Institutional data feed
Supplementary market-structure signals for API-tier subscribers: options flow, on-chain whale activity, and dark-pool prints.
What the feed includes
- Options flow: put/call ratios, IV skew, term structure, dealer gamma estimates. Source-tagged per exchange or vendor snapshot.
- On-chain: large-wallet transfers, exchange inflows, stablecoin mint/burn proxies where available.
- Dark pool: FINRA ATS/off-exchange volume ratios and block-trade flags for covered tickers.
- CRS context: each packet carries the edition
asof, factor tags (L/V/S/B/C), and coverage score so downstream models know when to widen bands.
Latency and cadence
| Stream | Typical lag | Cadence |
|---|---|---|
| CRS + factors | < 5 min post-pipeline | 3× on US trading days |
| Options flow | 15–30 min | Batch on session |
| On-chain | 1–5 min | Near real-time when node healthy |
| Dark pool | T+0 EOD | FINRA publish window |
Latency widens on thin-coverage days; the feed reports coverage and missingness explicitly rather than interpolating.
Format
Primary delivery is JSON over HTTPS (same auth as the public API). Webhook push is available for API tier. POST to your endpoint with HMAC signature.
{
"asof": "2026-06-24T20:15:00Z",
"edition": "late_city",
"coverage": 0.85,
"streams": {
"options": { "pc_ratio": 1.12, "skew_25d": -0.04, "source": "polygon", "asof": "..." },
"onchain": { "exchange_inflow_btc": 1240, "source": "coingecko", "asof": "..." },
"dark_pool": { "off_exchange_pct": 0.38, "source": "finra", "asof": "..." }
}
}Access model
Institutional streams require API tier credentials. There is no separate execution layer. The feed is read-only research input. Custom baskets and webhook routing are configured in account settings after subscription.
For JSON endpoint schemas and rate limits, see the API reference.
Personal research tooling, not financial advice. Signals can conflict; the system is designed to say "I don't know" when evidence is thin.