Correlations

GET https://api.unusualwhales.com/api/market/correlations

Request

Security: Bearer Auth Authorization: Bearer <token>

Query Parameters

tickers Ticker required

A comma separated list of tickers. To exclude certain tickers prefix the first ticker with a `-`.

Example: AAPL,INTC

interval Time frame optional

The timeframe of the data to return. Can be one of the following formats: - YTD - 1D, 2D, etc. - 1W, 2W, etc. - 1M, 2M, etc. - 1Y, 2Y, etc.

Example: 2M Default: 1Y

start_date Correlation Start Date optional

A date in the format of YYYY-MM-DD to start the correlation calculation from. This is optional and works alongside end_date to define a specific time range. Can be used as an alternative to the interval parameter.

Example: 2023-01-01

end_date Correlation End Date optional

A date in the format of YYYY-MM-DD to end the correlation calculation. This is optional and defaults to the current date when start_date is provided. Works alongside start_date to define a specific time range. Can be used as an alternative to the interval parameter.

Example: 2023-12-31

Responses

200

Response Body 200 OK

correlation Correlation

A list of correlations

Example:

{"data":[{"correlation":0.27936797861890483,"fst":"AAPL","max_date":"2024-07-11","min_date":"2023-07-11","rows":253,"snd":"SPY"},{"correlation":0.279367978618901,"fst":"SPY","max_date":"2024-07-11","min_date":"2023-07-11","rows":253,"snd":"AAPL"}]}

fst Stock Ticker

The stock ticker.

Example: AAPL

max_date General ISO Date

An ISO date.

Example: 2024-01-09

min_date General ISO Date

An ISO date.

Example: 2024-01-09

rows Count of data points

The amount of data points considered.

Example: 100

snd Stock Ticker

The stock ticker.

Example: AAPL

Try It GET

API Token

Query Parameters

tickers required Ticker

interval Time frame

start_date Correlation Start Date

end_date Correlation End Date

Request Sample

curl -X GET "https://api.unusualwhales.com/api/market/correlations?tickers=VALUE" \
  -H "Authorization: Bearer YOUR_API_KEY" \
  -H "Accept: application/json"

import http.client

conn = http.client.HTTPSConnection("api.unusualwhales.com")
headers = {"Authorization": "Bearer YOUR_API_KEY", "Accept": "application/json"}
conn.request("GET", "/api/market/correlations?tickers=VALUE", headers=headers)
response = conn.getresponse()
print(response.read().decode("utf-8"))

Response Example 200

{
  "data": [
    {
      "correlation": 0.27936797861890483,
      "fst": "AAPL",
      "max_date": "2024-07-11",
      "min_date": "2023-07-11",
      "rows": 253,
      "snd": "SPY"
    },
    {
      "correlation": 0.279367978618901,
      "fst": "SPY",
      "max_date": "2024-07-11",
      "min_date": "2023-07-11",
      "rows": 253,
      "snd": "AAPL"
    }
  ]
}