What is the BackQuant Terminal

The BackQuant Terminal is a derivatives-first trading research workbench for crypto. Cross-exchange perps tape, the full Deribit options chain, dealer-flow projections, macro context, and a quant bench, wired together so you can read what the market is doing without flipping between five different tools.

What you actually get

The platform is built around a single live dataset that powers two complementary surfaces:

  • The simple terminal, themed dashboards at URLs like /market, /perps, /options, /gex, /macro. Each leads with a composite at-a-glance summary and unfolds into supporting panels. Built for scanning. No setup.
  • The pro terminal at /pro, a command-driven workspace where every chart is a panel you can spawn, drag, group, save, and replay. Built for power users who want to build their own desk and want every read in front of them at once.

Both surfaces hit the same backend, so the data is identical. The difference is layout and control.

What sits underneath

Three live data pipelines, all proprietary or licensed:

  • Kiyotaka aggregate, two cross-exchange tapes served as single composite series instead of per-venue picks — a perp tape (PERP_AGG) and a spot tape (SPOT_AGG), each built from the major venues for its side. Backs every Markets-category panel.
  • Deribit option chain, full chain across BTC, ETH, and SOL. Backs every options, vol, and GEX panel.
  • Macro feeds, Treasury yields, credit OAS, VIX, ETF flows / AUM / premium, CPI / PCE prints. The cross-asset context layer.

Read in this order