Stocks Flow Leaderboard API

Endpoint

GET /v1/flow/stocks/leaderboard

Auth required (X-Api-Key) Rate Limited: Yes Alpha plan+

Parameters

Name	In	Required	Default	Description
`n`	query	no	10	Rows per side; effective max is `50`
`windowMinutes`	query	no	240	Lookback window, clamped to `1..10080`

curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://lab.flashalpha.com/v1/flow/stocks/leaderboard?n=10&windowMinutes=240"

import requests

resp = requests.get(
    "https://lab.flashalpha.com/v1/flow/stocks/leaderboard",
    headers={"X-Api-Key": "YOUR_API_KEY"}
)
data = resp.json()
print(f"Top buyer: {data['buyers'][0]['symbol']}")

const resp = await fetch(
  "https://lab.flashalpha.com/v1/flow/stocks/leaderboard",
  { headers: { "X-Api-Key": "YOUR_API_KEY" } }
);
const data = await resp.json();
console.log("Top buyer: " + data.buyers[0].symbol);

API Key

Response

{
  "generatedUtc": "2026-05-12T18:42:10Z",
  "n": 10,
  "windowMinutes": 240,
  "buyers": [
    {
      "symbol": "NVDA",
      "netVolume": 845200,
      "netNotional": 1015800000,
      "buyVolume": 2845000,
      "sellVolume": 1999800,
      "vwap": 1202.18,
      "tradeCount": 184200,
      "lastTradeUtc": "2026-05-12T18:42:08Z"
    },
    {
      "symbol": "SPY",
      "netVolume": 2133650,
      "netNotional": 1274000000,
      "buyVolume": 28452100,
      "sellVolume": 26318450,
      "vwap": 597.18,
      "tradeCount": 184320,
      "lastTradeUtc": "2026-05-12T18:42:09Z"
    }
  ],
  "sellers": [
    {
      "symbol": "TSLA",
      "netVolume": -548200,
      "netNotional": -185200000,
      "buyVolume": 1284000,
      "sellVolume": 1832200,
      "vwap": 337.68,
      "tradeCount": 148200,
      "lastTradeUtc": "2026-05-12T18:42:07Z"
    }
  ]
}

Key Response Fields

Field	Type	Description
`generatedUtc`	string	Generation timestamp
`n`	integer	Effective rows per side
`windowMinutes`	integer	Effective lookback window
`buyers[]`	array	Positive net-notional rows: `symbol`, `netVolume`, `netNotional`, `buyVolume`, `sellVolume`, `vwap`, `tradeCount`, `lastTradeUtc`
`sellers[]`	array	Negative net-notional rows (same schema as `buyers[]`)

Errors

Status	Description
`403`	Requires Alpha plan or higher
`502`	Upstream flow data source unavailable

About

Ranks the equity universe by net notional over the window and returns top buyers and sellers in one payload. Cached 30 seconds on the server. The schema mirrors the options leaderboard with vwap replacing avgPremium.

Common Use Cases

Run a universe-wide flow scanner - render buyers[] and sellers[] ranked by netNotional over a rolling windowMinutes lookback to surface where money is rotating
Size the imbalance - read each row's buyVolume vs sellVolume behind the signed netVolume to judge whether a name's ranking is one-sided or merely high-turnover
Add execution context - pull vwap per row for slippage estimates before chasing a leaderboard name
Cross-check against options - pair a top equity buyer with its rank on the options leaderboard to confirm conviction across both tapes
Confirm liveness - gate alerts on lastTradeUtc and tradeCount so stale or thinly-traded names do not top the list
Ship a daily digest - cap rows with n and post the top accumulating/distributing symbols to Slack or email

Complementary endpoints

Stocks Outliers - rank the same universe by imbalance and skew instead of raw notional
Stocks Summary - drill into a single leaderboard name's flow totals
Stocks Recent - inspect the per-trade tape behind a ranked symbol
Options Leaderboard - the matching net-notional ranking for the options tape