Hawk ThorneRisk & Market Intelligence
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One key, the whole desk

One key opens the whole desk: the registers the portal runs, plus the layers it never prints. All of it dated, structured and signed with its source.

Not the website in JSON

The site shows a single, curated read: one number, one verdict, by design. The API returns what sits underneath — the full series, the explicit history windows, and the registers the pages never publish.

What you would scrape is the conclusion. What you license is the evidence.

One call to /briefing returns the morning in a single envelope: where the committee sits against market pricing, and where the crowd is most stretched.

GET/partner/v1/briefingX-API-Key ht_live_••••••••
{
  "data": {
    "centralBanks": {
      "saysPrices": {
        "bank": "Fed",
        "committeeMean": 3.6,
        "impliedFront": 3.2,
        "delta6mBp": -32.5,
        "alignment": "committee_ahead"
      }
    },
    "positioning": {
      "stretchIndex": 78,
      "stretchBand": "stretched",
      "crowded": [
        {
          "instrument": "EUR",
          "pctl": 0.96,
          "specFlow": "extending",
          "lastMoreStretched": ""
        }
      ]
    }
  },
  "meta": {
    "asOf": "2026-07-22T06:00:00Z",
    "windowDays": 30,
    "attribution": "Hawk Thorne"
  }
}

What the API returns

Fourteen data calls, one key. The “elsewhere” column says plainly what the free portal does not carry — the site publishes one curated reading, not the series beneath it.

EndpointWhat it answersDepthElsewhere
/briefingThe morning in one envelope: central-bank rhetoric moves and the says–prices gap, the volatility regime, crowded positioning, the largest shorts in PL and US, the largest insider trades.every layer at once; sections narrows itAPI only
/central-banksThe rhetoric register for Fed, ECB, BoE, BoJ and NBP: each policymaker’s place on the dove–hawk axis with the quote, date and source, plus the gap against market pricing.per policymaker, reading and shiftportal
/positioningNon-commercial positioning as a share of open interest, percentiled in an explicit per-contract window, with a 0–100 stretch index.history window up to 40 yearsportal
/volatility-regimeThe VIX term structure (9d/1m/3m/6m), VVIX and SKEW, contango or backwardation, each reading percentiled against its full history.VIX and SKEW from 1990; 90-day seriesportal
/short-interestShort selling on both markets: the KNF register of net positions ≥0.5% in GPW issuers, plus FINRA short interest and SEC fails-to-deliver.PL: KNF · US: FINRA + SEC FTDAPI only
/insidersInsider transactions from SEC Form 4: per-issuer aggregates and the most material single trades by value.30-day window; ESPI layer plannedAPI only
/week-aheadThe week’s structural opening: what matters and why, item by item.latest editionAPI only
/decision-dayThe decision-day reading — what was said against what the market priced — with the calendar of what is coming.latest reading and calendarAPI only
/catalystsDated facts about the future: trial readouts, FDA status changes, EU merger deadlines, announced index rebalances, the offering calendar.90-day window; ~7.3k readouts on file through 2043API only
/regimeThe environment, not the instrument: the VIX term-structure state with a 90-session path, and the COT cross-section — how much of the board sits at an extreme today.VIX state from 2011; COT across 348 instrumentsAPI only
/measures/{symbol}The readings on one instrument — days-to-cover, FTD pressure, borrow fee — each with its place in today’s cross-section and the effect size measured for it. No composite, no rank, no direction.~4.4k eligible names; the refuted signals ship tooAPI only
/track-recordThe register of dated, falsifiable theses with their settlements and forecast calibration.30-day window; calibration from allportal
/notesDaily notes from five desks: macro, equities, FX and rates, commodities, Poland.full text to 7 days, teaser 8–30API only
/notes/{id}A single note by identifier.same content ruleAPI only

Built to be relied on

Read-only and server-to-server, behind a private key. Every response carries a freshness stamp and an attribution envelope, so provenance travels with the data. The contract is frozen and additive: fields are only added, never moved, so what you integrate today keeps working tomorrow.

Cleared to publish

The material is interpretation, not a recommendation. It carries no directional call and is built to be cited and republished. Observation-only and end-of-day, never a real-time claim.

Request access

Access is arranged privately, and there is no self-serve key. Tell us where the data will live and how you mean to use it, and we will reply with an offer.

We use what you send only to reply. See our privacy notice.

Common questions

Where do I get COT positioning data with real history?

The Insights API returns CFTC positioning percentiles from January 1986 across 1,204 contracts: net position as a share of open interest, COT indices at 52 and 156 weeks, percentile ranks and z-scores. Descriptive readings, never a directional signal.

Can I get Warsaw and US short selling in one place?

Yes. /short-interest combines the Polish KNF register of disclosed net short positions of 0.5% or more in GPW issuers with US FINRA short interest and SEC fails-to-deliver. One domain, both markets.

Does Hawk Thorne offer an API?

Yes. The Insights API delivers Hawk Thorne research and its live risk registers as structured data, for partners to run in their own systems. Access is arranged privately.

What data does the Insights API provide?

Everything that powers the desk, as structured data. The central-bank rhetoric monitor and the Gap it measures between what policymakers say and what the market prices. Positioning percentiles set against decades of history, so crowding shows before it unwinds. The full volatility term structure with VVIX and SKEW. Short interest across Warsaw and the US, insider and fails-to-deliver flows, and the week ahead. And the dated, Brier-calibrated track record, so the signal you build on is one whose accuracy you can audit before you commit to it. Several of these registers are served nowhere else, and the API returns the full histories beneath them, not the single number a page prints. It is the reading a terminal will not assemble for you, in a form you run inside your own systems.

How is the Insights API different from the website?

The site shows a single, curated read. The API returns the data beneath it: full histories, and registers the pages never print. What you would scrape is the conclusion; what you license is the evidence.

How do I get access to the Insights API?

Access is by private arrangement, with no self-serve key. Write to contact@hawkthorne.com with your platform and intended use, and Hawk Thorne replies with an offer.

Insights API: COT, short interest, insider data · Hawk Thorne