. The markets endpoint lists markets, filterable by category and search term, each with its outcomes and prices. The market endpoint returns a single market with every outcome's real-money and play-money price (and implied probability) plus its category, status and close date. The categories endpoint lists the topic categories from Bitcoin to elections to sports. Read what a worldwide crowd is pricing in for the future, as live JSON. This is the global prediction-market / event-probability cut — distinct from the US-politics-only (PredictIt) and crypto-only (Polymarket) prediction markets and the price and FX APIs in the catalogue.

api.oanor.com/futuur-api

Live data from StockTwits, the social network for traders and investors where every post is tagged with the stock and crypto tickers ("cashtags") it is about and an optional Bullish or Bearish sentiment — served from the public StockTwits feed, no key, nothing stored. The symbol endpoint returns a ticker's live message stream — the latest posts about $AAPL, $TSLA, $BTC.X or any symbol — each with its author and sentiment, plus the symbol's title and how many users watch it. The trending endpoint returns the tickers traders are talking about most right now, the social pulse of the market. The user endpoint returns a member's profile — followers, following, ideas posted and likes — and their recent posts. Read retail trader sentiment, find what is buzzing and track any investor's feed as live JSON. This is the trader-social-network cut — distinct from the price, market-data and FX-signal APIs in the catalogue.

api.oanor.com/stocktwits-api

Live prices from PredictIt, the real-money political prediction market where traders buy and sell shares in the outcome of US elections, economic events and policy questions — served from PredictIt's public market-data feed, no key, nothing stored. Each market asks a question (for example "Which party will control the House?" or "Who will win the 2028 presidential election?") and holds one or more yes/no contracts whose price, between 0 and 1 US dollar, is the market-implied probability of that outcome — a contract trading at 0.27 means the market prices a 27% chance. The markets endpoint lists every open market with its question and contract count. The market endpoint returns a single market with every contract — last trade price, best buy and sell yes/no quotes, last close — and the implied probability. The search endpoint finds markets by keyword (president, Senate, Fed, shutdown). Read what bettors really think will happen, as live JSON. This is the political prediction-market / event-odds cut — distinct from the crypto prediction markets (Polymarket) and the play-money markets in the catalogue.

api.oanor.com/predictit-api

The value of one bitcoin expressed across every unit CoinGecko tracks — world fiat currencies, precious metals (gold and silver, troy ounce) and other cryptocurrencies, powered by the public CoinGecko exchange-rates feed, no key, nothing stored. This is the "Bitcoin standard" / unit-of-account view: not a coin's dollar price, but how much of each asset one BTC buys right now — 1 BTC in US dollars, euros and yen, in ounces of gold and silver, and in ether, satoshi and dozens more. The rates endpoint returns every unit with its value and asset type; the rate endpoint returns one specific unit (gold, the euro, ether); the groups endpoint splits the units into fiat, commodity and crypto so you can see what a bitcoin is worth across asset classes at a glance. This is the Bitcoin-denominated reference-index cut — distinct from the coin-price converters, the market-overview and the per-exchange ticker APIs in the catalogue.

api.oanor.com/btcrates-api

Live aggregate data for the whole cryptocurrency market — the top-down view, not a single coin, exchange or trading pair, powered by the public CoinGecko global feed, no key, nothing stored. The overview endpoint returns the combined market capitalisation of all crypto, the total 24-hour trading volume, the market-wide 24-hour cap change, the number of active cryptocurrencies and markets, and the ongoing / upcoming / ended ICO counts. The dominance endpoint returns each leading coin's share of total market cap — Bitcoin dominance, Ether dominance, the stablecoin share and the long-tail rest — the single most-watched gauge of where money sits in crypto. The defi endpoint returns the decentralized-finance sub-market: its market cap, its share of total crypto, its 24-hour volume and the largest DeFi token. Track total market cap, BTC dominance and the DeFi share as live JSON. This is the whole-market aggregate cut — distinct from the single-coin, single-exchange and cross-exchange coin-markets APIs in the catalogue.

api.oanor.com/globalmarket-api

Live official exchange rates from the National Bank of the Republic of Kazakhstan (NBK), the central bank that sets the tenge (KZT) reference rate — read straight from the bank's public rates feed, no key, nothing stored. The rates endpoint returns the full official board for any date: every foreign currency the bank quotes against the tenge with its rate, the nominal it is quoted per, the daily direction (up / down / flat) and the change. The currency endpoint returns a single currency's official rate, for today or any past date. The convert endpoint converts an amount between the tenge and any quoted currency at the official rate — both directions. Look up the tenge value of the US dollar, euro, Russian ruble, Chinese yuan and 35 more currencies, or pull a historical board by date. This is the Kazakhstani central-bank FX cut (KZT reference rates) — distinct from the crypto exchange-ticker and the other central-bank APIs in the catalogue.

api.oanor.com/nbkz-api

Live data on the fees users pay to DeFi protocols and the revenue those protocols actually keep — the "which protocols earn money" view, a different layer from Total Value Locked. TVL is what is deposited; fees are what users pay to use a protocol; revenue is the slice the protocol or its token-holders retain. Powered by the public DeFiLlama fees feed, no key, nothing stored. The overview endpoint returns the whole-DeFi fee (or revenue) total for the last 24 hours, 7 days and 30 days plus every protocol ranked by what it earns, with its category and chains. The protocol endpoint returns a single protocol's fee and revenue figures side by side across 24h / 7d / 30d / all-time (e.g. Aave, Uniswap, Lido). The chain endpoint returns the fee or revenue total and top-earning protocols for one blockchain (Ethereum, Solana, Base). Switch any list between gross fees and retained revenue with a single metric parameter. This is the fees-and-revenue cut of DeFi — distinct from the TVL, DEX-volume, exchange-ticker and coin-markets APIs in the catalogue.

api.oanor.com/defifees-api

Live headline economic and financial indicators from the South African Reserve Bank (SARB), the central bank of South Africa — read straight from the SARB public web-indicators feed, no key, nothing stored. The dashboard endpoint returns the bank's full headline board exactly as published on its home page: the policy repo rate, prime lending rate, Sabor and Zaronia money-market rates, benchmark government-bond closing yields, the rand exchange rates and the latest inflation prints. The fx endpoint isolates the rand exchange rates — rand per US dollar, British pound, euro and Japanese yen — plus the nominal effective exchange rate. The interest endpoint returns the policy and lending rates with the benchmark bond yields. The inflation endpoint returns the latest CPI and PPI. The marketrates endpoint returns the fuller current money-market rate list. Every indicator carries its own as-of date and a direction versus the prior print. This is South-African central-bank data (ZAR rates, yields and inflation) — distinct from the crypto ZAR exchange-ticker and the other central-bank APIs in the catalogue.

api.oanor.com/sarb-api

Live foreign-exchange conversion across 160+ world currencies — the plain, developer-friendly converter. Get the latest rates for any base currency, convert an amount between any two currencies, read the rate (and inverse) for a single pair, or list every supported currency. Rates are read live from an open exchange-rate source that aggregates a broad set of feeds and covers far more currencies than ECB-only data — including emerging-market and exotic currencies such as the Nigerian naira, Indian rupee or Vietnamese dong. This is the everyday convert / latest-rates utility a checkout, invoice, pricing page or travel app needs — distinct from the FX analytics APIs in the catalogue (historical date ranges, pip and position-size calculators, triangular-arbitrage path maths, currency indices), which compute on rates rather than simply converting them.

api.oanor.com/currencyconverter-api

Live trade-planning analytics built on the geometry of a setup, the numbers a trader checks before pulling the trigger, computed on demand from the entry, stop and target you pass in — no key, no cache, nothing stored. The plan endpoint turns an entry, stop-loss and target into the risk and reward per unit, the reward-to-risk ratio and the break-even win rate — the minimum win rate that makes the trade profitable — and, if you supply an account size and a risk percent, the position size, risk amount and reward amount. The targets endpoint projects target prices at chosen R-multiples of the stop distance, so you can ladder out at 1R, 2R and 3R. The expectancy endpoint turns a reward-to-risk ratio and a win rate into the expected value per trade in R and the profit factor, telling you whether an edge is positive. This is a trade-geometry planner, fundamentally different from account-based position sizers, forward Monte-Carlo simulators and backward trade-journal analyzers: it reasons from the entry, stop and target. Works for any market — forex, stocks, crypto or futures — and for long or short. Computed locally and deterministically, so it is instant and private. Ideal for trade journals, risk checklists, broker tools and trading dashboards. Live, nothing stored. 3 compute endpoints. For Kelly position sizing use a trading-risk API; for a full outcome distribution use a strategy simulator.

api.oanor.com/tradesetup-api

Live risk-of-ruin and drawdown-survival analytics that traders run to size risk so a losing streak cannot wipe them out, computed on demand from the edge you pass in — no key, no cache, nothing stored. The ruin endpoint returns the probability of ever losing your capital given a win rate, a reward-to-risk payoff and the risk taken per trade, solved analytically from the gambler's-ruin equation rather than simulated — it also reports the expectancy in R, the capital units at risk and the single-unit ruin root behind the answer. The drawdown endpoint returns the probability of ever hitting each of several drawdown levels and the gain needed to recover from them. The recovery endpoint returns the loss-and-gain asymmetry — the percent gain required to climb back from any drawdown, the reason a 50 percent loss needs a 100 percent gain — and, if you pass net profit and max drawdown, the recovery factor. This is an analytic risk engine, fundamentally different from Monte-Carlo simulators and price-series drawdown feeds: it turns a win rate, payoff and risk fraction into the closed-form math of survival, instantly. Win rate accepts a fraction or a percentage; payoff is reward-to-risk; negative expectancy makes ruin certain. Computed locally and deterministically, so it is instant and private. Ideal for position sizing, money-management rules, prop-firm risk limits and trading dashboards. Live, nothing stored. 3 compute endpoints. For a full Monte-Carlo outcome distribution use a strategy-simulator API.

api.oanor.com/riskofruin-api

Live trading-performance analytics that traders run on a list of realised trade results, computed on demand from the profit-and-loss series you pass in — no key, no cache, nothing stored. The analyze endpoint returns the full performance scorecard: number of wins and losses, win rate, gross profit and loss, profit factor, expectancy, average win and loss, payoff ratio, and the largest win and loss — the numbers a trader pulls from a trade journal to judge a strategy. The equity endpoint builds the equity curve from a starting balance and returns the running balance after every trade, the peak, the maximum drawdown in money and percent, and the total return. The streaks endpoint returns the longest winning and losing runs and the current streak. This is a backward-looking trade-journal analyzer — it scores actual results, which is fundamentally different from forward Monte-Carlo simulators and position sizers that work from assumptions. Each value you pass is one closed trade's profit (positive) or loss (negative). Works for any market or strategy — stocks, forex, crypto or futures. Computed locally and deterministically, so it is instant and private. Ideal for trade journals, strategy dashboards, back-test scorecards and broker reports. Live, nothing stored. 3 compute endpoints. For forward simulation of an edge use a strategy-simulator API; for position sizing use a trading-risk API.

api.oanor.com/tradestats-api

Live currency-index maths that FX desks run to turn a set of exchange rates into a single index value, computed on demand from the rates you pass in — no key, no cache, nothing stored. The dxy endpoint computes the US Dollar Index (USDX) from its six component rates using the official ICE weights and formula — feed in EUR/USD, USD/JPY, GBP/USD, USD/CAD, USD/SEK and USD/CHF and get the index value the way the exchanges calculate it. The index endpoint builds an arbitrary weighted index from your own components: geometric (the standard for currency indices) or arithmetic, with a scaling constant and negative weights for inversely-quoted pairs. The basket endpoint computes a trade-weighted index normalised to 100, showing how a currency has moved against a basket from a set of reference rates — above 100 means it strengthened. This is an index-construction engine, distinct from published effective-exchange-rate feeds and strength meters: you supply the rates and weights and it returns the index, deterministically. Works for any custom basket. Computed locally, so it is instant and private. Ideal for FX dashboards, custom dollar/euro indices, back-tests and macro tools. Live, nothing stored. 3 compute endpoints. For published effective-exchange-rate data use a central-bank or BIS API.

api.oanor.com/currencyindex-api

Live mean-variance (Markowitz) portfolio optimisation that quants and allocators run across a basket of assets, computed on demand from the price series you pass in — no key, no cache, nothing stored. The optimize endpoint returns the two cornerstone portfolios: the minimum-variance portfolio and the maximum-Sharpe (tangency) portfolio, each with its optimal weights, expected return, volatility and Sharpe ratio. The frontier endpoint traces the efficient frontier — a set of optimal risk/return points and the weights that achieve them — so you can plot the whole risk/return curve. The stats endpoint returns the per-asset annualised return and volatility plus the full correlation and covariance matrices, the raw material behind the optimisation. It exploits diversification: by combining assets with low or negative correlation the optimiser finds a portfolio whose volatility is lower than any single holding. Works for any basket — stocks, funds, ETFs, crypto, FX or commodities. This is a multi-asset allocation engine, fundamentally different from single-asset risk and CAPM tools: it answers how to weight several assets together, not how one behaves. Weights can be negative, representing a short leg, as in classic unconstrained Markowitz. Computed locally and deterministically, so it is instant and private. Ideal for robo-advisors, portfolio dashboards, asset-allocation research and back-tests. Rates are fractions (0.02 = 2%). Live, nothing stored. 3 compute endpoints. For single-asset Sharpe/drawdown use a risk-metrics API; for beta use a CAPM API.

api.oanor.com/portfoliooptimizer-api

Live capital-asset-pricing-model and systematic-risk analytics that quants and portfolio managers run on an asset against a market benchmark, computed on demand from the two series you pass in — no key, no cache, nothing stored. The beta endpoint regresses an asset's returns on the market's and returns the beta, the alpha (per period and annualised), the correlation and the R-squared, so you see how strongly the asset tracks the market and how much it amplifies it. The capm endpoint returns the CAPM expected return — risk-free rate plus beta times the market risk premium — and Jensen's alpha, the excess over what beta says the asset should earn; it also has a direct mode where you pass beta, market return and risk-free rate with no series. The treynor endpoint returns the Treynor ratio, the reward per unit of systematic (market) risk. This measures risk relative to a market — systematic risk — which is fundamentally different from single-series total-risk tools: it needs two series and answers how an asset moves with, and is priced against, the market. Works for any asset against any benchmark: stocks, funds, crypto, FX or a whole portfolio. Computed locally and deterministically, so it is instant and private. Ideal for portfolio analytics, factor and risk dashboards, fund fact-sheets and back-tests. Rates are fractions (0.02 = 2%). Live, nothing stored. 3 compute endpoints. For single-series Sharpe/volatility/drawdown use a risk-metrics API.

api.oanor.com/capm-api

Live VWAP (volume-weighted average price) and execution-benchmark analytics that trading desks and algos run to judge a fill, computed on demand from the OHLCV candles you pass in — no key, no cache, nothing stored. The vwap endpoint returns the session VWAP, its cumulative curve and where the last price sits relative to it (above, below or at VWAP), using the typical price (high+low+close)/3 weighted by volume. The anchored endpoint returns the VWAP measured from a chosen bar — an anchored VWAP from a swing high, a session open or a news event. The benchmark endpoint scores an execution price against both VWAP and TWAP (time-weighted average price): the slippage in basis points and whether the fill beat the benchmark, separately for a buy or a sell. Works for any market — forex, equities, crypto or commodities — because you supply the candles. This is an execution-analytics engine: it turns price and volume into the benchmark a trader's fill is measured against, distinct from indicator and pattern tools. Computed locally and deterministically, so it is instant and private. Ideal for execution-quality (TCA) reporting, algo-trading back-tests, broker fill analysis and trading dashboards. VWAP uses the typical price (H+L+C)/3. Live, nothing stored. 3 compute endpoints. For raw price feeds use an exchange or FX API.

api.oanor.com/vwap-api

Live dollar-cost-averaging analytics that investors run to see how periodic buying plays out — computed on demand from the price series you pass in, no key, nothing cached. Get the outcome of investing a fixed amount each period (total invested, units accumulated, average cost, current value, profit and ROI) with a lump-sum comparison; the per-period breakdown; and a ranking of dollar-cost averaging against lump-sum, best-case and worst-case timing. Works for any market — stocks, crypto, ETFs or forex. A dollar-cost-averaging engine, distinct from compound-interest and return-analysis tools: it turns a price path and a contribution into the cost basis and outcome of buying over time.

api.oanor.com/dca-api