Zero-DTE Strike Flow API

Endpoint

GET /v1/flow/zero-dte/strike-flow/{symbol}

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

Parameters

Name	In	Required	Default	Description
`symbol`	path	yes	-	Underlying symbol. Trimmed and upper-cased.
`bar`	query	no	`1m`	Bar size. Only `1m` is supported in this phase (5m/15m are planned); any other value returns 400 bar_unavailable.
`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/strike-flow/SPY?bar=1m&minutes=120"

import requests

resp = requests.get(
    "https://lab.flashalpha.com/v1/flow/zero-dte/strike-flow/SPY",
    params={"bar": "1m", "minutes": 120},
    headers={"X-Api-Key": "YOUR_API_KEY"}
)
data = resp.json()
print(data["strikes_grid"])

const resp = await fetch(
  "https://lab.flashalpha.com/v1/flow/zero-dte/strike-flow/SPY?bar=1m&minutes=120",
  { headers: { "X-Api-Key": "YOUR_API_KEY" } }
);
const data = await resp.json();
console.log(data.strikes_grid);

API Key

Response

{
  "symbol": "SPY",
  "underlying_price": 590.42,
  "expiration": "2026-06-05",
  "bar_size": "1m",
  "as_of": "2026-06-05T18:45:12Z",     // UTC
  "tier_used": "raw",
  "strikes_grid": [588, 589, 590, 591, 592],
  "bars": [
    {
      "t": "2026-06-05T18:44:00Z",                    // bar timestamp (UTC)
      "spot": 590.42,
      "signed_delta_dollars": [ -120000, 45000, 880000, 210000, -30000 ],  // per strike
      "signed_gamma_dollars": [ 18000, 24000, 96000, 31000, 9000 ],
      "contracts": [ 1200, 1850, 5400, 2100, 640 ]
    }
    // ... ascending by t
  ],
  "gap_intervals": []
}

No 0DTE samples returns 200 with empty strikes_grid and bars (no flag envelope), same as the series and heatmap endpoints. The gap_intervals array is reserved and not yet populated.

Key Response Fields

Field	Type	Description
`underlying_price`	number	Current underlying spot
`expiration`	string	Today's 0DTE expiry (ET)
`bar_size`	string	Echoes the requested bar size
`as_of`	string	Server time the response was built (UTC)
`tier_used`	string	Storage tier the data was read from
`strikes_grid`	array	Strikes the per-bar arrays are index-aligned to
`bars[].t`	string	Bar timestamp (UTC)
`bars[].spot`	number	Underlying spot at the bar
`bars[].signed_delta_dollars`	array	Per-strike signed delta-dollars (per-bar increment)
`bars[].signed_gamma_dollars`	array	Per-strike signed gamma-dollars (per-bar increment)
`bars[].contracts`	array	Per-strike contract count (per-bar increment)
`gap_intervals`	array	Reserved for sampler-gap intervals; not yet populated

Errors

Status	Description
`400`	`bar_unavailable` - `bar` is anything other than 1m
`403`	`tier_restricted` - caller is below the Alpha plan

About

The strike-flow endpoint returns per-strike signed aggressor flow over today's 0DTE session - for each bar and each strike, the signed delta-dollars, signed gamma-dollars, and contract count, all as per-bar increments (not cumulative).

Each bar carries three parallel arrays, each index-aligned to the top-level strikes_grid - the shape bubble-grid plotters want.

Common Use Cases

Plot a bubble grid of signed_delta_dollars by strike and time, index-aligned to strikes_grid, to see where directional flow concentrates
Pinpoint which strikes are absorbing the most aggressive flow each minute by scanning the largest-magnitude entries per bar
Compare signed_delta_dollars against signed_gamma_dollars to separate directional from convexity flow and infer whether dealers are forced to chase
Weight per-strike flow by the contracts count to confirm a move is backed by real participation rather than one large print
Watch the strikes nearest underlying_price for a pin tug-of-war as same-day flow piles into the ATM region
Detect a sign flip in a strike's signed_delta_dollars across bars as the moment aggressor flow at that level reverses direction

Complementary endpoints

Zero-DTE Heatmap - the full strike-by-time grid this single-strike flow feeds
Zero-DTE Flow Snapshot - the live aggregate 0DTE regime for the same expiry
Flow Pin Risk - the flow-adjusted pin magnet these strikes contribute to