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.
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 (Growth+)
Headline numbers and levels designed to drop into a trading dashboard or alerting layer.
/v1/flow/summary/{symbol}
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}
Live gamma flip, call wall, put wall, and max pain - same definitions as the settled levels, recomputed on effective OI.
View docs →/v1/flow/pin-risk/{symbol}
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}
Live gamma exposure: net total, sign label, gamma flip, and a per-strike profile on effective OI.
View docs →/v1/flow/dex/{symbol}
Live delta exposure: net total and per-strike profile, computed on effective OI.
View docs →/v1/flow/dealer-risk/{symbol}
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 (Alpha+)
Full simulator granularity for quants and model builders who want the raw inputs behind the decision-ready signals.
/v1/flow/oi/{symbol}
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}
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}
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
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 →Ready to build?
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