Tape overview

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What’s in it

• Every trade, normalised: venue / coin / instrument / strike / expiry / direction / amount / price / index price / IV (when present) / premium in USD / block-trade flag / ms timestamp.
• 4 venues ingested continuously (see Venue coverage).
• 5-year retention in the persistence layer. Backfill of history before 2026-05-17 is available on request via our archive partner.
• Sub-second freshness on the WebSocket. REST /recent reflects the latest trade as soon as it lands in Postgres (~200ms after the venue WS emits it).
• Filters for venue, instrument, option type, strike range, premium minimum, and derived tags (0dte, atm, whale).
• Analytics helpers: time-bucket imbalance, strike heat, whale prints.

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Venue coverage

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Coins

• BTC and ETH are fully covered across all four venues.
• SOL and HYPE are accepted by the API schema (some venues are starting to list them) but coverage is currently thin to non-existent. Filter for those at your own risk.

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Tape vs derived GEX

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Quick start

curl https://api.backquant.com/v2/tape/recent?symbol=BTCUSDT&limit=5 \
  -H "X-API-Key: $BQ_API_KEY"

import asyncio, json, os, websockets

URL = "wss://api.backquant.com/v2/ws/options?api_key=" + os.environ["BQ_API_KEY"]

async def main():
    async with websockets.connect(URL) as ws:
        welcome = json.loads(await ws.recv())
        print("welcome:", welcome["subscription_tier"])

        await ws.send(json.dumps({
            "action": "subscribe",
            "channels": ["tape.BTC.agg"],
        }))
        async for raw in ws:
            msg = json.loads(raw)
            if msg.get("event") == "trade":
                t = msg["data"]
                print(t["venue"], t["instrument"], t["direction"], "$", t["premium_usd"])

asyncio.run(main())

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See also