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Spot, key levels, exposure and macro on one board, with widgets you toggle on or off, for any of 4,200+ tickers. Try it free for a day.
Options tell you where.
Order flow tells you when.
Gamma levels and unusual flow show where the big positions sit. DOM, heatmap and footprint show when the orders hit. All in one terminal you can trade from.
4,200+ tickers.
One structural language.
Futures, options, stocks, ETFs, indices, commodities and crypto (beta), all in the same interface.
- Options trades
- Open interest
- Greeks
- Order booksoon
- Price & volume
- Volatility
- News & macro
DataFirstLevels, exposure and flow, computed in real time
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- Discord alerts
- Order flowSoon
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Indicators
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Soon
Data first. Every order on the book, every print on the tape, and every options position behind the level.
- Futures, auto-converted
- Options levels carry over to ES and NQ on their own, with no ticker entry and no refresh.
- On nine charting platforms
- TradingView, NinjaTrader, MotiveWave, ATAS, Sierra Chart, Quantower, Tradesea, AlphaTrader and TopstepX, with levels that update themselves.
- Levels on the order book
- Coming soon
- Gamma flip, walls and big prints drawn right on your DOM, heatmap and footprint. Coming with order flow.
- Order flow without the manual
- Coming soon
- Every order flow tool opens with sensible defaults and readable colors, so you can trade it on day one. Coming soon.
Options flow and order flow. One terminal, one read.
Options flow shows where the levels are. Order flow shows who is trading them. Options flow is live today; order flow is in development.
Exposures & full Greeks
Learn moreFull Greeks and dealer exposures, with gamma, delta, vanna and charm by strike and an automatic 3D exposure view.
Loading chart
IV surface
Learn moreRead the volatility skew and term structure across strikes and expiries on a gridded 3D surface.
SPY · IV surfaceOct 16 close
Loading chart
Net drift
Learn moreSigned call and put premium since the open against price, so you see which side is paying up and when the net flips.
SPY · Net drift · 0DTELast session
Calls −$12.1MPuts +$30.1MNet −$42.2M
$761$767$772$0
OpenClose
Net premium−$42.2M
Heatmaps
Learn moreSee where gamma concentrates across strikes and expiries, so stacked walls stand out at a glance.
Red is negative and green is positive; brighter colors show larger magnitudes on a logarithmic scale. M means millions and B means billions of US dollars. The outline marks the largest absolute exposure at strike 752, 4 days to expiry. Spot marks the current price.
Unusual flow
Learn moreHigh-premium prints scored by Vol/OI, streaming as they hit the tape, minus the options noise.
SPY · Unusual activityOct 16 close
Calls $665.9MPuts $1.43B
ContractVol / OIPremium
Oct 23 765P21.9k/6.4k3.4×$14.6M
Oct 19 763P46.7k/2.3k20.3×$14.9M
Oct 19 762P62.4k/3.9k16×$17.3M
Oct 19 768P29.8k/2.1k14.1×$18.0M
Oct 19 769P26.7k/2.5k10.9×$18.2M
Oct 19 765P48.5k/3.6k13.6×$20.1M
Key levels
Learn moreCall wall, put wall and gamma flip drawn where price actually reacts, recalculated live.
Loading chart
Macro & news
Learn moreFed odds, real yields, VIX term structure, sector rotation and a live headline feed in one board.
−36m−18mnow
Historical replay
Learn moreRewind every session since October 2023 for the core symbols and watch the structure form bar by bar, exactly as traders saw it.
SPY · 1mApr 27, 2026O 714.22H 714.25L 714.22C 714.22
12:2012:3012:4012:50
713.75714.00714.25714.22
12:50:5910:4012:50
Options flow live now.
Where the big positions sit, and the levels they create.
Exposures & full Greeks
Learn moreFull Greeks and dealer exposures, with gamma, delta, vanna and charm by strike and an automatic 3D exposure view.
Loading chart
IV surface
Learn moreRead the volatility skew and term structure across strikes and expiries on a gridded 3D surface.
SPY · IV surfaceOct 16 close
Loading chart
Net drift
Learn moreSigned call and put premium since the open against price, so you see which side is paying up and when the net flips.
SPY · Net drift · 0DTELast session
Calls −$12.1MPuts +$30.1MNet −$42.2M
$761$767$772$0
OpenClose
Net premium−$42.2M
Heatmaps
Learn moreSee where gamma concentrates across strikes and expiries, so stacked walls stand out at a glance.
Red is negative and green is positive; brighter colors show larger magnitudes on a logarithmic scale. M means millions and B means billions of US dollars. The outline marks the largest absolute exposure at strike 752, 4 days to expiry. Spot marks the current price.
Unusual flow
Learn moreHigh-premium prints scored by Vol/OI, streaming as they hit the tape, minus the options noise.
SPY · Unusual activityOct 16 close
Calls $665.9MPuts $1.43B
ContractVol / OIPremium
Oct 23 765P21.9k/6.4k3.4×$14.6M
Oct 19 763P46.7k/2.3k20.3×$14.9M
Oct 19 762P62.4k/3.9k16×$17.3M
Oct 19 768P29.8k/2.1k14.1×$18.0M
Oct 19 769P26.7k/2.5k10.9×$18.2M
Oct 19 765P48.5k/3.6k13.6×$20.1M
Key levels
Learn moreCall wall, put wall and gamma flip drawn where price actually reacts, recalculated live.
Loading chart
Macro & news
Learn moreFed odds, real yields, VIX term structure, sector rotation and a live headline feed in one board.
−36m−18mnow
Historical replay
Learn moreRewind every session since October 2023 for the core symbols and watch the structure form bar by bar, exactly as traders saw it.
SPY · 1mApr 27, 2026O 714.22H 714.25L 714.22C 714.22
12:2012:3012:4012:50
713.75714.00714.25714.22
12:50:5910:4012:50
Order flow coming soon.
A true order flow platform, not just a data viewer: see who is trading at those levels, then trade them right on the platform from your own accounts.
Request accessLiquidity heatmap
Coming soonSee resting liquidity build and pull at each price, and follow the trades that hit it.
SPY · Apr 27, 2026
Depth of market (DOM)
Coming soonA clean price ladder with bid and ask depth, so large resting orders and absorption stand out. Trade it from your own accounts without leaving the platform.
SPY · Depth ladderDemo · shares
VOLPRICEBIDBUYSELLASK
5.8k712.752.6k3.2k2.6k
5.0k712.742.4k2.6k259
4.5k712.732.7k1.8k188
5.7k712.723.4k2.3k91
3.8k712.712.2k1.6k245
3.6k712.701.1k2.5k2.1k
4.7k712.692.3k2.4k285
3.6k712.681.4k2.2k134
4.6k712.672.0k2.6k218
6.2k712.662.5k3.7k102
6.5k712.652.3k4.2k99
8.6k712.644.2k4.5k73
10.2k712.63435.1k5.1k
11.0k712.62585.8k5.2k
14.6k712.61476.2k8.4k
17.9k712.603309.3k8.6k
18.7k712.596410.5k8.2k
20.0k712.58618.4k11.6k
18.6k712.57518.7k9.9k
19.2k712.563810.3k8.9k
20.5k712.55449.7k10.8k
19.3k712.54639.1k10.2k
19.1k712.5322310.3k8.8k
19.1k712.5245810.8k8.2k
Footprint
Coming soonBid and ask volume inside every bar, with imbalances, delta and the point of control marked.
SPY · Footprint11:04 · closed
713.102×9
713.0810×29
713.067×36
713.0418×60
713.0222×60
713.0034×63
712.9842×59
712.9635×56
712.9429×71
712.9234×78
712.9044×64
712.8824×36
712.8638×35
712.8427×23
712.8217×34
712.806×9
Vol 1,111Δ +333Last 713.02Volume profile
Coming soonVolume traded at every price, with the point of control and value area marked for the session.
SPY · Volume profileSession · 2¢
POC 713.22VAH 713.88VAL 712.82
TPO profile
Coming soonEvery 15-minute period adds a square at each price it traded, coloured by period, building the session profile with POC and value area.
SPY · TPO profile · 15m periodsSession · 10¢
Period I 12:40POC 713.20VA 713.00 – 714.20
714.00713.50713.00712.50714.23
10:40ABCDEFGHI12:51
Big trades
Coming soonLarge prints drawn as bubbles on price, sized by contracts, so size stands out from the noise.
SPY · Big tradesLots
4,641 · 51%3,845 · 56%3,449 · 54%130145137139139158149194195
Time & sales
Coming soonThe live tape, filtered and color-coded, with large prints highlighted as they hit.
SPY · Time & salesTape
TimePriceSize
12:50:01713.79100
12:50:01713.785600
12:50:01713.7924
12:50:01713.78400
12:50:01713.79600
12:50:01713.79200
12:50:01713.7930
12:50:01713.785100
12:50:01713.78100
12:50:01713.79100
12:50:01713.7976
12:50:01713.793,200
12:50:01713.78900
12:50:01713.784,300
Order flow coming soon.
A true order flow platform, not just a data viewer: see who is trading at those levels, then trade them right on the platform from your own accounts.
Liquidity heatmap
Coming soonSee resting liquidity build and pull at each price, and follow the trades that hit it.
SPY · Apr 27, 2026
Depth of market (DOM)
Coming soonA clean price ladder with bid and ask depth, so large resting orders and absorption stand out. Trade it from your own accounts without leaving the platform.
SPY · Depth ladderDemo · shares
VOLPRICEBIDBUYSELLASK
5.8k712.752.6k3.2k2.6k
5.0k712.742.4k2.6k259
4.5k712.732.7k1.8k188
5.7k712.723.4k2.3k91
3.8k712.712.2k1.6k245
3.6k712.701.1k2.5k2.1k
4.7k712.692.3k2.4k285
3.6k712.681.4k2.2k134
4.6k712.672.0k2.6k218
6.2k712.662.5k3.7k102
6.5k712.652.3k4.2k99
8.6k712.644.2k4.5k73
10.2k712.63435.1k5.1k
11.0k712.62585.8k5.2k
14.6k712.61476.2k8.4k
17.9k712.603309.3k8.6k
18.7k712.596410.5k8.2k
20.0k712.58618.4k11.6k
18.6k712.57518.7k9.9k
19.2k712.563810.3k8.9k
20.5k712.55449.7k10.8k
19.3k712.54639.1k10.2k
19.1k712.5322310.3k8.8k
19.1k712.5245810.8k8.2k
Footprint
Coming soonBid and ask volume inside every bar, with imbalances, delta and the point of control marked.
SPY · Footprint11:04 · closed
713.102×9
713.0810×29
713.067×36
713.0418×60
713.0222×60
713.0034×63
712.9842×59
712.9635×56
712.9429×71
712.9234×78
712.9044×64
712.8824×36
712.8638×35
712.8427×23
712.8217×34
712.806×9
Vol 1,111Δ +333Last 713.02Volume profile
Coming soonVolume traded at every price, with the point of control and value area marked for the session.
SPY · Volume profileSession · 2¢
POC 713.22VAH 713.88VAL 712.82
TPO profile
Coming soonEvery 15-minute period adds a square at each price it traded, coloured by period, building the session profile with POC and value area.
SPY · TPO profile · 15m periodsSession · 10¢
Period I 12:40POC 713.20VA 713.00 – 714.20
714.00713.50713.00712.50714.23
10:40ABCDEFGHI12:51
Big trades
Coming soonLarge prints drawn as bubbles on price, sized by contracts, so size stands out from the noise.
SPY · Big tradesLots
4,641 · 51%3,845 · 56%3,449 · 54%130145137139139158149194195
Time & sales
Coming soonThe live tape, filtered and color-coded, with large prints highlighted as they hit.
SPY · Time & salesTape
TimePriceSize
12:50:01713.79100
12:50:01713.785600
12:50:01713.7924
12:50:01713.78400
12:50:01713.79600
12:50:01713.79200
12:50:01713.7930
12:50:01713.785100
12:50:01713.78100
12:50:01713.79100
12:50:01713.7976
12:50:01713.793,200
12:50:01713.78900
12:50:01713.784,300
- Tickers across stocks, ETFs, indices and futures
- 4,200+
- Streaming quotes, greeks and open interest
- Real-time
- Every core-symbol session since, ready to replay
- Oct 2023
- Options flow today; DOM, heatmap, footprint and TPO coming next
- 1 terminal
Your terminal, built your way. Arrange every panel exactly how you trade.
- Any panel, anywhere
- Dock, resize and stack charts, heatmaps, flow and surfaces wherever you want them on the board.
- The same tool, twice
- Run two heatmaps side by side, each with its own greek, expiry and color map.
- Full screen or pop out
- Maximize the panel you're watching, or pop it out onto another monitor.
- Your colors, your read
- Pick the color maps and flow colors per panel, so the board reads the way you think.
Your GEX levels, on every chart. Walls, flip and trigger levels painted onto your charting platform. Auto-updating, no ticker entry, futures auto-converted.
The options flow API. Every US option, every second, one API. Dealer gamma, key levels, Greeks exposure, flow, tape and sweeps, computed from the live OPRA book and ready for your code and your AI assistant.
- GET/v1/symbols/{s}/levelsKey levels now: gamma flip, call and put walls, max pain, vol trigger, net GEX and exposures.
- GET/strikes · /contracts · /heatmapExposure by strike, every contract with its Greeks and IV, and the strike-by-expiration grid.
- GET/flow · /v1/flow/leaders · /unusualWho is buying and selling premium, by name, sector and market, and what is unusual today.
- GET/v1/tape · /v1/sweeps · /v1/tradesEvery print with its quote, sweeps detected, the whole session queryable and aggregated.
Sample
curl -H "Authorization: Bearer $DATAFIRST_KEY" \
https://api.datafirsttrading.com/v1/symbols/SPY/levels● 200 OK{"data": { "key_levels": {"gamma_flip": 766.51, "call_wall": 770.0, "put_wall": 760.0, "max_pain": 770.0}, "totals": {"net_gex": -2511916135, "gex_ratio": 0.3869}}, "meta": {"symbol": "SPY", "as_of": "2026-10-19T20:33:28.174Z", "spot": {"price": 766.92}}}Put it to work in your AI agent. Claude Code, Codex, Cursor and more can call the API for you.
Give your coding agent a DataFirst key and ask in plain English. It reads the docs, writes the request, pulls the levels or the flow into your project and builds the chart, alert or backtest you described. You can also choose GLM, Kimi or DeepSeek in a compatible coding agent.
Rather write it yourself? It's plain JSON over HTTPS with one bearer key, so any language or notebook works.
- Claude Code
Codex
ChatGPT
Grok- Perplexity
- Cursor
Gemini CLI- GitHub Copilot
- Windsurf
GLM
Kimi- DeepSeek
Claude Code
> pull SPY gamma levels for the last 5 sessions and chart them against the close
●I'll use the DataFirst MCP server to pull SPY's levels for each session.
●datafirst · history_levels("SPY", sessions=5)
└ 5 sessions of call wall, put wall and gamma flip
●Bash(python plot_levels.py)
└ wrote spy_levels.csv, spy_levels.png
●Done. The chart shows each close against that day's call wall, put wall and gamma flip.
Every endpoint is also an MCP tool, in Claude, Cursor and any MCP client. Example session.
Not a course you watch once.
A mentor in your corner, every market day.
Trade beside a mentor live every day, get your journal reviewed, and leave with a model you can run on your own. The entire DataFirst terminal comes with it.
Live trading, every single day
Trade alongside us live every market day: the entries, the exits, and the reasoning behind them, not a green screenshot after the fact.
Someone reviews your journal every day
Not a forum where you post and hope. Your trades get looked at daily, so the same mistake gets caught in week one instead of month six.
2 private calls a week, unlimited on Lifetime
Individual time, not a seat in a room of 400. Academy members get 2 a week; Lifetime members book as many as they need. This is why enrollment is capped.
You leave with your own model
We help you build a repeatable framework around options flow and order flow. Yours, not a copy of someone else's setups you can't run without them.
Every plan: the entire DataFirst terminal, daily live trading, daily journal reviews and recaps, weekly live stages, the options flow library and risk training.
Educational only, never financial advice.
Built for institutions. Priced for individuals.
Full access to every feature. Optional 1-day free trial, then subscribe monthly or save with annual.
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+ $2.50/mo data fee ($30.00/yr)
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What is DataFirst?
The platform, the price and the spelling, in three answers.
DataFirst is an options-data platform: dealer gamma exposure, key levels and unusual options flow for every listed US option, by dashboard, terminal and API. Order flow (DOM, heatmap and footprint) is in development.
DataFirst
Still not sure?Book a free call.
One-on-one with the team: a walkthrough of the terminal, how to read the walls and the flow, and answers for your own setup.