ThetaData options data
verified Market Data Suite
Market data becomes market understanding.
IntraAlpha connects options, equities, fundamentals, news, macro, and community signal into one private data backbone. The public product is not raw vendor redistribution. It is derived analysis: simplified option views, rankings, reports, screeners, backtests, coverage triggers, and intraday signals.
Upstream partners
Three providers. One IntraAlpha abstraction layer.
These providers are inputs. Customers should experience the IntraAlpha layer: cleaned, cached, translated, attributed, and explainable.
Options surface backbone ThetaData
Historical and real-time US options observations, Greeks, implied volatility, expirations, strikes, quotes, and option-reference data.
- Current status
- OPTION.PRO confirmed by terminal
- IntraAlpha use
- Feeds private surface construction, delta buckets, IV context, BOR rankings, and backtest/replay datasets.
Live market state Alpaca
US equity snapshots, bars, streaming market data, option contracts, option snapshots, crypto support, and current-market state.
- Current status
- SIP active locally; options feed configurable
- IntraAlpha use
- Powers live prices, portfolio context, intraday movement, watchlists, and current option-screening context.
Fundamentals, events, news Alpha Vantage
Company overview, earnings, global quotes, macro series, technical indicators, news sentiment, and historical market APIs.
- Current status
- Premium key wired; exact billing tier to verify
- IntraAlpha use
- Enriches company coverage, earnings calendars, macro notes, research triggers, and content planning.
Data pipeline
Collect privately. Translate aggressively. Surface selectively.
01 Ingest
Provider APIs, internal reports, portfolio records, Discord, Reddit, and content analytics.
02 Translate
Map raw observations to stable schemas, readable labels, eligibility gates, and formula versions.
03 Derive
Build delta buckets, IV/RV premium, direction scores, liquidity ranks, and coverage triggers.
04 Publish
Serve only fast public views, reports, explainers, screeners, and backtest-ready abstractions.
Input classes
The suite is broader than market prices.
Option surface
Raw option observations become constant-delta, expiry-aware, liquidity-gated surfaces.
Equity state
Prices, bars, volume, and intraday motion become readable context for every ticker.
Fundamentals
Company metrics, earnings, ratios, and event history become coverage memory.
News + macro
Market-wide signals, ticker news, and macro releases become research prompts.
Community signal
Discord, Reddit, comments, and report feedback become strategy inputs after review.
Internal datasets
NTRA, BOR, backtests, trades, weights, and outcomes become proprietary evidence.
Customer-facing products
What users get is not the feed. It is the view.
The business value is the translation layer. We turn source data into reusable products that are faster to understand, easier to compare, and safer to publish.
Comparable synthetic option views across tickers and prices.
Ranked, reviewed report sections generated from the investable universe.
Queryable premium, liquidity, volatility, event, and direction filters.
Replayable strategy research using cached observations and derived features.
Ticker pages updated when market data, news, or community signal warrants it.
Intraday names-to-watch and event-driven credit-spread alerts.
Publishing rules
Attribution without raw redistribution.
Provider logos and partner links can exist. The product language must always emphasize derived IntraAlpha analytics, not resale or pass-through access to proprietary feeds.
Display derived measures, buckets, rankings, and explanation.
All vendor calls stay server-side behind adapters and caches.
Logo/link row is fine; the product is IntraAlpha’s derived intelligence.
Store source, timestamp, formula version, cache status, and eligibility gates.