Retrieve SpiderRock equity option volatilities.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/Equity/GetSpiderRockVolData \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataRequest, Derivitec.Web.Core",
  "market_date": "2023-11-07T05:31:56Z",
  "provider_id": "<string>",
  "market_data_environment_names": [
    "<string>"
  ],
  "market_data_environment_name": "Example market data"
}
'

import requests

url = "https://api.riskportal.activeviam.com/api/Equity/GetSpiderRockVolData"

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataRequest, Derivitec.Web.Core",
    "market_date": "2023-11-07T05:31:56Z",
    "provider_id": "<string>",
    "market_data_environment_names": ["<string>"],
    "market_data_environment_name": "Example market data"
}
headers = {
    "Authorization": "Bearer <token>",
    "Content-Type": "application/json-patch+json"
}

response = requests.post(url, json=payload, headers=headers)

print(response.text)

const options = {
  method: 'POST',
  headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
  body: JSON.stringify({
    $type: 'Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataRequest, Derivitec.Web.Core',
    market_date: '2023-11-07T05:31:56Z',
    provider_id: '<string>',
    market_data_environment_names: ['<string>'],
    market_data_environment_name: 'Example market data'
  })
};

fetch('https://api.riskportal.activeviam.com/api/Equity/GetSpiderRockVolData', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/Equity/GetSpiderRockVolData",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataRequest, Derivitec.Web.Core',
    'market_date' => '2023-11-07T05:31:56Z',
    'provider_id' => '<string>',
    'market_data_environment_names' => [
        '<string>'
    ],
    'market_data_environment_name' => 'Example market data'
  ]),
  CURLOPT_HTTPHEADER => [
    "Authorization: Bearer <token>",
    "Content-Type: application/json-patch+json"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"strings"
	"net/http"
	"io"
)

func main() {

	url := "https://api.riskportal.activeviam.com/api/Equity/GetSpiderRockVolData"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\"\n}")

	req, _ := http.NewRequest("POST", url, payload)

	req.Header.Add("Authorization", "Bearer <token>")
	req.Header.Add("Content-Type", "application/json-patch+json")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/Equity/GetSpiderRockVolData")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\"\n}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/Equity/GetSpiderRockVolData")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\"\n}"

response = http.request(request)
puts response.read_body

{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "vol_data": [
    {
      "$type": "Derivitec.Web.Core.MarketData.OptionVolPoint, Derivitec.Web.Core",
      "ask_vol": 123,
      "bid_vol": 123,
      "close_vol": 123,
      "claim_type": "<string>",
      "expiry": "2023-11-07T05:31:56Z",
      "extra_expiry": "2023-11-07T05:31:56Z",
      "marked_vol": 123,
      "maturity": 123,
      "strike": 123,
      "delta": 123,
      "call_delta": 123,
      "identifier": {
        "$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
        "code": "<string>",
        "identifier_type": "Derivitec",
        "market_identification_code": "<string>"
      }
    }
  ]
}

Retrieve SpiderRock equity option volatilities.

Use this operation to retrieve SpiderRock option quote points for all equity volatility definitions available in the selected provider scope on one market date. The action does not accept an individual equity identifier. It can return points for available assets while reporting per-asset reference, equity, or volatility gaps. Returned volatility values use decimal-rate conventions. The operation is read-only and completes before returning.

POST

api

Equity

GetSpiderRockVolData

Retrieve SpiderRock equity option volatilities.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/Equity/GetSpiderRockVolData \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataRequest, Derivitec.Web.Core",
  "market_date": "2023-11-07T05:31:56Z",
  "provider_id": "<string>",
  "market_data_environment_names": [
    "<string>"
  ],
  "market_data_environment_name": "Example market data"
}
'

import requests

url = "https://api.riskportal.activeviam.com/api/Equity/GetSpiderRockVolData"

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataRequest, Derivitec.Web.Core",
    "market_date": "2023-11-07T05:31:56Z",
    "provider_id": "<string>",
    "market_data_environment_names": ["<string>"],
    "market_data_environment_name": "Example market data"
}
headers = {
    "Authorization": "Bearer <token>",
    "Content-Type": "application/json-patch+json"
}

response = requests.post(url, json=payload, headers=headers)

print(response.text)

const options = {
  method: 'POST',
  headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
  body: JSON.stringify({
    $type: 'Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataRequest, Derivitec.Web.Core',
    market_date: '2023-11-07T05:31:56Z',
    provider_id: '<string>',
    market_data_environment_names: ['<string>'],
    market_data_environment_name: 'Example market data'
  })
};

fetch('https://api.riskportal.activeviam.com/api/Equity/GetSpiderRockVolData', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/Equity/GetSpiderRockVolData",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataRequest, Derivitec.Web.Core',
    'market_date' => '2023-11-07T05:31:56Z',
    'provider_id' => '<string>',
    'market_data_environment_names' => [
        '<string>'
    ],
    'market_data_environment_name' => 'Example market data'
  ]),
  CURLOPT_HTTPHEADER => [
    "Authorization: Bearer <token>",
    "Content-Type: application/json-patch+json"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"strings"
	"net/http"
	"io"
)

func main() {

	url := "https://api.riskportal.activeviam.com/api/Equity/GetSpiderRockVolData"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\"\n}")

	req, _ := http.NewRequest("POST", url, payload)

	req.Header.Add("Authorization", "Bearer <token>")
	req.Header.Add("Content-Type", "application/json-patch+json")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/Equity/GetSpiderRockVolData")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\"\n}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/Equity/GetSpiderRockVolData")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataRequest, Derivitec.Web.Core\",\n  \"market_date\": \"2023-11-07T05:31:56Z\",\n  \"provider_id\": \"<string>\",\n  \"market_data_environment_names\": [\n    \"<string>\"\n  ],\n  \"market_data_environment_name\": \"Example market data\"\n}"

response = http.request(request)
puts response.read_body

{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "vol_data": [
    {
      "$type": "Derivitec.Web.Core.MarketData.OptionVolPoint, Derivitec.Web.Core",
      "ask_vol": 123,
      "bid_vol": 123,
      "close_vol": 123,
      "claim_type": "<string>",
      "expiry": "2023-11-07T05:31:56Z",
      "extra_expiry": "2023-11-07T05:31:56Z",
      "marked_vol": 123,
      "maturity": 123,
      "strike": 123,
      "delta": 123,
      "call_delta": 123,
      "identifier": {
        "$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
        "code": "<string>",
        "identifier_type": "Derivitec",
        "market_identification_code": "<string>"
      }
    }
  ]
}

Authorizations

Authorization

string

header

required

OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header

Body

A date-only MarketDate and one authorised provider-selector form; no individual equity identifier is accepted.

Selects a market date and provider scope for SpiderRock equity-option volatilities; no individual asset selector is accepted.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataRequest, Derivitec.Web.Core

market_date

string<date-time>

Market date used by the derived request.

provider_id

string | null

Opaque identifier of a single market-data provider to use instead of either environment-name option.

entity_access_type

enum<string>

Access classification associated with the selected market-data environment.

Available options:

view,

edit,

owner,

blocked

market_data_environment_names

string[] | null

Names of the market-data environments to use. Do not combine this list with the single-name or provider-ID alternatives.

market_data_environment_name

string | null

Single market-data environment name to use instead of market_data_environment_names or provider_id.

Example:

"Example market data"

Response

Returns available option identifiers, expiries, strikes, bid/ask and marked volatilities, plus per-asset errors; IsSuccess is false if any asset failed.

Returns SpiderRock option-volatility observations for available equities in the selected provider scope, together with per-asset errors.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataResponse, Derivitec.Web.Core

is_success

boolean

Whether the operation completed successfully. The default is true; error outcomes set it to false.

Example:

true

error_messages

string[] | null

Messages explaining operation-level failures. The collection is empty by default.

vol_data

object[] | null

Option-volatility observations returned for available provider-scope equities.

Show child attributes

Introduction

Release and upgrades

User guide

Admin user guide

APIs Endpoints

Retrieve SpiderRock equity option volatilities.

Authorizations

Body

Response