Real-time market data,
ready to build on
Query 24+ endpoints for options order flow, dealer gamma, dark pool prints and volatility surfaces — the licensed feed behind the QuantX terminal, served as clean JSON under one key.
curl -X POST https://api.quantx.ai/v1/gamma/exposure-by-strike \
-H "Authorization: Bearer <YOUR_API_KEY>" \
-H "Content-Type: application/json" \
-d '{"sessionDate": "2026-10-09",
"filter": {"ticker": "SPY"}}'{
"data": [{
"strike": 770.00,
"gex": 2104839200,
"dex": 1293847562,
"callOi": 1284930,
"putOi": 982451,
"regime": "LONG_GAMMA"
}],
"count": 84
}Pipeline
From exchange tape to clean JSON
Prints captured from every major US venue, enriched with Greeks and premium analytics, then served through a single authenticated REST surface.
Capture
Every print on 16 option exchanges and the major equities venues, timestamped at the source.
Normalize
Symbols, Greeks, conditions and timestamps enriched and point-corrected into one schema.
Serve
Clean, paginated JSON from one API key — over REST today, and over MCP for agents out of the box.
| Time | Ticker | Type | Side | Strike | Qty | Premium | Exch |
|---|---|---|---|---|---|---|---|
| 14:21:08 | SPY | SWEEP | CALL | $585 | 1,204 | $1,428,980 | NASDAQ |
| 14:20:51 | NVDA | BLOCK | PUT | $130 | 847 | $996,510 | NYSE |
| 14:18:42 | AAPL | SWEEP | CALL | $245 | 2,310 | $878,220 | BOX |
| 14:17:19 | QQQ | SPLIT | PUT | $510 | 3,892 | $2,064,508 | MIAX |
Endpoint catalog
One key. Every surface.
A sample of what's available — each endpoint accepts filters by ticker, session date, expiry and strike.
Every sweep, block and split with premium, side and condition — normalized into one schema.
Dealer gamma and delta exposure rebuilt tick by tick, bucketed by strike and expiry.
Off-exchange equity prints with venue, size and notional, refreshed intraday.
Implied vol surfaces, term structure and skew with IV rank and percentile.
Max pain per expiration alongside the full open interest distribution.
Strike-level call and put open interest with put/call ratios over time.
Built for quants
Everything the terminal sees
The same analytics our dashboards render — exposed as data you can price, screen and model with.
Order flow, unfiltered
Stream prints as they happen across 16 US option exchanges — one normalized schema, no vendor stitching on your side.
Dealer positioning
GEX, DEX, charm and vanna computed from every trade, so exposure reflects how desks actually hedge.
Dark pool visibility
Off-exchange equity prints with venue, size and notional — the liquidity that never hits the tape.
Volatility intel
Surfaces, term structure, skew and IV rank served point-in-time, ready for your own models.
Point-corrected history
500+ days of point-corrected history with no look-ahead bias, paginated for bulk export straight into your research stack.
Native MCP support
Each endpoint doubles as an agent tool — ChatGPT, Claude, Cursor or your own bot can query live data.
AI powered
Wire it to your model, not your codebase
Native MCP support turns each endpoint into an agent tool — ChatGPT, Claude, Cursor, Gemini or your own bot can pull live market data in minutes, with no glue code.
API access
Simple, transparent pricing
Full API access ships with the Advance and Managed plans — no per-call fees, no monthly quota beyond the rate limit, and 500+ days of history included.
Exchange-licensed
Properly licensed data, safe for commercial research and internal tooling.
180 req / min
Generous per-key rate limits with no hidden quota or surprise overages.
Cancel anytime
Month-to-month access, cancel from Billing in one click. 7-day refund guarantee.
API keys are issued on your QuantX account — start a plan and generate yours instantly.