Rank the universe by turn-of-month effect strength
API · /calendareffects-api
Calendar Effects (Day-of-Week & Turn-of-Month) API
healthy
4,164 Subscribers
The two best-documented calendar anomalies in equities — the day-of-week effect and the turn-of-month effect — measured live across a cross-asset universe from Yahoo Finance daily history, no key, nothing stored. Decades of research show returns are not spread evenly through the week or the month: the turn-of-month effect — the cluster of the last trading day of a month and the first few of the next — has historically captured the bulk of the entire month's gain while the rest of the month drifts; and the day-of-week effect (the old "Monday effect" and its kin) shows some weekdays running persistently stronger than others. This API quantifies both directly. The turnofmonth endpoint splits an instrument's history into the turn-of-month window (the last trading day plus the first three of each month) versus the rest, and returns the average daily return and win-rate of each, the spread between them, and the share of the total return earned inside that handful of days. The dayofweek endpoint returns, for each weekday, the average daily return, win-rate and sample size, with the best and worst day. The screener endpoint ranks the cross-asset universe by the strength of the turn-of-month effect, so you can see where the calendar edge is biggest. This is the day-of-week / turn-of-month calendar-anomaly cut — distinct from the month-of-year seasonality APIs (equity-index, FX, commodity) and the crypto-only intraday/day-of-week seasonality API. Patterns are descriptive, not predictive.
#calendar-effects
#turn-of-month
#day-of-week
#seasonality
#anomalies
#screener
#cross-asset
#finance
api.oanor.com/calendareffects-api
API health
healthy- Uptime
- 100.00%
- Server probes · 24h
- Avg latency
- 398 ms
- Server probes · 24h
- Subscribers
- 4,164
- active
- Total calls
- 4
- last 7 days
Pricing
Pick a tier — billed monthly, cancel anytime.
Free
Free
- 705 calls / month
- 2 requests / second
- Hard cap (429 above quota, no overage)
- 705 calls/month
- 2 req/sec
- All endpoints
- No credit card
Starter
€10.80 /month
- 15,300 calls / month
- 6 requests / second
- Hard cap (429 above quota, no overage)
- 15.3k calls/month
- 6 req/sec
- All endpoints & classes
- Email support
Pro
€35.40 /month
- 83,500 calls / month
- 16 requests / second
- Hard cap (429 above quota, no overage)
- 83.5k calls/month
- 16 req/sec
- Priority support
Mega
€79.00 /month
- 486,000 calls / month
- 40 requests / second
- Hard cap (429 above quota, no overage)
- 486k calls/month
- 40 req/sec
- Dedicated SLA
Built by
Related APIs
Other APIs with overlapping tags.
Stock Index Seasonality API
The calendar patterns equity traders position around — "Sell in May", the Santa Claus rally, the September swoon — computed live from ~10 years of Yahoo Finance monthly data across the world's major stock indices (no key, nothing stored). Equities have well-documented seasonal tendencies, and this measures them directly: for each index it takes a decade of monthly returns, groups them by calendar month, and returns the average return in each of the twelve months, the share of years that month was positive (the win rate), and the historically strongest and weakest months. The seasonality endpoint returns one index's full 12-month seasonal profile plus the current month's historical bias. The month endpoint flips it around: for a calendar month it ranks every index by its historical average return, so you can see which markets are seasonally strong or weak right now. The indices endpoint lists what is covered, from the S&P 500, Nasdaq, Dow and Russell to the DAX, FTSE, CAC, Euro Stoxx, Nikkei and Hang Seng. The equity-index seasonality / calendar-pattern cut — distinct from the FX, commodity and crypto seasonality APIs, the index price feed and the constituent APIs.
api.oanor.com/indexseasonality-api
Commodity Seasonality API
The calendar patterns commodity traders position around, computed live from ~10 years of Yahoo Finance monthly futures data (no key, nothing stored). Commodities are the most seasonal market there is: natural gas tends to rally into winter heating demand, gasoline into the summer driving season, grains around the planting and harvest calendar. This measures it directly — for each commodity it takes a decade of monthly returns, groups them by calendar month, and returns the average return in each of the twelve months, the share of years that month was positive (the win rate), and the historically strongest and weakest months. The seasonality endpoint returns one commodity's full 12-month seasonal profile plus the current month's historical bias. The month endpoint flips it around: for a given calendar month it ranks every commodity by its historical average return, so you can see what is seasonally bullish or bearish right now. The commodities endpoint lists what is covered. The commodity-seasonality / calendar-pattern cut — distinct from the FX-seasonality API (currencies), the commodity-price feed, the commodity-spreads and the commodity-momentum APIs. It answers what a commodity usually does this month, not what it costs today.
api.oanor.com/commodityseasonality-api
Crypto Intraday & Seasonality API
The time-of-day and day-of-week patterns hiding in a crypto pair's price history, computed live from Binance candles — no key, nothing stored. Crypto trades 24/7, but it does not trade evenly: some hours (the US equity open, the Asia session) carry far more volume and volatility than others, and some weekdays run hotter than weekends. The hourly endpoint buckets recent hourly candles by UTC hour of day and returns, for each of the 24 hours, the average return, the average volume, the average high-low range (a volatility proxy) and the up-rate (how often that hour closed green) — plus the most volatile and most bullish hours. The dayofweek endpoint does the same across the seven weekdays from daily candles, with the best and worst day. The symbols endpoint lists tradable pairs. This is the intraday / seasonality pattern cut for crypto — distinct from the raw OHLCV candle feed, the realised-volatility API and the FX-seasonality (calendar-month) API in the catalogue. It tells you WHEN a market tends to move, not just how much. Patterns are descriptive, not predictive. Pairs are Binance symbols (BTCUSDT) or a coin=BTC"e=USDT form; all times are UTC.
api.oanor.com/cryptoseasonality-api
FX Seasonality API
A live forex analytic that reveals the calendar-month patterns in a currency pair, computed from years of European Central Bank daily reference rates. For any pair it returns the average return in each calendar month over the chosen number of years, plus the win rate (how often that month was historically positive) and the best and worst months — the seasonal tendencies traders lean on. Get a pair's full 12-month seasonality, or zoom into one month's year-by-year history. Built for forex, trading and research apps. Live, no key. Past patterns are not a forecast. Distinct from rate, strength, volatility, correlation, signal and range APIs.
api.oanor.com/fxseasonality-api
Frequently asked questions
Quick answers about pricing, quotas, and integration.
How do I get an API key for Calendar Effects (Day-of-Week & Turn-of-Month) API?
Sign up for free at oanor.com, generate an API key from the developer dashboard, and call Calendar Effects (Day-of-Week & Turn-of-Month) API with the x-oanor-key header. No credit card needed for the free tier.
What's the rate limit for Calendar Effects (Day-of-Week & Turn-of-Month) API?
Free tier allows 1 request per second. Paid plans scale up to 50 requests per second on the Mega tier. Hard limits return HTTP 429 above the quota — no surprise overage charges.
How much does Calendar Effects (Day-of-Week & Turn-of-Month) API cost?
Calendar Effects (Day-of-Week & Turn-of-Month) API has a free tier with 100 calls / month. Paid plans start at €10.80 / month with higher quotas and faster rate limits.
Can I cancel my subscription anytime?
Yes. Plans are billed monthly and you can cancel anytime from your billing dashboard. No long-term contracts and no cancellation fee.
Is Calendar Effects (Day-of-Week & Turn-of-Month) API GDPR-compliant?
All requests to Calendar Effects (Day-of-Week & Turn-of-Month) API go through our EU-based gateway. Your upstream API key never leaves our server and no personal data is shared with the upstream provider beyond the request you send.
Pick an endpoint from the list on the left to see its details and try it.
Code snippets
Sign up to get an API key, then call any path under your slug.
curl https://api.oanor.com/calendareffects-api/SOME_PATH \
-H "x-oanor-key: oanor_test_..."const res = await fetch("https://api.oanor.com/calendareffects-api/SOME_PATH", {
headers: { "x-oanor-key": "oanor_test_..." }
});
const data = await res.json();$ch = curl_init("https://api.oanor.com/calendareffects-api/SOME_PATH");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
$response = curl_exec($ch);import requests
r = requests.get(
"https://api.oanor.com/calendareffects-api/SOME_PATH",
headers={"x-oanor-key": "oanor_test_..."},
)
print(r.json())Ratings
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