Introduction
Welcome!
The Quant Data REST API gives you programmatic access to the same exchange‑licensed options and US equity data that powers every Quant Data dashboard: options order flow, equity prints, time‑series sentiment, exposure across the option chain, and aggregated dark‑pool flow, ready to land in your own workflow.
Every request is POST with a JSON body; every response is a JSON object. Streaming is on the way.
What you can do with it
Four representative things you can build today. Each card links to the endpoint family you'd reach for.
Build a daily watchlist
Rank tickers by where option premium is leaning, and pair the rankings with IV percentile so the morning's list surfaces both flow direction and the volatility regime around it. Re-rank intraday as conviction builds or fades. Roll the day's leaders into tomorrow's pre-market plan, and drop anything that has already met its target out of the queue.
Gainers / LosersNet DriftNet FlowIV RankContract Statistics
Scan for unusual activity
Surface the block, sweep, and split groupings that just hit the option tape, plus the dark-pool prints and the outsized equity prints that ran ahead of a move. Filter the candidate list down by ticker, strike, sector, or any composition you can express.
Order Flow ConsolidatedOrder Flow UnconsolidatedDark FlowEquity PrintsContract Trade Side Statistics
Backtest a strategy
Replay how any contract or its underlying actually traded, bar by bar, at the granularity your model needs. Stitch historical IV percentile ranks against your own lookback, score per-bar features, and attribute a trade's edge to entry timing, theta, or the move on the underlying.
Option Price Over TimeStock Price Over TimeIV RankVolatility SkewTerm Structure
Power an alert engine
Poll the endpoints that drive your strategy on whatever cadence you need and trigger your own alerts when a metric crosses a line you care about. Watch for a Net Drift inflection, a Heat Map strike clearing a threshold, exposure shifting past a multiple of yesterday's reading, or realized vol pulling away from implied.
Net DriftHeat MapExposure By StrikeExposure By ExpirationInterval MapVolatility Drift
The shape of every request
Every endpoint follows the same three-axis pattern. You can omit all three and get a sensible default.
Where in time
Pick a
sessionDate for a single trading session, or pass a timeRange for a custom window of any duration, from an intraday slice to a multi-session span. Omit both to default to the most recent session. Times use ISO 8601 instants in UTC; startTime is inclusive and endTime is exclusive. Session date is a calendar date in the form YYYY-MM-DD.What to include
Use
filter for everyday queries: a flat AND of fields, each accepting one value or many. Reach for filterExpression when you need to compose AND and OR explicitly, or apply comparison operators that the flat filter cannot express. When both filter and filterExpression appear on the same request, the API ANDs them together; they are additive, not alternatives.How to slice
Set
aggregationPeriod on time-series tools to control the bucket length. The valid set scales with the window: minute granularity for single sessions, hourly buckets for multi-week ranges, daily buckets past a quarter, weekly past a year. Omit the field entirely and the resolver picks a sensible default. Table-shaped tools such as Equity Prints and Order Flow additionally accept includes / excludes to trim per-row fields and size / searchAfter for cursor pagination.POST/v1/options/tool/net-drift
{ "sessionDate": "2026-05-13", "aggregationPeriod": "5m", "filter": { "tickers": ["AAPL", "MSFT"], "moneyType": "ITM" } }
POST/v1/options/tool/net-drift
{ "timeRange": { "startTime": "2026-05-08T13:30:00Z", "endTime": "2026-05-13T20:00:00Z" }, "aggregationPeriod": "15m", "filterExpression": { "conjunction": "AND", "filters": [ { "field": "TICKER", "operation": "=", "values": ["AAPL", "MSFT"] }, { "field": "DTE", "operation": "<=", "value": "7" } ] } }
What's in the box
The endpoints split into two product surfaces plus a cross-cutting layer that applies to both.
Options
- Net Drift: cumulative bullish vs. bearish premium
- Net Flow: total call and put activity over time
- Heat Map: strike × expiration exposure grid
- Interval Map: time-bucketed exposure across the chain
- Exposure By Strike and Exposure By Expiration
- Gainers / Losers: per-ticker premium aggregates
- Contract, trade-side, and market-share rollups
- Order Flow, consolidated and unconsolidated
- Option Price Over Time
Equities
- Equity Prints: trade-by-trade tape from lit and dark venues
- Dark Flow: aggregated dark-pool notional and trade count
- Stock Price Over Time: OHLC bars
Cross-cutting
- Filter Expression DSL for boolean composition
- Projection to keep responses lean
- Cursor pagination on table-shaped tools
- Singular / plural and case-insensitive aliases
- RFC 9457 application/problem+json errors