The ORTEX Market Intelligence API delivers data-driven financial content generated from ORTEX's market datasets — short interest, cost to borrow, utilization, options flow, ORTEX Alpha signals, and more.
Content types (content_type):
- pulse — Bloomberg-style flash headlines when a data event crosses a threshold. Sub-type
in
pulse_type:short_interest,analyst,options,institutional,ctb,utilization,signal,convergence. - earnings_preview — Short-form analytical brief 2–3 trading days ahead of earnings.
- trader_note — Weekly long-form deep dive per covered stock.
- weekly_digest — Weekly synthesis of cross-stock themes, sector trends, and
convergence alerts. Sub-type in
theme:week_ahead,overall,short_interest,analyst,options,convergence. - convergence_report — Auto-triggered when 3+ distinct data events align on one ticker.
- market_commentary — Cross-stock market-wide articles published on a 4-hour cadence
(8h for money_flow). Sub-type in
theme:general,short_interest,analyst,events,insider,options,money_flow.
Identifying content by subject
The simplest way to pull subject-matter content across content types is the ?topics= filter —
e.g. ?topics=short_interest returns SI pulses, the SI weekly digest, the SI commentary, and any
long-form row grounded in SI data. Closed vocabulary: short_interest, cost_to_borrow,
utilization, options, analyst, institutional,
insider, signals, earnings, money_flow,
convergence, general. Comma-separate for OR semantics.
Looking up content by ticker
The ?ticker= filter searches both the row's primary tagged ticker AND any
body-mentioned tickers (via related_tradingitems) — so ?ticker=NYSE:F returns any
digest, trader note, or commentary that references Ford on NYSE. Two formats are accepted:
- Colon-separated:
?ticker=NYSE:F. The segment before the colon can be an exchange symbol (NYSE), a MIC code (XNYS), or an ISO 3166-1 alpha-2 country code (US) — same resolution as every other v1 stock endpoint. - Legacy:
?ticker=F&exchange=NYSE. Equivalent to the colon form.
Identifiers per row
Pass ?include=identifiers to receive a list of {exchange, ticker, mic, isin}
dicts per row covering both the primary tagged ticker and every body-mentioned ticker. Always
present on the detail endpoint; opt-in on list (one extra ISIN query per row).
Data sources & methodology
Each metric is built on a public-knowledge input category and an ORTEX modelling layer on top. The inputs aren't secret; the modelling is what's proprietary.
- Short interest — ORTEX Proprietary Short Interest.
- Cost to borrow & utilization — aggregated from securities-lending market feeds (prime-broker and agent-lender data) and normalised across counterparties. Raw lending data is fragmented; the aggregation + normalisation is the proprietary layer.
- Options flow — US options data, classified by an ORTEX buy/sell-pressure model.
- ORTEX Alpha signals — quantitative signals built on top of all of the above plus exchange price/volume feeds. Inputs are listed in this document; signal construction (weights, thresholds, lookbacks) is the proprietary layer.
- Analyst & institutional — sourced from established licensed data vendors.
Every response includes a provenance section detailing
when the content was generated, which ORTEX data sources contributed
(data_sources — see the "Data sources & methodology"
block above for what each slug means), and the prompt/model version
— so you can always trace an article back to the underlying data.
All API subscribers — retail and enterprise — receive every article
with its full body. The is_premium flag is surfaced for
reference only; API consumers are never rate-limited on content, only
on request volume.