FlashAlpha.Historical 0.1.0

FlashAlpha.Historical (.NET)

Official .NET SDK for the FlashAlpha Historical API — point-in-time replay of every live analytics endpoint. Ask what GEX, gamma flip, VRP, narrative, max pain, or the full stock summary looked like at any minute back to 2018-04-16, in the same response shape as the live API.

dotnet add package FlashAlpha.Historical

.NET 8.0+. Same X-Api-Key you use for api.flashalpha.com — Alpha plan or higher on every endpoint.

Quickstart

using FlashAlpha.Historical;

using var hx = new FlashAlphaHistoricalClient("YOUR_API_KEY");

// One snapshot — what dealer positioning looked like during the COVID crash
var snap = await hx.ExposureSummaryAsync("SPY", "2020-03-16T15:30:00");
Console.WriteLine(snap.GetProperty("regime").GetString());
// → "negative_gamma"

The at parameter accepts strings ("2026-03-05T15:30:00" or "2026-03-05" → defaults to 16:00 ET) and DateTime overloads.

Backtesting

using FlashAlpha.Historical;

using var hx = new FlashAlphaHistoricalClient(Environment.GetEnvironmentVariable("FLASHALPHA_API_KEY")!);

var bt = new Backtester(hx, Backtester.StockSummaryEndpoint, "SPY");

var results = await bt.RunAsync(
    Replay.IterDays(new(2024, 1, 2), new(2024, 3, 29)),
    (at, snap) => new
    {
        Vrp = snap.GetProperty("volatility").GetProperty("vrp").GetDouble(),
        Regime = snap.GetProperty("exposure").GetProperty("regime").GetString(),
    });

Console.WriteLine($"days replayed: {results.Count}");

Minute-level

await foreach (var step in Replay.RunAsync(
    hx, Backtester.ExposureSummaryEndpoint, "SPY",
    Replay.IterMinutes(new(2025, 1, 15), new(2025, 1, 15), stepMinutes: 15)))
{
    Console.WriteLine($"{step.At} {step.Response.GetProperty("regime").GetString()}");
}

API surface

Every analytics method takes a required at string (or DateTime overload):

Errors

using FlashAlpha.Historical;

try {
    await hx.ExposureSummaryAsync("SPY", "2017-01-01");
}
catch (NoDataException) { /* outside coverage / inside gap */ }
catch (InvalidAtException) { /* 400 invalid_at */ }
catch (TierRestrictedException ex) {
    Console.WriteLine($"need {ex.RequiredPlan}, have {ex.CurrentPlan}");
}

License

MIT