v2 derivatives

curl --request GET \
  --url https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/derivatives \
  --header 'apikey: <api-key>'

import requests

url = "https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/derivatives"

headers = {"apikey": "<api-key>"}

response = requests.get(url, headers=headers)

print(response.text)

const options = {method: 'GET', headers: {apikey: '<api-key>'}};

fetch('https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/derivatives', 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://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/derivatives",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "GET",
  CURLOPT_HTTPHEADER => [
    "apikey: <api-key>"
  ],
]);

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

curl_close($curl);

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

package main

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

func main() {

	url := "https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/derivatives"

	req, _ := http.NewRequest("GET", url, nil)

	req.Header.Add("apikey", "<api-key>")

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

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

	fmt.Println(string(body))

}

require 'uri'
require 'net/http'

url = URI("https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/derivatives")

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

request = Net::HTTP::Get.new(url)
request["apikey"] = '<api-key>'

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

{
  "data": [
    "<unknown>"
  ],
  "meta": {
    "resource": "<string>",
    "kind": "<string>",
    "request": {},
    "id_known": true,
    "endpoint": "<string>"
  },
  "next_page_url": "<string>"
}

{
  "error": {
    "code": "bad_request",
    "message": "<string>",
    "target": "<string>",
    "innererror": {
      "sqlstate": "<string>",
      "hint": "<string>",
      "details": "<string>"
    }
  }
}

API Reference

v2 derivatives

Preview, not deployed. The v2 gateway is built but not deployed yet; this call works once the owner deploys silo-api.

Options, termo and futures: chains, histories, exercises, the DI1 settlement.

Example: /v2/derivatives?id=PETR&kind=chain

Kinds:

chain: api.option_chain: calls and puts of one prefix on one session, by expiry, strike, side. One call holds the chain, served in pages; a chain the SQL may have cut (199 anonymous, 1,000 rows) is refused.
history: api.option_history: one option code’s daily quotes, oldest first. Refuses above 1000 rows: narrow from/to.
exercises: api.option_exercises: exercise prints for a prefix, oldest first. Paged by date windows; a window the SQL may have cut is halved.
termo: api.termo_history: one termo code’s daily quotes, oldest first. Refuses above 1000 rows: narrow from/to.
futures: api.future_series: one DI1, DOL or WDO contract through time, oldest first. Refuses above 1000 rows.
futures_curve: api.future_curve: every contract of a root (id, default DI1) on one session, nearest first.
di_settlement: api.di_settlement (a GET view): DI1 settlement rate, previous rate, open interest per session and contract, newest first. With no id, every contract, paged with order + limit + offset.

With no from, a dated kind reads the last 12 months to to.

id per kind: chain and exercises take an option prefix (at least 3 characters, e.g. PETR); history and termo one B3 code (codneg); futures one outright contract (DI1F27, DOLF27); futures_curve a root (DI1, DOL or WDO; none: DI1); di_settlement one DI1 contract (none: every contract).

chain and exercises are cut by the SQL at a tier ceiling without saying so, so the gateway asks for 1,001 rows: a count equal to a tier ceiling (chain 200 or 2000, exercises 500 or 5000, or PostgREST’s 1000) or above 1,000 cannot be told from a cut. chain refuses it (over_limit); exercises halves its date window and tries again, and refuses only a single day that is still cut.

Exercises are exercise events, not quotes. DI1 rates are % a.a. on 252 business days, as B3 settles them; nothing is derived.

GET /v2/derivatives?help describes the main parameters, ?help=all adds the hidden ones.

GET

derivatives

v2 derivatives

curl --request GET \
  --url https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/derivatives \
  --header 'apikey: <api-key>'

import requests

url = "https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/derivatives"

headers = {"apikey": "<api-key>"}

response = requests.get(url, headers=headers)

print(response.text)

const options = {method: 'GET', headers: {apikey: '<api-key>'}};

fetch('https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/derivatives', 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://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/derivatives",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "GET",
  CURLOPT_HTTPHEADER => [
    "apikey: <api-key>"
  ],
]);

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

curl_close($curl);

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

package main

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

func main() {

	url := "https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/derivatives"

	req, _ := http.NewRequest("GET", url, nil)

	req.Header.Add("apikey", "<api-key>")

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

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

	fmt.Println(string(body))

}

require 'uri'
require 'net/http'

url = URI("https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/derivatives")

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

request = Net::HTTP::Get.new(url)
request["apikey"] = '<api-key>'

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

{
  "data": [
    "<unknown>"
  ],
  "meta": {
    "resource": "<string>",
    "kind": "<string>",
    "request": {},
    "id_known": true,
    "endpoint": "<string>"
  },
  "next_page_url": "<string>"
}

{
  "error": {
    "code": "bad_request",
    "message": "<string>",
    "target": "<string>",
    "innererror": {
      "sqlstate": "<string>",
      "hint": "<string>",
      "details": "<string>"
    }
  }
}

Authorizations

apikey

string

header

default:sb_publishable__yfFQsykAglrvc9GS6_PYw_B24ex437

required

The public publishable key. It identifies the project, not you, and is the anonymous tier.

Query Parameters

kind

enum<string>

default:chain

chain: one session's option chain for a prefix. history: one option's daily quotes. exercises: option exercise events for a prefix. termo: one forward (termo) code's quotes. futures: one futures contract's daily settlement. futures_curve: every contract of a root on one session. di_settlement: DI1 settlement rates per session and contract. Default: chain.

Available options:

chain,

history,

exercises,

termo,

futures,

futures_curve,

di_settlement

date

string<date>

kind chain and futures_curve: the B3 session, YYYY-MM-DD. A date with no session returns no rows. Default: the latest session held (chain: the newest option session; futures_curve: the root's newest session).

string

By kind: chain, exercises take an option prefix, at least 3 characters (PETR); history takes one option code (codneg); termo takes one termo code (codneg); futures takes one outright futures contract (DI1F27, DOLF27); futures_curve takes a futures root, DI1, DOL or WDO (none: DI1); di_settlement takes one DI1 contract (none: every contract). Required for kinds chain, history, exercises, termo, futures. Default: none.

from

string<date>

First date of the window, YYYY-MM-DD. Default: the resource's default window, counted back from to.

string<date>

Last date of the window, YYYY-MM-DD. Default: the latest complete period, from coverage.

limit

integer

The page size. More rows than one page come through next_page_url, never cut silently; a call stops at the tier's rows-per-call cap with meta.tier_cap_reached. Default: the tier's page maximum (10 anonymous, 100 signed in); a larger value is coerced to it.

Required range: x >= 1

cursor

string

The opaque cursor from a previous next_page_url. It carries every other parameter: send it alone (another parameter with a different value is bad_request). Default: none: the first page.

expiry_from

string<date>

Hidden parameter (?help=all lists it). kind chain: only series expiring on or after this date. Default: today (the SQL's CURRENT_DATE): expired series are left out.

Response

The v2 envelope.

data

any[]

required

Always a list. Rows as the endpoint returned them; null stays null.

Overview

Data

Get started

Guides

API reference

Endpoints

v2 (preview)

v2 endpoints (preview)

v2 derivatives

Authorizations

Query Parameters

Response