forked from animatedread/Warrior_EA
1bee06c945
Spent 3 of 5 daily requests. All three were informative:
ETF data (SPY/QQQ/IWM) requires Basic - free tier is single stocks only.
Full-chain GEX (all expirations) requires Growth - free and Basic must
query one expiration per request, so even with history a full-chain
backfill would be 24-54 requests per day of history.
AAPL?expiration=2026-09-18 returned 200 with the right schema but a nearly
empty payload: 13 of 93 strikes carried any open interest, total call OI
4,296 against CBOE 373,253 for the same expiry, put OI zero, and every
near-the-money strike blank.
So the construction could not be validated - not because the math disagreed
but because there was nothing to compare against. From outside it is not
possible to tell free-tier degradation from their flow-signed methodology,
and finding out costs $1,499/month.
Verdict hardens: the free CBOE CDN is strictly better than Basic for this
project - complete chains, every expiry and strike, gamma and open interest
populated, unlimited, $0. Our own AAPL figures were internally coherent
(+0.929 Bn/1% total, Sep-18 expiry +0.154 Bn, near-money gammas 0.013-0.019).
GEX stays externally unvalidated; if that ever matters, use a different vendor.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
129 lines
6.4 KiB
Text
129 lines
6.4 KiB
Text
WARRIOR EA - API KEYS (BACKUP COPY)
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===================================
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Kept here so the keys are never lost with a wiped data folder. Both are FREE,
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personal, and rate-limited per key.
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FRED (Federal Reserve Bank of St. Louis)
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----------------------------------------
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key: 9640c07ff6574c1c23a17393b735fd36
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host: https://api.stlouisfed.org
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register: https://fredaccount.stlouisfed.org/apikeys
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feeds: VIXCLS (vix, vix_chg5), DTWEXBGS (usd_chg5)
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limit: 120 requests/minute (the EA uses ~2 per hour)
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EIA (U.S. Energy Information Administration)
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--------------------------------------------
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key: oeSZu7EaZxG5Icjm6q78yUIXaH2EKGhIwVsdTj76
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host: https://api.eia.gov
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register: https://www.eia.gov/opendata/register.php
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feeds: Weekly Petroleum Status Report - crude stocks ex-SPR (WCESTUS1),
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field production (WCRFPUS2), refinery utilization (WPULEUS3)
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limit: 5,000 rows/request (the EA uses 1 request/week)
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CFTC (Commitments of Traders)
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-----------------------------
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key: NONE REQUIRED - the Socrata endpoint is open
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host: https://publicreporting.cftc.gov
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dataset: gpe5-46if (Traders in Financial Futures, futures only)
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CBOE (option chains for the GEX recorder)
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------------------------------------------
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key: NONE REQUIRED - open CDN, and it does not gate on User-Agent
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host: https://cdn.cboe.com
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path: /api/global/delayed_quotes/options/{TICKER}.json (_SPX, GLD, USO, ...)
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feeds: the daily gex_{SYMBOL}.csv recorder (not a model feature yet)
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FLASHALPHA (options analytics - RESEARCH ONLY, NOT USED BY THE EA)
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-------------------------------------------------------------------
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key: s0AmHthSZi3nenuwvARTz3aKd7DUAnMpOee617jh
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auth: HTTP HEADER, not a query parameter: X-Api-Key: <key>
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hosts: https://lab.flashalpha.com (live)
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https://historical.flashalpha.com (point-in-time replay, 2018-04+)
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register: https://flashalpha.com
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plan: FREE - 5 requests per DAY, 15-minute delayed data
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!! THE FREE QUOTA IS 5 REQUESTS A DAY. DO NOT SPEND THEM CASUALLY. !!
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Registered 2026-08-16. NO CALLS HAVE BEEN MADE YET - the whole quota is
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reserved for one specific question (below). This key is deliberately NOT
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an EA input: the EA must never depend on a paid, rate-limited vendor in
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its live path. It is for research-side backfill only.
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Example call shape:
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curl -H "X-Api-Key: <key>" \
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"https://lab.flashalpha.com/v1/exposure/gex/AAPL?expiration=2026-06-19"
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PRICING CHECKED 2026-08-16 - THE BACKFILL PLAN IS DEAD:
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Free $0 5 req/day 15 min delay
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Basic $79/mo 250 req/day 15 sec
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Growth $299/mo 2,500 req/day 15 sec
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Alpha $1,499/mo unlimited ~1 sec
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HISTORICAL API ACCESS IS ALPHA-TIER ONLY ($1,499/month). Basic and Growth
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are LIVE data only. Since the only thing we wanted from this vendor was
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the ARCHIVE, no affordable tier helps: Basic would cost $79/month to make
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a once-a-day snapshot 15 seconds fresh instead of 15 minutes, which is
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worth exactly nothing for a daily EOD recording. DO NOT SUBSCRIBE.
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Cancellation is anytime, if that ever changes.
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TESTED 2026-08-16 - 3 of 5 daily requests spent. FINDINGS (all 403s and
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the one 200 were informative, so nothing was wasted):
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1. GET /v1/exposure/gex/SPY
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-> 403 tier_restricted: "ETF data (e.g. SPY, QQQ, IWM) requires the
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Basic plan or higher." Free tier is SINGLE STOCKS ONLY.
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2. GET /v1/exposure/gex/AAPL (no expiration filter)
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-> 403 tier_restricted: "Full-chain GEX (all expirations) requires
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the Growth plan or higher." Free AND Basic must query ONE
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EXPIRATION PER REQUEST.
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3. GET /v1/exposure/gex/AAPL?expiration=2026-09-18
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-> 200. Schema: symbol, underlying_price, as_of, gamma_flip, net_gex,
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net_gex_label, strikes[] with per-strike call_gex/put_gex/net_gex/
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call_oi/put_oi/volumes/oi_change.
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BUT THE PAYLOAD WAS NEARLY EMPTY: only 13 of 93 strikes carried
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any open interest, total call OI 4,296 against our 373,253 from
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CBOE for the same expiry, and total put OI was ZERO. Every
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near-the-money strike (290-320) showed call_oi 0 where CBOE shows
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9,000-35,000 contracts.
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So NO VALIDATION WAS POSSIBLE - not because our math disagreed,
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but because there was nothing to compare against. Cannot tell from
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outside whether that is free-tier degradation or a consequence of
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their flow-signed methodology (they sign strikes from classified
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tape, so strikes with no classified trades may simply be absent).
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CONCLUSION: the free CBOE CDN is STRICTLY BETTER than FlashAlpha Basic
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for this project - complete chains, every expiry, every strike, gamma and
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open interest populated, unlimited requests, $0. Basic ($79/mo) would buy
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ETF access that we already have for free, still one expiry per request,
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and still no history. Nothing here is worth paying for at any tier below
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Alpha ($1,499/mo), and Alpha is not worth it either (see DESIGN.md).
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WHERE THESE KEYS ARE USED
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-------------------------
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1. EA inputs (the live source of truth):
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FredApiKey, EiaApiKey - Variables\Inputs.mqh, defaults = the keys above
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They travel WITH the EA, so wiping Common\Files\Warrior_EA cannot break the
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downloads. This is deliberate: on 2026-08-16 a folder wipe took the old
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keys.txt with it and the FRED leg silently stopped, leaving models training
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with zero alt-data features.
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2. Fallback file (only read when an input is left BLANK):
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%APPDATA%\MetaQuotes\Terminal\Common\Files\Warrior_EA\AltData\keys.txt
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Format, one per line:
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fred=9640c07ff6574c1c23a17393b735fd36
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eia=oeSZu7EaZxG5Icjm6q78yUIXaH2EKGhIwVsdTj76
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3. Research side (Python, never reads the EA inputs):
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..\Market Data\altdata\keys.json (outside the repo, gitignored)
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{"fred": "...", "eia": "...", "flashalpha": "..."}
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Read via research/altdata/common.py api_key(name), which checks the
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environment variable ALTDATA_<NAME>_KEY first.
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IF YOU EVER SELL OR SHARE THIS EA
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---------------------------------
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Blank the FredApiKey / EiaApiKey input defaults before building the
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distributable, and delete this file from the shipped copy. A shared key is
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rate-limited against YOUR account and can be revoked by the provider.
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To rotate a key: register a new one at the URL above, update the input default
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in Variables\Inputs.mqh, this file, and Market Data\altdata\keys.json.
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