API: GEX
Dealer flow (time series)
Dealer hedge flow time series (gamma + vanna + charm). Estimated dealer hedging flow across successive chain snapshots.
GET
Dealer hedge flow time series (gamma + vanna + charm)
Estimated dealer hedging pressure across successive chain
snapshots: gamma, charm (and vanna when available), total, and
cumulative.
Formula (summary)
gamma_flow= spot move (%) × prior net GEXcharm_flow= −elapsed hours × prior net charmtotal_flow= sum of componentscumulative_flow= running sum oftotal_flow
?positioning=flow|std (default flow). Needs at least two
chain snapshots; otherwise 404.
This is not customer tape delta. For that, use
delta flow.
Full model notes: Positioning.
See also
Gamma flow
Delta flow (customer)
By level
Positioning models
Authorizations
Your BackQuant API key (same key as v1)
Headers
Query Parameters
Trading symbol: BTCUSDT, ETHUSDT, SOLUSDT, or HYPEUSDT.
Available options:
BTCUSDT, ETHUSDT, SOLUSDT, HYPEUSDT Dealer positioning model. flow (default) is BackQuant's measured dealer model, available for BTC/ETH; it falls back to std when it cannot be produced for a symbol. std is the textbook convention (call:+OI / put:-OI). The response reports which model actually ran in meta.extra.positioning.
Response
Successful Response
