### Python Example: Get Equity Options Data

Source: https://www.ivolatility.com/api/docs

This snippet demonstrates how to use the iVolatility Python client to retrieve equity options data. It shows how to set the API method and call the function with various parameters like symbol, date range, days to expiration, moneyness, delta, and region.

```python
getMarketData = ivol.setMethod('/equities/eod/nearest-option-tickers-with-prices')
marketData = getMarketData(symbol='TQQQ', startDate='2022-03-15', endDate='2022-03-30', dte=100, moneyness=5, cp='C')
marketData = getMarketData(symbol='BMW', dte=100, delta=-.9, cp='P', region='EUROPE')
```

--------------------------------

### Install ivolatility Python Library

Source: https://www.ivolatility.com/api/docs

Installs the ivolatility Python library using pip. This is the first step to begin accessing the IVolatility© API with Python.

```bash
pip install ivolatility
```

--------------------------------

### CAPM Model Setup with iVolatility API (Python)

Source: https://www.ivolatility.com/api/docs

This snippet shows the initial setup for using the Capital Asset Pricing Model (CAPM) with financial data. It imports necessary libraries including numpy, pandas, matplotlib, seaborn, sklearn, and ivolatility, and sets up login parameters for the ivolatility API. This is a precursor to performing portfolio optimization analysis.

```python
import numpy as np 
import pandas as pd
import datetime
import matplotlib.pyplot as plt
import seaborn as sns
from sklearn.metrics import r2_score
import ivolatility as ivol

ivol.setLoginParams(apiKey={your_api_key})
```

--------------------------------

### HTTP Request Example for EOD Equity Options

Source: https://www.ivolatility.com/api/docs

This snippet provides an example of an HTTP request to the iVolatility API for retrieving end-of-day equity options data. It shows the structure of a GET request with query parameters for symbol, trade date, DTE, delta, and option type.

```http
GET /equities/eod/stock-opts-by-param?symbol=AAPL&tradeDate=2021-12-16&dteFrom=0&dteTo=30&deltaFrom=0.5&deltaTo=0.8&cp=C&region=ASIA HTTP/1.1
Host: restapi.ivolatility.com
Content-Type: application/json
```

--------------------------------

### Python Request Examples for EOD Equity Options

Source: https://www.ivolatility.com/api/docs

These Python examples demonstrate how to use the iVolatility API to retrieve end-of-day equity options data. They show setting the API method and making requests with different parameters, including symbol, trade date, DTE, delta, moneyness, and region.

```python
getMarketData = ivol.setMethod('/equities/eod/stock-opts-by-param')
marketData = getMarketData(symbol='12',tradeDate='2021-12-16',dteFrom=0,dteTo=30,deltaFrom=0.5,deltaTo=0.8,cp='C',region='ASIA')
marketData = getMarketData(symbol='AAPL',tradeDate='2021-12-16',dteFrom=0,dteTo=30,moneynessFrom=-10,moneynessTo=100,cp='C')
```

--------------------------------

### Retrieve 15:45 Equity Options NBBO Data (HTTP)

Source: https://www.ivolatility.com/api/docs

This HTTP request example illustrates how to call the iVolatility API to get 15:45 snapshot equity options chain data. It shows the structure of a GET request for a specific symbol and date, or a date range. The API key is a required parameter.

```http
GET /equities/eod/options-nbbo_1545?symbol=AAPL&date=2021-12-16 HTTP/1.1
Host: restapi.ivolatility.com
apiKey: YOUR_API_KEY

GET /equities/eod/options-nbbo_1545?symbol=AAPL&from_=2021-12-10&to=2021-12-17 HTTP/1.1
Host: restapi.ivolatility.com
apiKey: YOUR_API_KEY
```

--------------------------------

### Get Equity Yield Data (HTTP)

Source: https://www.ivolatility.com/api/docs

Example HTTP request to retrieve the 12-month average dividend yield for an equity index. This demonstrates the structure of a GET request to the iVolatility API.

```http
GET https://restapi.ivolatility.com/equities/yield?apiKey=YOUR_API_KEY&symbol=SPX&region=USA
```

--------------------------------

### Retrieve EOD Equity Options NBBO Data (HTTP)

Source: https://www.ivolatility.com/api/docs

This HTTP request example demonstrates how to query the iVolatility API for End of Day (EOD) equity options chain data. It outlines the GET request format for specifying a symbol and date or date range, including the necessary API key.

```http
GET /equities/eod/options-nbbo?symbol=AAPL&date=2021-12-16 HTTP/1.1
Host: restapi.ivolatility.com
apiKey: YOUR_API_KEY

GET /equities/eod/options-nbbo?symbol=AAPL&from_=2021-12-10&to=2021-12-17 HTTP/1.1
Host: restapi.ivolatility.com
apiKey: YOUR_API_KEY
```

--------------------------------

### GET /api/openapi

Source: https://www.ivolatility.com/api/docs

Downloads the complete OpenAPI specification file in YAML format for integration and validation purposes.

```APIDOC
## GET /api/openapi

### Description
Downloads the current API specification in YAML format, useful for automatic SDK generation, CI/CD pipeline validation, and documentation synchronization.

### Method
GET

### Endpoint
https://restapi.ivolatility.com/api/openapi

### Response
#### Success Response (200)
- **body** (file) - OpenAPI specification file in YAML format

#### Error Response (500)
- **message** (string) - Internal server error - failed to read the specification file
```

--------------------------------

### Find Nearest Option Tickers (HTTP)

Source: https://www.ivolatility.com/api/docs

This is an HTTP request example for finding the nearest option tickers. It shows a GET request to the relevant endpoint with query parameters such as symbol, days to expiration (dte), moneyness, and call/put type. The response is in JSON format and contains option tickers closest to the specified criteria.

```http
GET /equities/eod/nearest-option-tickers?symbol=TQQQ&startingDate=2022-03-15&dte=100&moneyness=5&callPut=C HTTP/1.1
Host: restapi.ivolatility.com
```

--------------------------------

### Get Upcoming Earnings Calendar Data (Python)

Source: https://www.ivolatility.com/api/docs

This Python code snippet demonstrates how to fetch upcoming earnings calendar data using the IVolatility API. It shows examples of calling the API with different parameters like stock IDs, symbols, and stock groups. Ensure you have the 'ivol' library installed and configured with your API key.

```python
getMarketData = ivol.setMethod('/equities/eod/upcoming-earnings-calendar')
marketData = getMarketData(startDate='2022-08-10',endDate='2025-11-18',stockID='1350')
#OR:
marketData = getMarketData(startDate='2022-08-10', endDate='2025-11-18',symbols='META,AAPL')
#OR:
marketData = getMarketData(startDate='2025-11-18', endDate='2026-11-18',stockGroup='ALL_USA')
```

--------------------------------

### Options Pricing with QuantLib and iVolatility API (Python)

Source: https://www.ivolatility.com/api/docs

This example demonstrates building a Black-Scholes-Merton QuantLib options pricing engine using data fetched from the ivolatility API. It calculates European and American option prices based on specified parameters and visualizes the results against the number of steps. Requires pandas, datetime, QuantLib, matplotlib, statistics, and ivolatility.

```python
import pandas as pd 
import datetime
import QuantLib as ql
import matplotlib.pyplot as plt
from statistics import mean
import ivolatility as ivol

ivol.setLoginParams(apiKey={your_api_key})
# OR:
ivol.setLoginParams(username={your_IVol_username}, password={your_IVol_password})
period = 360
OTMpct = 20
optType = 'C'
date_str = '2022-06-30'
date = datetime.datetime.strptime(date_str, '%Y-%m-%d')

option_type = ql.Option.Call
calculation_date = ql.Date(date.day, date.month, date.year)
maturity_date = calculation_date + period

getMarketData = ivol.setMethod('/equities/eod/stock-prices')
spot_price = getMarketData(symbol='AAPL', from_=date_str, to=date_str).at[0, 'close']

getMarketData = ivol.setMethod('/equities/eod/ivs')
marketData = getMarketData(symbol='AAPL', from_=date_str, to=date_str)
marketData['period'] = pd.to_numeric(marketData['period'])
marketData = marketData.loc[(marketData['call/put'] == optType) & (marketData['out-of-the-money_%'] == OTMpct) & (marketData['period'] == period)]

strike_price = marketData['strike'].values[0]
volatility = marketData['iv'].values[0]
dividend_rate =  0.023
risk_free_rate = 0.001
day_count = ql.Actual365Fixed()
calendar = ql.UnitedStates()
ql.Settings.instance().evaluationDate = calculation_date
payoff = ql.PlainVanillaPayoff(option_type, strike_price)
settlement = calculation_date
am_exercise = ql.AmericanExercise(settlement, maturity_date)
american_option = ql.VanillaOption(payoff, am_exercise)
eu_exercise = ql.EuropeanExercise(maturity_date)
european_option = ql.VanillaOption(payoff, eu_exercise)
spot_handle = ql.QuoteHandle( ql.SimpleQuote(spot_price) )
flat_ts = ql.YieldTermStructureHandle( ql.FlatForward(calculation_date, risk_free_rate, day_count) )
dividend_yield = ql.YieldTermStructureHandle( ql.FlatForward(calculation_date, dividend_rate, day_count) )
flat_vol_ts = ql.BlackVolTermStructureHandle( ql.BlackConstantVol(calculation_date, calendar, volatility, day_count) )
bsm_process = ql.BlackScholesMertonProcess(spot_handle, dividend_yield, flat_ts, flat_vol_ts)

def binomial_price(option, process, steps):
  binomial_engine = ql.BinomialVanillaEngine(process, 'crr', steps)
  option.setPricingEngine(binomial_engine)
  return option.NPV()

steps = range(5, 200, 1)
eu_prices = [binomial_price(european_option, bsm_process, step) for step in steps]
am_prices = [binomial_price(american_option, bsm_process, step) for step in steps]

#theoretical European option price 
european_option.setPricingEngine(ql.AnalyticEuropeanEngine(bsm_process))
bsm_price = european_option.NPV()

print('BSM price:', bsm_price)
print('European option:', mean(eu_prices))
print('American option:', mean(am_prices))

plt.plot(steps, am_prices, label='American Option', lw=2, alpha=0.6)
plt.plot(steps, eu_prices, label='European Option', lw=2, alpha=0.6)
plt.plot([5,200],[bsm_price, bsm_price], 'r--', label='BlackScholesMerton', lw=2, alpha=0.6)
plt.xlabel('Steps')
plt.ylabel('Price')
plt.legend()
plt.show()
```

--------------------------------

### Get MSRB Trades Data (HTTP)

Source: https://www.ivolatility.com/api/docs

Example HTTP request to retrieve historical trade data for MSRB bonds. This demonstrates the structure of a GET request to the API endpoint, including necessary query parameters like date ranges and identifiers.

```http
GET https://restapi.ivolatility.com/fixedincome/eod/msrb-trades?apiKey=YOUR_API_KEY&from=2023-12-24&to=2024-01-30&companyName=gold&CUSIP=38058FAK3&maturityFrom=2023-10-01&maturityTo=2024-10-01&couponFrom=2&couponTo=4.5
```

--------------------------------

### Initialize IVolatility API with API Key using Python

Source: https://www.ivolatility.com/api/docs

This snippet shows how to initialize the IVolatility API client using an API key. This is a prerequisite for making subsequent API calls. It requires the 'ivolatility' library.

```python
import ivolatility as ivol

ivol.setLoginParams(apiKey={your_api_key})
```

--------------------------------

### Get Upcoming Earnings Calendar Data (HTTP)

Source: https://www.ivolatility.com/api/docs

This HTTP request example shows how to retrieve upcoming earnings calendar data from the IVolatility API. It illustrates a GET request to the specified endpoint with query parameters for date ranges and stock identifiers. This can be used with any HTTP client.

```http
GET /equities/eod/upcoming-earnings-calendar?startDate=2022-08-10&endDate=2025-11-18&stockID=1350 HTTP/1.1
Host: restapi.ivolatility.com

GET /equities/eod/upcoming-earnings-calendar?startDate=2022-08-10&endDate=2025-11-18&symbols=META,AAPL HTTP/1.1
Host: restapi.ivolatility.com

GET /equities/eod/upcoming-earnings-calendar?startDate=2025-11-18&endDate=2026-11-18&stockGroup=ALL_USA HTTP/1.1
Host: restapi.ivolatility.com
```

--------------------------------

### POST /api-keys

Source: https://www.ivolatility.com/api/docs

Create a new API key by providing user credentials.

```APIDOC
## POST /api-keys

### Description
Creates a new API key linked to a specific name for the authenticated user.

### Method
POST

### Endpoint
/api-keys

### Request Body
- **username** (string) - Required - Your IVolatility username
- **password** (string) - Required - Your IVolatility password
- **api_key_name** (string) - Required - A custom name for the new API key

### Request Example
{
  "username": "your_ivol_username",
  "password": "your_ivol_password",
  "api_key_name": "my_trading_app"
}

### Response
#### Success Response (200)
- **api_key** (string) - The newly generated API key

#### Response Example
{
  "api_key": "ivol_live_xxxxxxxxxxxx"
}
```

--------------------------------

### Example Usage of Bearer Token

Source: https://www.ivolatility.com/api/docs

Demonstrates how to use the obtained bearer token for authentication in subsequent API requests. The token should be included in the 'Authorization' header.

```http
GET /api/v1/some/endpoint
Authorization: Bearer YOUR_GENERATED_TOKEN
```

--------------------------------

### GET /equities/eod/upcoming-earnings-calendar

Source: https://www.ivolatility.com/api/docs

Retrieves a forward-looking earnings calendar with event dates, tickers, market cap, and analyst estimates for upcoming corporate reports. Requires a start date and end date, along with one of symbols, stockID, or stockGroup.

```APIDOC
## GET /equities/eod/upcoming-earnings-calendar

### Description
Retrieves a forward-looking earnings calendar providing event dates, tickers, market cap, and analyst estimates for upcoming corporate reports.

### Method
GET

### Endpoint
/equities/eod/upcoming-earnings-calendar

### Parameters
#### Query Parameters
- **apiKey** (string) - Required - REST API apiKey
- **startDate** (string) - Required - <date> Example: startDate=2021-12-24. Minimum earning date.
- **endDate** (string) - Required - <date> Example: endDate=2021-12-30. Maximum earning date.
- **symbols** (Array of strings) - Optional - Example: symbols=AAPL,META. Equity tickers separated by commas. If parameter is not provided then endpoint returns all available equities. Parameters `symbols` OR `stockID` OR `stockGroup` are required.
- **stockID** (Array of strings) - Optional - Example: stockID=31505,31699,31333,31700,31704,31705,31701,31706,31707. Internal IVOL identifiers. Parameter values are separated by commas if multiple values are specified. Parameters `symbols` OR `stockID` OR `stockGroup` are required.
- **stockGroup** (any) - Optional - Enum: "ALL_ETFS", "ALL_US_INDEXES", "ALL_US_STOCKS", "ALL_USA", "B3_STOCKS", "CAC_STOCKS", "CANADIAN_STOCKS", "DAX_STOCKS", "DJIA_STOCKS", "DJX", "EUROPIAN_STOCKS", "MSH_STOCKS", "NASDAQ_100_STOCKS", "NSE_STOCKS", "OEX_STOCKS", "OSX_STOCKS", "RUSSELL_2000_STOCKS", "SOX_STOCKS", "SP500_STOCKS", "SX5E", "TOP200_OPTIONS_OPEN_INTEREST", "TOP200_OPTIONS_VOLUME", "TX60", "USA_WEEKLIES". Parameters `symbols` OR `stockID` OR `stockGroup` are required.

### Responses
#### Success Response (200)
OK
#### Error Responses
- **204**: No data found for requested data
- **400**: Parameters are not valid
- **401**: Authentication problems
- **403**: No access to data
- **500**: Internal server error

### Request Example (Python)
```python
getMarketData = ivol.setMethod('/equities/eod/upcoming-earnings-calendar')
marketData = getMarketData(startDate='2022-08-10', endDate='2025-11-18', stockID='1350')
#OR:
marketData = getMarketData(startDate='2022-08-10', endDate='2025-11-18', symbols='META,AAPL')
#OR:
marketData = getMarketData(startDate='2025-11-18', endDate='2026-11-18', stockGroup='ALL_USA')
```

### Response Example (JSON)
```json
{
  "status": {
    "executionTime": 1772,
    "recordsFound": 234,
    "code": "PENDING",
    "urlForDetails": "https://restapi.ivolatility.com/data/info/B2FC976D-7AB4-41B4-ADDD-89460B67E5C8"
  },
  "query": {
    "requestUUID": "B2FC976D-7AB4-41B4-ADDD-89460B67E5C8"
  },
  "data": [
    {
      "earning_date": "2024-09-05",
      "stock_id": 25301,
      "market_cap": 4301367296,
      "estimate": 0.59,
      "stock_price": 45.97,
      "implied_move": 15.55
    }
  ]
}
```
```

--------------------------------

### Subscribe to Options IV Surface via WebSocket

Source: https://www.ivolatility.com/api/docs

Demonstrates how to initiate a subscription to the IV_SURFACE topic using a JSON payload. This requires an API key and specific parameters for symbols, terms, and option types.

```JSON
{
  "eventType": "SUBSCRIBE",
  "headers": {
    "topic": " IV_SURFACE ",
    "apiKey": "{api_key}"
  },
  "body": {
    "symbols": ["VIX","SPX","RUT"],
    "terms": ["7", "14", "30"],
    "otms": ["30","60"],
    "callPut": "C"
  }
}
```

--------------------------------

### Get 15:45 Implied Dividend Yield (Python)

Source: https://www.ivolatility.com/api/docs

Retrieves 15:45 snapshot proprietary implied dividends calculations for US ETFs. Requires an API key, symbol, start date, and end date. This data is calculated using ATM options and call-put parity.

```Python
getMarketData = ivol.setMethod('/equities/1545-implied-yield')
marketData = getMarketData(symbol='DIA' , startDate='2023-11-01', endDate='2023-11-10')
```

--------------------------------

### Get Single Option Raw IV and Greeks (HTTP)

Source: https://www.ivolatility.com/api/docs

This HTTP request example shows how to fetch raw implied volatility and Greeks for a single options contract. It requires parameters such as symbol, date, expiration date, strike price, option type, and minute type.

```http
getMarketData = ivol.setMethod('/equities/intraday/single-equity-option-rawiv')
marketData = getMarketData(symbol='SPY', date='2021-09-20', expDate='2022-06-17', strike='450', optType='CALL', minuteType='MINUTE_15')
```

--------------------------------

### Create and Use IVolatility API Key

Source: https://www.ivolatility.com/api/docs

Creates a new API key for your IVolatility account (up to 5 keys allowed) using your username and password, then sets this API key for authentication. API keys provide a more persistent authentication method than tokens.

```python
apiKey = ivol.createApiKey(nameKey = 'your_apiKey_name',username={your_IVol_username}, password={your_IVol_password})
ivol.setLoginParams(apiKey=apiKey)
```

--------------------------------

### Get 15:45 Implied Dividend Yield (HTTP)

Source: https://www.ivolatility.com/api/docs

Retrieves 15:45 snapshot proprietary implied dividends calculations for US ETFs using HTTP requests. Requires an API key, symbol, start date, and end date. This data is calculated using ATM options and call-put parity.

```HTTP
GET /equities/1545-implied-yield?symbol=DIA&startDate=2023-11-01&endDate=2023-11-10 HTTP/1.1
Host: restapi.ivolatility.com
apiKey: YOUR_API_KEY
```

--------------------------------

### Retrieve Trading Calendar Data using Python

Source: https://www.ivolatility.com/api/docs

Demonstrates how to initialize the trading calendar method and fetch data for a specific date range. Requires the iVolatility client library and valid API credentials.

```python
getMarketData = ivol.setMethod('/equities/trading-calendar')
marketData = getMarketData(startDate='2025-01-01', endDate='2030-12-31')
```

--------------------------------

### Retrieve Market Data via iVolatility API

Source: https://www.ivolatility.com/api/docs

Demonstrates how to initialize the market data method and perform a query using a stock group and date range. The input requires an API key and specific filtering parameters to return the desired equity data.

```python
getMarketData = ivol.setMethod('/equities/stock-market-data')
marketData = getMarketData(stockGroup='ALL_USA', from='2025-12-14', to='2025-12-15')
```

--------------------------------

### Configure iVolatility Websocket Subscription

Source: https://www.ivolatility.com/api/docs

Sets up the template and connection parameters for subscribing to real-time market data streams from the iVolatility API.

```python
import json
import websocket

WEBSOCKET_URL = "wss://restapi.ivolatility.com/v1/ws"

REQUEST_TEMPLATE = {
  "eventType": "SUBSCRIBE",
  "headers": {
    "topic": "OPTIONS_RAWIV_FV",
    "apiKey": "{api_key}"
  },
  "body": {
    "symbols": [ "SPX","VIX" ]
  }
}
```

--------------------------------

### Retrieve EOD Option Series on Date (HTTP)

Source: https://www.ivolatility.com/api/docs

This is an HTTP request example for retrieving End-of-Day (EOD) option series data. It shows the structure of a GET request to the specified endpoint with query parameters for symbol, expiration range, strike range, call/put type, and the trading date. The response is expected in JSON format.

```http
GET /equities/eod/option-series-on-date?symbol=AAPL&expFrom=2022-10-21&expTo=2022-10-21&strikeFrom=100&strikeTo=105&callPut=C&date=2022-02-16 HTTP/1.1
Host: restapi.ivolatility.com
```

--------------------------------

### Retrieve Equity Options Raw IV Data via Python SDK

Source: https://www.ivolatility.com/api/docs

Demonstrates how to initialize the API method and fetch options data for a specific symbol using either a single date or a date range. Requires the iVolatility Python client library.

```python
getMarketData = ivol.setMethod('/equities/eod/options-rawiv_1545')
marketData = getMarketData(symbol='AAPL', date='2021-12-16')
marketData = getMarketData(symbol='AAPL', from_='2021-12-10', to='2021-12-17')
```

```python
getMarketData = ivol.setMethod('/equities/eod/options-rawiv')
marketData = getMarketData(symbol='AAPL', date='2021-12-16')
marketData = getMarketData(symbol='AAPL', from_='2021-12-10', to='2021-12-17')
```

--------------------------------

### Download OpenAPI Specification

Source: https://www.ivolatility.com/api/docs

Retrieves the complete API specification in YAML format, useful for SDK generation, CI/CD validation, and documentation sync.

```http
GET /api/openapi HTTP/1.1
Host: restapi.ivolatility.com
```

```bash
curl -X GET https://restapi.ivolatility.com/api/openapi
```

```python
import requests
response = requests.get('https://restapi.ivolatility.com/api/openapi')
```

--------------------------------

### Fetch Options Chain and Market Data using Python

Source: https://www.ivolatility.com/api/docs

This snippet demonstrates how to set up IVolatility API credentials, retrieve an options chain for a given symbol and date range, and then fetch historical market data for each option in the chain. It includes error handling for API requests and concatenates the results into a single DataFrame. Dependencies include the 'ivolatility' and 'pandas' libraries.

```python
import pandas as pd
import ivolatility as ivol
import requests

ivol.setLoginParams(username={your_IVol_username}, password={your_IVol_password})

getOptionsChain = ivol.setMethod('/equities/eod/option-series-on-date')
optionsChain = getOptionsChain(symbol='SPX', expFrom='2021-12-23', expTo='2025-12-23', strikeFrom=3000, strikeTo=3025, callPut='C', date='2021-09-15')
print(optionsChain)
#optionsChain.to_csv('optionsChain.csv', header=True)

allData = pd.DataFrame()
getMarketData = ivol.setMethod('/equities/eod/single-stock-option')

for optionSymbol in optionsChain['OptionSymbol']:
  try:
    marketData = getMarketData(symbol=optionSymbol, from_='2021-09-01', to='2021-09-01', delayBetweenRequests = 1)
    allData = pd.concat([allData, marketData], axis=0)
  except requests.exceptions.RequestException as e:
    print(f"Error fetching data for {optionSymbol}: {e}")
print(allData)
#allData.to_csv('allData.csv', header=True, index=False)
```

--------------------------------

### Token Authentication via GET /token/get

Source: https://www.ivolatility.com/api/docs

Obtain a bearer token by calling the GET /token/get endpoint using your IVolatility login and password. This token is then used for subsequent authenticated requests and expires after 30 minutes.

```http
GET /token/get?username=YOUR_USERNAME&password=YOUR_PASSWORD
```

--------------------------------

### Manage API Keys via POST Request

Source: https://www.ivolatility.com/api/docs

Create new API keys by sending a POST request with your username and password in the JSON body. This allows programmatic management of your API access credentials.

```http
POST /api/v1/keys
Content-Type: application/json

{
  "username": "your_ivol_username",
  "password": "your_ivol_password"
}
```

--------------------------------

### GET /equities/trading-calendar

Source: https://www.ivolatility.com/api/docs

Returns US market trading calendar information.

```APIDOC
## GET /equities/trading-calendar

### Description
This endpoint returns US market trading calendar information.

### Method
GET

### Endpoint
`/equities/trading-calendar`

### Parameters
This endpoint does not appear to have any documented query parameters, path parameters, or request body. Authentication might be handled via headers or a pre-configured client.

### Responses
#### Success Response (200)
OK. Returns trading calendar data.

#### Error Responses
Specific error codes and messages are not detailed in the provided text, but common API errors like 400, 401, 403, 500 may apply.

### Request Example
```python
# Assuming 'ivol' is an initialized client object
# Example: Fetching trading calendar data
trading_calendar = ivol.get('/equities/trading-calendar')
```

### Response Example
(Response structure not provided in the input text)
```

--------------------------------

### Example JSON Response for Empty Options Chain Data

Source: https://www.ivolatility.com/api/docs

This is a sample JSON response for the equity options raw IV endpoint when no data is found for the requested parameters. It indicates a pending status with no records found.

```json
{
  "status": {
    "executionTime": 1772,
    "recordsFound": 0,
    "code": "PENDING",
    "urlForDetails": "https://restapi.ivolatility.com/data/info/B2FC976D-7AB4-41B4-ADDD-89460B67E5C8"
  },
  "query": {
    "requestUUID": "B2FC976D-7AB4-41B4-ADDD-89460B67E5C8"
  },
  "data": [ ]
}
```

--------------------------------

### GET /token/get

Source: https://www.ivolatility.com/api/docs

Retrieve a temporary bearer token for session-based authentication.

```APIDOC
## GET /token/get

### Description
Generates a bearer token valid for 30 minutes. Requires login credentials.

### Method
GET

### Endpoint
/token/get

### Request Body
- **username** (string) - Required - Your IVolatility username
- **password** (string) - Required - Your IVolatility password

### Response
#### Success Response (200)
- **token** (string) - The bearer token for subsequent requests
- **expires_in** (integer) - Expiration time in seconds

#### Response Example
{
  "token": "eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9...",
  "expires_in": 1800
}
```

--------------------------------

### Example JSON Response for Options Chain Data

Source: https://www.ivolatility.com/api/docs

This is a sample JSON response for the equity options raw IV endpoint. It includes status information, query details, and an array of data points for options contracts.

```json
{
  "status": {
    "executionTime": 1772,
    "recordsFound": 234,
    "code": "PENDING",
    "urlForDetails": "https://restapi.ivolatility.com/data/info/B2FC976D-7AB4-41B4-ADDD-89460B67E5C8"
  },
  "query": {
    "requestUUID": "B2FC976D-7AB4-41B4-ADDD-89460B67E5C8"
  },
  "data": [
    {
      "timestamp": "2021-09-20 09:30:00",
      "stockId": 627,
      "stockSymbol": "SPY",
      "optionExpirationDate": "2022-06-17",
      "optionStrike": 450,
      "optionType": "C",
      "optionStyle": "A",
      "optionSymbol": "SPY   220617C00450000",
      "optionBidPrice": 0,
      "optionAskPrice": 0,
      "optionBidDateTime": "2021-09-20 09:25:06",
      "optionAskDateTime": "2021-09-20 09:25:06",
      "optionBidSize": 0,
      "optionAskSize": 0,
      "optionBidExchange": "*",
      "optionAskExchange": "*",
      "optionVolume": 0,
      "optionIv": 0.4455,
      "underlyingPrice": 434.855,
      "optionDelta": 0.5357,
      "optionGamma": 0.002428,
      "optionTheta": -0.123286,
      "optionVega": 1.472,
      "optionRho": 1.24654,
      "optionPreIv": -1,
      "optionImpliedYield": 0,
      "calcTimestamp": "2021-09-20 09:29:34"
    }
  ]
}
```

--------------------------------

### Backtest Trading Strategy with iVolatility API (Python)

Source: https://www.ivolatility.com/api/docs

This snippet demonstrates how to backtest a trading strategy using daily stock price data fetched from the ivolatility API. It calculates daily and total Profit and Loss (PNL) and visualizes the results. Requires the pandas, numpy, and matplotlib libraries.

```python
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import ivolatility as ivol

ivol.setLoginParams(apiKey={your_api_key})
# OR:
ivol.setLoginParams(username={your_IVol_username}, password={your_IVol_password})

getMarketData = ivol.setMethod('/equities/eod/stock-prices')
marketData = getMarketData(symbol='SPX', from_='1980-01-01', to='2021-12-31')

marketData['date'] = pd.to_datetime(marketData['date'])
marketData = marketData.sort_values(by='date')

pnl_df = pd.DataFrame(columns=['date', 'day_pnl', 'total_pnl'])
date_col = marketData.columns.get_loc('date')
open_col = marketData.columns.get_loc('open')
close_col = marketData.columns.get_loc('close')

pnl = 0
loc = 0
for i in range(marketData.shape[0]-1):
  currentTrade = -np.sign(marketData.iat[i, close_col] - marketData.iat[i, open_col]) * marketData.iat[i+1, open_col]
  if currentTrade == 0:
    continue
  currentTrade = np.sign(currentTrade)*marketData.iat[i+1, close_col] - currentTrade
  pnl += currentTrade
  pnl_df.loc[loc] = [marketData.iat[i+1, date_col], currentTrade, pnl]
  loc += 1

pnl_df.plot(title='SPX', x='date', y='total_pnl', kind='line')
plt.show()
```

--------------------------------

### GET /equities/underlying-info

Source: https://www.ivolatility.com/api/docs

This call retrieves a financial instrument's underlying pricing information.

```APIDOC
## GET /equities/underlying-info

### Description
This call retrieves a financial instrument's underlying pricing information.

### Method
GET

### Endpoint
/equities/underlying-info

### Parameters
#### Query Parameters
- **apiKey** (string) - Required - REST API apiKey
- **symbol** (string) - Required - The equity symbol for which to retrieve information.

### Response
#### Success Response (200)
- **currency** (string) - The currency of the pricing information (e.g., "USD").
- **cumulativePrice** (integer) - The cumulative price of the instrument.
- **cumulativeValue** (integer) - The cumulative value of the instrument.
- **vwap** (float) - The volume-weighted average price.
- **ivxlow90** (float) - Implied volatility low for 90 days.
- **ivxhighdate90** (string) - Date of the implied volatility high for 90 days.
- **ivxlowdate90** (string) - Date of the implied volatility low for 90 days.
- **ivxhigh120** (float) - Implied volatility high for 120 days.
- **ivxlow120** (float) - Implied volatility low for 120 days.
- **ivxhighdate120** (string) - Date of the implied volatility high for 120 days.
- **ivxlowdate120** (string) - Date of the implied volatility low for 120 days.
- **ivxhigh150** (float) - Implied volatility high for 150 days.
- **ivxlow150** (float) - Implied volatility low for 150 days.
- **ivxhighdate150** (string) - Date of the implied volatility high for 150 days.
- **ivxlowdate150** (string) - Date of the implied volatility low for 150 days.
- **ivxhigh180** (float) - Implied volatility high for 180 days.
- **ivxlow180** (float) - Implied volatility low for 180 days.
- **ivxhighdate180** (string) - Date of the implied volatility high for 180 days.
- **ivxlowdate180** (string) - Date of the implied volatility low for 180 days.
- **hv30hl** (float) - Historical volatility high-low for 30 days.
- **hv60hl** (float) - Historical volatility high-low for 60 days.
- **hv90hl** (float) - Historical volatility high-low for 90 days.
- **hv120hl** (float) - Historical volatility high-low for 120 days.
- **hv150hl** (float) - Historical volatility high-low for 150 days.
- **hv180hl** (float) - Historical volatility high-low for 180 days.

#### Response Example (200)
```json
{
  "ivxlow90": 0.1892559975385666,
  "ivxhighdate90": "2023-10-26",
  "ivxlowdate90": "2024-05-20",
  "ivxhigh120": 0.2788729965686798,
  "ivxlow120": 0.18897099792957306,
  "ivxhighdate120": "2023-10-27",
  "ivxlowdate120": "2024-05-20",
  "ivxhigh150": 0.27636951208114624,
  "ivxlow150": 0.1909244954586029,
  "ivxhighdate150": "2023-10-27",
  "ivxlowdate150": "2024-05-21",
  "ivxhigh180": 0.27541500329971313,
  "ivxlow180": 0.20031699538230896,
  "ivxhighdate180": "2023-10-26",
  "ivxlowdate180": "2024-01-23",
  "hv30hl": 0.14991378784179688,
  "hv60hl": 0.16620635986328125,
  "hv90hl": 0.16761398315429688,
  "hv120hl": 0.16073894500732422,
  "hv150hl": 0.15521812438964844,
  "hv180hl": 0.1595144271850586,
  "currency": "USD",
  "cumulativePrice": 106578680,
  "cumulativeValue": 8000816640,
  "vwap": 195.31964111328125
}
```

#### Error Responses
- **400**: Invalid parameters provided.
- **401**: Authentication failed.
- **403**: Access denied to the requested data.
- **500**: Internal server error.
```