Options API Reference: REST, WebSocket & OpenAPI

Base URLs. One host, one key.

RESThttps://api.datafirsttrading.com/v1

Streamwss://api.datafirsttrading.com/v1/stream

OpenAPIhttps://api.datafirsttrading.com/v1/openapi.json

Authentication. Your key as a bearer token.

Send your key on every request. Keys come from Account on the site. A key is yours alone: used from too many addresses or devices at once, it’s revoked and support issues a new one. Browsers never see your key: proxy REST through your server, and give a streaming page a one-use ticket.

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.

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/me"

Limits and freshness. In every response's headers.

Read your own numbers from GET /v1/me. ETag and If-None-Match work as in any HTTP cache.

Header	Meaning
RateLimit-Limit, -Remaining, -Reset, -Policy	Your plan's rate and burst, what's left in the window, and seconds until it refills.
Quota-Remaining	Calls left in the New York day on plans with a daily quota. When spent: `429 quota_reached_day` with `Retry-After`.
Age	Seconds since the market moment in `meta.as_of`.
Retry-After	On every `429` and `503`: seconds to wait. Honour it; retries count.
X-History-Earliest	On `403 history_out_of_reach`: the first session date your plan may ask for.

RateLimit-Limit, -Remaining, -Reset, -Policy
Your plan's rate and burst, what's left in the window, and seconds until it refills.
Quota-Remaining
Calls left in the New York day on plans with a daily quota. When spent: 429 quota_reached_day with Retry-After.
Age
Seconds since the market moment in meta.as_of.
Retry-After
On every 429 and 503: seconds to wait. Honour it; retries count.
X-History-Earliest
On 403 history_out_of_reach: the first session date your plan may ask for.

The envelope. Data and meta.

Every answer says what moment of the market it describes, what spot it was priced against and which expirations it covers. The meta block is the same on every endpoint. Timestamps are RFC 3339 UTC.

Field	Description
meta.as_of, as_of_ms	The newest quote or print the engine had applied. `Age` counts from here.
meta.computed_at	When the engine ran.
meta.spot.price	The spot the result was priced against.
meta.expirations	Mode (nearest or term), count and dates.
meta.stale	True only on a held answer the engine couldn't recompute this moment.

meta.as_of, as_of_ms
The newest quote or print the engine had applied. Age counts from here.
meta.computed_at
When the engine ran.
meta.spot.price
The spot the result was priced against.
meta.expirations
Mode (nearest or term), count and dates.
meta.stale
True only on a held answer the engine couldn't recompute this moment.

Endpoints. Levels, flow, sessions, tape, volatility, your account.

GET

/v1/symbols/{s}/levels

Key levels now: gamma flip, call and put walls, max pain, vol trigger, net GEX and exposures.

GET

/v1/symbols/{s}/strikes
/v1/symbols/{s}/contracts
/v1/symbols/{s}/heatmap

Exposure by strike, every contract with its Greeks and IV, and the strike-by-expiration grid.

GET

/v1/symbols/{s}/flow
/v1/flow/leaders
/v1/flow/unusual

Who is buying and selling premium, by name, sector and market, and what is unusual today.

GET

/v1/tape
/v1/sweeps
/v1/trades

Every print with its quote, sweeps detected, the whole session queryable and aggregated.

GET

/v1/symbols/{s}/vol
/v1/symbols/{s}/history/iv

Term structure, skew and a daily IV history for every name.

GET

/v1/symbols/{s}/history/levels
/v1/symbols/{s}/history/replay

Any past session minute by minute, second by second since October 2026, replayable.

/v1/stream

Levels, bars, flow, tape, sweeps and quotes on one socket: a snapshot, then every change.

GET

/v1/symbols
/v1/me
/v1/plans

What is covered, every listed expiration, your own key's limits, and every plan with its prices.

GET

/v1/export

Every finished session as Parquet files, for research and backtests (Quant).

The interactive reference. Every endpoint with its parameters, captured responses and a console that takes your key, generated from the live OpenAPI document.

Levels. Gamma, walls and exposure, now.

Key levels

GET/v1/symbols/{symbol}/levels

Gamma flip, call and put walls, max pain, vol trigger, the totals and today's flow summary for one symbol.

Parameter	In	Values
symbol	path	Required. The ticker: `SPY`, `SPX`, `NDX`, `AAPL` …
expirations	query	The nearest N (1 to 50), or `term`: the expirations nearest 5, 7, 14, 30 … 365 days out. Default `4`.

symbolpath
Required. The ticker: SPY, SPX, NDX, AAPL …
expirationsquery
The nearest N (1 to 50), or term: the expirations nearest 5, 7, 14, 30 … 365 days out. Default 4.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/levels?expirations=4"

Response

{"data": {"key_levels": {"gamma_flip": 765.0866,"call_wall": 770.0,"put_wall": 760.0,"max_pain": 764.0,"vol_trigger": 770.0,"momentum_wall": 772.0,"momentum_value": 282722120},"walls": {"calls": [{"strike": 770.0, "gex": 999867299}, …],"puts": [{"strike": 760.0, "gex": -340630971}, …]},"totals": {"net_gex": 3849708997,"call_gex": 8854132310,"put_gex": -5004423314,"gex_ratio": 0.6389,"delta_exposure": 11021680,"atm_iv": 0.123,…},"flow": {"net_flow": 4195686,"flow_ratio": 0.5261,"call_premium": 9923768,"put_premium": 5728082,…},"classification": {"coverage": 0.9663, …}},"meta": {"symbol": "SPY","as_of": "2026-10-02T13:31:49.549Z","spot": {"price": 769.57},"expirations": {"mode": "nearest", "count": 4, "dates": […]}}}

Exposure by strike

GET/v1/symbols/{symbol}/strikes

Everything in key levels, plus one row per strike: GEX by side, delta, vanna and charm exposure, open interest, volume and IV.

Parameter	In	Values
symbol	path	Required. The ticker: `SPY`, `SPX`, `NDX`, `AAPL` …
expirations	query	The nearest N (1 to 50), or `term`: the expirations nearest 5, 7, 14, 30 … 365 days out. Default `4`.
strikes	query	The N strikes nearest spot (1 to 1000), or `all`. Default `all`.

symbolpath
Required. The ticker: SPY, SPX, NDX, AAPL …
expirationsquery
The nearest N (1 to 50), or term: the expirations nearest 5, 7, 14, 30 … 365 days out. Default 4.
strikesquery
The N strikes nearest spot (1 to 1000), or all. Default all.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/strikes?expirations=4&strikes=40"

Response

{"data": {"strikes": [{"strike": 770.0,"gex": {"net": 999867299,"call": 1377691867,"put": -377824568,"net_volume": -112171392,…},"exposures": {"delta": 776923, "vanna": 6892, "charm": -205342},"open_interest": {"call": 25984, "put": 8345, "total": 34329},"volume": {"call": 6329, "put": 7953},"iv": 0.1195,"moneyness": 0.0006},…],"key_levels": {…},"totals": {…}},"meta": {"symbol": "SPY", "as_of": "2026-10-02T13:31:49.549Z", …}}

Every contract

GET/v1/symbols/{symbol}/contracts

One row per listed contract in the selected expirations: the quote, IV, every Greek, GEX and today's classified flow. The largest answer: use key levels or strikes unless you need each contract.

Parameter	In	Values
symbol	path	Required. The ticker: `SPY`, `SPX`, `NDX`, `AAPL` …
expirations	query	The nearest N (1 to 50), or `term`: the expirations nearest 5, 7, 14, 30 … 365 days out. Default `4`.

symbolpath
Required. The ticker: SPY, SPX, NDX, AAPL …
expirationsquery
The nearest N (1 to 50), or term: the expirations nearest 5, 7, 14, 30 … 365 days out. Default 4.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/contracts?expirations=1"

Response

{"data": {"contracts": [{"expiration": "2026-10-02","strike": 770.0,"right": "C","dte": 0,"bid": 1.6,"ask": 1.61,"mid": 1.605,"open_interest": 18665,"volume": 7691,"iv": {"value": 0.1885},"greeks": {"delta": 0.507803, "gamma": 0.101266, "vega": 8.336101, …},"gex": {"call": 1120798290, "put": 0, …},"flow": {"dealer_flow": 540, "coverage": 0.9837, …}},…]},"meta": {"symbol": "SPY", "expirations": {"mode": "nearest", "count": 1, …}, …}}

Strike by expiration grid

GET/v1/symbols/{symbol}/heatmap

Net GEX on a strike × expiration grid, the data behind the heatmap view.

Parameter	In	Values
symbol	path	Required. The ticker: `SPY`, `SPX`, `NDX`, `AAPL` …
expirations	query	The nearest N (1 to 50), or `term`: the expirations nearest 5, 7, 14, 30 … 365 days out. Default `4`.
strikes	query	The N strikes nearest spot (1 to 1000), or `all`. Default: the strikes around spot.

symbolpath
Required. The ticker: SPY, SPX, NDX, AAPL …
expirationsquery
The nearest N (1 to 50), or term: the expirations nearest 5, 7, 14, 30 … 365 days out. Default 4.
strikesquery
The N strikes nearest spot (1 to 1000), or all. Default: the strikes around spot.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/heatmap?expirations=4"

Response

{"data": {"strikes": [710.0, 715.0, …],"expirations": ["2026-10-02", "2026-10-05", …],"net_gex": [[-5078680, -115, …], [-3136867, -309, …], …],"spot": 769.57},"meta": {"symbol": "SPY","as_of": "2026-10-02T13:31:49.549Z","spot": {"price": 769.57},"expirations": {"mode": "nearest", "count": 4, …}}}

Spot bars

GET/v1/symbols/{symbol}/intraday

One-minute bars of spot for today or a past session, down to one second for a session recorded at one second.

Parameter	In	Values
symbol	path	Required. The ticker: `SPY`, `SPX`, `NDX`, `AAPL` …
date	query	A past session, `YYYY-MM-DD`, at any `resolution`. Default today.
resolution	query	`1s`, `5s`, `15s`, `30s`, `1m`, `5m`, `15m`, `30m`. Default `1m`.

symbolpath
Required. The ticker: SPY, SPX, NDX, AAPL …
datequery
A past session, YYYY-MM-DD, at any resolution. Default today.
resolutionquery
1s, 5s, 15s, 30s, 1m, 5m, 15m, 30m. Default 1m.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/intraday"

Response

{"data": {"bars": [{"ts": "2026-10-02T13:30:00.000Z","ts_ms": 1790947800000,"open": 770.32,"high": 770.32,"low": 770.32,"close": 770.32},{"ts": "2026-10-02T13:31:00.000Z","ts_ms": 1790947860000,"open": 769.57,"high": 769.57,"low": 769.47,"close": 769.47}]},"meta": {"symbol": "SPY", "as_of": "2026-10-02T13:31:59.250Z"}}

Volatility. Term structure, skew, IV history.

Volatility summary

GET/v1/symbols/{symbol}/vol

Constant-maturity IV at 1, 9, 30, 91 and 182 days, the term slope, expected moves, 30-day skew, and each expiration's ATM, 25-delta, risk reversal and butterfly.

Parameter	In	Values
symbol	path	Required. The ticker: `SPY`, `SPX`, `NDX`, `AAPL` …
expirations	query	The nearest N (1 to 50), or `term`: the expirations nearest 5, 7, 14, 30 … 365 days out.

symbolpath
Required. The ticker: SPY, SPX, NDX, AAPL …
expirationsquery
The nearest N (1 to 50), or term: the expirations nearest 5, 7, 14, 30 … 365 days out.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/vol?expirations=term"

Response

{"data": {"spot": 762.7901,"tenors": {"1d": {"iv": 0.2138, "expected_move": 0.011191},"9d": {"iv": 0.182348, "expected_move": 0.028634},"30d": {"iv": 0.177582, "expected_move": 0.050911},"91d": {"iv": 0.164832, "expected_move": 0.082303},"182d": {"iv": 0.163535, "expected_move": 0.115478}},"term": {"slope_30d_91d": -0.071798,"state": "backwardation","ratio_1d_30d": 1.204},"expected_moves": {"close": null,"1d": {"years": 0.00274, "iv": 0.2138, …},…},"skew_30d": {…},"expirations": […],"smiles": […]},"meta": {"symbol": "SPY", …}}

IV history

GET/v1/symbols/{symbol}/history/iv

The 30-day at-the-money IV and 25-delta skew at each session's close, one row per session.

Parameter	In	Values
symbol	path	Required. The ticker: `SPY`, `SPX`, `NDX`, `AAPL` …
days	query	The most recent sessions, 1 to 365. Default `252`.
from, to	query	Bounds on the session date, `YYYY-MM-DD`, inclusive; `days` applies within them.

symbolpath
Required. The ticker: SPY, SPX, NDX, AAPL …
daysquery
The most recent sessions, 1 to 365. Default 252.
from, toquery
Bounds on the session date, YYYY-MM-DD, inclusive; days applies within them.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/iv?days=3"

Response

{"data": {"rows": [{"date": "2026-10-12", "atm_iv": 0.1266, "skew_25d": 0.0239, "spot": 778.045, "dte": 32},{"date": "2026-10-13", "atm_iv": 0.1262, "skew_25d": 0.0252, "spot": 777.95, "dte": 31},{"date": "2026-10-14", "atm_iv": 0.1373, "skew_25d": 0.0306, "spot": 768.98, "dte": 30}],"count": 3},"meta": {"symbol": "SPY", "as_of": "2026-10-15T03:44:18.641Z"}}

Flow. Premium by side, name and sector.

Premium flow for one symbol

GET/v1/symbols/{symbol}/flow

Signed call and put premium, bullish and bearish premium, one-minute buckets by moneyness, and how much of today's volume the classifier signed.

Parameter	In	Values
symbol	path	Required. The ticker: `SPY`, `SPX`, `NDX`, `AAPL` …
series	query	`1` adds the cumulative signed-premium path (net drift). Default off.

symbolpath
Required. The ticker: SPY, SPX, NDX, AAPL …
seriesquery
1 adds the cumulative signed-premium path (net drift). Default off.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/flow"

Response

{"data": {"date": "2026-10-02","totals": {"signed_call_premium": -5321933,"signed_put_premium": 391354.0,"bullish_premium": 14905574,"bearish_premium": 20618861,"net_premium": -5713287},"buckets": [{"ts": "2026-10-02T13:30:00.000Z","spot": 770.12,"classified_trades": 14492,"all": {"signed_call_premium": -4105255,"signed_put_premium": 35111.0,…},"itm": {…}, "atm": {…}, "otm": {…}},…],"classification": {…}},"meta": {"symbol": "SPY", …}}

Flow leaders

GET/v1/flow/leaders

Underlyings or single contracts ranked by premium, volume, trades, sweeps or direction over a finished session or its week, each against its own baseline.

Parameter	In	Values
date	query	A finished session, `YYYY-MM-DD`. Default the newest.
window	query	`day` or `week`. Default `day`.
by	query	`premium`, `volume`, `trades`, `sweeps`, `bullish`, `bearish`. Default `premium`.
kind	query	`underlyings`, or `contracts` with `window=day`. Default `underlyings`.
limit	query	Rows, 1 to 200. Default `25`.

datequery
A finished session, YYYY-MM-DD. Default the newest.
windowquery
day or week. Default day.
byquery
premium, volume, trades, sweeps, bullish, bearish. Default premium.
kindquery
underlyings, or contracts with window=day. Default underlyings.
limitquery
Rows, 1 to 200. Default 25.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/flow/leaders?date=2026-10-16&limit=2"

Response

{"data": {"date": "2026-10-16","window": "day","by": "premium","kind": "underlyings","count": 2,"rows": [{"symbol": "SPX","premium": 27470807003.0,"volume": 7264302,"trades": 2102867,"bullish_premium": 16325118313.0,"bearish_premium": 9703965763.0,"imbalance": 0.2544,"spot": 7755.3501,"premium_relative": 1.5122,…},…]},"meta": {"as_of": "2026-10-18T13:53:02.554Z", "table_date": "2026-10-16", …}}

Sectors, breadth and unusual contracts

GET/v1/flow/sectors
GET/v1/flow/breadth
GET/v1/flow/unusual

Flow by sector against each sector's baseline, advancing and declining names by premium imbalance, and contracts trading a multiple of their usual volume.

Parameter	In	Values
date	query	A finished session, `YYYY-MM-DD`. Default the newest.
threshold	query	Breadth: the imbalance beyond which a name advances or declines, 0 to 1. Default `0.2`.
min_volume_relative	query	Unusual: volume over the contract's trailing mean, at least. Default `3`.
min_volume	query	Unusual: contracts traded, at least. Default `500`.
limit	query	Unusual: rows, 1 to 500. Default `100`.

datequery
A finished session, YYYY-MM-DD. Default the newest.
thresholdquery
Breadth: the imbalance beyond which a name advances or declines, 0 to 1. Default 0.2.
min_volume_relativequery
Unusual: volume over the contract's trailing mean, at least. Default 3.
min_volumequery
Unusual: contracts traded, at least. Default 500.
limitquery
Unusual: rows, 1 to 500. Default 100.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/flow/breadth?date=2026-10-16"

Response

{"data": {"date": "2026-10-16","threshold": 0.2,"symbols": 4777,"advancing": 1375,"declining": 1762,"neutral": 1484,"advance_decline_ratio": 0.7804,"premium": 57870338227.0,"imbalance": 0.1053,"majors": {"SPY": {"premium": 2818930657.0, "imbalance": -0.0304},"QQQ": {"premium": 3953707792.0, "imbalance": -0.0662},…}},"meta": {"as_of": "2026-10-18T13:53:03.468Z", "table_date": "2026-10-16", …}}

A symbol against its baseline

GET/v1/symbols/{symbol}/flow/baseline
GET/v1/symbols/{symbol}/flow/history

One session against the symbol's own trailing baseline, by day and every 5-minute slot; and its flow totals per session.

Parameter	In	Values
symbol	path	Required. The ticker: `SPY`, `SPX`, `NDX`, `AAPL` …
date	query	A finished session, `YYYY-MM-DD`. Default the newest.
days	query	`flow/history`: sessions, 1 to 60. Default `20`.

symbolpath
Required. The ticker: SPY, SPX, NDX, AAPL …
datequery
A finished session, YYYY-MM-DD. Default the newest.
daysquery
flow/history: sessions, 1 to 60. Default 20.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/flow/history?date=2026-10-16"

Response

{"data": {"symbol": "SPY","date": "2026-10-16","count": 2,"rows": [{"date": "2026-10-15","premium": 2319046117.0,"volume": 14067216,"call_premium": 1189843173.0,"put_premium": 1129202944.0},{"date": "2026-10-16","premium": 2818930657.0,"volume": 16617125,"call_premium": 1197672186.0,"put_premium": 1621258471.0}]},"meta": {"symbol": "SPY", "table_date": "2026-10-16", …}}

History and replay. Any session your plan reaches.

Which sessions exist

GET/v1/sessions
GET/v1/sessions/{date}

The finished sessions your plan can read, each with how many names have levels and what the day holds; or, for one session, the names it holds by product. Start here before any history request.

Parameter	In	Values
from, to	query	Bounds on the sessions listed, `YYYY-MM-DD`, inclusive. Default all.
date	path	`/v1/sessions/{date}`: a session from the list.

from, toquery
Bounds on the sessions listed, YYYY-MM-DD, inclusive. Default all.
datepath
/v1/sessions/{date}: a session from the list.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/sessions?from=2026-10-07&to=2026-10-09"

Response

{"data": {"sessions": [{"date": "2026-10-07","names": 3634,"holds": {"levels": true,"grids": true,"flow": true,"playback": true,…}},…],"count": 3},"meta": {…}}

Levels through a session

GET/v1/symbols/{symbol}/history/levels

Key levels through one session, or through a range of finished sessions, down to the second where it was recorded.

Parameter	In	Values
symbol	path	Required. The ticker: `SPY`, `SPX`, `NDX`, `AAPL` …
date	query	One session, `YYYY-MM-DD`. Default today.
from, to	query	A range of finished sessions instead of `date`, 31 at most, oldest first. `to` defaults to the last finished session.
interval	query	Minutes between rows, 1 to 30. Default `5`.
resolution	query	`1s`, `5s`, `15s`, `30s`, `1m`, `5m`, `15m`, `30m`. Default `1m`.

symbolpath
Required. The ticker: SPY, SPX, NDX, AAPL …
datequery
One session, YYYY-MM-DD. Default today.
from, toquery
A range of finished sessions instead of date, 31 at most, oldest first. to defaults to the last finished session.
intervalquery
Minutes between rows, 1 to 30. Default 5.
resolutionquery
1s, 5s, 15s, 30s, 1m, 5m, 15m, 30m. Default 1m.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/levels?date=2026-10-02&interval=1"

Response

{"data": {"date": "2026-10-02","interval_minutes": 1,"rows": [{"as_of": "2026-10-02T13:30:49.336Z","spot": 770.32,"expirations": 4,"key_levels": {"gamma_flip": 765.0906,"call_wall": 770.0,"put_wall": 760.0,"max_pain": 764.0,"vol_trigger": 770.0,"momentum_wall": 772.0}},…],"count": 5},"meta": {"symbol": "SPY", "as_of": "2026-10-02T13:31:59.249Z"}}

Flow through a session

GET/v1/symbols/{symbol}/history/flow

Running premium and signed volume by leg through a session, down to the second for the most-read names since 2026-10-19; or through a range of sessions.

Parameter	In	Values
symbol	path	Required. The ticker: `SPY`, `SPX`, `NDX`, `AAPL` …
date	query	One session, `YYYY-MM-DD`. Default today.
from, to	query	A range of finished sessions instead of `date`, 31 at most, oldest first. `to` defaults to the last finished session.
interval	query	Seconds between rows, 5 to 300. Default `5`.
resolution	query	`1s`, `5s`, `15s`, `30s`, `1m`, `5m`, `15m`, `30m`. Default `1m`.
buckets	query	`1` adds one-minute buckets by leg, side and moneyness; one session only. Default `0`.

symbolpath
Required. The ticker: SPY, SPX, NDX, AAPL …
datequery
One session, YYYY-MM-DD. Default today.
from, toquery
A range of finished sessions instead of date, 31 at most, oldest first. to defaults to the last finished session.
intervalquery
Seconds between rows, 5 to 300. Default 5.
resolutionquery
1s, 5s, 15s, 30s, 1m, 5m, 15m, 30m. Default 1m.
bucketsquery
1 adds one-minute buckets by leg, side and moneyness; one session only. Default 0.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/flow?date=2026-10-09&interval=60"

Response

{"data": {"date": "2026-10-09","interval_seconds": 60,"count": 391,"rows": [{"as_of": "2026-10-09T13:30:55Z","spot": 787.91,"call_premium": 6236100.0,"put_premium": 7775620.0,"signed_call_premium": -303008.0,"signed_put_premium": -149246.0,"bullish_premium": 5102000.0,"bearish_premium": 8909720.0,"signed_call_volume": -204,"signed_put_volume": -70},…]},"meta": {"symbol": "SPY", "as_of": "2026-10-11T15:40:02Z"}}

The grid through a session

GET/v1/symbols/{symbol}/history/heatmap

Call, put and net GEX per strike at each step of a session, for one expiration or the nearest few; down to the second for the core names, in windows of up to 15 minutes.

Parameter	In	Values
symbol	path	Required. The ticker: `SPY`, `SPX`, `NDX`, `AAPL` …
date	query	One session, `YYYY-MM-DD`. Default today.
interval	query	Minutes per snapshot: 1, 2, 3, 4, 5, 10, 15 or 30. Default `5`.
resolution	query	`1m` … `30m` for the per-expiration grid; `1s` … `30s` for the core names' strike profile. Default `1m`.
start	query	Sub-minute resolutions: the window's start, RFC 3339 or `HH:MM:SS` New York. Required with them.
end	query	At most 15 minutes after `start`. Default `start` plus 15 minutes.
expiration	query	One expiration, `YYYY-MM-DD`. Default the nearest few, summed.
mode	query	`raw`, or `difference` from the previous snapshot. Default `raw`.
strikes	query	Strikes nearest spot, 5 to 100. Default `45`.

symbolpath
Required. The ticker: SPY, SPX, NDX, AAPL …
datequery
One session, YYYY-MM-DD. Default today.
intervalquery
Minutes per snapshot: 1, 2, 3, 4, 5, 10, 15 or 30. Default 5.
resolutionquery
1m … 30m for the per-expiration grid; 1s … 30s for the core names' strike profile. Default 1m.
startquery
Sub-minute resolutions: the window's start, RFC 3339 or HH:MM:SS New York. Required with them.
endquery
At most 15 minutes after start. Default start plus 15 minutes.
expirationquery
One expiration, YYYY-MM-DD. Default the nearest few, summed.
modequery
raw, or difference from the previous snapshot. Default raw.
strikesquery
Strikes nearest spot, 5 to 100. Default 45.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/heatmap?date=2026-10-09&expiration=2026-10-09"

Response

{"data": {"date": "2026-10-09","interval_minutes": 5,"mode": "raw","expiration": "2026-10-09","expirations": ["2026-10-09", "2026-10-10", "2026-10-13"],"count": 78,"snapshots": [{"as_of": "2026-10-09T13:30:00Z","spot": 776.3,"rows": [{"strike": 775.0,"call_gex": 1250000000,"put_gex": -500000000,"net_gex": 750000000},…]},…]},"meta": {"symbol": "SPY", "as_of": "2026-10-11T15:40:02Z"}}

Replay a session

GET/v1/symbols/{symbol}/history/replay

A finished session as it played: each minute's spot, key levels, walls and net-GEX strike profile, stamped with the moment of the state it shows; or the per-minute surfaces with the closing aggregate.

Parameter	In	Values
symbol	path	Required. The ticker: `SPY`, `SPX`, `NDX`, `AAPL` …
date	query	A finished session before today, `YYYY-MM-DD`. Required unless `from` and `to` are given.
from, to	query	A range of finished sessions, `part=levels` only, 31 at most.
part	query	`levels` or `surfaces`. Default `levels`.
expirations	query	The nearest N the answer was computed over, 1 to 50. Default `1`.
resolution	query	`part=levels`: `1s`, `5s`, `15s`, `30s`, `1m` … `30m`. Default `1m`.

symbolpath
Required. The ticker: SPY, SPX, NDX, AAPL …
datequery
A finished session before today, YYYY-MM-DD. Required unless from and to are given.
from, toquery
A range of finished sessions, part=levels only, 31 at most.
partquery
levels or surfaces. Default levels.
expirationsquery
The nearest N the answer was computed over, 1 to 50. Default 1.
resolutionquery
part=levels: 1s, 5s, 15s, 30s, 1m … 30m. Default 1m.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/replay?date=2026-10-09"

Response

{"data": {"date": "2026-10-09","rows": [{"as_of": "2026-10-09T13:30:00Z","spot": 787.915,"key_levels": {"gamma_flip": 774.1404,"call_wall": 790.0,"put_wall": 767.0,"max_pain": 773.0,…},"major_wall": 780.0,"walls": {"calls": [{"strike": 780.0, "gex": 1690894000}, …],"puts": [{"strike": 767.0, "gex": -916082000}, …]},"profile": [{"strike": 728.0, "net_gex": -1612000}, …]},…],"count": 391},"meta": {"symbol": "SPY", "date": "2026-10-09", "expirations": 1, …}}

The chain file

GET/v1/symbols/{symbol}/history/chainNDJSON

Every contract of a finished session with its quote, IV and Greeks at each interval: a manifest line, then one snapshot line per interval. The file a backtest replays.

Parameter	In	Values
symbol	path	Required. The ticker: `SPY`, `SPX`, `NDX`, `AAPL` …
date	query	Required. A finished session, `YYYY-MM-DD`.
interval	query	`1m`, `5m`, `10m`, `15m`, `30m`. Default `5m`.

symbolpath
Required. The ticker: SPY, SPX, NDX, AAPL …
datequery
Required. A finished session, YYYY-MM-DD.
intervalquery
1m, 5m, 10m, 15m, 30m. Default 5m.

Request

curl --compressed \-H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/chain?date=2026-10-09"

Response

{"type": "manifest", "ticker": "SPY", "session_date": "20261009", "interval": "5m", …}{"type": "snapshot", "timestamp": "2026-10-09T13:30:00Z", "time_et": "09:30", "contracts": [{"expiration": "2026-10-09", "strike": 763.0, "right": "call", "bid": 0.0, "ask": 0.0, "implied_vol": 0.2032, "delta": 1.0, "gamma": 0.0, "theta": -22.5652, …, "underlying_price": 787.915, "open_interest": 1779.0, "interval_volume": 0.0}, …]}…

Open interest

GET/v1/symbols/{symbol}/history/oi

Open interest per contract as published for a session's morning, with the volume traded in that session.

Parameter	In	Values
symbol	path	Required. The ticker: `SPY`, `SPX`, `NDX`, `AAPL` …
date	query	A kept session, `YYYY-MM-DD`. Default today.
expiration	query	One expiration. Default all.

symbolpath
Required. The ticker: SPY, SPX, NDX, AAPL …
datequery
A kept session, YYYY-MM-DD. Default today.
expirationquery
One expiration. Default all.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/oi?date=2026-10-09&expiration=2026-10-09"

Response

{"data": {"symbol": "SPY","date": "2026-10-09","rows": [{"osi": "SPY261009C00500000","expiration": "2026-10-09","strike": 500.0,"right": "C","open_interest": 62,"volume": 567},…],"count": 366,"total_open_interest": 1511387},"meta": {"symbol": "SPY", …}}

Tape and trades. Every print, sweep and order.

The tape

GET/v1/tape

Option prints with the exchange and the quote at the time: the last minutes live, or any kept session.

Parameter	In	Values
symbol	query	One symbol. Default all.
since	query	Live window, `30s` to `60m`. Default `5m`.
date	query	A kept session, `YYYY-MM-DD`; `from` and `to` then bound the window.
from, to	query	Epoch milliseconds; `to` is exclusive.
limit	query	At most 2,000. Default `500`.

symbolquery
One symbol. Default all.
sincequery
Live window, 30s to 60m. Default 5m.
datequery
A kept session, YYYY-MM-DD; from and to then bound the window.
from, toquery
Epoch milliseconds; to is exclusive.
limitquery
At most 2,000. Default 500.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/tape?symbol=SPY&since=1m&limit=3"

Response

{"data": {"prints": [{"ts": "2026-10-02T13:31:59.244Z","symbol": "SPY","expiration": "2026-10-02","strike": 765.0,"right": "C","size": 2,"price": 4.86,"premium": 972.0,"exchange": "XNDQ","bid": 4.86,"ask": 4.88},…],"count": 3,"since": "2026-10-02T13:30:59.252Z"},"meta": {"symbol": "SPY", "as_of": "2026-10-02T13:31:59.252Z"}}

Sweeps

GET/v1/sweeps

Prints in one contract across several exchanges within a fraction of a second, reported as one sweep with its side.

Parameter	In	Values
symbol	query	One symbol. Default all.
since	query	Live window, `30s` to `240m`. Default `15m`.
date, from, to	query	A kept session's sweeps; `from` and `to` in epoch milliseconds.
window_ms	query	Window from the first print, 50 to 1,000,000. Default `250`.
min_exchanges	query	Distinct exchanges, 2 to 99. Default `3`.
side	query	`buy`, `sell` or `mixed`. Default all.

symbolquery
One symbol. Default all.
sincequery
Live window, 30s to 240m. Default 15m.
date, from, toquery
A kept session's sweeps; from and to in epoch milliseconds.
window_msquery
Window from the first print, 50 to 1,000,000. Default 250.
min_exchangesquery
Distinct exchanges, 2 to 99. Default 3.
sidequery
buy, sell or mixed. Default all.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/sweeps?since=5m"

Response

{"data": {"sweeps": [{"ts": "2026-10-02T13:31:59.242Z","symbol": "IWM","expiration": "2026-10-05","strike": 281.0,"right": "P","size": 29,"avg_price": 1.07,"premium": 3103.0,"exchanges": 7,"trades": 8,"side": "sell"},…],"count": 257,"since": "2026-10-02T13:26:59.253Z","window_ms": 250,"min_exchanges": 3,"side": null},"meta": {"as_of": "2026-10-02T13:31:59.253Z"}}

The trade store

GET/v1/trades
GET/v1/trades/stats

Every print of a session, or the orders built from them (sweeps, splits, blocks), filtered, sorted and paged; or grouped totals over the same prints.

Parameter	In	Values
date	query	A session, `YYYY-MM-DD`. Default today.
from, to	query	Epoch milliseconds; `to` is exclusive.
view	query	`prints` or `orders`. Default `prints`.
tickers, osi	query	Comma lists of tickers or OSI contract symbols.
types, money	query	`C`, `P`; `ITM`, `ATM`, `OTM`.
sides	query	`ABOVE_ASK`, `ASK`, `MID_MARKET`, `BID`, `BELOW_BID`.
sentiments	query	`BULLISH`, `BEARISH`, `NEUTRAL`.
order_types	query	Orders: `SWEEP`, `SPLIT`, `BLOCK`.
exchanges, sectors, industries	query	Comma lists: venue codes, sector and industry names.
strikes, expirations	query	Comma lists: strikes in USD, dates `YYYY-MM-DD`.
premium_min, premium_max, size_min	query	USD; contracts.
golden, unusual	query	`1` or `0`.
sort, dir	query	`tradeTime`, `premium`, `size`, `volume`, `openInterest`, `strikePrice`, `dte` …; `desc` or `asc`. Default `tradeTime`, `desc`.
limit, after	query	Rows, 1 to 1,000, default `50`; `after` is the previous page's `next`.
stats, comprising	query	`1`: totals by leg and side; orders with their prints.
by, period	query	`/stats`: group by `type`, `side`, `ticker`, `exchange`, `class`, `expiration`, `strike`, `contract`, `sentiment`, `bucket`; a bucket's length in ms, default `60000`.
iv, offset	query	`/stats`: `1` adds mean IV per group; groups to skip, default `0`.

datequery
A session, YYYY-MM-DD. Default today.
from, toquery
Epoch milliseconds; to is exclusive.
viewquery
prints or orders. Default prints.
tickers, osiquery
Comma lists of tickers or OSI contract symbols.
types, moneyquery
C, P; ITM, ATM, OTM.
sidesquery
ABOVE_ASK, ASK, MID_MARKET, BID, BELOW_BID.
sentimentsquery
BULLISH, BEARISH, NEUTRAL.
order_typesquery
Orders: SWEEP, SPLIT, BLOCK.
exchanges, sectors, industriesquery
Comma lists: venue codes, sector and industry names.
strikes, expirationsquery
Comma lists: strikes in USD, dates YYYY-MM-DD.
premium_min, premium_max, size_minquery
USD; contracts.
golden, unusualquery
1 or 0.
sort, dirquery
tradeTime, premium, size, volume, openInterest, strikePrice, dte …; desc or asc. Default tradeTime, desc.
limit, afterquery
Rows, 1 to 1,000, default 50; after is the previous page's next.
stats, comprisingquery
1: totals by leg and side; orders with their prints.
by, periodquery
/stats: group by type, side, ticker, exchange, class, expiration, strike, contract, sentiment, bucket; a bucket's length in ms, default 60000.
iv, offsetquery
/stats: 1 adds mean IV per group; groups to skip, default 0.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/trades?date=2026-10-14&tickers=SPY&limit=2"

Response

{"data": {"trades": [{"id": "1099514871224","ticker": "SPY","osi": "SPY261014P00767000","right": "P","expiration": "2026-10-14","strike": 767.0,"exchange": "EMLD","premium": 10.0,"size": 2,"price": 0.05,"bid": 0.04,"ask": 0.05,"spot": 769.54,"side": "ASK","sentiment": "BEARISH","order_type": null,"greeks": {…},"moneyness": {"distance": 2.54, "ratio": 0.0033, "type": "OTM"},"trade_time": "2026-10-14T19:59:59.969Z",…},…],"count": 658572,"next": ["1792008899929.0", "1099514871223"]},"meta": {"date": "2026-10-14", "prints": 9966337, "orders": 1476963, …}}

Account and reference. Your key, the plans, coverage, bulk files.

Your key and plan

GET/v1/me
GET/v1/status

Your plan, rate, burst, daily quota and what is used, the first session you may ask for, your stream limits and your platform add-ons. Read it at start-up and pace yourself from it. /v1/status is free: never counted, never rate-limited.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/me"

Response

{"data": {"name": "my-trading-key","tier": "trader","access": ["site", "api"],"rate": 2.0,"burst": 10.0,"history_from": "2026-09-24","export": false,"symbols": "all","addons": [],"limits": {"rate": 2.0,"burst": 10.0,"history_from": "2026-09-24","per_day": 1000,"used_today": 0,"quota_resets_at": "2026-10-25T03:59:59Z","stream_symbols_per_connection": 25,"stream_connections": 2,"chat_per_day": 30,…},"notices": []},"meta": {"as_of": "2026-10-24T07:20:23Z"}}

Plans and prices

GET/v1/plans

Every plan on sale, in order, with its price, whether you can sign up now or join the waitlist, what it includes and opens, Ask Marlon's questions a day, and the limits the gateway enforces for its keys. No parameters and no key needed; never counted against a key and not rate-limited by one; Cache-Control: max-age=60. Everything comes from the same table that enforces each plan, so a change there shows here within a minute. limits and the stream in products are enforced; the dashboard, terminal and API access are the website's to open. DataFirst's own staff plans are not listed. Until the table carries prices, the answer is 503 plans_unavailable with Retry-After: 60.

Request

curl "https://api.datafirsttrading.com/v1/plans"

Response

{"data": {"plans": […,{"tier": "basic","name": "Basic","availability": "open","price": {"month": 49.99, "year": 449.99, "lifetime": 1499.0},"limits": {"rate": 1.0, "burst": 5.0, "calls_per_day": 250, "history": "5s", …},"products": {"dashboard": "full", "terminal": false, "api_mcp": "trial", "stream": {"symbols": 5, "connections": 1}, …},"chat_per_day": 15,"includes": ["The full dashboard", "The last 5 sessions", "API and MCP: 250 calls a day"]},{"tier": "trader","name": "Trader","availability": "waitlist","price": {"month": 99.0, "year": 899.99, "lifetime": null},…},…],"currency": "USD","notes": "…"},"meta": {"as_of": "2026-10-26T20:52:44Z"}}

What is covered

GET/v1/symbols
GET/v1/symbols/{symbol}/expirations
GET/v1/symbols/{symbol}/spot

Every symbol with listed options, each one's live expirations and its term set, and its spot price.

Parameter	In	Values
symbol	path	`/expirations` and `/spot`: the ticker.

symbolpath
/expirations and /spot: the ticker.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/expirations"

Response

{"data": {"expirations": ["2026-10-02", "2026-10-05", …],"term_selection": ["2026-10-07", "2026-10-09", …]},"meta": {"symbol": "SPY", "as_of": "2026-10-02T13:31:59.203Z"}}

Pricing inputs

GET/v1/reference
GET/v1/symbols/{symbol}/reference

The rate curve, dividend yields, multiplier and expiry conventions behind every number; and what the engine assumes about one symbol.

Parameter	In	Values
symbol	path	`/v1/symbols/{symbol}/reference`: the ticker.

symbolpath
/v1/symbols/{symbol}/reference: the ticker.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPX/reference"

Response

{"data": {"symbol": "SPX","roots": ["SPX", "SPXW"],"underlying": "SPX","adjusted": false,"is_index": true,"sessions": {"first": "2025-06-30", "last": "2026-10-16", "count": 285},"multiplier": 100,"multiplier_known": true,"expiry_time": "pm","dividend_yield": 0.0,"sector": "NOT_APPLICABLE","industry": "NOT_APPLICABLE","sic": null},"meta": {"symbol": "SPX", "as_of": "2026-10-10T19:20:11Z"}}

Bulk export

Quant

GET/v1/export
GET/v1/export/{date}
GET/v1/export/{date}/{dataset}Parquet

Every finished session as Parquet files: levels, the exposure grid, net flow, trades and orders. List the sessions, read one session's manifest, then download each file.

Parameter	In	Values
date	path	A session from `/v1/export`, `YYYY-MM-DD`.
dataset	path	`levels`, `interval_map`, `netflow`, `trades`, `orders`.

datepath
A session from /v1/export, YYYY-MM-DD.
datasetpath
levels, interval_map, netflow, trades, orders.

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/export/2026-10-09" curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \-o 2026-10-09-levels.parquet \"https://api.datafirsttrading.com/v1/export/2026-10-09/levels"

Response

{"data": {"session": "2026-10-09","built_at": "2026-10-09T22:04:11Z","units": {"premium": "USD", "size": "contracts", …},"datasets": {"levels": {"file": "levels.parquet","rows": 962459,"bytes": 6860635,"sha256": "…","columns": [{"name": "ts_ms", "type": "int64"}, …],"url": "/v1/export/2026-10-09/levels"},…}},"meta": {"as_of": "2026-10-11T14:06:00Z"}}

WebSocket stream. A snapshot, then every change.

One socket carries every topic you follow, and each message carries the same bytes as the topic’s REST answer. Fetch the day once, then apply what arrives.

Step	How
Negotiate	`POST /v1/stream/negotiate` with your key, before every socket. It answers the topics on offer, your limits, the socket's path in `transports.ws.url` and a `neg` token, good for 300 s.
Open	`wss://api.datafirsttrading.com/v1/stream?api=1&encoding=zstd&token=<key>&neg=<neg>` From a web page, your server asks `POST /v1/stream/ticket` and hands the page the ticket and the `neg`. The ticket goes in `token`, so the key never reaches the browser.
Subscribe	`{"k": "sub", "topic": "levels:SPY:exp4:-"}`, one topic a message. A topic is `family:SYMBOL:scope:-`. Also `unsub`, `resync`, `pause` and `resume`.
Receive	First a `snap`: the topic's whole REST answer. Then its changes: a new `snap` when a snapshot topic changes, an `app` with only what's new on an append topic. A topic that didn't change sends nothing; a `beat` names the quiet ones.
Encodings	`zstd`, the default, and `deflate` send MessagePack, compressed. `json` sends text frames, for building and debugging.
Refusals	A topic that can't be served gets an `err` with its `code` and `reason`. The socket stays open.

Negotiate
POST /v1/stream/negotiate with your key, before every socket. It answers the topics on offer, your limits, the socket's path in transports.ws.url and a neg token, good for 300 s.
Open
wss://api.datafirsttrading.com/v1/stream?api=1&encoding=zstd&token=<key>&neg=<neg>
From a web page, your server asks POST /v1/stream/ticket and hands the page the ticket and the neg. The ticket goes in token, so the key never reaches the browser.
Subscribe
{"k": "sub", "topic": "levels:SPY:exp4:-"}, one topic a message. A topic is family:SYMBOL:scope:-. Also unsub, resync, pause and resume.
Receive
First a snap: the topic's whole REST answer. Then its changes: a new snap when a snapshot topic changes, an app with only what's new on an append topic. A topic that didn't change sends nothing; a beat names the quiet ones.
Encodings
zstd, the default, and deflate send MessagePack, compressed. json sends text frames, for building and debugging.
Refusals
A topic that can't be served gets an err with its code and reason. The socket stays open.

A browser that streams

// your server: negotiate,// then a ticket for the pageconst post = async (path) => {const url = `${API}/stream/${path}`;const r = await fetch(url, {method: "POST",headers: H,});return (await r.json()).data;};const n = await post("negotiate");const { ticket } = await post("ticket");const page = {url: n.transports.ws.url,neg: n.neg_token.neg,ticket,}; // the page, with what your server// handed it (json here; zstd and// deflate send MessagePack)const ws = new WebSocket("wss://api.datafirsttrading.com" +page.url +"?api=1&encoding=json" +`&token=${page.ticket}` +`&neg=${page.neg}`,);ws.onopen = () =>ws.send(JSON.stringify({k: "sub",topic: "levels:SPY:exp4:-",}));ws.onmessage = (e) => {const m = JSON.parse(e.data);if (m.k === "snap")draw(m.body.data.key_levels);};

Topics

Family	Topic	What it sends
levels	`levels:SPY:exp4:-`	Key levels, walls, totals and the flow summary, as `/levels` answers them. Scope `latest` for the nearest expiration, or `expN` for the nearest N: 4, 5, 10, 20 or 50.
bars	`bars:SPY:-:-`	Spot bars: the current minute's, then each change. When the minute turns, the finished bar, then the new one.
flow	`flow:SPY:all:-`	Flow totals, the current one-minute bucket and the classification.
tape	`tape:SPY:all:-`	Option prints as they arrive, each one once.
sweeps	`sweeps:SPY:all:-`	Sweeps as they're found, with any new unusual prints.
quotes	`quotes:AAPL:-:-`	A stock's, ETF's or index's quote when it changes. Up to 50 per connection on every plan, apart from the plan's symbols.

levels
levels:SPY:exp4:-
What it sends: Key levels, walls, totals and the flow summary, as /levels answers them. Scope latest for the nearest expiration, or expN for the nearest N: 4, 5, 10, 20 or 50.
bars
bars:SPY:-:-
What it sends: Spot bars: the current minute's, then each change. When the minute turns, the finished bar, then the new one.
flow
flow:SPY:all:-
What it sends: Flow totals, the current one-minute bucket and the classification.
tape
tape:SPY:all:-
What it sends: Option prints as they arrive, each one once.
sweeps
sweeps:SPY:all:-
What it sends: Sweeps as they're found, with any new unusual prints.
quotes
quotes:AAPL:-:-
What it sends: A stock's, ETF's or index's quote when it changes. Up to 50 per connection on every plan, apart from the plan's symbols.

Also profile, contracts, surface, drift, imap and core. The negotiation lists every family with its scopes and the REST route its body comes from.

Limits

Your plan sets the symbols per connection and the connections at once. A symbol counts once however many families carry it, and quotes don’t count. Your own numbers are in GET /v1/me and the negotiation.

Plan	Symbols per connection	Connections at once
Free	Quotes only	1
Basic	5 symbols	1
Trader	25 symbols	2
Developer	50 symbols	2
Quant	50 symbols	5

Free
Quotes only
Connections at once: 1
Basic
5 symbols
Connections at once: 1
Trader
25 symbols
Connections at once: 2
Developer
50 symbols
Connections at once: 2
Quant
50 symbols
Connections at once: 5

Close codes

Close code	Reason	Reconnect
4001	`unauthorized`: no key, or an unknown one.	No
4001	`invalid_ticket`: a ticket unknown, already used, or older than 60 s.	With a new ticket
4001	`key_revoked`, `plan_ended`: the key was revoked, or the plan ended.	Once restored or renewed
4003	`attestation_required`, `attestation_pending`: no current OPRA attestation, or support's grace.	Once attested
4003	`negotiation_required`, `negotiation_principal`: no current `neg`, or one that another key negotiated.	After negotiating
4003	`connect_rate`, `connection_limit`: too many connection attempts, or too many connections at once.	Later, or after closing one
4400	`invalid_api`, `invalid_encoding`, `invalid_compact`: a query value that isn't accepted.	Once fixed
4408	`no_topics`: nothing subscribed for two minutes.	When you have a topic
4429	`message_flood`: your messages faster than the socket takes them.	Yes, backing off
1009	A message of yours over 64 KiB.	Yes
1011	`backend_unavailable`: the socket couldn't be registered.	Yes, backing off
1013	`slow_consumer`: messages to you went undrained too long.	Yes, backing off

4001
unauthorized: no key, or an unknown one.
Reconnect: No
4001
invalid_ticket: a ticket unknown, already used, or older than 60 s.
Reconnect: With a new ticket
4001
key_revoked, plan_ended: the key was revoked, or the plan ended.
Reconnect: Once restored or renewed
4003
attestation_required, attestation_pending: no current OPRA attestation, or support's grace.
Reconnect: Once attested
4003
negotiation_required, negotiation_principal: no current neg, or one that another key negotiated.
Reconnect: After negotiating
4003
connect_rate, connection_limit: too many connection attempts, or too many connections at once.
Reconnect: Later, or after closing one
4400
invalid_api, invalid_encoding, invalid_compact: a query value that isn't accepted.
Reconnect: Once fixed
4408
no_topics: nothing subscribed for two minutes.
Reconnect: When you have a topic
4429
message_flood: your messages faster than the socket takes them.
Reconnect: Yes, backing off
1009
A message of yours over 64 KiB.
Reconnect: Yes
1011
backend_unavailable: the socket couldn't be registered.
Reconnect: Yes, backing off
1013
slow_consumer: messages to you went undrained too long.
Reconnect: Yes, backing off

Errors. Branch on code, show detail.

Every error is an RFC 9457 problem document with a stable code. Titles and details may be reworded; codes and statuses keep their meaning.

Status	Code	When
401	unauthorized	Missing or unknown API key.
403	history_out_of_reach	A session before your plan's history depth (see `X-History-Earliest`).
403	attestation_required / attestation_pending	Live data before the OPRA subscriber agreement is signed (or during support's grace).
404	unknown_symbol	No listed options for that symbol.
422	invalid_parameter	A parameter out of range, e.g. `expirations=99`.
429	rate_limited / quota_reached_day	Over your rate or daily calls; `Retry-After` says when.
503	busy_loading_sessions	A past session is still loading; retry after `Retry-After`.

unauthorized401
Missing or unknown API key.
history_out_of_reach403
A session before your plan's history depth (see X-History-Earliest).
attestation_required / attestation_pending403
Live data before the OPRA subscriber agreement is signed (or during support's grace).
unknown_symbol404
No listed options for that symbol.
invalid_parameter422
A parameter out of range, e.g. expirations=99.
rate_limited / quota_reached_day429
Over your rate or daily calls; Retry-After says when.
busy_loading_sessions503
A past session is still loading; retry after Retry-After.

Compatible APIs. Keep your client.

Built against another GEX provider? DataFirst has compatible bases that answer the same paths, bodies and error shapes, on the Developer plan and up with the same key. Write to support@datafirsttrading.com and we’ll send the one that matches your client.

How it grows. Without breaking you.

New fields, endpoints and parameters arrive without a version change, so code that ignores unknown fields never breaks. Every change is listed with its date, and GET /v1/me carries notices for deprecations.

API reference.REST, WebSocket, OpenAPI 3.1.

On this page

Base URLs. One host, one key.

Authentication. Your key as a bearer token.

Limits and freshness. In every response's headers.

The envelope. Data and meta.

Endpoints. Levels, flow, sessions, tape, volatility, your account.

Levels. Gamma, walls and exposure, now.

Key levels

Exposure by strike

Every contract

Strike by expiration grid

Spot bars

Volatility. Term structure, skew, IV history.

Volatility summary

IV history

Flow. Premium by side, name and sector.

Premium flow for one symbol

Flow leaders

Sectors, breadth and unusual contracts

A symbol against its baseline

History and replay. Any session your plan reaches.

Which sessions exist

Levels through a session

Flow through a session

The grid through a session

Replay a session

The chain file

Open interest

Tape and trades. Every print, sweep and order.

The tape

Sweeps

The trade store

Account and reference. Your key, the plans, coverage, bulk files.

Your key and plan

Plans and prices

What is covered

Pricing inputs

Bulk export

WebSocket stream. A snapshot, then every change.

Topics

Limits

Close codes

Errors. Branch on code, show detail.

Compatible APIs. Keep your client.

How it grows. Without breaking you.

Build on the API. One key for everything.

API reference.
REST, WebSocket, OpenAPI 3.1.