Works with CME index futures. Pass ES=F or NQ=F and URL-encode the = as %3D — e.g. /v1/flow/dex/ES%3DF. Flow analytics recompute on intraday effective OI; options-on-futures are priced with Black-76 ($50/pt ES, $20/pt NQ). CME index futures and flow are Growth-tier. See the futures hub.

Endpoint

GET /v1/flow/dex/{symbol}

Auth required (X-Api-Key) Rate Limited: Yes Growth plan+

Parameters

Name	In	Required	Default	Description
`symbol`	path	yes	-	Underlying symbol
`expiry`	query	no	all expiries	Filter chain to a single expiry (`yyyy-MM-dd`). Omit to aggregate across all expiries

curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://lab.flashalpha.com/v1/flow/dex/SPY"

import requests

resp = requests.get(
    "https://lab.flashalpha.com/v1/flow/dex/SPY",
    headers={"X-Api-Key": "YOUR_API_KEY"}
)
data = resp.json()
print(f"Live net DEX: ${data['live_net_dex']:,.0f}")

const resp = await fetch(
  "https://lab.flashalpha.com/v1/flow/dex/SPY",
  { headers: { "X-Api-Key": "YOUR_API_KEY" } }
);
const data = await resp.json();
console.log(`Live net DEX: $${data.live_net_dex.toLocaleString()}`);

API Key

Response

{
  "symbol": "SPY",
  "as_of": "2026-05-12T18:42:10Z",
  "underlying_price": 597.505,
  "expiry": "2026-05-15",
  "live_net_dex": -480000000,
  "strikes": [
    {
      "strike": 595.0,
      "call_dex": 5800000,
      "put_dex": 4400000,
      "net_dex": 10200000
    }
  ]
}

Key Response Fields

Field	Type	Description
`symbol`	string	Underlying symbol
`as_of`	string	ISO 8601 timestamp
`underlying_price`	number	Current price of underlying
`live_net_dex`	number	Net delta exposure across strikes, computed on effective OI
`strikes`	array	Per-strike call DEX, put DEX, and net DEX on effective OI

About Flow DEX

Flow DEX is the live counterpart to /v1/exposure/dex. The settled version uses morning OPRA-broadcast OI and stays frozen all day; this endpoint runs the same delta-exposure math on the OI simulator's effective open interest, so net DEX and the per-strike profile keep moving as positioning shifts. Use it to track directional dealer hedging pressure in real time.

Common Use Cases

Read directional bias off live_net_dex - track the sign and magnitude intraday and flag the moment net DEX flips, marking a shift in net dealer directional positioning
Estimate hedging flow with GEX - combine live_net_dex with live net GEX to size the share volume dealers must trade to stay delta-neutral as spot moves
Detect skew from per-strike DEX - compare strikes[].call_dex vs strikes[].put_dex to surface call-skewed (upside-chasing) or put-skewed (downside-hedged) positioning
Locate the directional center of gravity - scan strikes[].net_dex for the strikes carrying the heaviest directional exposure that price tends to gravitate around
Diff against settled DEX - contrast net and per-strike DEX with /v1/exposure/dex to see where directional positioning has actually moved since the open
Confirm GEX signals - use the DEX direction to corroborate a regime read from Live Flow GEX before committing to a directional trade

Complementary endpoints

Delta Exposure (DEX) - the settled morning baseline to diff this live DEX against
Live Flow GEX - live gamma to pair with directional delta exposure
Live Flow Levels - walls and flip that frame where directional pressure builds
Flow Summary - a one-call digest of live positioning across the flow endpoints

Flow DEX API