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 — 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.