gexbot api

orderflow

Provides a real-time snapshot of key orderflow metrics for the nearest and next expiries. This includes aggregated and net dealer exposure (DEX), GEX, convexity

GET/{TICKER}/orderflow/orderflowOrderflow Tier

chart

Powers the orderflow charts — net gex, net convexity, dex orderflow, aggregate dex, and more.

Provides a real-time snapshot of key orderflow metrics for the nearest and next expiries. This includes aggregated and net dealer exposure (DEX), GEX, convexity, vanna, and charm, as well as orderflow indicators that measure the change in these exposures per second.

Subscription

Requires an Orderflow subscription or higher.

Metric Concepts & Calculation Rules

Orderflow metrics separate into three distinct calculation classes:

1. Cumulative Session Flow (agg_*)

  • Behavior: Running sum of transaction delta since session open (09:30 ET).
  • Reset: Resets to zero every morning at 09:30 ET market open.
  • Fields: agg_dex, agg_call_dex, agg_put_dex, one_agg_dex, one_agg_call_dex, one_agg_put_dex.
  • Interpretation: Measures cumulative market order pressure throughout the trading day.

2. Point-in-Time Net Exposure (net_*, *cvr, *gr, *vanna, *charm)

  • Behavior: Instantaneous aggregate exposure calculated across all active open positions at that second.
  • Reset: Does not reset to zero at open; tracks total positioning on the option chain.
  • Fields: net_dex, net_call_dex, net_put_dex, zcvr, ocvr, zgr, ogr, zvanna, ovanna, zcharm, ocharm.
  • Interpretation: Measures structural dealer gamma/delta/vanna/charm positioning.

3. Instantaneous Flow Velocity (*oflow)

  • Behavior: Measures the rate of change of exposures per second.
  • Fields: dexoflow, one_dexoflow, gexoflow, one_gexoflow, cvroflow, one_cvroflow.
  • Interpretation: Identifies acute transaction bursts and real-time execution spikes.

4. Expiry Prefix System

PrefixExpiration HorizonDescription
z_ / zero_ / un-prefixed0 DTE (Nearest Expiry)Contracts expiring in the current trading session.
o_ / one_1 DTE (Next Expiry)Contracts expiring in the next scheduled trading session.

Request

Example: /SPX/orderflow/orderflow

Headers

NameTypeDescription
AuthorizationstringRequired. Format: "Bearer <YOUR_API_KEY>"
User-AgentstringRequired. Identify your client application.
AcceptstringRequired. Set to "application/json".

Path parameters

NameTypeDescription
TICKERstringDesired ticker symbol (e.g., SPX).

Response

FieldTypeDescription
timestampnumberThe Unix timestamp of when the data was generated.
tickerstringThe ticker symbol for the requested asset.
spotnumberThe spot price of the underlying asset.
z_mlgammanumberNearest Expiry Major Long Gamma level (customer short convexity).
z_msgammanumberNearest Expiry Major Short Gamma level (customer long convexity).
o_mlgammanumberNext Expiry Major Long Gamma level.
o_msgammanumberNext Expiry Major Short Gamma level.
zero_mcallnumberNearest Expiry Major Call exposure level from GEX Profile.
zero_mputnumberNearest Expiry Major Put exposure level from GEX Profile.
one_mcallnumberNext Expiry Major Call exposure level from GEX Profile.
one_mputnumberNext Expiry Major Put exposure level from GEX Profile.
zcvrnumberNearest Expiry Net Convexity (long gex - short gex).
ocvrnumberNext Expiry Net Convexity.
zgrnumberNearest Expiry Net GEX imbalance (call gex imbalance - put gex imbalance).
ogrnumberNext Expiry Net GEX.
zvannanumberNearest Expiry Net Vanna exposure ($MM until expiry).
ovannanumberNext Expiry Net Vanna exposure ($MM until expiry).
zcharmnumberNearest Expiry Net Charm exposure ($MM/hr).
ocharmnumberNext Expiry Net Charm exposure ($MM/hr).
agg_dexnumberCumulative delta from all transactions so far that day for the nearest expiry (0 DTE).
one_agg_dexnumberCumulative delta from all transactions so far that day for the next expiry (1 DTE).
agg_call_dexnumberCumulative delta from call transactions so far that day for the nearest expiry (0 DTE).
one_agg_call_dexnumberCumulative delta from call transactions so far that day for the next expiry (1 DTE).
agg_put_dexnumberCumulative delta from put transactions so far that day for the nearest expiry (0 DTE).
one_agg_put_dexnumberCumulative delta from put transactions so far that day for the next expiry (1 DTE).
net_dexnumberTotal delta exposure from all open positions (dex ladder) for the nearest expiry (0 DTE).
one_net_dexnumberTotal delta exposure from all open positions (dex ladder) for the next expiry (1 DTE).
net_call_dexnumberTotal delta exposure from call positions for the nearest expiry (0 DTE).
one_net_call_dexnumberTotal delta exposure from call positions for the next expiry (1 DTE).
net_put_dexnumberTotal delta exposure from put positions for the nearest expiry (0 DTE).
one_net_put_dexnumberTotal delta exposure from put positions for the next expiry (1 DTE).
dexoflownumberDEX Orderflow (rate of delta change per second) for the nearest expiry (0 DTE).
one_dexoflownumberDEX Orderflow (rate of delta change per second) for the next expiry (1 DTE).
gexoflownumberGEX Orderflow (rate of gamma change per second) for the nearest expiry (0 DTE).
one_gexoflownumberGEX Orderflow (rate of gamma change per second) for the next expiry (1 DTE).
cvroflownumberConvexity Orderflow (rate of convexity change per second) for the nearest expiry (0 DTE).
one_cvroflownumberConvexity Orderflow (rate of convexity change per second) for the next expiry (1 DTE).
{
  "timestamp": 1753283592,
  "ticker": "SPX",
  "spot": 6326.27,
  "z_mlgamma": 6329.46,
  "z_msgamma": 6335.55,
  "o_mlgamma": 6299.44,
  "o_msgamma": 6331.2,
  "zero_mcall": 6345,
  "zero_mput": 6280.08,
  "one_mcall": 6330.08,
  "one_mput": 6300,
  "zcvr": -1908.01,
  "ocvr": -648.1,
  "zgr": -628.29,
  "ogr": 155.51,
  "zvanna": 130.96,
  "ovanna": 481.58,
  "zcharm": 14.62,
  "ocharm": 8.68,
  "agg_dex": -1150.22,
  "one_agg_dex": -977.58,
  "agg_call_dex": -949.2,
  "one_agg_call_dex": -761.53,
  "agg_put_dex": -201.02,
  "one_agg_put_dex": -216.05,
  "net_dex": -1024.74,
  "one_net_dex": -977.82,
  "net_call_dex": -723.98,
  "one_net_call_dex": -773.31,
  "net_put_dex": -300.76,
  "one_net_put_dex": -204.51,
  "dexoflow": 2.23,
  "gexoflow": -26.74,
  "cvroflow": 29.89,
  "one_dexoflow": 0,
  "one_gexoflow": -0.01,
  "one_cvroflow": 0.04
}
{
  "type": "object",
  "properties": {
    "timestamp": {
      "type": "integer",
      "format": "int64"
    },
    "ticker": {
      "type": "string",
      "minLength": 2,
      "maxLength": 5
    },
    "spot": {
      "type": "number",
      "format": "double"
    },
    "z_mlgamma": {
      "type": "number"
    },
    "z_msgamma": {
      "type": "number"
    },
    "o_mlgamma": {
      "type": "number"
    },
    "o_msgamma": {
      "type": "number"
    },
    "zero_mcall": {
      "type": "number"
    },
    "zero_mput": {
      "type": "number"
    },
    "one_mcall": {
      "type": "number"
    },
    "one_mput": {
      "type": "number"
    },
    "zcvr": {
      "type": "number"
    },
    "ocvr": {
      "type": "number"
    },
    "zgr": {
      "type": "number"
    },
    "ogr": {
      "type": "number"
    },
    "zvanna": {
      "type": "number"
    },
    "ovanna": {
      "type": "number"
    },
    "zcharm": {
      "type": "number"
    },
    "ocharm": {
      "type": "number"
    },
    "agg_dex": {
      "type": "number"
    },
    "one_agg_dex": {
      "type": "number"
    },
    "agg_call_dex": {
      "type": "number"
    },
    "one_agg_call_dex": {
      "type": "number"
    },
    "agg_put_dex": {
      "type": "number"
    },
    "one_agg_put_dex": {
      "type": "number"
    },
    "net_dex": {
      "type": "number"
    },
    "one_net_dex": {
      "type": "number"
    },
    "net_call_dex": {
      "type": "number"
    },
    "one_net_call_dex": {
      "type": "number"
    },
    "net_put_dex": {
      "type": "number"
    },
    "one_net_put_dex": {
      "type": "number"
    },
    "dexoflow": {
      "type": "number"
    },
    "gexoflow": {
      "type": "number"
    },
    "cvroflow": {
      "type": "number"
    },
    "one_dexoflow": {
      "type": "number"
    },
    "one_gexoflow": {
      "type": "number"
    },
    "one_cvroflow": {
      "type": "number"
    }
  },
  "additionalProperties": false
}
type: object
properties:
  timestamp:
    type: integer
    format: int64
  ticker:
    type: string
    minLength: 2
    maxLength: 5
  spot:
    type: number
    format: double
  z_mlgamma:
    type: number
  z_msgamma:
    type: number
  o_mlgamma:
    type: number
  o_msgamma:
    type: number
  zero_mcall:
    type: number
  zero_mput:
    type: number
  one_mcall:
    type: number
  one_mput:
    type: number
  zcvr:
    type: number
  ocvr:
    type: number
  zgr:
    type: number
  ogr:
    type: number
  zvanna:
    type: number
  ovanna:
    type: number
  zcharm:
    type: number
  ocharm:
    type: number
  agg_dex:
    type: number
  one_agg_dex:
    type: number
  agg_call_dex:
    type: number
  one_agg_call_dex:
    type: number
  agg_put_dex:
    type: number
  one_agg_put_dex:
    type: number
  net_dex:
    type: number
  one_net_dex:
    type: number
  net_call_dex:
    type: number
  one_net_call_dex:
    type: number
  net_put_dex:
    type: number
  one_net_put_dex:
    type: number
  dexoflow:
    type: number
  gexoflow:
    type: number
  cvroflow:
    type: number
  one_dexoflow:
    type: number
  one_gexoflow:
    type: number
  one_cvroflow:
    type: number
additionalProperties: false

options profile greeks

Displays the results of our orderflow classification engine, showing the net imbalance of transactions for a specified Greek. This allows for detailed analysis

overview

Quant is gexbot's all-access data tier providing real-time WebSockets, bulk historical archives, and per-expiry granularity across all packages.

On this page

Metric Concepts & Calculation Rules1. Cumulative Session Flow (agg_*)2. Point-in-Time Net Exposure (net_*, *cvr, *gr, *vanna, *charm)3. Instantaneous Flow Velocity (*oflow)4. Expiry Prefix SystemRequestHeadersPath parametersResponse