Trader
Dashboard and terminal
$99/mo
- 2 requests/s, burst 10
- 1,000 calls a day
- Every symbol
- One month of history
- Ask Marlon: 30 a day
The options flow API.
Same numbers, as clean JSON.
Dealer gamma, key levels, Greeks exposure, flow, tape and sweeps for every listed symbol, computed from the live OPRA book. Ready for your code and for your AI assistant.
MCP server. Give your AI assistant the options market.
Every endpoint is a tool, generated from the same contract as the API, plus three that do the legwork: a session summary, the market at any past minute, and chart data ready to draw. Works in Claude, Cursor and any MCP client.
Rather just ask? Ask Marlon answers in words and draws the chart, from the same numbers.
Also works in
ChatGPT
Grok- Perplexity
Gemini CLI- GitHub Copilot
- Windsurf
GLM
Kimi- DeepSeek
Where is SPY's gamma flip right now, and is dealer gamma positive?
●datafirst · levels("SPY")
SPY's gamma flip is at $766.51, just under spot at $766.92. Net dealer gamma is still negative at −$2.51B, so dealers are short gamma: moves can stretch rather than mean-revert until that flips.
Example conversations with sample data.
Plans for every build. Every endpoint on every tier.
Every tier gets every endpoint and every expiration. Tiers differ by speed, calls a day and how far back you can read.
GET /v1/symbols/SPY/levelsSample · 200 OK
curl -H "Authorization: Bearer $DATAFIRST_KEY" \
https://api.datafirsttrading.com/v1/symbols/SPY/levels
{"data": {
"key_levels": {"gamma_flip": 766.51, "call_wall": 770.0,
"put_wall": 760.0, "max_pain": 770.0},
"totals": {"net_gex": -2511916135, "gex_ratio": 0.3869}},
"meta": {"symbol": "SPY", "as_of": "2026-10-19T20:33:28.174Z",
"spot": {"price": 766.92}}}One API. Every US option, every second.
One REST API and one stream, every number in a documented unit: money in plain USD, GEX in USD per 1% move, IV as a fraction, times in UTC.
GET
/v1/symbols/{s}/levelsKey levels now: gamma flip, call and put walls, max pain, vol trigger, net GEX and exposures.GET/strikes · /contracts · /heatmapExposure by strike, every contract with its Greeks and IV, and the strike-by-expiration grid.GET/flow · /v1/flow/leaders · /unusualWho is buying and selling premium, by name, sector and market, and what is unusual today.GET/v1/tape · /v1/sweeps · /v1/tradesEvery print with its quote, sweeps detected, the whole session queryable and aggregated.GET/vol · /history/ivTerm structure, skew and a daily IV history for every name.GET/history/levels · /history/replayAny past session minute by minute, second by second since October 2026, replayable.WSwss /v1/streamLevels, bars, flow, tape, sweeps and quotes on one socket: a snapshot, then every change.GET/v1/symbols · /v1/me · /v1/plansWhat is covered, every listed expiration, your own key's limits, and every plan with its prices.GET/v1/exportEvery finished session as Parquet files, for research and backtests (Quant).OpenAPI 3.1 contract · RFC 9457 errors with stable codes · standard RateLimit headers on every answer · old sessions load in a few seconds (HTTP 202, retry after 3 s)
Built on licensed data. Every number from OPRA.
The exchanges' own feed
OPRA carries every quote and trade from every US options exchange. We license it and compute every number from it with our own engine, about 4,800 symbols a day.
Why there's a form at sign-up
OPRA asks every subscriber to accept its agreement and say whether they use the data as a professional. You fill it in once, before your first live data.
Your API key is for your own use. Data you receive through the API, including values derived from it, is covered by your market data agreement and may not be redistributed. Real-time data requires accepting the subscriber agreement and stating whether you are a Professional or Nonprofessional subscriber.
API questions.
Data source, freshness, coverage, limits and the MCP server.
OPRA, the licensed consolidated feed of every US options quote and print, computed by our own engine.
Build on the levels traders already use.
Start free with an account, or pick a plan: your key works as soon as you've paid.