- Live API Reference
- Flow Analytics
- Overview
Flow Analytics API: Live Intraday-Adjusted Exposure
Live GEX, DEX, walls, gamma flip, pin risk, and dealer risk recomputed on the OI simulator's effective open interest - values update intraday as positioning shifts.
ES=F or NQ=F and URL-encode the = as %3D - e.g. /v1/flow/gex/ES%3DF. Flow analytics recompute on intraday effective OI; options-on-futures are priced with Black-76 ($50/pt ES, $20/pt NQ). CME futures and flow are Growth plan. See the futures hub.
Flow vs Settled Exposure
The /v1/flow/* family recomputes the standard exposure metrics on top of the OI simulator's effective open interest. While /v1/exposure/* reflects the morning OPRA-broadcast (settled) OI and stays static for the session, /v1/flow/* rebuilds dealer GEX/DEX, walls, gamma flip, max pain, and pin risk on top of the simulator's per-contract effective OI - so the same metrics keep moving as positioning shifts.
Both views are useful: settled is the clean snapshot most market makers anchor to at the open, flow is the live picture by mid-session. Diff the two with dealer-risk to see how much positioning has actually moved.
Endpoints
Decision-ready signals (6)
Headline numbers and levels designed to drop into a trading dashboard or alerting layer.
/v1/flow/summary/{symbol}
Growth+
At-a-glance flow direction, intraday OI delta, contracts that have moved, live GEX, and percent shift from settled.
View docs →/v1/flow/levels/{symbol}
Growth+
Live gamma flip, call wall, put wall, and max pain - same definitions as the settled levels, recomputed on effective OI. ?polarity=flow (Alpha+) re-signs the flip and walls by the session dealer-inventory change inferred from the tape.
/v1/flow/pin-risk/{symbol}
Growth+
0-100 pin risk score for the nearest expiry with the magnet strike and the four sub-scores that compose it.
View docs →/v1/flow/gex/{symbol}
Growth+
Live gamma exposure: net total, sign label, gamma flip, and a per-strike profile on effective OI. Add ?polarity=flow (Alpha+) to sign each strike by the session dealer-inventory change inferred from the tape - see flow-signed GEX.
/v1/flow/dex/{symbol}
Growth+
Live delta exposure: net total and per-strike profile, computed on effective OI.
View docs →/v1/flow/dealer-risk/{symbol}
Growth+
Joins settled vs live dealer GEX/DEX and reports the delta, percent shift, and a direction label (amplifying, dampening, regime flip, neutral).
View docs →
Model inputs (5)
Full simulator granularity for quants and model builders who want the raw inputs behind the decision-ready signals.
/v1/flow/oi/{symbol}
Alpha+
Raw OI simulator state - official OI, simulated (unclamped) OI, effective (per-contract clamped) OI, intraday delta, and simulator confidence weight.
View docs →/v1/flow/live/{symbol}
Alpha+
Convenience bundle: simulator state, live levels, pin risk, live GEX/DEX totals, and the full dealer-risk join in a single call. Materialises the live chain once on the server.
View docs →/v1/flow/signals/{symbol}
Alpha+
Scored, classified unusual-flow feed: sweep vs block, NBBO aggressor, opening/closing bias from the OI simulator, directional intent, 0-100 score with component breakdown, plus chain enrichment (greeks, IV-vs-ATM, moneyness, delta-notional).
View docs →/v1/flow/signals/{symbol}/summary
Alpha+
Watchlist-scale roll-up of the signal feed: net bullish vs bearish premium, opening vs closing premium, and the top-10 highest-scoring signals - cheap to fan across a universe for a smart-money tilt read.
View docs →
0DTE flow (5)
Same-day (0DTE) views recomputed on effective OI through the session: snapshot, time series, dealer hedge flow, and per-strike heatmap and aggressor flow.
/v1/flow/zero-dte/snapshot/{symbol}
Growth+
Today's live 0DTE dealer positioning on effective OI, plus a flow_direction block showing how flow has shifted dealer GEX since the open.
/v1/flow/zero-dte/series/{symbol}
Growth+
Intraday time series of today's 0DTE flow: net GEX/DEX, gamma flip, walls, magnet, pin score, regime, ATM IV, charm and cumulative hedge flow.
View docs →/v1/flow/zero-dte/hedge-flow/{symbol}
Growth+
Estimated dealer hedge flow for the 0DTE chain: signed delta-dollars per bar and running cumulative, for calls, puts or all.
View docs →/v1/flow/zero-dte/heatmap/{symbol}
Alpha+
Per-strike value matrix over the 0DTE session (strike x time) for GEX, DEX, VEX, CHEX, OI or signed flow.
View docs →/v1/flow/zero-dte/strike-flow/{symbol}
Alpha+
Per-strike signed aggressor flow per bar: signed delta-dollars, gamma-dollars and contract count.
View docs →Get Started
Unlock DEX, VEX and CHEX with Basic
Everything in Free, plus:
- DEX, VEX and CHEX exposure
- Full max pain
- ETF & index symbols SPY, QQQ, SPX, VIX
Go full-chain with Growth
Everything in Basic, plus:
- Full-chain GEX Every expiration
- 0DTE analytics
- Exposure summary & AI narrative
- CME futures & live screener
Add history and vol surfaces with Alpha
Everything in Growth, plus:
- Historical API replay Since 2017
- SVI vol surfaces
- VRP analytics
- Greeks surfaces Vanna, charm, volga and speed grids