This is what dealer positioning
looks like, computed.
FlashAlpha computes the dealer-positioning, flow, volatility and variance-premium layer of the US options market and serves it as production infrastructure: the same metric definitions live, historical, and streamed. Research teams test a hypothesis the same day instead of spending two quarters building the pipeline that would let them.
Datasheet updated 2026-07-28. Every figure below is documented in the linked methodology and due-diligence pages, including the stated limitations.
at= selector.Why desks license it
Research starts on day one
Reproducing this layer in-house means an options-chain pipeline, an IV solver, a surface fitter, exposure aggregation, and years of clean history before the first hypothesis is testable. That is a multi-quarter engineering programme with permanent maintenance attached. Here it is one call.
Backtest and production are the same contract
Every core analytic has a historical twin with an identical response shape. A strategy validated on history ships to production without re-derivation, and the live and historical engines are held numerically in parity by an automated cross-engine test.
Aggregates published almost nowhere else
Aggregate vanna and charm exposure are available from very few public APIs. Desks using them as model features report several of their strongest predictors coming from this layer, precisely because the inputs are not in everyone else's feature store.
A vendor that documents its own limits
The methodology whitepaper states the dealer-positioning assumption, European pricing on American contracts, the un-versioned history, the absent halt detection, and the reconciliation blind spots. Diligence teams can evaluate the model rather than guess at it.
One metric definition, three ways to read it
The same computation serves all three, which is why a backtest and a production signal cannot silently disagree.
Historical API
Point-in-time replay since 2017 with an at= selector, on a host isolated from live serving. Integrity posture.
REST API
Request and response on your schedule, with per-snapshot quality telemetry your pipeline can gate on. Reference.
WebSocket streaming
The same metrics pushed as they recompute, subscribed by symbol, metric and cadence. How it works.
All commercial tiers are licensed for the client organisation's own internal research and trading. Standard self-serve plans (Free, Basic, Growth, Alpha) cover personal and single-team use and are published at /pricing.
A dedicated node with reserved throughput for high-rate polling and intraday research loops. Full analytics stack, live and historical parity.
WebSocket push of 500+ computed metrics, bundling a dedicated node, streaming compute and data licence with 500 concurrent subscriptions; further capacity in blocks of 500.
Multi-region and reserved capacity, custom metrics and proprietary signals engineered into your endpoint, procurement and compliance scoping.
Commercial agreements support annual invoicing by bank transfer; master service agreements, data-processing terms, and SLA riders are handled during scoping. New computations requested by a client are typically delivered in days, as a maintained first-class field on their endpoint rather than a one-off extract.
For your diligence team
The material an operational and data-diligence review normally has to request is already published:
- Methodology whitepaper - pricing model, surface construction, exposure definitions, point-in-time integrity, validation, and an explicit assumptions-and-limitations section. Versioned at a stable URL with a citation block.
- Fleet monitoring and operational controls - cross-source reconciliation, job-health registry, fail-closed serving, and the data-availability control, including what these controls deliberately do not do.
- Security, topology and company overview - hosting, encryption, access control, service topology, backups and recovery, support and escalation, legal entity, and current attestation status stated plainly.
- Status page - 90-day component availability measured by an off-fleet probe over the real request path.
- API reference, Historical API, and machine-readable specification - full endpoint surface with real captured response samples.
- Terms, Privacy, and Risk disclosure.
Questions a questionnaire will raise and this page answers directly: FlashAlpha is not currently SOC 2 or ISO 27001 certified, and says so; history is retained but not restatement-versioned; exposure metrics are a structural model of hedging pressure, not observed dealer inventory. Where a commitment is Enterprise-scoped rather than standing, it is labelled as such.
Scope a deployment
Tell us the research or trading problem and we will size the tier, the symbol universe, and the throughput against it. Commercial enquiries are answered within one business day by the engineering team, not a sales queue.