FlashAlpha Logo
ALPHA TIER HISTORICAL

Historical GEX Narrative API

Verbal market analysis at any minute since 2018. Regime label, day-over-day GEX change, key levels, vanna/charm/0DTE commentary, and VIX context — same shape as live /v1/exposure/narrative. gex_change pulls the previous trading day's net GEX from QuestDB; vix from macro_daily.

Coverage
2018-04-16 → 2026-04-02
Granularity
1 minute
Tier
Alpha+
Format
JSON (REST)

Endpoint

GET/v1/exposure/narrative/{symbol}?at=...
Host: historical.flashalpha.comAuth: X-Api-KeyTier: Alpha
curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://historical.flashalpha.com/v1/exposure/narrative/SPY?at=2026-03-05T15:30:00"

Response

{
  "symbol": "SPY",
  "underlying_price": 679.46,
  "as_of": "2026-03-05T15:30:00",
  "narrative": {
    "regime":     "Dealers are long gamma (net GEX -$10.9B) ...",
    "gex_change": "Net GEX decreased from -$4.9B to -$10.9B (-125.2%) - gamma cushion weakening.",
    "key_levels": "Call wall at 685, Put wall at 680, Gamma flip at 677.5.",
    "flow":       "...",
    "vanna":      "...",
    "charm":      "...",
    "zero_dte":   "...",
    "outlook":    "...",
    "data": {
      "net_gex": -10941036971,
      "net_gex_prior": -4858715464,
      "vix": 23.75,
      "regime": "positive_gamma"
    }
  }
}

Field gap vs live: top_oi_changes is empty (no prior-day per-strike OI diff yet).

What This Unlocks

  • Generate event-day commentary at scale — pull narrative for every notable trading day in a backtest report.
  • Build research dashboards with verbal regime context next to price action.
  • Train LLMs on the narrative + numerical data to generate similar commentary on new symbols.