Options Flow Classification
BUY_OPEN, SELL_OPEN, BUY_CLOSE, and SELL_CLOSE — merged with Open Interest (OI) and Implied Volatility (IV), and shipped with explicit freshness signals so you always know how current the data is.
Real-time and historical market data, options-flow classification, gamma exposure, and market internals — normalized, versioned, and usage-billed. Built on the same pipeline we run our own trading on.
For traders, quants, and developers. Not a broker. Not a robo-advisor.
| Symbol | Contract | Classification |
|---|---|---|
| SPY | $600 Call 6/27 | BUY_OPEN |
| QQQ | $520 Put 7/3 | SELL_OPEN |
| NVDA | $140 Call 6/20 | BUY_CLOSE |
| IWM | $205 Put 6/27 | SELL_CLOSE |
Illustrative response shape. No live quotes, prices, or performance figures shown.
Every capability is an endpoint. Same input, same answer — across agents, scripts, and dashboards.
BUY_OPEN, SELL_OPEN, BUY_CLOSE, and SELL_CLOSE — merged with Open Interest (OI) and Implied Volatility (IV), and shipped with explicit freshness signals so you always know how current the data is.
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.
TICK, advancing/declining volume, advance-decline, and a composite regime read — delivered as structured fields, not screenshots or PDFs.
One endpoint per symbol with opt-in facets — quote, day stats, OHLCV, options. Database-canonical reads: one canonical answer per question, every time.
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.
Options and equity-pair backtests, plus dilution-normalized history — the research surface behind the data, available through the same API.
We ship the foundation first — the data layer — then the apps that sit on top of it.
Never a broker. Never a robo-advisor.
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.
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.
One clean API for unified markets infrastructure. We’ll reach out when keys are ready.