Flow by strike

GET

tape

flow-by-strike

Aggressor flow by strike (bought vs sold calls/puts)

curl --request GET \
  --url https://api.example.com/tape/flow-by-strike \
  --header 'X-API-Key: <api-key>'

const options = {method: 'GET', headers: {'X-API-Key': '<api-key>'}};

fetch('https://api.example.com/tape/flow-by-strike', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.example.com/tape/flow-by-strike",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "GET",
  CURLOPT_HTTPHEADER => [
    "X-API-Key: <api-key>"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"net/http"
	"io"
)

func main() {

	url := "https://api.example.com/tape/flow-by-strike"

	req, _ := http.NewRequest("GET", url, nil)

	req.Header.Add("X-API-Key", "<api-key>")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

require 'uri'
require 'net/http'

url = URI("https://api.example.com/tape/flow-by-strike")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Get.new(url)
request["X-API-Key"] = '<api-key>'

response = http.request(request)
puts response.read_body

{
  "success": false,
  "error": {
    "code": "UNAUTHORIZED",
    "message": "Invalid API key"
  },
  "meta": {
    "version": "2.0",
    "timestamp": "2026-04-29T12:00:00Z"
  }
}

{
  "success": false,
  "error": {
    "code": "NOT_FOUND",
    "message": "No data for BTCUSDT"
  },
  "meta": {
    "version": "2.0",
    "timestamp": "2026-04-29T12:00:00Z"
  }
}

{
  "success": false,
  "error": {
    "code": "VALIDATION_ERROR",
    "message": "Invalid request parameters",
    "details": {
      "errors": []
    }
  },
  "meta": {
    "version": "2.0",
    "timestamp": "2026-04-29T12:00:00Z"
  }
}

{
  "success": false,
  "error": {
    "code": "RATE_LIMIT_EXCEEDED",
    "message": "Rate limit exceeded. Try again later."
  },
  "meta": {
    "version": "2.0",
    "timestamp": "2026-04-29T12:00:00Z"
  }
}

GET /v2/tape/flow-by-strike Real taker flow on still-open contracts (expiry_date >= today UTC), aggregated by strike into four quadrants: call buy, call sell, put buy, put sell. This is cumulative inventory of aggressor prints behind live OI, not a rolling lookback window. Use it to see where aggressors have been active by strike without pulling the full trade history.

Who it’s for

You need…	Use
Per-strike sold vs bought (calls and puts)	This endpoint
Time-bucket buy/sell imbalance	`/v2/tape/imbalance`
Ranked net premium by strike over a lookback	`/v2/tape/strike-heat`
Raw trades	`/v2/tape` / `/v2/tape/recent`

Coins

BTCUSDT and ETHUSDT only. SOLUSDT / HYPEUSDT return 404 - they do not yet have a multi-venue aggressor tape of this shape.

Query parameters

Param	Type	Default	Description
`symbol`	string	required	`BTCUSDT` or `ETHUSDT`
`expiry`	`YYYY-MM-DD`	all open	Restrict to one live expiry
`expiries`	CSV of `YYYY-MM-DD`	-	Combine several live expiries; takes precedence over `expiry`
`venues`	CSV	all	Filter: `deribit`, `bybit`, `okx`, `binance`, `derive`, `thalex`, `delta_india`, `delta`
`min_premium_usd`	number ≥ 0	`0`	Drop prints below this USD premium (whale floor)

Omit both expiry and expiries to include every still-open contract.

Response shape

{
  "success": true,
  "data": {
    "coin": "BTC",
    "expiry": null,
    "expiries": null,
    "available_expiries": ["2026-08-18", "2026-08-19", "2026-08-21"],
    "available_venues": [
      "binance", "bybit", "delta", "delta_india",
      "deribit", "derive", "okx", "thalex"
    ],
    "spot_price": 63426.5,
    "strikes": [
      {
        "strike": 63000,
        "call_buy":  { "premium": 120450.2, "size": 12.4, "trades": 38 },
        "call_sell": { "premium": 98010.0,  "size": 9.1,  "trades": 22 },
        "put_buy":   { "premium": 210300.5, "size": 18.2, "trades": 55 },
        "put_sell":  { "premium": 175200.0, "size": 15.0, "trades": 41 }
      }
    ],
    "totals": {
      "call_buy":  ...,
      "call_sell": ...,
      "put_buy":   ...,
      "put_sell":  ...
    },
    "block_trades": 17,
    "ts": "2026-08-18T02:15:00+00:00"
  },
  "meta": { "...": "..." }
}

Quadrant fields

Each of call_buy / call_sell / put_buy / put_sell:

Field	Unit	Meaning
`premium`	USD	Sum of `premium_usd` on matching prints
`size`	Coin-equivalent	Sum of tape `amount` (not raw venue contracts)
`trades`	count	Number of prints

Dealer-style net size on a call strike is typically call_sell.size − call_buy.size (passive/maker inventory from aggressor tape). See Positioning.

Important properties

Cumulative on open contracts - not “last N hours.” Expired prints drop when expiry_date rolls past UTC today.
Native taker side - every venue stamps direction at ingest (Deribit, Bybit, OKX, Binance, Derive, Thalex, Delta India, Delta Global). This is not quote-rule inference.
Cached ~90s - single-flight compute; safe to poll for dashboards.

Example

curl "https://api.backquant.com/v2/tape/flow-by-strike?symbol=BTCUSDT&expiry=2026-08-18" \
  -H "X-API-Key: $BQ_API_KEY"

# Whale floor + venue filter
curl "https://api.backquant.com/v2/tape/flow-by-strike?symbol=BTCUSDT&min_premium_usd=25000&venues=deribit,bybit,delta_india" \
  -H "X-API-Key: $BQ_API_KEY"

Positioning (flow vs std)

Venue coverage

Tape overview

Greek TRACE

Authorizations

X-API-Key

string

header

required

Your BackQuant API key (same key as v1)

Headers

X-API-Key

string | null

Query Parameters

symbol

enum<string>

default:BTCUSDT

Trading symbol: BTCUSDT, ETHUSDT, SOLUSDT, or HYPEUSDT.

Available options:

BTCUSDT,

ETHUSDT,

SOLUSDT,

HYPEUSDT

expiry

string | null

Single live expiry YYYY-MM-DD. Omit for all open contracts.

expiries

string | null

Comma-separated live expiries YYYY-MM-DD to COMBINE; takes precedence over expiry.

min_premium_usd

number

default:0

Minimum premium_usd per trade (whale filter).

Required range: x >= 0

venues

string | null

CSV venue filter. Default: all. Allowed: binance, bybit, delta, delta_india, deribit, derive, okx, thalex

Response

Successful Response

Aggressor flow by strike (bought vs sold calls/puts)

curl --request GET \
  --url https://api.example.com/tape/flow-by-strike \
  --header 'X-API-Key: <api-key>'

const options = {method: 'GET', headers: {'X-API-Key': '<api-key>'}};

fetch('https://api.example.com/tape/flow-by-strike', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.example.com/tape/flow-by-strike",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "GET",
  CURLOPT_HTTPHEADER => [
    "X-API-Key: <api-key>"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"net/http"
	"io"
)

func main() {

	url := "https://api.example.com/tape/flow-by-strike"

	req, _ := http.NewRequest("GET", url, nil)

	req.Header.Add("X-API-Key", "<api-key>")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

require 'uri'
require 'net/http'

url = URI("https://api.example.com/tape/flow-by-strike")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Get.new(url)
request["X-API-Key"] = '<api-key>'

response = http.request(request)
puts response.read_body

{
  "success": false,
  "error": {
    "code": "UNAUTHORIZED",
    "message": "Invalid API key"
  },
  "meta": {
    "version": "2.0",
    "timestamp": "2026-04-29T12:00:00Z"
  }
}

{
  "success": false,
  "error": {
    "code": "NOT_FOUND",
    "message": "No data for BTCUSDT"
  },
  "meta": {
    "version": "2.0",
    "timestamp": "2026-04-29T12:00:00Z"
  }
}

{
  "success": false,
  "error": {
    "code": "VALIDATION_ERROR",
    "message": "Invalid request parameters",
    "details": {
      "errors": []
    }
  },
  "meta": {
    "version": "2.0",
    "timestamp": "2026-04-29T12:00:00Z"
  }
}

{
  "success": false,
  "error": {
    "code": "RATE_LIMIT_EXCEEDED",
    "message": "Rate limit exceeded. Try again later."
  },
  "meta": {
    "version": "2.0",
    "timestamp": "2026-04-29T12:00:00Z"
  }
}

Get Started

Concepts

Code examples

API: Discovery & Meta

API: GEX

API: Options chain & OPEX

API: IV analytics

API: Probability density

API: Greeks

API: Open interest & flow

API: Futures & liquidation

API: Multi-symbol

API: Tape & WebSocket

Who it’s for

Coins

Query parameters

Response shape

Quadrant fields

Important properties

Example

See also

Positioning (flow vs std)

Venue coverage

Tape overview

Greek TRACE

Authorizations

Headers

Query Parameters

Response

​Who it’s for

​Coins

​Query parameters

​Response shape

​Quadrant fields

​Important properties

​Example

​See also

Positioning (flow vs std)

Venue coverage

Tape overview

Greek TRACE

Authorizations

Headers

Query Parameters

Response

Who it’s for

Coins

Query parameters

Response shape

Quadrant fields

Important properties

Example

See also