Zero-DTE Hedge Flow API - Dealer Delta-Dollar Hedging Time Series - FlashAlpha Lab API
Lab API Hedge Flow

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

GET /v1/flow/zero-dte/hedge-flow/{symbol}
Auth required (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
expirationstringToday's 0DTE expiry (ET)
as_ofstringServer time the response was built (UTC)
sidestringEchoes the requested side (all | calls | puts)
bar_sizestringEchoes the requested bar size
bars[].tstringBar timestamp (UTC)
bars[].barnumberPer-bar signed delta-dollars in this bucket
bars[].cumulativenumberRunning sum since session open (for the requested side)

Errors

Status Description
400invalid_side - side was not all / calls / puts
400invalid_bar - bar was not one of 30s / 1m / 5m / 15m
403tier_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 cumulative dealer 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=calls and side=puts to attribute the pressure and spot one-sided hedging
  • Spot bursts of dealer buying or selling via the per-bar bar increments, flagging the bars where hedging is most likely to move spot
  • Overlay cumulative on price to judge whether dealers are chasing the move (amplifying) or fading it (dampening) and trade accordingly
  • Watch for a sign change in bar as the moment dealer hedging flips direction, often coinciding with a gamma-flip cross
  • Choose bar_size to match your horizon - fine 30s/1m bars for scalps, 5m/15m for a cleaner session-level pressure read

Related reading

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

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