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Frequently Asked Questions

This is the technical FAQ -- operations, reliability, comparisons, and privacy.

For company / product / pricing / billing questions (founder, products, pricing, cancellation, procurement, launch timeline), see the marketing FAQ at lavender-ts.com/faq.

Trial and evaluation

Gateway offers a 7-day free trial (credit card required). Start at gateway.lavender-ts.com.

For an even lower-friction first look at the engine, the public Lavender Discord is free and runs the same Greeks engine -- 25 commands per day, no credit card. If /greeks ticker:AAPL and /skew ticker:SPX produce numbers that match what you'd expect, the engine is producing them the same way for the API.

You can also evaluate without running anything:

Data and licensing

Do I need an OPRA license to run Gateway?

No. Lavender holds market-data licensing through its data partners; what Gateway returns to you is computed Greeks, not redistributed quotes. See Market Data & Reliability.

What about my fund's data-redistribution compliance review?

Gateway does not redistribute exchange data. For specifics required by your firm's data-redistribution review, contact info@lavender-ts.com.

Why are bid, ask, and volume fields zeroed?

Lavender computes Greeks; it does not redistribute OPRA quotes. Every vendor compat layer carries a "Differences" section listing the specific zeroed fields. See for example Differences from Polygon.io.

Operations

What OS does Gateway support?

Windows 10+, macOS 12+, and Linux (x64). See Quickstart.

When does Gateway restart?

Every morning, 03:00-04:00 ET. Outside that hour Gateway runs without interruption. See Housekeeping window.

What outbound network access does Gateway need?

Outbound HTTPS to prod-gateway.lavender-ts.com. See Network requirements.

Where do Gateway logs go?

To stdout/stderr by default. Redirect at launch (Gateway.exe -id=... > gateway.log 2>&1) for long-term capture. See Logs.

Can a trader install this without a developer?

Yes. Quickstart is three steps: subscribe, download Gateway.exe (or the macOS / Linux binary), run it. Excel users skip the API entirely -- Power Query and a copy-paste VBA module are designed for traders, not developers. No code, no terminal commands, no API keys.

If you get stuck, Discord and info@lavender-ts.com are both real channels.

What happens if my subscription validation fails?

Gateway keeps serving cached data for transient failures. Hard failures (revoked subscription, email mismatch) return 502 with a clear message. See License and entitlement-check failure.

Reliability

How are incidents handled?

Incident handling and planned-deployment coordination run direct via info@lavender-ts.com -- a real engineer answers. See Reliability posture.

What happens if Lavender's central infrastructure has an outage?

The Greeks engine runs locally on your machine -- once data inputs reach your binary, computation is local. Upstream feed outages surface as 502 with retry-after-seconds guidance. See Error handling.

Comparisons

How does Lavender's American-options pricing compare to a Black-Scholes vendor?

Lavender prices American options with discrete dividends and per-expiry implied borrow. Differences from a European / Black-Scholes vendor show up most clearly:

  • Near ex-dividend dates on equity options
  • On deep-in-the-money contracts where early exercise has value
  • In hard-to-borrow names where the borrow rate calibrates to put-call parity

See Verify the Greeks for the math. For a no-install visual on any ticker, run /bscomp ticker:<TICKER> on the public Lavender Discord -- it plots the difference between Lavender's binomial Greeks and the Black-Scholes equivalents directly.

Can I run Lavender alongside my existing vendor as a second source?

Yes -- that's the primary recommended pattern. The nine vendor-compat layers let you swap a host with a one-line change in your existing code; no auth changes, no field renames. Start there, then migrate to the native API when you want the full feature set. See Migration to native API for the field-rename tables.

What should I expect when I A/B Lavender against my current vendor?

For most contracts the numbers will be very close. Where they diverge, it's usually one of:

  • Theta -- Lavender splits theta (continuous) from decay (discrete next-trading-day P&L); a vendor that returns one number is computing one of these conventions.
  • Greeks near ex-dividend dates -- discrete dividends shift the early-exercise boundary on calls; expect delta and theta to differ from a continuous-yield vendor.
  • Deep-ITM American contracts -- early-exercise premium is real and a Black-Scholes-only vendor will miss it.
  • Hard-to-borrow names -- Lavender calibrates the implied borrow rate per expiry; a vendor with a fixed / zero borrow assumption will produce inconsistent call/put Greeks.

These are the load-bearing differences Lavender is designed around -- if you don't see them on contracts that don't touch dividends, exercise, or borrow, that's the signal both engines are producing the right answer.

Privacy

What information leaves my machine?

Gateway runs on your machine and computes Greeks locally. The only data sent to the Lavender cloud is the set of underlying tickers you query -- Gateway has to pull market data for those names -- plus a handful of reference tickers (SPX, QQQ, etc.) used for surface calibration.

Specific contracts and position sizes never leave your machine. A portfolio with 100 options across 10 underlyings typically generates traffic to the Lavender cloud for just those 10 underlyings (plus reference tickers) -- the strikes you hold, the expiries, the contract counts, and your sizes are used locally to construct the response and are never transmitted.

See Network requirements for the outbound hosts.

What happens to my queries when I cancel?

Lavender keeps no client data. Cancellation ends the subscription -- there's nothing for you to migrate, archive, or recover.