Zero-DTE Hedge Flow API

Endpoint

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

Errors

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

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