GEX

Get Gamma Weather

The combined current-state read: Gamma Weather.

Consolidates what is already on the Hedging Flow page into one sentence: whether estimated hedging pressure is persistently buying or selling, whether near-price dealer gamma is building or thinning, which side the book leans, and how much room is left before the gamma regime itself changes.

Two precedence rules, both of which the spec left open:

  • the cushion is a modifier, not a state. "Thin and closing" answers a different question from "stable bid", so they compose rather than compete;
  • stability decides the state, lean colors it. They disagree often and the panel exists to say whether a condition can persist, which is what stability speaks to.

Nothing is stored. The state is derived on read from components that are, so retuning a threshold reclassifies the whole archive rather than leaving old sessions labelled by a rule that is no longer live.

Reads the two materialised series and classifies their latest COMMON bar, so the pressure and the structure in one sentence always describe the same five minutes. Returns 404 for an unknown symbol, and 409 when neither series has a bar yet for the resolved session.

get/api/gex/weather

Request

  • Base URL: https://api.zerogex.io (the document declares no server; this is the origin it was published from)
  • URL: https://api.zerogex.io/api/gex/weather
  • Auth: HTTP bearer

Query parameters

symbolstring required
session'current' | 'prior'
datestring nullable

An explicit ET trading day, YYYY-MM-DD. Overrides session, and is passed straight through to the two series this reads, so a dated weather read classifies that session's last common bar. 409 when neither series has a bar for the day.

Response

Successful Response

symbolstring required
sessionstring required
bar_startstring nullable
statestring required
labelstring required
sentencestring required
pressurestring required
structurestring required
gamma_trendstring required
lean_sidestring nullable
cushionstring required
persistencestring
pressure_reversing_barsinteger
age_barsinteger
age_minutesnumber nullable
agestring nullable
persistence_labelstring
age_labelstring nullable
pending_statestring nullable
pending_labelstring nullable
pending_barsinteger
lightsobject nullable
confirm_barsinteger
cushion_summarystring nullable
componentsobject
basisstring required
disclosurestring required

Changes

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