Markets API · Live now

The agent-first markets API your stack has been missing.

One usage-billed API for cross-asset market data — normalized, versioned, and built on the same pipeline we run our own trading on. Live now: real-time US Treasury rates — with volatility, breadth, and put/call internals expanding as data licenses finalize. Options flow, gamma exposure, and portfolio data are on our roadmap.

Work email · Create your account and start with a key in minutes.

For traders, quants, and developers. Not a broker. Not a robo-advisor.

GET api.increase.markets/v1/market-internalsfreshness · disclosed
Illustrative market-internals response
SymbolCategoryValue
VIXVolatility16.40
VVIXVolatility88.43
SKEWVolatility146.72
CPCPut / Call0.58
TICKBreadth+571
ADDBreadth+1,279
VOLDBreadth9.00B
US10YRates4.503%
8
Live indicators
Intraday
Cadence
Disclosed
Freshness
Per call
Metering

Illustrative response shape · representative values, not a live feed. US10Y available on the public API now; Cboe & NYSE indicators expanding as data licenses finalize.

Capabilities

Analytics as first-class, queryable fields

Market internals are live today. Options flow, gamma exposure, portfolio, and research are on our roadmap — versioned, queryable endpoints on the same API.

InternalsAvailable now

Market Internals

US Treasury rates (US10Y) available on the public API now. Volatility (VIX, VVIX, SKEW), put/call (CPC), and breadth (TICK, ADD, VOLD) are live in-platform — public access expanding as data licenses finalize. All structured, versioned fields with explicit freshness.

Options flowRoadmap

Options Flow Classification

BUY_OPEN, SELL_OPEN, BUY_CLOSE, and SELL_CLOSE — merged with Open Interest (OI) and Implied Volatility (IV), with explicit freshness signals so you always know how current the data is.

GammaRoadmap

Gamma Exposure (GEX)

Per-strike Gamma Exposure (GEX) snapshots plus history as a queryable time series — the dimension most vendors discard after the close. Query any strike, any moment.

Market dataRoadmap

Unified Composable Market Data

One endpoint per symbol with opt-in facets — quote, day stats, OHLCV, options. Database-canonical reads: one canonical answer per question, every time.

PortfolioRoadmap

Multi-Broker Portfolio Data

Positions, balances, profit-and-loss, and tax lots — normalized across brokerages into a single schema, so your code never has to know which broker it is talking to.

ResearchRoadmap

Backtesting & Research Engine

Options and equity-pair backtests, plus dilution-normalized history — the research surface behind the data, through the same API.

Pricing

Usage-based. Pay for what you call.

Transparent per-call metering — a free tier to start, then volume pricing as you scale. No seat licenses, no annual lock-in.

Free
$0/ mo

50k calls / mo

No overage — hard cap

  • 1 key
  • 60 req / min
  • Community support
Start free
ProPopular
$25/ mo

1M calls / mo

Spend-capped overage · $0.30 / 10k

  • 5 keys
  • 300 req / min
  • Spend cap on by default
Choose Pro
Team
$599/ mo

1M calls / mo

Spend-capped overage · $0.30 / 10k

  • 20 keys · unlimited projects
  • 600 req / min
  • SOC 2, SSO, audit logs & SLA
Choose Team
Enterprise
Custom

Custom volume & terms

Custom

  • Dedicated support
  • Custom limits & data licensing
  • Negotiated terms
Contact sales

Provisional pricing · 1 call = 1 credit. Final rates confirmed at launch.

Roadmap

What's live, and what's next

We ship the data foundation first. Market internals are live now; the rest of the platform is on our roadmap.

Live now

Market internals

  • US Treasury rates (US10Y) live on the public API now
  • Volatility, breadth & put/call expanding as data licenses finalize
  • Authenticated keys, per-customer quotas & per-call metering
On the roadmap

The rest of the platform

  • Options flow, gamma exposure & options chains
  • Multi-broker portfolio, P&L & tax lots
  • Backtesting, research & brokerage-management apps

Never a broker. Never a robo-advisor.

Multi-broker portfolio data on the roadmap — connect any account to your agents.

Interactive BrokersCharles SchwabAlpacatastytradeCoinbaseRobinhoodWebullKraken
Why Increase

The data layer institutions have and retail platforms hide

Built on a real ingestion pipeline that has run production trading infrastructure for over a year. Analytics are first-class, queryable fields — with exactly one canonical answer per question.

Ingestion pipeline
  1. 01Broker / vendor
  2. 02Adapter
  3. 03Aggregator
  4. 04Postgres / TimescaleDB

Consumers never touch a vendor directly. Retries, deduplication, normalization, and audit logging live in the layers above — so one query returns the same answer for everyone.

Get your API key

One clean API for unified markets infrastructure. Create your account, grab a key, and start querying.

Work email · Create your account and start with a key in minutes.