flashalpha-historical (Java)

Java 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.

<dependency>
    <groupId>com.flashalpha</groupId>
    <artifactId>flashalpha-historical</artifactId>
    <version>0.1.0</version>
</dependency>

Java 11+. Same X-Api-Key you use for api.flashalpha.com — Alpha plan or higher on every endpoint.

Quickstart

import com.flashalpha.historical.FlashAlphaHistoricalClient;
import com.google.gson.JsonObject;

FlashAlphaHistoricalClient hx = new FlashAlphaHistoricalClient(System.getenv("FLASHALPHA_API_KEY"));

// One snapshot — what dealer positioning looked like during the COVID crash
JsonObject snap = hx.exposureSummary("SPY", "2020-03-16T15:30:00");
System.out.println(snap.get("regime").getAsString());
// → "negative_gamma"

at accepts strings, LocalDateTime, or LocalDate (date-only defaults to 16:00 ET on the API side).

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.

GexResponse gex = client.gexTyped("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 extends FlashAlphaResponse, which carries endpointVersion, dataAsOf and archiveAsOf, so the envelope is a typed member on all of them rather than a field Gson silently discards.

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

import com.flashalpha.historical.*;
import java.time.LocalDate;
import java.util.List;

FlashAlphaHistoricalClient hx = new FlashAlphaHistoricalClient(apiKey);

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

List<Backtester.Step> results = bt.run(
    Replay.iterDays(LocalDate.parse("2024-01-02"), LocalDate.parse("2024-03-29")),
    (at, snap) -> {
        double vrp = snap.getAsJsonObject("volatility").get("vrp").getAsDouble();
        String regime = snap.getAsJsonObject("exposure").get("regime").getAsString();
        return Map.of("fire", vrp > 5 && regime.equals("positive_gamma"));
    });

Minute-level

List<Replay.Step> steps = Replay.run(
    hx, Backtester.EXPOSURE_SUMMARY, "SPY",
    Replay.iterMinutes(LocalDate.parse("2025-01-15"), LocalDate.parse("2025-01-15"), 15));

for (Replay.Step s : steps) {
    System.out.println(s.at + "  " + s.response.get("regime").getAsString());
}

API surface

Method	Endpoint
tickers([symbol])	/v1/tickers
stockQuote(t, at)	/v1/stockquote/{t}
optionQuote(t, at, expiry?, strike?, type?)	/v1/optionquote/{t}
surface(s, at)	/v1/surface/{s}
gex(s, at, expiration?, minOi?)	/v1/exposure/gex/{s}
dex(s, at, expiration?)	/v1/exposure/dex/{s}
vex(s, at, expiration?)	/v1/exposure/vex/{s}
chex(s, at, expiration?)	/v1/exposure/chex/{s}
exposureSummary(s, at)	/v1/exposure/summary/{s}
exposureLevels(s, at)	/v1/exposure/levels/{s}
narrative(s, at)	/v1/exposure/narrative/{s}
zeroDte(s, at, strikeRange?)	/v1/exposure/zero-dte/{s}
maxPain(s, at, expiration?)	/v1/maxpain/{s}
stockSummary(s, at)	/v1/stock/{s}/summary
volatility(s, at)	/v1/volatility/{s}
advVolatility(s, at)	/v1/adv_volatility/{s}
vrp(s, at)	/v1/vrp/{s}

Exceptions

Type	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