llms.txt

# flashalpha-quantconnect

> FlashAlpha options-flow and dealer-positioning data as native QuantConnect LEAN custom-data bars. Seventeen endpoint families — GEX/DEX/VEX/CHEX, exposure summary/levels, vol surface, 0DTE, max pain, volatility, advanced vol (SVI), VRP, narrative, stock summary/quote, option quote, tickers — exposed as `BaseData` subclasses in C# and `PythonData` subclasses in Python. Works in QC Cloud and self-hosted LEAN. Versioned to the underlying `flashalpha-historical` SDK so schema drift breaks at compile time.

## Data provenance

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

## Docs

- [README](README.md): elevator pitch, install, first algorithm, full data catalog, FAQ
- [Getting started](docs/getting-started.md): sixty-second install + first algorithm in C# and Python
- [Data types](docs/data-types.md): per-bar field reference and side-by-side `OnData` samples for all 17 families
- [Auth](docs/auth.md): API key setup for QC Cloud, self-hosted LEAN, and CI
- [Troubleshooting](docs/troubleshooting.md): error codes (FA-AUTH-001 / FA-AUTH-002 / FA-RATE-001 / FA-NET-001) plus the "two symbols" gotcha
- [Changelog](CHANGELOG.md): release history

## Recipes

- [Subscribe to GEX in QuantConnect](docs/recipes/subscribe-to-gex-in-quantconnect.md)
- [Filter universe by GEX regime](docs/recipes/filter-universe-by-gex-regime.md)
- [Combine FlashAlpha with equity data](docs/recipes/combine-flashalpha-with-equity-data.md)
- [0DTE pin-risk check in QuantConnect](docs/recipes/0dte-pin-risk-check-in-quantconnect.md)
- [Vol-surface snapshot in QuantConnect](docs/recipes/vol-surface-snapshot-in-quantconnect.md)

## Related

- [historical.flashalpha.com](https://historical.flashalpha.com): the underlying API
- [flashalpha-historical (PyPI)](https://pypi.org/project/flashalpha-historical/): raw Python SDK this bridge sits on top of
- [FlashAlpha.Historical (NuGet)](https://www.nuget.org/packages/FlashAlpha.Historical/): raw .NET SDK
- [LEAN custom data](https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/custom-data): QC's reference for custom-data subscriptions