> ## 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. # Point-in-time (as_of) > Ask what the chain, dealer positioning and implied vol were at a past instant, with the snapshot used and its limits reported alongside. Most of this API answers *what is true now*. Nine endpoints also answer **what was true at a given moment**, so a signal can be evaluated against history rather than only observed live. ```bash theme={null} curl -H "X-API-Key: bq_live_your_key_here" \ "https://api.backquant.com/v2/gex/levels?symbol=BTCUSDT&as_of=2026-08-20T14:30:00Z" ``` Omit `as_of` and nothing changes. Supply it and the endpoint reconstructs the answer from the chain snapshot in force at that instant. ## Where it works | Endpoint | | | -------------------------------------------------------------------- | ------------------------------------------------------ | | [`/v2/options/chain`](/api/v2/options/chain) | **The chain itself**, with every filter and projection | | [`/v2/gex/levels`](/api/v2/gex/levels) | Gamma flip, call wall, put support | | [`/v2/gex/strike-profile`](/api/v2/gex/strike-profile) | Dealer gamma by strike | | [`/v2/gex/dealer-flow`](/api/v2/gex/dealer-flow) | Dealer hedge flow series ending at that instant | | [`/v2/gex/gamma-flow`](/api/v2/gex/gamma-flow) | Gamma component of the same series | | [`/v2/options/iv/surface`](/api/v2/options/iv/surface) | Strike x expiry vol grid | | [`/v2/options/iv/term-structure`](/api/v2/options/iv/term-structure) | ATM IV by tenor | | [`/v2/options/iv/skew`](/api/v2/options/iv/skew) | Skew curve | | [`/v2/options/expected-move`](/api/v2/options/expected-move) | Expected move by expiry | Start with [`/v2/options/chain`](/api/v2/options/chain) if you would rather compute your own views: it returns the raw contracts as they stood, and every other endpoint above is derived from exactly that snapshot. The two flow endpoints differ from the rest. They return a **series across snapshots**, so `as_of` sets where that series ENDS rather than naming a single point. Each frame in it carries the tape as of that frame. For historical **price**, open interest, funding, CVD and liquidations, use [`/v2/market/*`](/api/v2/market/candles), which is built for time series. ## It snaps backward, never forward Chains are persisted roughly every five minutes, so an arbitrary timestamp will not land on one exactly. `as_of` resolves to the nearest snapshot **at or before** the time you asked for. Never after. Snapping forward would let a backtest see a chain from after the moment it is meant to be trading, which makes a strategy look better than it is. Snapping backward can only ever be slightly stale, which is honest and measurable. The response tells you exactly what you got: ```json theme={null} "meta": { "extra": { "as_of": { "requested": "2026-08-20T14:30:00+00:00", "snapshot_ts": "2026-08-20T14:27:31+00:00", "lag_seconds": 149.0, "resolution": "nearest snapshot at or before the requested time" } } } ``` Align on `snapshot_ts`, not on what you requested. ## Flow positioning is rebuilt as of that moment Under the default `positioning=flow`, the dealer flow map is reconstructed from the aggressor tape **as it stood at that instant** rather than from today's tape. A given timestamp therefore returns the same numbers every time you ask, which is what makes the series usable for research. Values are rounded before they are returned. The same aggregate run twice can differ in its last bits, which is meaningless as a quantity and unacceptable in something you are meant to be able to re-run. ## Coverage Both sources are bounded by when ingestion began, not by a retention policy, and they do not start on the same day. | Source | Available from | Governs | | --------------- | -------------- | ------------------------ | | Chain snapshots | **2026-04-16** | Everything below `as_of` | | Aggressor tape | **2026-05-17** | `positioning=flow` only | An `as_of` between those two dates has a chain but no tape. The response is signed with the textbook `std` convention instead and says so: ```json theme={null} "flow_unavailable_before": "2026-05-17", "flow_coverage_note": "positioning=flow needs the aggressor tape, which begins 2026-05-17. ..." ``` Earlier than the chain floor returns `404` rather than the oldest snapshot we happen to hold. ## Nothing is borrowed from live An `as_of` response never contains a current value wearing a past timestamp. On [`/v2/gex/levels`](/api/v2/gex/levels), `max_pain` and `expected_move` are recomputed from the snapshot rather than read from the live caches that back them normally. Where an honest answer is not possible, the section is omitted and named: ```json theme={null} "unavailable_sections": { "sections": ["candles", "spot"], "reason": "Price history comes from the perps candle series, not the options snapshot. Use /v2/market/candles for historical price rather than a value back-dated from a chain." } ``` `include=spot` and `include=candles` come from the perpetual candle series, a different source with its own history. Back-dating a price from an options snapshot would be inventing one. ## Your plan's window applies `as_of` is bounded by the same history entitlement as `days` and `hours`. A timestamp outside your window is **clamped, never rejected**, and reported: ```json theme={null} "history_clamp": { "requested": "2025-08-20T14:30:00+00:00", "allowed": "2026-07-29T00:00:00+00:00", "unit": "as_of", "max_history_days": 30, "enforced": true } ``` See [Rate limits](/concepts/rate-limits) for the ladder. ## Practical notes * **A timestamp far in the past is not an error, it is a 404** when history does not reach it. Check the coverage table before assuming a gap. * **Repeated requests are cheap.** Answers are cached on the resolved snapshot, so sweeping a window pays for each snapshot once no matter how many distinct timestamps you send. * **Future timestamps are rejected** with `400`. Omit `as_of` for the current value. ## See also