{ "version": "2026-09-04", "generatedAt": "2026-09-04", "datasets": [ { "id": "spx-gex", "name": "SPX dealer gamma exposure", "upstreamSource": "CBOE delayed options chain (daily-settled open interest) crossed with Schwab implied volatility when available", "kind": "measured", "refreshCadence": "25 second server cache on /api/public/gex and /api/v1/gex/spx", "vintageSemantics": "Daily-settled Cboe open interest. Settlement session is exposed as oiSettleDate on heatmap payloads and settlementDate on archived OI snapshots under backend/data/oi_snapshots.", "publicEndpoints": [ "/api/public/gex?symbol=SPX", "/api/v1/gex/spx" ], "redistributionLimit": "Anonymous access is rate limited; do not present as real-time." }, { "id": "gex-heatmap", "name": "SPX gamma heatmap by strike and expiration", "upstreamSource": "CBOE delayed options chain", "kind": "measured", "refreshCadence": "5 minute server cache on /api/public/gex/heatmap", "vintageSemantics": "Daily-settled Cboe open interest. oiSettleDate names the settlement session; priorSettleDate names the prior session used for overnight change.", "publicEndpoints": [ "/api/public/gex/heatmap?symbol=SPX" ], "redistributionLimit": "Open interest is settlement data, not intraday positioning." }, { "id": "oi-change", "name": "Overnight open interest change by strike", "upstreamSource": "Cboe delayed quotes archived at settlement", "kind": "measured", "refreshCadence": "once per session before the open", "vintageSemantics": "Published only when two consecutive archived settlement vintages exist for a symbol; otherwise absent with reason single_vintage, gap, or unreadable.", "publicEndpoints": [ "/api/public/oi-change/{symbol}", "/api/public/oi-change/scan" ], "redistributionLimit": "Open interest change between settlements, not volume or order flow." }, { "id": "market-tide", "name": "Session-cumulative net options premium", "upstreamSource": "Schwab to Cboe delayed options chain, via the unusual activity scanner", "kind": "measured", "refreshCadence": "one capture every 15 seconds during regular hours", "vintageSemantics": "sessionDate names the Pacific-time session the curve covers. The curve resets at the 06:30 America/Los_Angeles open and the last completed session is served after hours.", "publicEndpoints": [ "/api/public/market-tide" ], "redistributionLimit": "Aggregated from a delayed option chain, not a signed tape. Side is inferred from the quote and mid-market premium is reported separately as unknown." }, { "id": "gex-session-log", "name": "SPX GEX session event log", "upstreamSource": "Archived intraday GEX snapshots written by gex_session_log", "kind": "measured", "refreshCadence": "5 minute server cache; underlying archive gains a record every 30 minutes during sessions", "vintageSemantics": "sessionDate on each payload names the US equity session the log covers.", "publicEndpoints": [ "/api/public/gex/session-log" ], "redistributionLimit": "Event log only; not a trade record." }, { "id": "spx-max-pain", "name": "SPX options max pain", "upstreamSource": "CBOE delayed SPX options chain", "kind": "measured", "refreshCadence": "120 second edge cache on /api/public/spx-max-pain", "vintageSemantics": "Daily-settled Cboe open interest on the selected expiration; expiration query parameter selects the series.", "publicEndpoints": [ "/api/public/spx-max-pain", "/api/v1/options/max-pain/SPX" ], "redistributionLimit": "Delayed chain; not a price forecast." }, { "id": "vix-term-structure", "name": "VIX futures term structure", "upstreamSource": "CBOE VIX monthly futures settlement CSV", "kind": "measured", "refreshCadence": "Service-level cache inside vix_term_structure_service", "vintageSemantics": "Official delayed CBOE monthly VIX futures settlement curve for the latest available trade date.", "publicEndpoints": [ "/api/public/vix-term-structure", "/api/v1/vix/term-structure" ], "redistributionLimit": "CBOE delayed data; cite capture time when quoting levels." }, { "id": "options-flow-unusual", "name": "Unusual options activity estimates", "upstreamSource": "Delayed official options chain via options_flow_scanner", "kind": "measured", "refreshCadence": "60 second scan cadence when the cash market is open; last session when closed", "vintageSemantics": "Activity is estimated from displayed volume and midpoint premium on the delayed chain, not from exchange-reported prints.", "publicEndpoints": [ "/api/public/options-flow", "/api/v1/options/flow/unusual" ], "redistributionLimit": "Rows are observations, not prints; direction is inferred, not confirmed intent." }, { "id": "sector-rotation", "name": "US sector rotation dashboard", "upstreamSource": "Finnhub quotes and daily history for 11 GICS sector ETFs", "kind": "measured", "refreshCadence": "60 second stale-while-revalidate cache on /api/sectors", "vintageSemantics": "Intraday percent change versus the prior regular-session close for each sector ETF.", "publicEndpoints": [ "/api/sectors", "/api/v1/sectors/rotation" ], "redistributionLimit": "Finnhub delayed quotes; redistribution subject to Finnhub terms." }, { "id": "dark-pool-dix", "name": "Dark Index (DIX)", "upstreamSource": "SqueezeMetrics public DIX.csv", "kind": "measured", "refreshCadence": "Daily after SqueezeMetrics publishes the CSV", "vintageSemantics": "Each row is the published daily DIX reading with its trade date.", "publicEndpoints": [ "/api/darkpool-enhanced/dix" ], "redistributionLimit": "SqueezeMetrics data; attribute the source." }, { "id": "dark-pool-tape", "name": "Dark-pool block tape", "upstreamSource": "Internal model calibrated from FINRA short-volume statistics; not ADF prints", "kind": "modeled", "refreshCadence": "WebSocket darkpool events about every 12 seconds in the terminal feed", "vintageSemantics": "Synthetic block estimates aggregated by ticker; not individual exchange-reported prints.", "publicEndpoints": [ "/api/darkpool", "/api/darkpool-enhanced/orders" ], "redistributionLimit": "Modeled tape only; never cite as real FINRA ADF prints." }, { "id": "lab-paper-record", "name": "Lab paper-trading research record", "upstreamSource": "D2DT research engines exported to lab_reader", "kind": "measured", "refreshCadence": "60 second cache on /api/public/lab during regular hours", "vintageSemantics": "Each trade is a simulated paper position against live market data; exportedAt timestamps the snapshot.", "publicEndpoints": [ "/api/public/lab", "/api/public/lab/scoreboard" ], "redistributionLimit": "Paper trading only; not executed trades or investment performance." }, { "id": "dark-pool-prints-retired", "name": "Dark-pool prints API (retired)", "upstreamSource": "None; endpoint stub only", "kind": "retired", "refreshCadence": "Not applicable", "vintageSemantics": "Returns available:false since 2026-08-25.", "publicEndpoints": [ "/api/v1/dark-pool/prints" ], "redistributionLimit": "Do not redistribute; endpoint exists only to explain retirement to existing integrations." } ] }