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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
2017-01-03 → 2026-07-17
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" }
  }
}

Granularity: price, IV, and exposure blocks are minute-level; macro is EOD-stamped. Aggregate options_flow volume fields, macro.vix_futures, and macro.fear_and_greed are not retained historically.

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.
  • Sentiment regimes from one field - bucket history by options_flow.pc_ratio_oi against the as-of price.mid to study put/call positioning extremes.
  • Macro-conditioned vol screens - join volatility.atm_iv / volatility.vrp with macro.vix and macro.vix_term_structure.structure (contango vs backwardation) at the same minute.

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