Quant Data

FinanceAPI key

Quant Data provides options flow and market analytics. Get gamma exposure, net flow, IV rank, volatility skew, dark pool flow, and levels.

7 actions

Action	Effect	Data handled
quant_data_get_exposure_by_strikeGet dealer Greek exposure aggregated by expiration and strike for one ticker	write	General
quant_data_get_exposure_by_expirationGet dealer Greek exposure aggregated by strike and expiration for one ticker	write	General
quant_data_get_net_flowGet total call and put premium or volume over time	write	General
quant_data_get_iv_rankGet historical implied-volatility rank for one ticker and maturity window	write	General
quant_data_get_volatility_skewGet the implied-volatility surface across expirations and strikes for one ticker	write	General
quant_data_get_dark_flowGet time-bucketed off-exchange notional value, share count, trade count, and stock price	write	General
quant_data_get_dark_pool_levelsGet off-exchange print activity aggregated by price level for one ticker	write	General

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dexby.createSession({
  userId: customer.id,
  connectors: ['quant_data']
})