For quant & systematic desks

Backtest options strategies on point-in-time data, with no lookahead bias.

Replay computed exposure (GEX/DEX/VEX/CHEX), VRP and full option chains for any minute since 2018, the same response shape as the live endpoints, so research and production share one codepath.

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Point-in-time replay SPY net GEX

20182020202220242026

any minute since 2018 · no lookahead

Same JSON live & historical

No lookahead bias

REST + Python/JS/C#/Go/Java SDKs

6,000+ tickers, computed per-tick

The problem

What the usual options data leaves you fighting

Vendors hand you raw end-of-day chains, not computed exposure, so you rebuild GEX, walls and VRP yourself and still can't fully trust the timestamps.

Survivorship and lookahead bias quietly inflate every backtest until live trading proves otherwise.

Research runs on one data shape and production on another, so the sim never matches the tape.

Data you can trust

Built to survive a quant's due diligence

No black box. Every number is point-in-time, deterministic and documented, so a result you get today still reconciles in two years.

Point-in-time, zero lookahead

Every historical request returns the book exactly as it stood at that UTC minute: open interest, greeks and computed exposure as of that timestamp, with nothing from the future mixed in.

How point-in-time greeks work

Deterministic, no silent restatement

The same historical call returns the same response every time. A number in a 2019 backtest reconciles with the identical request run today, so results stay reproducible across re-runs.

Why historical analytics are hard

Transparent methodology, published

No black box. We document how each number is computed: effective-OI live GEX, arbitrage-free SVI surfaces, and the dealer-positioning model, so you can audit the logic before you trade on it.

Read the GEX-from-flow methodology

One schema, research to production

Historical and live endpoints return identical JSON. Add a date parameter to replay, remove it to go live, so a backtest and a production signal call the same function and parse the same fields.

Replay GEX, VRP and dealer positioning

What FlashAlpha gives you

FlashAlpha computes the analytics and serves them point-in-time. Ask for any symbol at any minute since 2018 and get the exact state of the book as it was, identical JSON to the live endpoints, so a backtest and a live signal call the same function.

The endpoints you'll call

Historical exposure replay (GEX/DEX/VEX/CHEX) GET /v1/exposure/gex/SPY?date=… Alpha Full exposure summary, point-in-time GET /v1/exposure/summary/SPY?date=… Alpha Historical option chain (any strike, any minute) GET /v1/options/SPY?date=… Alpha VRP time series for backtesting GET /v1/vrp/SPY/history Alpha Advanced volatility (SVI, variance surface) GET /v1/adv_volatility/SPY Alpha Universe screener (build a candidate set) GET /v1/screener Growth

One call, ready to use

curl -H "X-Api-Key: YOUR_KEY" \
  "https://lab.flashalpha.com/v1/exposure/gex/SPY?date=2020-03-16T14:30:00Z"

{
  "symbol": "SPY",
  "underlying_price": 240.51,
  "as_of": "2020-03-16T14:30:00Z",
  "gamma_flip": 247.0,
  "net_gex": -1840000000,
  "net_gex_label": "negative",
  "strikes": [ /* per-strike call/put GEX, OI, volume */ ]
}

Go deeper

Backtesting & replay 6 articles

Historical options chain: any strike, any minute since 2018 GEX/DEX/VEX/CHEX: an 8-year backtest vs VIX Historical VRP percentiles, no lookahead bias Point-in-time options greeks for backtesting Historical GEX API: backtesting gamma-exposure strategies SPY March 16 2020: a COVID-crash dealer-positioning replay

Quant research 4 articles

Replay GEX, VRP and dealer positioning historically The end of static backtesting Machine learning on options data: a quant guide Architectures for volatility-risk-premium harvesting

Live in three steps

Grab your API key

Call the endpoint

One GET request per ticker returns computed analytics, no rebuilding greeks or exposure yourself.

Wire it in

Drop it into your dashboard, model or backtest. Live and historical share one response shape.

Questions, answered

How far back does the historical options data go?

Every analytics endpoint replays back to 2018 at minute-level resolution, GEX, DEX, VEX, CHEX, exposure summary, levels, max pain, 0DTE, volatility and VRP, plus full option chains and stock quotes.

Is the historical data point-in-time and free of lookahead bias?

Yes. A request for a past timestamp returns the state of the book exactly as it was at that moment, open interest, greeks and computed exposure as of that minute, with no later information mixed in.

Do the historical and live endpoints return the same response shape?

Identical JSON schema. You add a date parameter to replay; remove it to go live. A backtest and a production signal can call the same function with the same parser.

Which plan do quant teams need?

Alpha, it unlocks the full Historical API since 2018, unlimited requests with no cache, advanced volatility (SVI surfaces) and VRP analytics. The screener is available from Growth.

Can I screen the whole universe, not just one ticker?

Yes. The screener endpoint ranks and filters across symbols on GEX, VRP, IV rank, 0DTE and more, so you can build a daily candidate set before pulling per-name history.

Recommended plan

Alpha $1,199/mo

billed annually ($14,388/yr)

Unlimited, no-cache access plus the full Historical API since 2018, backtest and run live on the same data.

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