Skip to content

Commit a782467

Browse files
committed
docs: document the data_as_of response envelope
Every FlashAlpha API response carries data_as_of, reporting when each upstream feed last delivered to the node that answered, plus endpoint_version identifying the deployment. Nine feeds are reported separately - equity and index spot, their option chains, futures and futures options, the classified trade tape, settled open interest, and the macro series - because they arrive over different pipes and fail independently. An index chain can be current while the index level behind it is not, and one timestamp cannot express that. The section covers how to read it, not just what it is: each feed against its OWN cadence rather than against as_of. Settled open interest dated to the previous session's close is correct, because it is published once per session - on a Monday the newest figure that exists is Friday's. An options feed an hour behind during the regular session is not. A null means that node has not seen that feed, not that it is broken. The limit is stated alongside the claim: the field evidences that a feed delivered recently, not that every contract in a chain is equally current. Documentation only. No code changes.
1 parent a1a3023 commit a782467

2 files changed

Lines changed: 50 additions & 0 deletions

File tree

README.md

Lines changed: 38 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -23,6 +23,44 @@ See [COOKBOOK.md](COOKBOOK.md) for the full catalog (added in Phase 1+).
2323
Phase 0 ships the foundation and one canonical recipe:
2424
[01-gex-dashboard](notebooks/tier-a-hooks/01-gex-dashboard.ipynb).
2525

26+
## Data provenance: `data_as_of`
27+
28+
Every FlashAlpha API response carries `data_as_of`, reporting when each upstream feed last
29+
delivered to the node that answered, plus `endpoint_version` identifying the deployment
30+
that produced it.
31+
32+
```json
33+
"endpoint_version": "2026.08.25",
34+
"data_as_of": {
35+
"node": "fa2",
36+
"equity_feed": "2026-08-25T18:48:58.204Z",
37+
"equity_options_feed": "2026-08-25T18:48:57.900Z",
38+
"index_feed": null,
39+
"index_options_feed": null,
40+
"futures_feed": null,
41+
"futures_options_feed": null,
42+
"flow_feed": "2026-08-25T18:48:55.100Z",
43+
"oi_feed": "2026-08-22T20:00:00.000Z",
44+
"macro_feed": "2026-08-25T18:45:00.000Z"
45+
}
46+
```
47+
48+
Spot and options are reported separately because they arrive over different pipes and fail
49+
independently - an index chain can be current while the index level behind it is not, and
50+
one timestamp cannot express that.
51+
52+
Read each feed against its **own cadence**, not against `as_of`. `oi_feed` at the previous
53+
session's close is correct: settled open interest is published once per session, so on a
54+
Monday the newest figure that exists is Friday's. An options feed an hour behind during
55+
the regular session is not correct. A `null` means that node has not seen that feed, not
56+
that it is broken.
57+
58+
The field evidences that a feed delivered recently. It does not assert that every contract
59+
in a chain is equally current: an illiquid strike may not have quoted for hours while its
60+
feed is healthy.
61+
62+
Full reference: <https://flashalpha.com/docs/lab-api-overview#response-envelope>
63+
2664
## Authoring a new recipe
2765

2866
```bash

llms.txt

Lines changed: 12 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -4,6 +4,18 @@
44

55
The repository at https://github.com/FlashAlpha-lab/flashalpha-examples hosts the cookbook itself. The FlashAlpha API it calls is documented separately at https://lab.flashalpha.com/llms.txt — both the live surface (`api.flashalpha.com`) and the historical replay surface (`historical.flashalpha.com`) return identical response shapes; backtest recipes use historical, real-time recipes use live.
66

7+
## Data provenance
8+
9+
Every FlashAlpha API response carries `data_as_of`: when each upstream feed last delivered
10+
to the node that answered - equity and index spot, their option chains, futures and futures
11+
options, the classified trade tape, settled open interest, and the macro series, each
12+
reported separately because they arrive over different pipes and fail independently. `null`
13+
means that node has not seen that feed, not that it is broken. Read each feed against its
14+
own cadence: settled open interest dated to the previous session's close is correct, while
15+
an options feed an hour behind during the regular session is not. `endpoint_version`
16+
identifies the deployment. Full reference:
17+
https://flashalpha.com/docs/lab-api-overview#response-envelope
18+
719
## Quick start
820

921
```bash

0 commit comments

Comments
 (0)