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Quant Data API
Documentation

Programmatic access to retail‑grade options flow, exposure, and equity prints. The same exchange‑licensed data behind every Quant Data dashboard.

Quickstart
Browse Endpoints
30
REST endpoints
365+
day lookback
240
Requests / min
99.99%
Uptime SLA
All US
Exchange-licensed
Live request
POST/v1/options/tool/net-drift
200 · 42ms
Request · curl1 endpoint
curl -X POST https://api.quantdata.us/v1/options/tool/net-drift \
  -H "Authorization: Bearer <YOUR_API_KEY>" \
  -H "Content-Type: application/json" \
  -d '{"sessionDate": "2026-05-13", "filter": {"ticker": "AAPL"}}'
response
Response · bucket-keyed1 bucket shown
{
  "data": {
    "1778679000000": {
      "netCallPremium": 150000.00,
      "netPutPremium": -80000.00,
      "stockPrice": 185.50
    }
  }
}
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QUICKSTART

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Get started in 60 seconds

Every endpoint is a POST with a Bearer token and a JSON body. Pass a session date and a ticker filter.

1.
Generate an API key
Create a key from your dashboard. Keys are Bearer-scoped per workspace.
2.
Authenticate
Send your key as Authorization: Bearer qd_… on every request.
3.
POST a JSON body
Any endpoint, any time. Session, filter, aggregation: all optional.
Request · curl
curl -X POST https://api.quantdata.us/v1/options/tool/net-drift \
  -H "Authorization: Bearer <YOUR_API_KEY>" \
  -H "Content-Type: application/json" \
  -d '{"sessionDate": "2026-05-13", "filter": {"ticker": "AAPL"}}'
Response · 200 OK · 42ms
{
  "data": {
    "1778679000000": {
      "midMarketCallPremium": 1250000.00,
      "midMarketPutPremium": 980000.00,
      "netCallPremium": 150000.00,
      "netCallVolume": 1250,
      "netPutPremium": -80000.00,
      "netPutVolume": -620,
      "stockPrice": 185.50
    },
    "1778679060000": { ... },
    "1778679120000": { ... },
    ...
  }
}
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REFERENCE

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Explore our endpoints

Spanning options, equities, and news: flow, exposure, sentiment, price history, and ticker-tagged articles.

Options Endpoints

Flow, exposure, sentiment, and price history
23 · REST
POST
Contract Statistics
Call vs put rollup of premium and trade activity
POST
Contract Trade Side Statistics
Buy-side vs sell-side aggregates by contract type
POST
Exposure By Expiration
Greek-weighted exposure by expiration
POST
Exposure By Strike
Greek-weighted exposure by strike
POST
Gainers / Losers
Per-ticker bullish and bearish premium
POST
Heat Map
Expiration × strike exposure grid
POST
Interval Map
Time-bucketed exposure across the chain
POST
IV Rank
Rolling-window IV percentile context per ticker
POST
Market Share
Per-exchange share of options volume
POST
Max Pain
Per-strike intrinsic value and the max-pain strike
POST
Max Pain Over Time
Max-pain strike per expiration on one session
POST
Net Drift
Call/put premium drift over time
POST
Net Flow
Net call/put premium or volume over time
POST
Open Interest By Expiration
Per-expiration call/put open interest snapshot
POST
Open Interest By Strike
Per-strike call/put open interest snapshot
POST
Open Interest Change
Per-contract daily open-interest delta records
POST
Open Interest Over Time
Per-session call/put open interest series
POST
Option Price Over Time
Per-contract OHLC and volume bars
POST
Order Flow Consolidated
Consolidated blocks, sweeps, and comprising trades
POST
Order Flow Unconsolidated
Trade-by-trade option tape
POST
Term Structure
Per-cell delta, IV, and moneyness across the chain
POST
Volatility Drift
Per-minute realized vs implied vol over a session
POST
Volatility Skew
Strike × expiration implied-volatility surface

Equities Endpoints

Dark-pool prints, exchange notifications, and market-wide snapshots
6 · REST
POST
Dark Flow
Off-exchange notional and trade count over time
POST
Dark Pool Levels
Off-exchange print activity aggregated by price level
POST
Equity Prints
Trade-by-trade tape across lit and dark venues
POST
Exchange Notifications
Trade halts, IPO releases, and regulatory events
POST
Market Map
Market-wide ticker snapshot with sector, industry, and market cap
POST
Stock Price Over Time
Per-ticker OHLC bars over time

News Endpoints

Cursor-paginated news with ticker, topic, and sentiment tags
1 · REST
POST
News Articles
Paginated news articles with ticker, topic, and sentiment tags
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DESIGN

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Built for traders, not just developers

Four conventions that apply to every endpoint.

Many shapes, one operation

Every collection-typed filter accepts the singular or the plural field name, with either a scalar or an array as the value.

These four shapes all resolve to the same query:

  • { "ticker": "AAPL" }
  • { "ticker": ["AAPL"] }
  • { "tickers": "AAPL" }
  • { "tickers": ["AAPL"] }

The same convention applies to expirationDates, strikePrices, contractTypes, and every other plural field.

Operation shorthand

Filter operations accept symbolic, abbreviated, and full-name spellings. Pick whichever reads best at the call site. The six comparisons:

  • =, EQ, or EQUALS
  • !=, NEQ, or DOES_NOT_EQUAL
  • <, LT, or LESS_THAN
  • <=, LTE, or LESS_THAN_OR_EQUAL_TO
  • >, GT, or GREATER_THAN
  • >=, GTE, or GREATER_THAN_OR_EQUAL_TO
Sensible defaults

Every input has a useful default so the simplest possible request still returns useful data:

  • sessionDate: the latest completed trading session
  • aggregationPeriod: auto-picked to match your window length
  • size: 50 records per page on paginated tools
  • includes / excludes (paginated tools only): empty, returning every projectable field per row
  • filter / filterExpression: empty, returning every row in the session

Override any one, or all of them, per request.

Forgiving field names

Field names ignore case, separators, and whitespace, so you can spell them the way your codebase does. These five all resolve to the same field:

  • STRIKE_PRICE
  • strikePrice
  • strike_price
  • strike-price
  • "strike price"

Start building with the Quant Data API.

Use the same real‑time options datasets that power the Quant Data platform.

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