Data sources
Data sources
Every channel in the OpticAlpha terminal connects directly to a primary source — official regulatory databases where the data is public record, and dedicated real-time market data feeds elsewhere. Specific commercial data-vendor relationships are not published; the descriptions below cover coverage, methodology, and freshness.
Options
Options flow feed Real-time unusual options activity from a dedicated options-flow data feed. Prints are classified as sweeps, blocks, or whale trades based on order routing and size. Updates via WebSocket as prints arrive.
GEX and max pain calculations Derived from real-time open interest and options chain data. GEX is calculated per strike using the standard dealer gamma exposure formula: open interest × gamma × contract multiplier × spot price. Max pain is calculated from the full options chain for the nearest expiry. Refreshes continuously during market hours.
Crypto
BTC and ETH prices Live 1-minute candlestick data from a real-time crypto exchange feed. WebSocket, real-time.
Liquidation heatmap Constructed from open perpetual futures positions and leverage tier data across major exchanges. Liquidation clusters are calculated at each price level based on estimated margin requirements per leverage tier.
Whale alerts Large perpetual futures trades above a notional threshold, sourced from an on-chain/exchange whale-tracking feed in real time.
Crypto Fear and Greed Index Composite index combining price volatility, market momentum, social media volume, Bitcoin dominance, and Google Trends data. Updated hourly.
Bitcoin and Ethereum spot ETF flows Daily net flow data for US spot BTC/ETH ETFs. Updates daily after market close.
CVD and orderbook depth Real-time exchange feed for BTC and ETH perpetuals. Cumulative Volume Delta calculated from individual trade aggressor-side data. Orderbook depth from the Level 2 feed.
Forex
Live spot rates Real-time FX spot prices for 7 major pairs (EURUSD, USDJPY, GBPUSD, USDCAD, AUDUSD, USDCHF, NZDUSD). Real-time during market hours.
CFTC COT positioning Directly from the Commodity Futures Trading Commission’s weekly Commitments of Traders report. Published every Friday at 3:30 PM ET, reflecting positions as of the prior Tuesday. The terminal updates automatically after each Friday release.
FX Calendar Economic events for all FX-relevant currencies (USD, EUR, GBP, JPY, CAD, AUD, NZD, CHF) with consensus estimates and prior values. Updates as new estimates are published.
Central bank rates Policy rates for the Federal Reserve, European Central Bank, Bank of England, Bank of Japan, Bank of Canada, Reserve Bank of Australia, and Reserve Bank of New Zealand. Updated on the day of each central bank decision.
Macro
US yield curve Live US Treasury yields across the full maturity curve (1M through 30Y). Shows the 2Y-10Y spread directly and labels the curve shape (normal, flat, or inverted). Refreshes every 60 seconds during market hours.
FRED economic indicators 18 data series sourced directly from the Federal Reserve Bank of St. Louis FRED API. Each series updates on its official release schedule: monthly for most inflation and labor data, quarterly for GDP. The terminal pulls the latest available value on each release date automatically.
The 18 series covered:
| Series | Group | Frequency |
|---|---|---|
| Real GDP | Growth | Quarterly |
| Industrial Production | Growth | Monthly |
| Retail Sales | Growth | Monthly |
| Housing Starts | Growth | Monthly |
| CPI (All items) | Inflation | Monthly |
| Core CPI | Inflation | Monthly |
| PCE | Inflation | Monthly |
| Core PCE | Inflation | Monthly |
| Unemployment Rate | Labor | Monthly |
| Nonfarm Payrolls | Labor | Monthly |
| Initial Jobless Claims | Labor | Weekly |
| Labor Force Participation | Labor | Monthly |
| Fed Funds Rate | Rates | Per FOMC meeting |
| 10Y Treasury | Rates | Daily |
| 2Y Treasury | Rates | Daily |
| Real Yield (10Y TIPS) | Rates | Daily |
| M2 Money Supply | Policy | Monthly |
| Federal Debt | Policy | Quarterly |
FOMC rate probabilities Derived from Fed Funds futures pricing. Updates continuously during market hours as futures prices move.
Equities
Index prices Live 1-minute candlestick data for SPY, QQQ, and DIA. VIX spot level updated approximately every 60 seconds.
Market movers Top gainers, losers, gap ups, and gap downs. Updates continuously during market hours.
Analyst ratings Live upgrades, downgrades, and consensus data. Rating changes surface within minutes of publication.
Earnings calendar Upcoming earnings dates and EPS estimates. Updates daily.
Filings and research
Insider trades (Form 4) Sourced directly from SEC EDGAR. All qualifying Form 4 filings: open market purchases and sales, minimum $100,000 notional, rolling 30-day window. No third-party data vendor. Filings surface within the SEC’s own processing time, typically hours after filing.
Congressional trades (STOCK Act disclosures) Tracks public STOCK Act disclosure filings. Members of Congress have 45 days to report after the transaction date. The terminal shows the filing date, transaction date, politician name, party, chamber, ticker, transaction type, and reported amount range.
13F institutional holdings Sourced directly from SEC EDGAR. Covers all 13F filings from institutional managers with over $100 million AUM. Quarterly, with data available within 45 days of quarter end. Shows most added, most reduced, new positions, and closed positions per quarter.
Social sentiment WallStreetBets mention counts and momentum. Short squeeze watchlist combines mention data with short float percentage and days-to-cover metrics.
Predictions
Kalshi prediction markets Implied probability, order book depth, capital velocity, and term structure sourced directly from Kalshi’s public REST API for top finance-relevant series (Fed decisions, CPI, BTC price bands, NFP, GDP, and more). No API key required on Kalshi’s end for public market data. Polled roughly every 5 minutes; sparklines built from 24-hour hourly candlesticks.
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