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OptionsOptions FlowEvery options print, from OPRA, Cboe and Cboe GTH.Unusual PrintsSweeps, blocks and opening size, flagged as they hit.ScreenerServer-side filters over every contract and ticker.Exposure (GEX / DEX / VEX / CEX)Modeled dealer positioning by strike and expiry.Key LevelsRanked walls, gamma flip, max pain, expected move.Overnight GEXGTHSPX exposure from live Cboe GTH flow.
FuturesOrder Flow / FootprintBid × ask at every price, with imbalances.Depth MapResting liquidity as a live heatmap.Volume ProfileFull-session profile, POC and value area.DOM / LadderBook, executed volume and delta per price.GEX levels on ES/NQ charts
StocksEquity PrintsLarge prints with venue, size and conditions.Dark Pool LevelsPrices ranked by off-exchange notional.Dark FlowOff-exchange notional through the session.Charts and NewsCandles, live quotes and headlines in one place.
PlatformDashboards / Workspace43 widgets on a saved snap grid.AlertsPrice, Greek and unusual-print rules.ReplayPlay back a session at any speed.
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Pick how you trade. Each page shows the widgets that matter and the one plan that covers them.

GEX and dealer positioningWalls, flip and exposure by strikeOptions planOptions flow tradersTape, sweeps, unusual printsOptions planOrder flow and scalpersFootprint, DOM, depth mapFutures planVolume profile and auction marketPOC, value area, session profileFutures planDevelopers and quantsREST, WebSocket and MCPDeveloper API
DocsQuick start, guides and the full API reference.BlogSession reviews and product notes.Trades spottedSetups the post-session scan flagged, after the close.PartnersThe affiliate program and partner codes.

Guide

Data coverage and limits

What the API returns is only as complete as the data OrderMap holds. These are the limits that matter in practice. meta.coverage reports the specifics of each response.
On this page

Limits by area#

AreaWhat to know
Request shapeQuery at most 2,048 bytes and 32 parameters; cursors live 24 hours; 20 seconds per request; message and result sizes as documented per endpoint.
Plan history30 days (API Developer) or 365 days (API Pro) by default. The window applies to start_time, end_time, timestamp and date.
Request log and usageSeven days.
Option contract historyTrades, trade-quotes and bars: ranges up to 31 days. Tick quotes, trade Greeks and sub-minute sampling: up to 7 days. Daily records: up to 366 days. Greeks and implied volatility in the regular session only.
Option flow, trades, overnight printsRoughly the last five sessions; overnight prints for the most recent session only. Older sessions answer 503 data_pending and a load starts.
Option exposure history and timelinesReplayed from retained inputs for about the last seven days; windows up to 24 hours and 500 steps for exposure/history; the default window starts no earlier than 09:25 ET without the overnight entitlement. Unavailable steps are marked, never filled.
Open interestPublished once a day before the open; it reflects the previous close.
Futures trades and quotesThe current and the previous trading session; up to 24 hours and 5,000 events per page.
Futures capture analyticsFootprint, profile, CVD, delta bars, order flow and signals read the capture OrderMap keeps. Windows it no longer holds are 422; too-large windows are 413.
Futures and index barsThe most recent 90 days. The first request for a range can answer 503 data_pending.
Index basis and implied priceAt most 7 days per request and the most recent 90 days. Basis rows exist only while the cash index prints.
Stock tapeAscending; corrections excluded by default. Filtered scans read up to four pages of 50,000 rows (or 10 seconds) per request and continue with the cursor.
Stock delayTrades, quotes, last trade and snapshots can be 15 minutes delayed. Check meta.delayed and meta.delay_ms.
Dark pool levels, flow and large printsServed from OrderMap's own capture. Data starts when capture began (meta.coverage.captured_since).
Imbalances and LULDCaptured from the stream; kept for seven days; only from when capture began (captured_from).
HolidaysUpcoming closures only.
Financials and ratiosDepend on the deployment's fundamentals entitlement and answer 503 when it is not available.

How gaps are reported#

  • Delayed or unavailable data is flagged, not hidden. meta.delayed, meta.delay_ms, meta.coverage.complete, missing, withheld and warnings say what you did not get. A dataset that is not available to the deployment answers 403 dataset_release_restricted or 503 upstream_unavailable rather than returning partial data silently.
  • Classification and models are labelled. Aggressor sides are inferred from the quote at execution. Sweeps and splits are inferred groupings. Exposure, walls, the gamma flip, and regime and state hints are model outputs. Basis and implied prices are calculations from stated inputs. None of these is an exchange-confirmed fact or a forecast.
  • No reconstruction. The API gives you the retained record and the events of its streams. It does not reconstruct an exchange order book beyond the displayed depth it captured, and it does not fill missing data with estimates.
  • Cancelled and late prints. A print cancelled after it was delivered is not recalled from pages or streams already sent. Late gap-filled prints can be missed by a backward walk in progress.

See also Responses for the meta.coverage members, Pagination for filtered scans, and Plans and entitlements for history windows.