Zero-DTE Hedge Flow API
The estimated dealer hedge-flow time series for today's 0DTE chain - signed delta-dollars dealers are inferred to be buying/selling to stay hedged - as both per-bar increments and a running cumulative since session open, projectable to calls only, puts only, or the combined total.
Endpoint
X-Api-Key)
Rate Limited: Yes
Growth plan+
Parameters
| Name | In | Required | Default | Description |
|---|---|---|---|---|
symbol |
path | yes | - | Underlying symbol. Trimmed and upper-cased. |
side |
query | no | all |
Which leg to project. Allowed: all, calls, puts. Anything else returns 400 invalid_side. |
bar |
query | no | 30s |
Bar size. Allowed: 30s, 1m, 5m, 15m. Anything else returns 400 invalid_bar. |
minutes |
query | no | 60 |
Lookback window in minutes. Clamped to 1-390. |
curl -H "X-Api-Key: YOUR_API_KEY" \
"https://lab.flashalpha.com/v1/flow/zero-dte/hedge-flow/SPY?side=calls&bar=5m&minutes=180"
import requests
resp = requests.get(
"https://lab.flashalpha.com/v1/flow/zero-dte/hedge-flow/SPY",
params={"side": "calls", "bar": "5m", "minutes": 180},
headers={"X-Api-Key": "YOUR_API_KEY"}
)
data = resp.json()
print(len(data["bars"]))
const resp = await fetch(
"https://lab.flashalpha.com/v1/flow/zero-dte/hedge-flow/SPY?side=calls&bar=5m&minutes=180",
{ headers: { "X-Api-Key": "YOUR_API_KEY" } }
);
const data = await resp.json();
console.log(data.bars.length);
Response
{
"symbol": "SPY",
"expiration": "2026-06-05", // today (ET)
"as_of": "2026-06-05T18:45:12Z", // UTC
"side": "calls", // echoes the requested side (all | calls | puts)
"bar_size": "5m", // echoes the requested bar
"bars": [
{
"t": "2026-06-05T18:40:00Z", // bar timestamp (UTC)
"bar": 1240000, // per-bar signed delta-dollars in this bucket
"cumulative": 18432000 // running sum since session open (for `side`)
}
// ... ascending by t
]
}
For side=all, bar and cumulative are the sum of the call and put legs; for calls / puts they are that single leg. There is no no_zero_dte / session_closed envelope - no samples returns 200 with the normal wrapper and an empty bars array.
Key Response Fields
| Field | Type | Description |
|---|---|---|
expiration | string | Today's 0DTE expiry (ET) |
as_of | string | Server time the response was built (UTC) |
side | string | Echoes the requested side (all | calls | puts) |
bar_size | string | Echoes the requested bar size |
bars[].t | string | Bar timestamp (UTC) |
bars[].bar | number | Per-bar signed delta-dollars in this bucket |
bars[].cumulative | number | Running sum since session open (for the requested side) |
Errors
| Status | Description |
|---|---|
400 | invalid_side - side was not all / calls / puts |
400 | invalid_bar - bar was not one of 30s / 1m / 5m / 15m |
403 | tier_restricted - caller is below the Growth plan |
About
The hedge-flow endpoint returns the estimated dealer hedge-flow time series for today's 0DTE chain - the signed delta-dollars dealers are inferred to be buying or selling to stay hedged - as both per-bar increments and a running cumulative since session open.
It is projectable to calls only, puts only, or the combined total via side, without re-scanning trades (the raw tier stores both legs). It uses the same windowing and last-in-bucket downsampling as the series endpoint.
Common Use Cases
- Plot
cumulativedealer hedging pressure across today's session to see net delta-dollars dealers have bought or sold since the open - Split the flow into call versus put legs with
side=callsandside=putsto attribute the pressure and spot one-sided hedging - Spot bursts of dealer buying or selling via the per-bar
barincrements, flagging the bars where hedging is most likely to move spot - Overlay
cumulativeon price to judge whether dealers are chasing the move (amplifying) or fading it (dampening) and trade accordingly - Watch for a sign change in
baras the moment dealer hedging flips direction, often coinciding with a gamma-flip cross - Choose
bar_sizeto match your horizon - fine 30s/1m bars for scalps, 5m/15m for a cleaner session-level pressure read
Related
Related reading
- Effective open interest: live GEX from flow - how signed flow becomes the dealer hedging estimate
- Live 0DTE pin-risk API: the intraday flow-adjusted magnet - reading hedging pressure alongside the same-day pin
Complementary endpoints
- Zero-DTE Flow Snapshot - the live 0DTE regime this hedging acts on
- Dealer Risk - the settled-versus-live exposure shift behind the hedge flow
- Flow GEX - the live gamma surface that determines hedging direction
Ready to build?
Get your free API key and start pulling live options data in 30 seconds.