Markets API · Early access

The markets API your stack has been missing.

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.

Work email · No spam. One email when your access is ready.

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

GET /api/v1/flow/read · normalized responsefreshness · fresh
Illustrative options-flow classification response
SymbolContractClassification
SPY$600 Call 6/27BUY_OPEN
QQQ$520 Put 7/3SELL_OPEN
NVDA$140 Call 6/20BUY_CLOSE
IWM$205 Put 6/27SELL_CLOSE
105+
Endpoints
6
Brokerages
15-min
GEX history
Per call
Metering

Illustrative response shape. No live quotes, prices, or performance figures shown.

Capabilities

Analytics as first-class, queryable fields

Every capability is an endpoint. Same input, same answer — across agents, scripts, and dashboards.

Options flow

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.

Gamma

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.

Internals

Market Internals

TICK, advancing/declining volume, advance-decline, and a composite regime read — delivered as structured fields, not screenshots or PDFs.

Market data

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.

Portfolio

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.

Research

Backtesting & Research Engine

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

Roadmap

What's live, and what's next

We ship the foundation first — the data layer — then the apps that sit on top of it.

Live first

The Markets API

  • Authenticated keys with per-customer quotas
  • Transparent, per-call usage metering
  • OpenAPI-documented surface, 105+ endpoints
Coming next

Brokerage-management apps

  • Unified portfolio dashboard
  • Attribution across positions and brokerages
  • Tax-lot tracking and normalized reporting

Never a broker. Never a robo-advisor.

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 on the early-access list

One clean API for unified markets infrastructure. We’ll reach out when keys are ready.

Work email · No spam. One email when your access is ready.