Market Data Integration Guide
Last reviewed: by Options Analysis Suite Research.
Market Data Integration
Data Providers
The Options Analysis Suite uses multiple professional-grade data providers:
- Tradier: Real-time market data (stocks, options chains, quotes, historical data, dividends) - Get your FREE API key at tradier.com
- tastytrade: Real-time market data with DXLink WebSocket streaming (stocks, options chains, Greeks, quotes) - Requires a free tastytrade brokerage account
- Public: REST-based market data (stocks, options chains, Greeks) - Requires a free Public.com brokerage account
Data Coverage
- Equities: Real-time quotes (bid, ask, last, volume) for US-listed stocks and ETFs via Tradier, tastytrade, or Public
- Options: Complete US options chains with bid/ask/last prices and calculated implied volatility via Tradier, tastytrade, or Public
- Historical Data: OHLC bars from Tradier REST endpoints or Supabase (tastytrade/Public) for historical volatility and calibration inputs
- Risk-Free Rate: 10-year US Treasury yields sourced automatically for accurate options pricing (no API key required)
- Dividend Data: Dividend history and yields from Tradier or tastytrade fundamentals API (Public falls back to shared sources)
Update Frequencies
- Stock Prices: Snapshot refresh on demand with streaming updates for actively selected contracts
- Options Chains: Refetched when you change expirations or request a manual refresh; responses are cached for 10 seconds to prevent duplicate calls
- Implied Volatility: Computed locally from the latest bid/ask/last within the platform
- Open Interest: Supplied by Tradier, tastytrade, or Public reference data and surfaced with each chain pull
- Volume: Provided by Tradier, tastytrade, or Public and displayed with each quote update
- Risk-Free Rate: Fetched from backend on demand and cached for 5 minutes
Data Normalization & Guardrails
- Quote Sanitization: Missing bid/ask/Greek fields are defaulted to safe values to avoid undefined data paths
- Short Cache Window: In-memory caching expires after 10 seconds so stale data is automatically discarded
- Manual Refresh: A refresh control is always available to bypass cache and request fresh quotes instantly
Market Hours & Sessions
- Pre-Market: 4:00 AM - 9:30 AM ET (limited options data)
- Regular Session: 9:30 AM - 4:00 PM ET (full data)
- After-Hours: 4:00 PM - 8:00 PM ET (equities only)
- Options Close: 4:00 PM ET (most) or 4:15 PM ET (indices)
API Rate Limits
Tradier, tastytrade, and Public enforce request limits on their FREE tiers. The suite protects against bursts by deduplicating identical requests and caching responses.
- Tradier Free Tier: 120 requests per minute (sufficient for typical usage)
- Public Free Tier: 10 requests per second
- Treasury Data: Sourced automatically by the backend (no API key required)
- Request Deduplication: Concurrent requests for the same symbol/expiration share a single network call
- 10-Second Cache: Option chains and quotes reuse recent responses to avoid rate-limit violations
- Automatic Retries: Transient errors retry with exponential backoff before surfacing an error
Data Caching Strategy
- Quotes & Chains: Stored in-memory for 10 seconds (cleared sooner on manual refresh)
- Historical Data: Cached per session; reloaded on page refresh to keep memory usage predictable
- Monte Carlo Inputs: Calculations reuse the most recent option parameters until you change them
This page is part of the Options Analysis Suite documentation hub. Browse the glossary for term definitions.