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Market Data & Reliability

Where the data comes from

Lavender computes Greeks; it does not redistribute OPRA quotes. The market-data inputs Gateway uses to calibrate the model come from established, licensed market-data partners that hold OPRA and equity-market-data licensing in their own right.

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 pulls or computes these inputs through its own pipeline.
  • 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, talking to Lavender's central infrastructure for subscription validation and computed results. This local-binary architecture has a few properties worth understanding:

Applies to Terminal too

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

  • The Greeks engine is local to you. Once data inputs reach your binary, Greeks are computed locally using Lavender's ultra-high performance pricing engine.
  • 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 math is verifiable. Every Greek the API returns is reproducible from first principles -- see Verify the Greeks. If a number ever looks wrong, you can derive the expected value yourself.
  • 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