Quant Data

What it is

Quant Data is an options-flow vendor sold two ways: a dashboard for traders who read the flow on screen, and an API for the same numbers in code or in an AI client. The data is the product in both. On the options side that is the US tape in two forms — consolidated (sweeps, splits, blocks and multi-leg orders rolled into one record) and unconsolidated, one row per exchange leg — plus dealer Greek exposure by strike and expiry (delta, gamma, vanna and charm, sold as DEX, GEX, VEX and CHEX), IV rank, skew and term structure, open interest and max pain. On the equity side it adds lit and dark prints, dark-pool price levels, halt and circuit-breaker notices, and ticker-tagged news with a sentiment score.

The API documents 30 endpoints: 23 options, 6 equities, 1 news. The dashboard shows the same data as drag-and-drop tools, with alerts and saved filters on top.

Pricing

No free tier on either product. The Standard dashboard plan is $74.99 a month or $749.99 a year ($62.50 a month effective), covers the web dashboard and the iOS and Android apps, and starts with a 7-day trial. It does not include an API key. A Professional plan for registered traders carries the same data; its price is shown only after sign-in.

The API is a separate subscription at $149.99 a month or $1,499.99 a year ($124.99 a month effective), with the MCP server included and no monthly quota beyond the rate limit. The vendor's own index of its offerings says the API plan has no trial. Standard and API are both marked non-professional only and personal use, with no external redistribution; anything else goes through a contact form for enterprise pricing.

Data & coverage

US options and US equities, nothing else. The vendor says so itself: no crypto, no forex, no non-US markets and no company fundamentals. Options data is licensed through OPRA, and the API enforces it — an account with an active subscription still gets a 403 titled OPRA Agreement Required until the user signs the OPRA subscriber agreement. Index options are in the tape. The API page promises 365+ days of lookback and does not say where the archive begins.

Several fields are the vendor's classification rather than the exchange's. Trade sentiment is a published rule on contract type and side (ask-side calls and bid-side puts are bullish). The is-unusual, is-golden-sweep and is-opening-position flags are listed without a definition of how they are computed.

Integrations

Every REST endpoint is a POST with a JSON body — no query strings, no path parameters — and a Bearer key of the form qd_ plus 32 characters. The limit is 240 requests per 60-second sliding window with a 20-per-second burst cap, counted per user rather than per key and shared with MCP traffic. No streaming endpoint is documented, so real-time on the API means polling inside that limit.

The MCP server is hosted on the API's own domain over streamable HTTP, takes the Bearer key or an OAuth flow, and maps its tools one-to-one to the REST endpoints; an unauthenticated request to it answered 401 with OAuth metadata on 26 September 2026. There is no official client library — the docs' examples use plain Python requests — but there are llms.txt, AGENTS.md and editor rules files for coding agents.

Limitations

• No trial on the API. Evaluating it costs a month.
• About a year of history. Not a source for a long options backtest.
• REST only. A live tape pulled by polling at 240 requests a minute, shared across every endpoint and the MCP server, will not keep up with a busy session across many tickers.
• The published API plan is non-professional only. A registered professional can buy the Professional dashboard, but no professional API price is published.
• The bullish and bearish labels, and the premium leaderboards built on them, record which side of the quote a print hit. They cannot tell a hedge from a directional position.
• The dashboard goes past data. The help centre describes Quant Alerts — Whale, Lightning, Turbo, Bargain, Momentum and Ditto — as "actionable" alerts from proprietary logic, pitched for scalps and day trades, with no published criteria. The Exposure Forecast labels each session Pin, Grind or Volatile with a probability that the state holds for the next two hours; the vendor says it is not a buy or sell signal. The API serves the underlying data without either layer.

Alternatives

Unusual Whales sells the same kind of flow and exposure data with a far larger API and congressional and insider filings on top, from $150 a month. For history, ORATS and Cboe DataShop go back years rather than one. Massive sells the raw options tape with no flow layer. Compare against the rest of the market data APIs.