Gateway Quickstart¶

Which product is this?

This page sets up Gateway, the REST API that runs on your own machine. For the desktop Terminal app, see the Terminal Quickstart.

Prerequisites¶

OS: Windows 10+, macOS 12+, or Linux (x64)
RAM: ~1 GB
Disk: ~100 MB
Network: outbound HTTPS (for subscription validation and runtime data)

Where this runs

Gateway runs on your machine and listens on localhost:2112. Specific contracts, strikes, and position sizes never leave your machine -- only the underlying tickers you query (plus a handful of reference tickers like SPX/QQQ the engine always needs) are sent to the Lavender cloud. See Network requirements for the outbound host and binding details.

1. Start Gateway¶

Subscribe at gateway.lavender-ts.com -- 7-day free trial available (credit card required).
Download the Gateway binary for your OS:
- Gateway.exe (Windows)
- Gateway (macOS)
- Gateway (Linux x64)
Run it:
WindowsmacOSLinux
Double-click Gateway.exe. Because the app is newly published, Windows SmartScreen may flag it on first launch — this is expected for any new app and is harmless. To get past it: choose Keep if your browser warns about the download, then on launch click More info → Run anyway.

On first launch you'll be prompted for the email associated with your subscription. To skip the prompt -- e.g. for service installs or scheduled tasks -- pass it on the command line:
Gateway.exe -id=me@example.com
Open Terminal, cd to the download folder, then run chmod +x ./Gateway && ./Gateway. If macOS reports "cannot verify the developer", run xattr -d com.apple.quarantine ./Gateway once and try again.

On first launch you'll be prompted for the email associated with your subscription. To skip the prompt -- e.g. for service installs or scheduled tasks -- pass it on the command line:
./Gateway -id=me@example.com
Open a terminal, cd to the download folder, then run chmod +x ./Gateway && ./Gateway.

On first launch you'll be prompted for the email associated with your subscription. To skip the prompt -- e.g. for service installs or scheduled tasks -- pass it on the command line:
./Gateway -id=me@example.com
Gateway listens on localhost:2112.

For the full set of runtime flags, console output, and the housekeeping window, see Running Gateway.

Didn't receive the download?

Contact support@lavender-ts.com or visit gateway access for next steps.

What you should see¶

Troubleshooting

"Email not recognized" — verify you're using the exact email from your subscription confirmation
Port 2112 already in use — Gateway exits with a clear port 2112 is already in use message; relaunch with -port=<n> or stop the other process
No data appearing — ensure outbound HTTPS is not blocked by a firewall or VPN
Still stuck? Contact support@lavender-ts.com or ask in Discord

2. Try It in Your Browser¶

Once Gateway is running, paste this into any browser:

http://localhost:2112/l1/greeks?root=SPY&center=atf&format=html

The at-the-forward call and put for every SPY expiry, rendered as an HTML table — no API key, no code, no setup. Change the symbol or drop the center=atf filter to widen the view.

Every endpoint supports format=html

Append &format=html (or ?format=html) to any Lavender endpoint — including all vendor compatibility endpoints — and you get a rendered table in your browser. Great for quick inspection, spot-checking Greeks, or sharing a link with a colleague.

Already Using a Vendor?¶

If you have existing code that fetches option Greeks from one of these vendors, you can point it at Gateway by changing the host — no other code changes needed. Your existing API keys are accepted and ignored.

Paste one of these into your browser to see Greeks through your vendor's endpoint right now:

AlpacaAlphaVantageIntrinioLiveVolMarketData.appOratsPolygon.ioThetaDataTradier

http://localhost:2112/v1beta1/options/snapshots/SPY?format=html

Alpaca compatibility guide

http://localhost:2112/query?function=realtime_options&symbol=SPY&require_greeks=true&format=html

AlphaVantage compatibility guide

http://localhost:2112/options/chain/SPY/2026-12-18/realtime?format=html

Intrinio compatibility guide

http://localhost:2112/allaccess/market/option-and-underlying-quotes?symbol=SPY&format=html

LiveVol compatibility guide

http://localhost:2112/v1/options/chain/SPY?dte=30&format=html

MarketData.app compatibility guide

http://localhost:2112/datav2/strikes?ticker=SPY&dte=0,30&format=html

Orats compatibility guide

http://localhost:2112/v3/snapshot/options/SPY?format=html

Polygon.io compatibility guide

http://localhost:2112/v3/option/snapshot/greeks/all?symbol=SPY&expiration=*&max_dte=30&format=html

ThetaData compatibility guide

http://localhost:2112/v1/markets/options/chains?symbol=SPY&greeks=true&format=html

Tradier compatibility guide

Same data, same wire format your code already expects — just rendered as a table. When you're ready to integrate, swap the host in your existing code and the JSON/CSV response works unchanged.

Starting Fresh?¶

If you're not migrating from a vendor, start with the Lavender native API. All endpoints support four output formats: JSON, CSV, NDJSON, and HTML.

Fetch option Greeks¶

curlPythonRC#C++JavaJavaScriptJulia

curl "http://localhost:2112/l1/greeks?root=SPY&center=atf&format=json"

import pandas as pd

url = "http://localhost:2112/l1/greeks"
df = pd.read_csv(f"{url}?root=SPY&center=atf&format=csv")
print(df[["expiry", "strike", "right", "delta", "vega", "theta", "decay", "vol"]].head())

df <- read.csv(paste0(
  "http://localhost:2112/l1/greeks",
  "?root=SPY&center=atf&format=csv"))
head(df[, c("expiry", "strike", "right", "delta", "vega", "theta", "decay", "vol")])

using var client = new HttpClient();
var json = await client.GetStringAsync(
    "http://localhost:2112/l1/greeks?root=SPY&center=atf&format=json");

using var doc = JsonDocument.Parse(json);
foreach (var row in doc.RootElement.EnumerateArray().Take(5))
{
    Console.WriteLine($"{row.GetProperty("expiry")} " +
        $"{row.GetProperty("strike")} {row.GetProperty("right")}: " +
        $"delta={row.GetProperty("delta")}");
}

#include <cpr/cpr.h>
#include <nlohmann/json.hpp>
using json = nlohmann::json;

auto r = cpr::Get(cpr::Url{
    "http://localhost:2112/l1/greeks?root=SPY&center=atf&format=json"});
auto data = json::parse(r.text);

for (auto& row : data | std::views::take(5))
    std::cout << row["expiry"] << " " << row["strike"]
              << " delta=" << row["delta"] << "\n";

var client = HttpClient.newHttpClient();
var request = HttpRequest.newBuilder()
    .uri(URI.create(
        "http://localhost:2112/l1/greeks?root=SPY&center=atf&format=json"))
    .build();

var response = client.send(request, HttpResponse.BodyHandlers.ofString());
var array = new JSONArray(response.body());
for (int i = 0; i < Math.min(5, array.length()); i++) {
    var row = array.getJSONObject(i);
    System.out.printf("%s %.0f %s: delta=%.3f%n",
        row.getString("expiry"), row.getDouble("strike"),
        row.getString("right"), row.getDouble("delta"));
}

const resp = await fetch(
  "http://localhost:2112/l1/greeks?root=SPY&center=atf&format=json"
);
const greeks = await resp.json();
greeks.slice(0, 5).forEach(c =>
  console.log(`${c.expiry} ${c.strike} ${c.right}: delta=${c.delta}`)
);

using CSV, DataFrames, HTTP

resp = HTTP.get(
    "http://localhost:2112/l1/greeks?root=SPY&center=atf&format=csv")
df = CSV.read(IOBuffer(resp.body), DataFrame)
first(df[:, [:expiry, :strike, :right, :delta, :vega, :theta, :decay, :vol]], 5)

Want extended Greeks? Add greeks=all to include second and third-order Greeks (vanna, charm, volga, speed, color, and more). See the Lavender API reference for all field groups and Greek conventions for the full catalog.

Next steps¶

Lavender API — native REST endpoints, field groups, term structure, filtering
Field Reference — every L1 field, units, and the worked example
Verify the Greeks — match Lavender to a reference Black-76 in Python, R, or Excel
Greek conventions — sign conventions, units, and the full extended Greeks catalog