Order flow
Cumulative delta, aggressor imbalance, sweep depth, trade acceleration.
dims: cvd, delta_eff, sweep…A quant data engine for futures traders and the machines they run. High-dimensional market vectors, served over one documented API. No signup. No password. No dashboard tour. A key — and the docs are the interface.
$ export KEY=the-one-thing-you-bought $ curl api.example/v1/tracks -H "Authorization: Bearer $KEY" {"tracks":[{"name":"MNQ_flow","dims":["cvd","pressure","imbalance", …512]}]} $ curl "api.example/v1/tracks/MNQ_flow/range?from=…&to=…&dims=cvd,pressure" {"samples":[{"t":"2026-08-28T09:30:00Z","vec":[184,-0.42]}, …]}▌
That sentence is the product. Agents can't fill signup forms, verify emails, or sit through dashboard tours — and lately, neither can you. Here the key is the account.
An opaque string. It carries your entitlements — data window, rate, tier. There is nothing else to it, on purpose.
Human or machine, same door. Attach an email to the key if you want receipts; the key alone signs you in regardless.
Authorization: Bearer <key>
The API documents itself thoroughly enough that a cold agent can operate everything from the manual alone. That's tested, not hoped.
GET /docs → the entire interface
Dense, named-dimension time series built from live CME futures flow — the measurements quant work actually runs on, appended as the market prints and served by time range.
Cumulative delta, aggressor imbalance, sweep depth, trade acceleration.
dims: cvd, delta_eff, sweep…Bid/ask lean, distance-weighted pressure, microprice drift, spread regime.
dims: pressure, micro, spread…Value-area position, range posture, session character, killzone flags.
dims: va_pos, day_type, kz…Prior day/week/month levels, gap state, volatility regime, news lockouts.
dims: pdh_dist, gap, rv, news…Every error, every shape, every limit is documented and uniform — one error contract an agent can branch on, one auth header, raw bytes only where raw bytes make sense. If the docs and the server ever disagree, that's a bug we fix on the server's side of the argument.
Underneath: a single self-contained binary with an embedded store. No database cluster, no queue, no third-party calls sitting between your agent and its data. Fewer moving parts is the reliability strategy.
# every failure, every endpoint, one shape: {"error":"track px already exists"} 409 {"error":"unauthorized"} 401 {"error":"path not found"} 404 # your agent writes one branch. done.
One operator built this and one operator runs it. If that's a bug for your procurement process, the second card is the fix.