Service metadata

Codefragmenten

curl "https://api.oanor.com/tailrisk-api/v1/meta" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/tailrisk-api/v1/meta", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/tailrisk-api/v1/meta");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/tailrisk-api/v1/meta",
    headers={"x-oanor-key": "oanor_test_..."}
)

Voorbeeldrespons

Een echte respons van dit endpoint, vastgelegd bij de laatste health check.

{
    "data": {
        "note": "metric is cvar (default), var, kurtosis or skew. confidence is 95 (default) or 99. window is 60-1000 trading days (default 252). class filters to equity/sector/commodity/bond/fx/crypto (default all). Losses are reported as positive percentages. Read fresh per call, nothing cached.",
        "source": "Yahoo Finance daily closes, live",
        "classes": [
            "equity",
            "sector",
            "commodity",
            "bond",
            "fx",
            "crypto"
        ],
        "metrics": [
            "cvar",
            "var",
            "kurtosis",
            "skew"
        ],
        "service": "tailrisk-api",
        "endpoints": {
            "GET /v1/meta": "This document.",
            "GET /v1/asset": "Full tail-risk profile of one instrument (symbol=SPY, confidence=95, window=252).",
            "GET /v1/screener": "Rank the universe by tail-risk metric (metric=cvar, confidence=95, window=252, class=all).",
            "GET /v1/universe": "The cross-asset universe and its classes."
        },
        "description": "Cross-asset tail risk — ranks the major markets by how brutal their bad days are, live from Yahoo Finance daily closes (no key, nothing stored). For each market it returns Value-at-Risk (historical and parametric, 95%/99%), Conditional VaR / Expected Shortfall (average loss on the worst days), and the return-distribution shape: skewness (crash-proneness) and excess kurtosis (fat tails). asset returns one instrument's full tail-risk profile; screener ranks the cross-asset universe from most tail-risky to safest. The cross-asset distribution-tail / VaR-CVaR cut — distinct from the BYO risk-metrics engine, the crypto-only coin risk scorecard, the drawdown-pain (Ulcer) screener and the volatility APIs.",
        "universe_size": 20,
        "upstream_status": "ok",
        "confidence_levels": [
            95,
            99
        ],
        "most_tail_risk_95_252d": "SLV"
    },
    "meta": {
        "timestamp": "2026-06-12T10:34:47.371Z",
        "request_id": "70eaf0f5-d6a9-45a8-8899-982c57429581"
    },
    "status": "ok",
    "message": "Meta",
    "success": true
}