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ALPHA TIER HISTORICAL

Historical Dealer Positioning Snapshot

One call: net GEX, DEX, VEX, CHEX, regime, gamma flip, ±1% hedging estimates, and 0DTE contribution at any minute since April 2018. The historical mirror of /v1/exposure/summary.

Coverage
2017-01-03 → 2026-07-17
Granularity
1 minute
Tier
Alpha+
Format
JSON (REST)

Endpoint

GET /v1/exposure/summary/{symbol}?at=...
Host: historical.flashalpha.com Auth: X-Api-Key Tier: Alpha 
curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://historical.flashalpha.com/v1/exposure/summary/SPY?at=2020-03-16T15:30:00"

Response (COVID crash, 15:30 ET)

{
  "symbol": "SPY",
  "underlying_price": 246.01,
  "as_of": "2020-03-16T15:30:00",
  "gamma_flip": 270.92,
  "regime": "negative_gamma",
  "exposures": {
    "net_gex":  -2633970601,
    "net_dex": -169419489077,
    "net_vex":  152461756844,
    "net_chex":     -13122349
  },
  "hedging_estimate": {
    "spot_down_1pct": { "dealer_shares_to_trade": -16102548, "direction": "sell" },
    "spot_up_1pct":   { "dealer_shares_to_trade":  16102548, "direction": "buy"  }
  },
  "zero_dte": { "net_gex": 0, "pct_of_total_gex": 0, "expiration": "2020-03-16" }
}

What This Unlocks

  • Single-call regime labels for every minute of trading history - one query pulls regime + gamma_flip + hedging_estimate together.
  • Replay famous events - pull net_gex / net_dex through the COVID crash, GameStop squeeze, SVB, etc.
  • ML training vectors - net_gex, net_dex, net_vex, net_chex as a full positioning row at every timestamp.
  • Size dealer-flow impact - hedging_estimate.spot_down_1pct.dealer_shares_to_trade quantifies forced flow into a ±1% move historically.
  • Isolate 0DTE distortion - zero_dte.pct_of_total_gex shows how much of each session's gamma was same-day, expiry by expiry.

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