Options Data Coverage: What Is Actually in Our 81 Billion Rows | FlashAlpha
dataquality · 7 min read

Options Data Coverage: What Is Actually in Our 81 Billion Rows

No options data vendor publishes a per-symbol coverage page, so here is ours: 200+ symbols in the archive, 54 with 8+ years of minute-level history, 14 from January 3, 2017, 52 with flow replay - with first dates and healthy-day counts for the names in the July snapshot straight from the coverage endpoint, plus the semantics (start-of-day OI, EOD SVI). Snapshot dated 2026-07-24, regenerable by anyone with an Alpha key.

T
Tomasz Dobrowolski Quant Engineer
Jul 24, 2026
7 min read
DataQuality Coverage HistoricalData Transparency OptionsData

A systematic trader's evaluation always ends at the same question: what is ACTUALLY in the archive? This page answers it with data rather than adjectives. Everything below regenerates from GET https://historical.flashalpha.com/v1/tickers - the snapshot used here is committed as tickers_snapshot_2026-07-24.json (also as CSV), pulled 2026-07-24. Row counts grow as backfills run.

200+
Symbols in the replay archive; 54 with 8+ years of minute-level history
14
Names with coverage from 2017-01-03
52
Symbols with flow replay
81B
Minute-level option rows behind it, and climbing

The per-symbol table

The names in the 2026-07-24 snapshot. "Healthy days" counts sessions where all data layers are present; "Missing EOD/SVI" are per-symbol counts for the end-of-day OI layer and the SVI surface fits as of the snapshot. "Flow" marks names with flow replay (the has_flow flag in /v1/tickers); 52 carry it today. For the per-print tape table (4.66B prints total) see the flow-replay reference. The analytics suite covers every name in the table.

SymbolFirstHealthy daysMissing EODMissing SVIFlow
AAPL2017-06-262,2730125yes
AMD2017-01-032,39602no
AMZN2017-01-032,312851yes
COIN2021-04-201,31840no
GOOG2017-01-032,39701yes
GOOGL2018-05-312,0430355no
IBIT2024-11-204163790no
INTC2017-01-032,39701no
IWM2017-01-032,39710yes
MARA2020-08-131,431143824no
META2021-07-131,16856no
MSFT2017-01-032,39800yes
MSTR2017-01-032,388010yes
NFLX2017-01-032,39800yes
NVDA2017-01-032,309890yes
PLTR2020-10-061,45240no
QQQ2017-01-032,314840yes
RUT2018-06-112,0373610yes
SMH2018-01-022,1470251yes
SPX2022-01-051,137334925yes
SPXW2018-05-162,05400yes
SPY2017-01-032,332650yes
T2017-01-032,39710no
TLT2017-01-032,39701yes
TSLA2017-01-032,39800yes
XSP2018-01-022,14601yes

Semantics: what is minute-level and what is not

  • Minute-level (9:30-16:00 ET): option quotes, greeks, IV, spot, and everything computed from them - GEX, DEX, VEX, CHEX, levels, flow analytics, the tape.
  • EOD-stamped: open interest (published once each morning; replay serves the morning value all session, which is what any live system had), SVI surface parameters (one fit per session), and macro series.
  • Replay scope: 50+ routes - the live analytics and flow endpoints, on identical paths with identical response shapes. Details in the Historical API docs, the verified facts page, the API overview article, and the flow replay article.

How to pick a symbol

  • S&P 500 index work: SPY runs minute-complete from 2017-01-03, SPXW from 2018-05-16, XSP from 2018-01-02, and SPX itself from 2022-01-05. For anything before 2022, SPY or SPXW is the deepest series.
  • NASDAQ-100 work: QQQ runs from 2017-01-03 and is the NASDAQ-100 name in the archive.
  • Single names: each starts where its archive does - AAPL 2017-06-26, GOOGL 2018-05-31, and the newer listings (COIN, PLTR, IBIT) from their option listing dates. First dates are in the table and in /v1/tickers.
  • Raw tape: 4.66 billion option prints back to 2017-01-03 across the symbols that carry it, with the per-symbol print counts in the flow-replay reference.
  • The archive grows. Backfills extend coverage, so the counts in this snapshot are a floor, not a ceiling.

How it is monitored

Coverage is not a one-time audit: a data-quality monitor reconciles the served chain against independent sources (including OI parity checks against exchange-published aggregates) and pages us on drift, and the health of every ingestion job is tracked continuously.

EVALUATING FOR A DESK?
Everything on this page is one API call away
GET /v1/tickers returns this table live. The quant-teams page covers replay guarantees, bulk exports, and onboarding.
See Alpha pricing →

This page exists because a systematic desk should be able to size a study against the archive before the first call. The archive is 81 billion minute-level rows and climbing across 200+ symbols, 54 of them with 8+ years of minute-level history and 14 running minute-complete from 2017-01-03, and every number on this page regenerates from a single call any customer can make. Validate it yourself: GET /v1/tickers on the historical host with an Alpha key; if you are running this evaluation for a systematic desk, for-quant-teams is the short commercial version of this page. Or start from the complete backtesting guide.

Live Market Pulse

Get fast visibility into market shifts with full-chain analytics over low-latency REST and MCP polling.

Intelligent Screening

Screen millions of option pairs per second using your custom EV rules, filters, and setups.

Export-Ready

Export structured signals to your own execution stack or broker integration - FlashAlpha delivers the analytics, you keep control of order routing.

Join the Community

Discord

Engage in real time conversations with us!

Twitter / X

Follow us for real-time updates and insights!

GitHub

Explore our open-source SDK, examples, and analytics resources!