tickstream | futures market data

Market data infrastructure for people who actually compute. CME tick data, OPRA options, and gamma analytics via a fast Rust API.

Real-time and historical tick data straight from the exchange — every trade, every quote, in the order it happened. Full options chains, and gamma analytics computed strike by strike instead of approximated.

On this channel we show the work behind it: how the data is built, what most tools get wrong, and why backtests that look beautiful fall apart on honest execution data. We publish the algos we killed alongside the ones that held up, because a result you can't reproduce isn't a result.

What we cover:
• Tick-level backtesting — fills, queue position, and the costs nobody models
• Gamma exposure and the zero-gamma flip, calculated properly
• Look-ahead bias, overfitting, and multiple testing in real strategy work
• Working with the API: pulling data, building features, running tests