FlashAlpha Logo
ALPHA TIER HISTORICAL

Historical Stock Summary API

The composite snapshot — one call returns price, volatility (ATM IV, HV20/60, VRP, 25d skew, IV term structure), options flow, full exposure block, and macro context at any minute since 2018. Mirrors live /v1/stock/{symbol}/summary exactly.

Coverage
2018-04-16 → 2026-04-02
Granularity
1 minute
Tier
Alpha+
Format
JSON (REST)

Endpoint

GET/v1/stock/{symbol}/summary?at=...
Host: historical.flashalpha.comAuth: X-Api-KeyTier: Alpha
curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://historical.flashalpha.com/v1/stock/SPY/summary?at=2026-03-05T15:30:00"

Response (truncated)

{
  "symbol": "SPY",
  "as_of": "2026-03-05T15:30:00",
  "price": { "bid": 679.45, "ask": 679.47, "mid": 679.46, "last": 679.46 },
  "volatility": {
    "atm_iv": 18.37, "hv_20": 10.26, "hv_60": 10.83, "vrp": 8.11,
    "skew_25d":         { "...": "..." },
    "iv_term_structure":[ { "...": "..." } ]
  },
  "options_flow": {
    "total_call_oi": 5204107, "total_put_oi": 10577486,
    "pc_ratio_oi": 2.033, "active_expirations": 37
  },
  "exposure": { "net_gex": "...", "regime": "positive_gamma" },
  "macro": {
    "vix":  { "value": 23.75, "change": 2.6 },
    "vvix": { "value": 105.8 },
    "vix_term_structure": { "structure": "contango" }
  }
}

Field gaps vs live: options_flow.total_call_volume / total_put_volume / pc_ratio_volume always 0/null (no minute volume data); macro.vix_futures always null (CME futures not reconstructible historically); macro.fear_and_greed always null (CNN index not archived).

What This Unlocks

  • One-call training data — every input feature (price + vol + flow + exposure + macro) at every minute, ready for ML.
  • Reproduce stock dashboards for any historical date — what would the page have looked like at 14:00 ET on 2024-08-05?
  • Cross-section studies (when more tickers backfill) — compare vol/exposure/macro across symbols at the same timestamp.