US & HK stock market data for AI coding assistants — zero-auth, official sources. CBOE options with full Greeks + 0DTE flow, FINRA market-wide short volume, SEC EDGAR filing stream, and a free market-wide screener. 13 layers, 30+ endpoints, 11 sources. Every source labeled with its compliance tier.

Detailed web scraping tutorials for dummies with financial data crawlers on Reddit WallStreetBets, CME (both options and futures), US Treasury, CFTC, LME, MacroTrends, SHFE and alternative data crawlers on Tomtom, BBC, Wall Street Journal, Al Jazeera, Reuters, Financial Times, Bloomberg, CNN, Fortune, The Economist

Live and historical market data for: Stocks, FX, crypto, commodities, indices and ETFs over WebSocket and REST.

Backtesting framework for modern option strategies

Real-time & historical data API for US stocks and options

TypeScript SDK for real-time and historical options data from CuteMarkets, with typed API access for chains, contracts, quotes, trades, aggregates, and examples for scanners, Next.js, and earnings workflows.

Official Python client for the CuteMarkets options market-data API. Sync + async, typed Pydantic models, auto-pagination, typed errors, and rate-limit introspection.

Detailed web scraping tutorials for dummies with financial data crawlers on Reddit WallStreetBets, CME (both options and futures), US Treasury, CFTC, LME, MacroTrends, SHFE and alternative data crawlers on Tomtom, BBC, Wall Street Journal, Al Jazeera, Reuters, Financial Times, Bloomberg, CNN, Fortune, The Economist

LLM structural reasoning validation via gamma exposure analysis in options markets. Papers 1 & 2 complete. Digital Finance (Springer) submission in progress.

Official MCP server for Paper's trading platform - enables AI assistants to interact with Paper's API

NASDAQ options chain scraper

ThetaData Terminal in Docker - Easy deployment for financial market data streaming and historical queries

Runnable recipes for using CuteMarkets options data in Python and TypeScript, organized by workflow: options chain scanners, historical contract reconstruction, earnings implied move, and quote-quality checks.

Research utilities for earnings-related options studies: implied move estimation, realized vs implied move analysis, quote-quality summaries, and historical contract selection around event dates.

A Python-based tool for detecting anomalies in option chain time-series data, including IV spikes, mispricings, price jumps, spread widenings, and gamma spikes. Outputs results to CSV files and generates diagnostic plots.

Python tool that analyzes market sentiment based on option metrics

😁 historical options pipeline

Additional information about Portara.

A scheduled options-chain ETL: target-DTE fetching, append-only partitioned storage, and tested derived features (ATM IV term structure, skew, expected move, IV rank) - the data layer for the rest of the portfolio

Market Data Java & Kotlin SDK