overview
REST and WebSocket API for live gexbot options data.
The gexbot API delivers real-time options analytics — including Gamma Exposure (GEX), Delta Exposure (DEX), second-order Greeks (Vanna, Charm, Convexity), classified orderflow, research charts, and streaming WebSockets — over standard REST and WebSocket protocols.
Authentication
All authenticated requests require an API key passed in the Authorization header as a Bearer token, along with a descriptive User-Agent:
Authorization: Bearer <YOUR_API_KEY>
User-Agent: <YOUR_APP_NAME>/1.0
Accept: application/jsonPaths on these pages are relative to the base URL. Prefix every path with the host and the API version you use, for example https://api.gex.bot/v2.
Manage and generate API keys directly in the web portal:
Manage API KeysAccess Tiers
- Public & Base Endpoints:
GET /tickers,GET /tickers/quantandGET /{package}/categoriesrequire no authentication. Every request still requires aUser-Agentheader. - Package-Gated Endpoints: Core endpoints require an active subscription corresponding to the package (Classic, State, Orderflow or Quant). The Research endpoints need the Research add-on and a Research API key.
GET /futures/conversionaccepts any gexbot API key from a paid tier (Classic and above). A Research API key cannot call it. - Daily EOD Reports: Every gexbot subscription tier (Classic and above) includes
GET /hist/eod/{ticker}.
Permitted Use & Commercial Licensing
- Personal Non-Commercial Use: Subscriptions cover personal trading and research scripts.
- Local Caching: Local caching of API responses for your own analysis is permitted.
- Commercial Redistribution: You cannot redistribute, broadcast, or resell API data without a commercial license. Contact admin@gexbot.com for commercial agreements.
- Synthetic Futures Levels: Composite index feeds (
ES_SPX,NQ_NDX) are pre-adjusted to front-month futures prices using live basis models.
Data Availability Summary
| Package | Strike Breakdown | Calculation Cadence & Latency | Included Endpoints & Metrics |
|---|---|---|---|
| Classic | Netted per strike (calls minus puts into single net GEX value). | 1-second calculation cycle during NYSE RTH (09:30–16:00 ET). OI refreshes daily at 08:30 ET. | Net GEX by volume and OI, Zero Gamma, Major levels, Max Change priors. |
| State | Net exposure per Greek. Strike-level classified call/put volume splits are web-app only. | 1-second calculation cycle during NYSE RTH. | State GEX profile, Options Profile, DEX ladder, Convexity ladder, Vanna & Charm. |
| Orderflow | Total chain net sums and cumulative session transaction flows. | 1-second calculation cycle during NYSE RTH. | Real-time classified orderflow, Net GEX, Aggregate DEX, Net Convexity ticks. |
| Quant | Full strike-by-strike profiles and binary Protocol Buffer feeds. | Sub-second real-time WebSocket push; 1-second historical snapshots. | Low-latency WebSockets (zstd + protobuf), rolling 90-day 1-second historical REST. |
| Research | Full option chains and strike matrices with optional call/put split filters. | On-demand generation; 15-minute floor caching during market hours. | On-demand charts, 3D volatility surfaces, multi-Greek sensitivity curves, tabular CSV/JSON. |
Rate Limits & Quotas
gexbot applies tiered query quotas and concurrency limits to maintain low-latency infrastructure for all users.
Policy & Reset Schedule
- Endpoint Isolation: Quotas track independently per endpoint. Exceeding a limit on one endpoint does not block your account on other endpoints or live WebSockets. Quotas count per account. All API keys of one account share each pool.
- Midnight ET Rollover: Daily quotas reset every night at 12:00 AM ET (Midnight Eastern Time) to align with US trading session boundaries. Monthly quotas reset at 12:00 AM ET on the first day of the month.
- Market Hours (NYSE RTH): Spot prices, trade classifications, and live calculation feeds operate from 9:30 AM to 4:00 PM ET. GEX by Open Interest refreshes daily at 8:30 AM ET.
- Server Calculation Frequency: Live calculations refresh at most once per second (1/sec) during market hours. Polling a single ticker more frequently than 1/second returns identical data.
- Email Notifications: On the first breach of an endpoint quota, gexbot sends an alert to your registered account email (maximum 1 notification per endpoint per window).
Handling 429 Responses
When you exceed a rate limit quota, the server returns HTTP 429 Too Many Requests:
{
"error": "Rate limit exceeded."
}Use exponential backoff before retrying.
Developer Resources & OpenAPI
Use official specifications, schemas, and client libraries to accelerate your integration:
OpenAPI Specification
Official OpenAPI 3.0.1 specification (YAML/JSON) for REST and research endpoints.
Python WebSocket SDK
Runnable Python client, Protocol Buffer schemas, and zstd decompression helpers.
Historical Data Downloader
Sample Python scripts and utilities for bulk historical snapshot data download and parsing.
Endpoint Groups
general
Public tickers, Quant streaming tickers, package categories, option expiries, futures conversion, and EOD reports.
classic
GEX by OI & volume, zero gamma boundary, major levels, and max change priors.
state
State GEX profile, options profile (OP), delta/convexity ladders, and decay flows.
orderflow
Classified time-series order flow, delta footprints, and aggregate trade metrics.
quant
Low-latency WebSocket streaming and bulk historical snapshot archives.
research
On-demand gbR chart rendering, 3D volatility surfaces, and CSV/JSON datasets.