Get Hedging Flow

Estimated dealer hedging pressure per 5-minute bar, with sign flips.

The aggressor-inferred companion to /api/flow/series: for every option that traded, the net customer position change is converted to the stock a delta-flat hedge implies ((buy - sell) * delta * 100 * spot) and accumulated across the session. Positive means the hedge BUYS stock -- the same sign convention and units as the Forced Flow engine, so the modeled and estimated sources are directly additive.

call_flow_usd / put_flow_usd split the pressure by the option type that produced it, not by its direction: customers selling puts push the net positive and land in the put series.

flips carries two kinds. rate flips are the smoothed per-bar series changing sign -- the immediate push turning over, and the frequent one. cumulative flips are the session's net lean crossing zero: rare, and context rather than a trigger.

A flip requires the series to ESTABLISH itself outside a flat band around zero (flat_band), not merely to touch the far side. Without that, a rate hovering near zero reports a direction change on every nick across it, which on a live session buried the real turns among a dozen dots even with the significance filter applied.

Same session resolution, 5-minute grid and unfiltered underlying price as /api/flow/series, so the two overlay bar-for-bar. Rows are newest → oldest. Unknown symbols 404; known symbols with no session data return an empty bars list.

This series is an ESTIMATE that assumes the passive side of each classified print was a market maker. That assumption is under test and is not established — see basis and disclosure in the payload, which any rendering surface is expected to carry through.