Api V2 Flow Series Get
Server-accumulated flow series — one row per 5-minute bar, or per 1-minute bar with timeframe=1min.
Returns cumulative call/put premium, volume, position, net volume, and put/call ratio per bar across all contracts matching the optional strikes/expirations filters. Rows are contiguous (quiet bars carry forward as synthetic rows flagged by is_synthetic). Frontend renders this series directly — no client-side accumulators.
Rows are ordered newest → oldest so rows[0] is the most recent bar. With intervals=N you get the leading N rows (the trailing-N most recent bars).
session=current is the most recent ET trading day that has any data for the symbol; session=prior is the ET day immediately before that. date=YYYY-MM-DD names any other day and overrides session. Unknown symbols return 404; symbols that exist but have no data for the requested session return 200 with [].
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/v2/flow/series
- Auth: HTTP bearer
Query parameters
An explicit ET trading day, YYYY-MM-DD. Overrides session. /api/flow/sessions lists the days that have data.
Comma-separated strikes to include. Empty/missing = all strikes.
Comma-separated YYYY-MM-DD expirations to include. Empty/missing = all.
If provided, return only the last N bars (tail window) for cheap incremental polling. A full regular session is 82 five-minute bars or 406 one-minute bars (09:30 through 16:15 ET, both ends included).
Bar size: '5min' (default) or '1min'. Both carry the same session-cumulative fields, so a 1-minute bar reads the same totals as the 5-minute bar it closes.
Response
Successful Response
Changes
No recorded changes to this operation across all 1 revision of this API.