21 backtest essays for options strategies on QuantConnect LEAN. Side-by-side C# and Python. Powered by flashalpha-quantconnect.
Point-in-time replay since 2017. Backtest dealer positioning (GEX, VRP, vanna/charm, max pain) at any minute since 2017-01-03, then trade the same endpoints live. No look-ahead, no training-serving skew. The Historical API is an Alpha tier capability.
🚧 Pre-launch. Design spec at docs/superpowers/specs/2026-05-30-flashalpha-historical-examples-design.md.
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
that produced it.
"endpoint_version": "2026.08.25",
"data_as_of": {
"node": "fa2",
"equity_feed": "2026-08-25T18:48:58.204Z",
"equity_options_feed": "2026-08-25T18:48:57.900Z",
"index_feed": null,
"index_options_feed": null,
"futures_feed": null,
"futures_options_feed": null,
"flow_feed": "2026-08-25T18:48:55.100Z",
"oi_feed": "2026-08-24T20:00:00.000Z",
"macro_feed": "2026-08-25T18:45:00.000Z"
}Spot and options are reported separately 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.
Read each feed against its own cadence, not against as_of. oi_feed at the previous
session's close is correct: settled open interest is published once per session, so on a
Monday the newest figure that exists is Friday's. An options feed an hour behind during
the regular session is not correct. A null means that node has not seen that feed, not
that it is broken.
The field evidences that a feed delivered recently. It does not assert that every contract in a chain is equally current: an illiquid strike may not have quoted for hours while its feed is healthy.
Historical replay responses carry a second object, archive_as_of, in the same shape: the
vintage of the archive rows actually replayed for the timestamp requested. Their
every feed in data_as_of is null, because a replay node reads the archive and consumes no live
feed.
archive_as_of is what makes an archive gap detectable. Request a moment with no row and
the query returns the most recent earlier row; nothing else in the response distinguishes
the two. Point-in-time work should read it and drop or flag observations whose inputs
precede the requested instant by more than the study tolerates.
Full reference: https://flashalpha.com/docs/lab-api-overview#response-envelope
The Historical API requires the Alpha tier ($1,499/mo): the only public source of aggregate vanna/charm exposure and point-in-time replay since 2017.
Quant teams, prop desks, and vol funds: flashalpha.com/for-quant-teams