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 /v2/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.
- 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 (1-Year Marketplace Bundles):
- Non-Quant users or users needing comprehensive backtesting can purchase historical year blocks via Stripe checkout in the Marketplace.
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.
2. 3rd Party Integrations
- Download pre-built plugin binaries and DLL installers for ATAS, Bookmap, MotiveWave, NinjaTrader, Quantower, Sierra Chart, and TradingView.
3. Commercial Licensing
- Request commercial distribution keys and enterprise API quotas for trading firms, prop desks, and educators.
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. |
| Point-in-Time Exposure | net_* (net_dex, net_call_dex, net_put_dex) | Instantaneous snapshot | Total dealer exposure calculated from all active open positions at that second. |
| Instantaneous Flow Velocity | *oflow (dexoflow, gexoflow, cvroflow) | Second-by-second rate of change | Rate of exposure change per 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 point-in-time open exposure. Use net_dex for total open exposure.
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.