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Market Data & Reliability

Where the data comes from

Lavender computes Greeks; it does not redistribute OPRA quotes. The market data behind the Greeks is licensed to Lavender, so you do not need your own OPRA license to run Gateway.

What this means for you

  • No OPRA license required to run Gateway. The data feed Gateway consumes is licensed to Lavender; what Gateway returns to you is computed Greeks, not redistributed quotes. This is why every endpoint zeros bid/ask and other market-data fields (Differences on any compat page lists the specific fields).
  • No dividend schedule, yield curve, or borrow rates to maintain. Lavender supplies them.
  • Data-redistribution review at funds: Gateway does not redistribute exchange data. For specifics required by your firm's compliance review, contact support@lavender-ts.com.

Reliability

Gateway is a single binary that runs on your machine. A few properties worth understanding:

Applies to Terminal too

Lavender Terminal runs the same engine, so the points below hold for it as well — and only the underlyings you look at reach Lavender.

  • Outages of an upstream feed surface as a 502 with the standard retry-after-seconds guidance (Error handling details). Same failure model as a direct vendor outage; same client-side mitigation (exponential backoff with retry).
  • The numbers can be checked. European Greeks reproduce from the inputs we publish -- see Verify the Greeks.
  • Maintenance is predictable. Restarts and upgrades run nightly, 3:00-4:00 ET (Housekeeping window). Outside that hour Gateway is not otherwise restarted.

Questions? Contact support@lavender-ts.com.

See also