historical portal & marketplace
Browse, purchase, and download historical data bundles, platform plugins, and licensing directly from the web portal.
The Marketplace Portal (/user/marketplace) allows traders, developers, and researchers to access historical datasets, third-party plugin installers, and commercial licensing.
3 Ways to Access Historical Data
- Quant Subscription (90-Day Rolling REST API):
- Active Quant subscribers can programmatically fetch 1-second resolution snapshots for the past 90 calendar days via
GET /hist/{ticker}/{package}/{category}/{date}.
- Active Quant subscribers can programmatically fetch 1-second resolution snapshots for the past 90 calendar days via
- Active Subscriptions (Daily EOD Forwardfill Reports):
- Any active subscription (Classic, State, Orderflow, Quant) includes daily End-of-Day (EOD) summary reports. Download via portal (Account → Historical Data) or API (
GET /hist/eod/{ticker}). Use these to forwardfill your local database. The portal report also includes the packages of your paid marketplace bundles. The API report includes only the packages of your subscription.
- Any active subscription (Classic, State, Orderflow, Quant) includes daily End-of-Day (EOD) summary reports. Download via portal (Account → Historical Data) or API (
- Historical Backfill Blocks (Marketplace Bundles):
- Purchase historical data blocks in the Marketplace via Stripe checkout. Download purchased bundles from the web portal.
- Active Subscription Required to Download: Any signed-in account can buy a bundle. To download purchased files, you need an active Classic, State, Orderflow, or Quant subscription. Without an active subscription, files lock with the reason
current_subscription_required. - Purchasing Above Your Live Tier: Your current subscription tier does not limit which archive package you can buy. For example, an active Classic subscriber can purchase and download the Orderflow or State archive.
- Package Boundaries: A bundle purchase unlocks historical downloads only for the purchased package. It does not upgrade your live streaming feed or grant access to other packages.
- Portal Downloads vs. REST API: Marketplace bundles grant downloads through the web portal and portal EOD reports. Programmatic REST API endpoints (
/hist/...) require an active Quant subscription. - Access Duration: You keep access to your purchased data while your subscription is active. If you cancel and resubscribe later, the system restores your access automatically.
- Coverage Window: A purchase unlocks the most recent 365 calendar days for the purchased package. The window advances daily with the market date. Files older than 365 days lock with
outside_purchased_history_window. New trading sessions enter your window as they occur. - Personal Use Only: Listed marketplace prices apply strictly to personal, non-commercial use. Commercial use by firms, funds, or platforms requires a commercial license.
Data Granularity & Sample Archive
- Snapshot Frequency: Recorded at 1-second intervals during US market hours (~23,400 snapshots per session).
- Archive Limit: Earliest available historical data is 365 calendar days back.
- Sample Dataset: Download a sample EOD archive at eod_report_SPY.zip or view scripts in nfa-llc/quant-historical.
Marketplace Structure
The Marketplace organizes resources into three tabs:
1. Historical Bundles
- Direct Web Downloads: Select specific dates, tickers, and data categories for immediate ZIP download.
- Delivery Formats: Gzip-compressed JSON (
.json.gz) or CSV files containing strike-by-strike Greek snapshots. - Download Limits & Quarterly Splitting: Very large single downloads can time out in web browsers. For annual bundles, split your downloads into quarterly segments (e.g. Q1, Q2, Q3, Q4) for stable downloads.
2. 3rd Party Integrations
- Download pre-built plugin binaries and DLL installers for ATAS, MotiveWave, NinjaTrader, Quantower, Sierra Chart, and TradingView.
3. Commercial Licensing
- Licensing Requirement: Redistributing, broadcasting, or reselling gexbot API output requires a commercial license.
- Managed-Key Model: Provision individual seat keys through the portal or API. Metered on daily active users so you pay for actual usage.
- Single-Key Model: A direct backend server-to-server connection for centralized data pipelines under a flat monthly rate.
- Per-User Scaling & Pilot Terms: Institutional pricing scales with user count. Pilot agreements are available for evaluation before rollout.
- How to Apply: Contact Engineering & Commercial Partnerships at admin@gexbot.com. Include your target platform, integration architecture, estimated user scale, and required endpoints.
Available Data Packages
Traders can download historical datasets across three primary package tiers:
-
Classic Package:
gex_full: Full combined expiration chain GEX profiles.gex_zero: 0 DTE intraday GEX strike allocations.gex_one: 1 DTE intraday GEX strike allocations.
-
State Package:
delta_zero/delta_one: 0 DTE and 1 DTE Delta Exposure (DEX).gamma_zero/gamma_one: Raw gamma tick snapshots.vanna_zero/vanna_one: Intraday Vanna sensitivity profiles.charm_zero/charm_one: Intraday Charm time-decay profiles.
-
Orderflow Package:
orderflow: Net GEX imbalances and synchronized orderflow tick feeds.
Field Naming & Calculation Conventions
Historical data feeds use standardized prefixes and aggregation rules across all files.
1. Expiry Prefixes
Prefixes indicate the targeted option expiration:
| Prefix Format | Expiration Target | Description | Example Fields |
|---|---|---|---|
z_ or zero_ or none | 0 DTE (Nearest Expiry) | Contracts expiring on the current trading session. | z_mlgamma, zero_mcall, zcvr, agg_dex, net_dex |
o_ or one_ | 1 DTE (Next Expiry) | Contracts expiring on the next scheduled trading session. | o_mlgamma, one_mcall, ocvr, one_agg_dex, one_net_dex |
2. Cumulative vs. Point-in-Time Metrics
Understand how field calculations accumulate during market hours:
| Metric Type | Prefix / Pattern | Calculation Method | Description |
|---|---|---|---|
| Cumulative Flow | agg_* (agg_dex, agg_call_dex, agg_put_dex) | Running sum since market open | Starts at zero at 09:30 ET and accumulates all intraday transaction flow. |
| Current Chain Net Exposure | net_* (net_dex, net_call_dex, net_put_dex) | Instantaneous snapshot | Total taker exposure across the current state of the chain at that second. |
| Instantaneous Flow Velocity | *oflow (dexoflow, gexoflow, cvroflow) | Second-by-second rate of change | Change in taker exposure over the last second. |
Important for Backtesting
agg_dex and related agg_* fields are cumulative session metrics. They reset to zero at the start of each regular trading session (09:30 ET). Do not treat agg_* fields as current chain net exposure. Use net_dex for total exposure across the current chain.
Historical Inception Dates
Data availability begins on the date when Gexbot initiated live recording for each asset feed. For example, NQ_NDX composite orderflow collection began on September 8, 2025. Any 1-year archive bundle purchased prior to a feed's inception date will begin at the official collection start date.
account, subscriptions & billing
Manage subscription tiers, change or cancel a plan, see what an upgrade or a downgrade costs, change your account email, and link Discord and GitHub.
troubleshooting & FAQ
Fixes for sign-in and verification errors, failed payments, web app errors and stream limits, desktop plugins, missing strikes, and API rate limits.