gexbot api
quant

historical download

Generates a pre-signed URL to download historical data (JSON) for a specific date.

GET/v2/hist/{TICKER}/{PACKAGE}/{CATEGORY}/{DATE}Quant Tier

Generates a pre-signed URL to download historical data (JSON) for a specific date.

Extended documentation →

Request

Example: /v2/hist/SPX/state/gex_full/2025-11-14?noredirect

Headers

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

Path parameters

NameTypeDescriptionOptions
TICKERstringThe ticker symbol (e.g., SPX, AAPL).
PACKAGEstringThe data package to query.classic (Classic), state (State), orderflow (Orderflow)
CATEGORYstringThe specific data category within the package.gex_full (Classic), gex_zero (Classic), gex_one (Classic), delta_zero (State), gamma_zero (State), vanna_zero (State), charm_zero (State), delta_one (State), gamma_one (State), vanna_one (State), charm_one (State), orderflow (Orderflow)
DATEstringThe date to query in YYYY-MM-DD format.

Query parameters

NameTypeDescription
noredirectstringOptional. If included (no value needed), returns a JSON object with the URL instead of a 302 redirect.

Response

FieldTypeDescription
urlstringA pre-signed URL allowing direct download of the historical file.
{
  "url": "https://hist.gex.bot/SPX/2025-11-14/state_gex_full.json.gz?Signature=..."
}
{
  "type": "object",
  "properties": {
    "url": {
      "type": "string",
      "format": "uri",
      "description": "The temporary, pre-signed URL to download the requested historical data file."
    }
  }
}
type: object
properties:
  url:
    type: string
    format: uri
    description: The temporary, pre-signed URL to download the requested historical
      data file.

Notes & Data Handling

Download Guidelines

  • 90-Day Retention: Historical snapshots are recorded at 1-second intervals during regular trading hours (~23,400 snapshots per session) for a rolling 90-day window.
  • Redirects & Direct URLs: By default, this endpoint returns a 302 Redirect to the storage file. To receive a JSON payload containing the signed download URL instead, include the ?noredirect query parameter (no value needed).
  • Gzip Compression: Downloaded snapshots are compressed with gzip (.json.gz).

Field Naming & Calculation Conventions

  • Expiry Prefixes:
    • z_ / zero_ / un-prefixed: 0 DTE (Nearest Expiry).
    • o_ / one_: 1 DTE (Next Expiry).
  • Cumulative vs. Point-in-Time:
    • agg_* (agg_dex, agg_call_dex, agg_put_dex): Cumulative running sum since 09:30 ET session open. Resets daily.
    • net_* (net_dex, net_call_dex, net_put_dex): Instantaneous snapshot of all open positions.
    • *oflow (dexoflow, gexoflow, cvroflow): Instantaneous change per second.

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