API Changelog
New endpoints, features, and improvements to the FlashAlpha Lab API.
Historical API OpenAPI 3.1 Spec + Captured Sample JSONs
Machine-readable OpenAPI 3.1 spec for the historical replay API. 16 paths covering every live analytics endpoint mirrored at historical.flashalpha.com, with at marked required on every analytics path. Drop into Swagger UI, openapi-generator, or feed to an LLM for code synthesis. Ships alongside seven real captured response samples at /docs/samples/historical-*.json (coverage, gex, vrp, max-pain, exposure-summary, optionquote, stock-summary), frozen at at=2024-08-05T10:30:00 (the August 2024 carry-unwind / VIX spike) so they're reproducible test fixtures rather than illustrative numbers. Bundled into /docs/samples.zip.
Historical Backtest Cookbook + Python Recipe
Six-step cookbook for running backtests against the Historical API: (1) discover coverage via /v1/tickers, (2) pick timestamps strictly before signal time, (3) fetch with ?at=, (4) cache by (symbol, at, endpoint), (5) join to your own returns, (6) never call live endpoints inside a backtest. Includes a runnable ~40-line Python recipe (gamma-flip detection across SPY July-Sept 2024) using the SDK base_url swap so the same strategy code runs both live and historical. Plus a pitfalls block covering svi_vol_gated: backtest_mode (SVI fits stamped EOD, use implied_vol intraday), vrp.percentile null caveats during warm-up, ET wall-clock timestamps, and the daily-bar vs minute-bar throughput tradeoff.
Historical Coverage Endpoint Requires Alpha-Tier Auth (Doc Fix)
The historical coverage endpoint requires an Alpha-tier API key passed as X-Api-Key. The docs previously labelled it public / no-auth, which was incorrect; the endpoint itself has always been Alpha-gated at the server. If you scripted a coverage check without the header, add it. While we were in there: every other historical doc page now also carries the OpenAPI alternate-link tag and a clear ALPHA badge, and contradictory pricing/tier language across articles, llms.txt, skill.md, and the SDK pages was reconciled to a single canonical source.
Live Options Screener
Real-time multi-factor options screener across ~250 symbols. Recursive AND/OR filter trees with cascading stock / expiry / strike / contract filters, custom formulas on any numeric field, and pre-computed strategy scores (harvest_score, dealer_flow_risk, iron_condor_score, calendar_spread_score). Growth: 20-symbol Tier 1 universe, 10 rows per query. Alpha: ~250 symbols, 50 rows + offset pagination, formulas, all Alpha fields. Served from an in-memory store refreshed every 5-10s.
Server Upgrade - Improved Response Times
Upgraded API infrastructure to higher-performance servers. All endpoints benefit from reduced latency and faster response times. No API changes required - existing integrations see the improvement automatically.
API Playground Upgrade
Searchable ticker dropdown loaded from /v1/tickers. Dynamic expiration dropdown from /v1/options. Tier-gated feature indicators. Default endpoint varies by auth state.
MCP Server - AI Agent Integration
MCP (Model Context Protocol) server for AI agents. Streamable HTTP transport at lab.flashalpha.com/mcp. 14 tools available covering all API endpoints. Compatible with Claude Code, Claude Desktop, Cursor, and Windsurf.
VRP Analytics Endpoint
Volatility risk premium dashboard. VRP spreads across 4 windows (5d/10d/20d/30d), z-score, percentile, directional VRP decomposition (put/call wing), term structure, GEX-conditioned regime analysis, strategy suitability scores, dealer flow risk, warnings, and macro context.
View documentation →Advanced Volatility Endpoint
SVI-calibrated volatility surfaces. Raw SVI parameters per expiry (a, b, rho, m, sigma), forward prices, total variance surface grid, butterfly and calendar arbitrage flags, variance swap fair values with convexity adjustment, and higher-order Greeks surfaces (vanna, charm, volga, speed).
View documentation →0DTE Analytics Endpoint
Same-day expiration analytics. Pin risk scoring, expected move that decays intraday, gamma acceleration, dealer hedging estimates at ±0.5%/±1%, per-strike 0DTE breakdown. Growth+ plan. API key regeneration added to account settings.
View documentation →API Playground
Interactive API testing tool. Two-panel layout with endpoint picker, parameter editor, cURL snippet generator, and live JSON response viewer. Works with your API key or in demo mode.
Try the playground →Option Chain Filtering & Full Chain GEX
Option chain filtering by expiry, strike range, and type (call/put). Full-chain GEX aggregation across all expirations for Growth+ plans. Single-expiry GEX remains free.
View documentation →FlashAlpha Lab API Launch
Initial launch of the FlashAlpha Lab API at lab.flashalpha.com. API key authentication with rate limiting. Free tier: 5 requests/day.
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