FlashAlpha.Historical (.NET)

Official .NET SDK for the FlashAlpha Historical API — point-in-time replay of every live analytics endpoint. Ask what GEX, gamma flip, VRP, narrative, max pain, or the full stock summary looked like at any minute back to 2017-01-03, in the same response shape as the live API.

Point-in-time replay since 2017. Backtest dealer positioning (GEX, VRP, vanna/charm, max pain) at any minute since 2017-01-03, then trade the same endpoints live. No look-ahead, no training-serving skew. The Historical API is an Alpha tier capability.

dotnet add package FlashAlpha.Historical

.NET 8.0+. Same X-Api-Key you use for api.flashalpha.com — Alpha plan or higher on every endpoint.

Quickstart

using FlashAlpha.Historical;

using var hx = new FlashAlphaHistoricalClient("YOUR_API_KEY");

// One snapshot — what dealer positioning looked like during the COVID crash
var snap = await hx.ExposureSummaryAsync("SPY", "2020-03-16T15:30:00");
Console.WriteLine(snap.GetProperty("regime").GetString());
// → "negative_gamma"

The at parameter accepts strings ("2026-03-05T15:30:00" or "2026-03-05" → defaults to 16:00 ET) and DateTime overloads.

Data provenance: data_as_of

Every successful response carries data_as_of, reporting when each upstream feed last delivered to the node that answered, plus endpoint_version identifying the deployment that produced it. Every endpoint on this replay service returns a JSON object, so unlike the live SDK there is no bare-array case where the envelope is unavailable.

var gex = await client.GexTypedAsync("SPY", "2024-03-15T14:30:00Z");

gex.ArchiveAsOf.EquityOptionsFeed;  // "2024-03-15T14:29:58.100Z"  the rows replayed
gex.ArchiveAsOf.OiFeed;             // "2024-03-14T20:00:00.000Z"  prior session's close
gex.DataAsOf.EquityOptionsFeed;     // null - a replay node consumes no live feed
gex.EndpointVersion;                // the deployment that answered

Every response model inherits FlashAlphaResponse, which carries EndpointVersion, DataAsOf and ArchiveAsOf, so the envelope is a typed member on all of them rather than a field the deserializer silently drops.

Field	Feed	Expected cadence
node	Which node answered	Nodes hydrate independently
equity_feed	Equity and ETF spot quotes	seconds, during market hours
equity_options_feed	Equity and ETF option quotes	seconds, during market hours
index_feed	Index spot (SPX, RUT, VIX and the other index roots)	seconds, during market hours
index_options_feed	Index option quotes	seconds, during market hours
futures_feed	Futures prices	seconds, during the futures session
futures_options_feed	Futures option quotes	seconds, during the futures session
flow_feed	Classified options and stock trade tape	seconds, during market hours
oi_feed	Settled open interest	daily, dated to the prior 16:00 ET close
macro_feed	VIX, VVIX, SKEW, MOVE, SPX, Fear & Greed	minutes; reports its OLDEST component

Historical responses carry a second object, archive_as_of, in the same shape: the vintage of the archive rows actually replayed for the timestamp you requested. Its every feed in data_as_of is null, because a replay node reads the archive and consumes no live feed.

archive_as_of is what makes an archive gap detectable. Request a moment with no row and the query returns the most recent earlier row; nothing else in the response distinguishes the two. Point-in-time work should read it and drop or flag observations whose inputs precede the requested instant by more than the study tolerates.

How to read it

• Check the feeds your call depends on. A GEX call on an equity is answered from equity_feed, equity_options_feed and oi_feed. futures_feed being null in that response says nothing about the answer.
• Compare against the cadence, not the clock. oi_feed at the previous session's close is correct: settled open interest is published once per session, so on a Monday the newest figure that exists is Friday's. An options feed an hour behind during the regular session is not correct.
• null means "not seen on this node", not "broken". A node that has never been asked for a futures symbol has never opened that feed.
• Spot and options are separate on purpose. They arrive over different pipes and can fail independently.
• It evidences feed activity, not per-contract freshness. An illiquid strike may not have quoted for hours while its feed is healthy.
• data_as_of is not as_of. as_of is response-generation time or the newest contract in the payload, depending on the endpoint. data_as_of describes the feeds behind it.

Full reference: https://flashalpha.com/docs/lab-api-overview#response-envelope and the methodology whitepaper at https://flashalpha.com/methodology#freshness-reporting.

Backtesting

using FlashAlpha.Historical;

using var hx = new FlashAlphaHistoricalClient(Environment.GetEnvironmentVariable("FLASHALPHA_API_KEY")!);

var bt = new Backtester(hx, Backtester.StockSummaryEndpoint, "SPY");

var results = await bt.RunAsync(
    Replay.IterDays(new(2024, 1, 2), new(2024, 3, 29)),
    (at, snap) => new
    {
        Vrp = snap.GetProperty("volatility").GetProperty("vrp").GetDouble(),
        Regime = snap.GetProperty("exposure").GetProperty("regime").GetString(),
    });

Console.WriteLine($"days replayed: {results.Count}");

Minute-level

await foreach (var step in Replay.RunAsync(
    hx, Backtester.ExposureSummaryEndpoint, "SPY",
    Replay.IterMinutes(new(2025, 1, 15), new(2025, 1, 15), stepMinutes: 15)))
{
    Console.WriteLine($"{step.At} {step.Response.GetProperty("regime").GetString()}");
}

API surface

Every analytics method takes a required at string (or DateTime overload):

Method	Endpoint
TickersAsync(symbol?)	/v1/tickers
StockQuoteAsync(t, at)	/v1/stockquote/{t}
OptionQuoteAsync(t, at, expiry?, strike?, type?)	/v1/optionquote/{t}
SurfaceAsync(s, at)	/v1/surface/{s}
GexAsync(s, at, expiration?, minOi?)	/v1/exposure/gex/{s}
DexAsync(s, at, expiration?)	/v1/exposure/dex/{s}
VexAsync(s, at, expiration?)	/v1/exposure/vex/{s}
ChexAsync(s, at, expiration?)	/v1/exposure/chex/{s}
ExposureSummaryAsync(s, at)	/v1/exposure/summary/{s}
ExposureLevelsAsync(s, at)	/v1/exposure/levels/{s}
NarrativeAsync(s, at)	/v1/exposure/narrative/{s}
ZeroDteAsync(s, at, strikeRange?)	/v1/exposure/zero-dte/{s}
MaxPainAsync(s, at, expiration?)	/v1/maxpain/{s}
StockSummaryAsync(s, at)	/v1/stock/{s}/summary
VolatilityAsync(s, at)	/v1/volatility/{s}
AdvVolatilityAsync(s, at)	/v1/adv_volatility/{s}
VrpAsync(s, at)	/v1/vrp/{s}

Errors

using FlashAlpha.Historical;

try {
    await hx.ExposureSummaryAsync("SPY", "2017-01-01");
}
catch (NoDataException) { /* outside coverage / inside gap */ }
catch (InvalidAtException) { /* 400 invalid_at */ }
catch (TierRestrictedException ex) {
    Console.WriteLine($"need {ex.RequiredPlan}, have {ex.CurrentPlan}");
}

Exception	Status
FlashAlphaHistoricalException	base
AuthenticationException	401
TierRestrictedException	403 — needs Alpha plan
InvalidAtException	400 — bad at format
NoDataException	404 — outside coverage / inside gap
SymbolNotFoundException	404 — symbol not at this at
NoCoverageException	404 — symbol not in historical dataset
InsufficientDataException	404 — surface grid too sparse
RateLimitException	429
ServerException	5xx

License

MIT

Get access

The Historical API requires the Alpha tier ($1,499/mo): the only public source of aggregate vanna/charm exposure and point-in-time replay since 2017.

Quant teams, prop desks, and vol funds: flashalpha.com/for-quant-teams