Detailed web scraping tutorials for dummies with financial data crawlers on Reddit WallStreetBets, CME (both options and futures), US Treasury, CFTC, LME, MacroTrends, SHFE and alternative data crawlers on Tomtom, BBC, Wall Street Journal, Al Jazeera, Reuters, Financial Times, Bloomberg, CNN, Fortune, The Economist

Real-time & historical data API for US stocks and options

Detailed web scraping tutorials for dummies with financial data crawlers on Reddit WallStreetBets, CME (both options and futures), US Treasury, CFTC, LME, MacroTrends, SHFE and alternative data crawlers on Tomtom, BBC, Wall Street Journal, Al Jazeera, Reuters, Financial Times, Bloomberg, CNN, Fortune, The Economist

Official MCP server for Paper's trading platform - enables AI assistants to interact with Paper's API

NASDAQ options chain scraper

PhD research validating LLM understanding of market microstructure through obfuscation testing. Novel methodology proves LLMs detect dealer hedging constraints without temporal context. P#1: 71.5% detection, 91.2% accuracy

ThetaData Terminal in Docker - Easy deployment for financial market data streaming and historical queries

Python tool that analyzes market sentiment based on option metrics

A Python-based tool for detecting anomalies in option chain time-series data, including IV spikes, mispricings, price jumps, spread widenings, and gamma spikes. Outputs results to CSV files and generates diagnostic plots.

😁 historical options pipeline

Additional information about Portara.

Historical options data for three major U.S. equity ETFs: SPY (S&P 500), IWM (Russell 2000), and QQQ (Nasdaq-100). The dataset spans January 2008 to December 2025 and includes over 53 million option contracts with Greeks, implied volatilities, and market microstructure variables.