> ## Documentation Index > Fetch the complete documentation index at: https://docs.backquant.com/llms.txt > Use this file to discover all available pages before exploring further. # Flow by strike > Cumulative multi-venue aggressor buying and selling by strike on still-open contracts, split into call buy, call sell, put buy and put sell. `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`](/api/v2/tape/imbalance) | | Ranked net premium by strike over a lookback | [`/v2/tape/strike-heat`](/api/v2/tape/strike-heat) | | Raw trades | [`/v2/tape`](/api/v2/tape/tape) / [`/v2/tape/recent`](/api/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 ```json theme={null} { "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](/concepts/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 ```bash theme={null} curl "https://api.backquant.com/v2/tape/flow-by-strike?symbol=BTCUSDT&expiry=2026-08-18" \ -H "X-API-Key: $BQ_API_KEY" ``` ```bash theme={null} # 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" ``` ## See also ## OpenAPI ````yaml GET /tape/flow-by-strike openapi: 3.1.0 info: title: BackQuant API v2 description: >- # BackQuant API v2 Options + gamma-exposure focused public API. Built on the same data the BackQuant Pro Terminal renders - pre-computed every 30s, served from cache. ## What's in v2 * **Discovery**: `/v2/symbols` (universe + per-symbol freshness + supported endpoint list), `/v2/expiries` (active expiry tokens with DTE), `/v2/status` (per-symbol-per-category health with thresholds + overall classification). * **GEX**: composable levels (HVL / call wall / put support / max-pain / expected move / gamma-flip zones), strike profile with typed expiry filter, expiry profile, strike × expiry heatmap with downsampling, greek time-heatmap with DTE/OI/IV filters, history (cursor-paginated), Postgres-backed stress history, **per-expiry max-pain with pain curve**. * **Options**: filtered options chain with two-layer projection (top-level `?fields=` and per-contract `?include=oi,iv,greeks,bid_ask,volume,gex`) plus moneyness filter (`?moneyness_min=0.9&moneyness_max=1.1`), expiry summary table, full IV suite (surface / term structure / 25Δ-10Δ skew / curves / **single-expiry smile** / IV-RV history / VRP), expected move, **Breeden-Litzenberger probability density and surface**, typed greek profiles (delta / theta / vanna / charm / vega), strike × time charm/vega surfaces, strike × expiry 3D greek surface, OI by expiry + history, put/call ratio (intraday or daily), 0DTE & weekly premium tide, dated-futures term structure. * **Liquidation**: heatmap + leverage-tiered distribution. * **Multi**: `/v2/multi/gex/levels` - bundled multi-symbol read across the universe in one round-trip, with the same `?include=` model as the single-symbol endpoint. ## Authentication Every v2 route (except `/v2/openapi.json`, `/v2/docs`, `/v2/redoc`, and `/v2/health`) requires the `X-API-Key` header. ``` X-API-Key: bq_live_your_api_key_here ``` **Get your API key at [backquant.com/api-access](https://backquant.com/api-access).** The same key works across v1 and v2 - if you already have a v1 key, no re-issuance is needed. ## Rate limits Two budgets, both derived from your subscription tier: a **monthly request allowance** per account, and a **per-minute burst** per key. Size your integration against the monthly figure - sustained polling at the burst rate exhausts the month early. | Plan | Monthly allowance | Burst | Sustained | |---------------------------|-------------------|----------|-------------| | Starter (Terminal Yearly) | 10,000 req/month | 10/min | ~333/day | | Standard (Crypto API) | 250,000 req/month | 60/min | ~8,300/day | | Pro (Terminal + API) | 1,000,000/month | 120/min | ~33,000/day | | Enterprise | custom | 600/min | custom | Headers `X-RateLimit-Limit / -Remaining / -Reset` (burst) and `X-Quota-Limit / -Used / -Remaining / -Period` (monthly) are included in every response; the rate-limit triple is echoed inside `meta.rate_limit` when populated by middleware. Exceeding either budget returns `429`. The live ladder is served at `GET /v2/meta` under `rate_limits`. ## Response envelope ```json { "success": true, "data": { ... }, "meta": { "version": "2.0", "timestamp": "2026-04-29T12:00:00.000Z", "request_id": "req_…", "symbol": "BTCUSDT", "spot_price": 67213.5, "computed_at": "2026-04-29T11:59:48.000Z", "freshness_seconds": 12.0, "source": ["deribit","bybit","okx","binance","derive","thalex","delta_india","delta"], "exchanges_filtered": ["deribit","bybit"] } } ``` ## Errors ```json { "success": false, "error": { "code": "NOT_FOUND", "message": "No data for BTCUSDT" }, "meta": { "version": "2.0", "timestamp": "..." } } ``` | Code | When | |-----------------------|------| | `UNAUTHORIZED` | Missing or invalid API key | | `FORBIDDEN` | Subscription doesn't allow API access | | `NOT_FOUND` | Symbol/expiry/etc. not present in cache | | `VALIDATION_ERROR` | Bad query parameters | | `RATE_LIMIT_EXCEEDED` | Per-tier limit hit | | `UPSTREAM_ERROR` | Cache or DB temporarily unreachable | | `INTERNAL_ERROR` | Anything else | version: '2.6' servers: [] security: [] tags: - name: Meta description: Unauthenticated metadata + endpoint catalog (planning your integration) - name: Discovery description: Symbol catalog, active expiries, and service status - name: GEX description: Gamma exposure analytics - name: Options description: Options chain, IV, greeks, probability, premium tide - name: Liquidation description: Liquidation heatmap and distribution - name: Multi description: Bundled multi-symbol endpoints (single round-trip across the universe) paths: /tape/flow-by-strike: get: tags: - Tape summary: Aggressor flow by strike (bought vs sold calls/puts) description: >- REAL multi-venue taker flow on still-open contracts (`expiry_date >= today UTC`) - cumulative sold/bought pressure behind live open interest, not a rolling lookback. Four quadrants per strike: `call_buy`, `call_sell`, `put_buy`, `put_sell` - each with `premium` (USD), `size` (contracts/coin-eq), and `trades` count. Every venue stamps native taker `direction` at ingest (Deribit/Bybit/OKX/Binance/Derive/Thalex), so this is exact aggressor side, not quote-rule inference. Use `expiry` or `expiries` (YYYY-MM-DD) to restrict to one or more live expiries. Omit both for all open contracts. Optional `venues` CSV and `min_premium_usd` whale filter. Response shape matches the terminal / internal crypto flow endpoint so integrators can rebuild TRACE-style dealer maps. operationId: get_tape_flow_by_strike_tape_flow_by_strike_get parameters: - name: symbol in: query required: false schema: enum: - BTCUSDT - ETHUSDT - SOLUSDT - HYPEUSDT type: string description: 'Trading symbol: BTCUSDT, ETHUSDT, SOLUSDT, or HYPEUSDT.' default: BTCUSDT title: Symbol description: 'Trading symbol: BTCUSDT, ETHUSDT, SOLUSDT, or HYPEUSDT.' - name: expiry in: query required: false schema: anyOf: - type: string - type: 'null' description: Single live expiry YYYY-MM-DD. Omit for all open contracts. title: Expiry description: Single live expiry YYYY-MM-DD. Omit for all open contracts. - name: expiries in: query required: false schema: anyOf: - type: string - type: 'null' description: >- Comma-separated live expiries YYYY-MM-DD to COMBINE; takes precedence over `expiry`. title: Expiries description: >- Comma-separated live expiries YYYY-MM-DD to COMBINE; takes precedence over `expiry`. - name: min_premium_usd in: query required: false schema: type: number minimum: 0 description: Minimum premium_usd per trade (whale filter). default: 0 title: Min Premium Usd description: Minimum premium_usd per trade (whale filter). - name: venues in: query required: false schema: anyOf: - type: string - type: 'null' description: >- CSV venue filter. Default: all. Allowed: binance, bybit, delta, delta_india, deribit, derive, okx, thalex title: Venues description: >- CSV venue filter. Default: all. Allowed: binance, bybit, delta, delta_india, deribit, derive, okx, thalex - name: X-API-Key in: header required: false schema: anyOf: - type: string - type: 'null' title: X-Api-Key responses: '200': description: Successful Response content: application/json: schema: {} '401': description: Invalid or missing API key content: application/json: example: success: false error: code: UNAUTHORIZED message: Invalid API key meta: version: '2.0' timestamp: '2026-04-29T12:00:00Z' '404': description: No data available for the requested resource content: application/json: example: success: false error: code: NOT_FOUND message: No data for BTCUSDT meta: version: '2.0' timestamp: '2026-04-29T12:00:00Z' '422': description: Validation error on query parameters content: application/json: example: success: false error: code: VALIDATION_ERROR message: Invalid request parameters details: errors: [] meta: version: '2.0' timestamp: '2026-04-29T12:00:00Z' '429': description: Rate limit exceeded content: application/json: example: success: false error: code: RATE_LIMIT_EXCEEDED message: Rate limit exceeded. Try again later. meta: version: '2.0' timestamp: '2026-04-29T12:00:00Z' security: - ApiKeyAuth: [] components: securitySchemes: ApiKeyAuth: type: apiKey in: header name: X-API-Key description: Your BackQuant API key (same key as v1) ````