GEX

Strike × time greek heatmap

Time-series of greek exposures by strike. Pick the greek (gex|dex|vex|charm|vanna) and bound by DTE / OI / IV. Without filters this serves the pre-computed cache (cheap); with filters it reconstructs from raw snapshots (more work, but still bounded to the last ~48 ticks).

get/gex/time-heatmap

Request

  • Base URL: https://docs.backquant.com/v2
  • URL: https://docs.backquant.com/v2/gex/time-heatmap
  • Auth: API key in header X-API-Key

Query parameters

symbol'BTCUSDT' | 'ETHUSDT' | 'SOLUSDT' | 'HYPEUSDT'

Trading symbol: BTCUSDT, ETHUSDT, SOLUSDT, or HYPEUSDT.

greek'gex' | 'dex' | 'vex' | 'charm' | 'vanna'

Greek to display.

dte_mininteger

Inclusive lower bound on days-to-expiry for contributing contracts.

dte_maxinteger

Inclusive upper bound on days-to-expiry.

min_oinumber

Drop contracts with open interest below this value.

iv_minnumber

Inclusive lower bound on IV (in % e.g. 50 for 50%).

iv_maxnumber

Inclusive upper bound on IV (in %).

Headers

X-API-Keystring nullable

Response

Successful Response

unknown required

Changes

No recorded changes to this operation across all 1 revision of this API.