Free
Try it out
$0
- 1 request/s
- 200 calls a day
- SPY, SPX, QQQ
- The current session
- Ask Marlon: 5 questions a day
The options flow API.
Same numbers, as clean JSON.
Dealer gamma, key levels, Greeks exposure, flow, tape and sweeps for every listed symbol, computed from the live OPRA book. Ready for your code and for your AI assistant.
MCP server. Give your AI assistant the options market.
Every endpoint is a tool, generated from the same contract as the API, plus three that do the legwork: a session summary, the market at any past minute, and chart data ready to draw. Works in Claude, Cursor and any MCP client.
Rather just ask? Ask Marlon answers in words and draws the chart, from the same numbers.
Also works in
ChatGPT
Grok- Perplexity
Gemini CLI- GitHub Copilot
- Windsurf
GLM
Kimi- DeepSeek
DataFirst MCP
Where is SPY's gamma flip right now, and is dealer gamma positive?
●datafirst · levels("SPY")
SPY's gamma flip is at $766.51, just under spot at $766.92. Net dealer gamma is still negative at −$2.51B, so dealers are short gamma: moves can stretch rather than mean-revert until that flips.
Example conversations with sample data.
Plans for every build. Every endpoint on every tier.
Every tier gets every endpoint and every expiration. Tiers differ by speed, calls a day and how far back you can read.
Trader
Your dashboard, scripts and agents
$99/mo
- 4 requests/s, burst 20
- 10,000 calls a day
- Every symbol
- Today and the last 5 sessions
- Ask Marlon: 300 a day
Developer
Builders, active traders, small teams
$249/mo
- 10 requests/s, burst 60
- 100,000 calls a day
- Every symbol
- One year of history
- Ask Marlon: 1,000 a day
Quant
Firms, platforms, research
$999/mo
- 50 requests/s, burst 150
- Unlimited calls
- Every symbol
- Everything recorded
- Bulk export as Parquet
The day resets at midnight New York time. Checkout is secure on Stripe; cancel anytime.
GET /v1/symbols/SPY/levelsSample · 200 OK
curl -H "Authorization: Bearer $DATAFIRST_KEY" \
https://api.datafirsttrading.com/v1/symbols/SPY/levels
{"data": {
"key_levels": {"gamma_flip": 766.51, "call_wall": 770.0,
"put_wall": 760.0, "max_pain": 770.0},
"totals": {"net_gex": -2511916135, "gex_ratio": 0.3869}},
"meta": {"symbol": "SPY", "as_of": "2026-10-19T20:33:28.174Z",
"spot": {"price": 766.92, "source": "equities"}}}One API. Every US option, every second.
One REST API and one stream, every number in a documented unit: money in plain USD, GEX in USD per 1% move, IV as a fraction, times in UTC.
GET
/v1/symbols/{s}/levelsKey levels now: gamma flip, call and put walls, max pain, vol trigger, net GEX and exposures.GET
/strikes · /contracts · /heatmapExposure by strike, every contract with its Greeks and IV, and the strike-by-expiration grid.GET
/flow · /v1/flow/leaders · /unusualWho is buying and selling premium, by name, sector and market, and what is unusual today.GET
/v1/tape · /v1/sweeps · /v1/tradesEvery print with its quote, sweeps detected, the whole session queryable and aggregated.GET
/vol · /history/ivTerm structure, skew and a daily IV history for every name.GET
/history/levels · /history/replayAny past session minute by minute, second by second since October 2026, replayable.WS
wss /v1/streamLevels pushed once a second for every symbol you subscribe to.GET
/v1/symbols · /v1/meWhat is covered, every listed expiration, and your own key's limits.GET
/v1/exportEvery finished session as Parquet files, for research and backtests (Quant).OpenAPI 3.1 contract · RFC 9457 errors with stable codes · standard RateLimit headers on every answer · old sessions load in a few seconds (HTTP 202, retry after 3 s)
API questions.
Data source, freshness, coverage, limits and the MCP server.
OPRA, the consolidated feed of every US options quote and print, computed by our own engine.
Build on the levels traders already use.
Full access to every feature. Optional 1-day free trial, cancel anytime.