---
title: "Api V2 Signals Advanced Range-Break-Imminence Get"
method: GET
path: "/api/v2/signals/advanced/range-break-imminence"
tags: ["Trade Signals (v2)"]
---

# Api V2 Signals Advanced Range-Break-Imminence Get

`GET /api/v2/signals/advanced/range-break-imminence`

## 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/signals/advanced/range-break-imminence`
- Auth: HTTP bearer

Range-break imminence — regime-switch detector between chop and breakout.

Fuses four orthogonal inputs into a 0–100 imminence score so the
dashboard can flip between *fade the range* and *follow the break*
without the operator reading four panels at once. Standalone detector,
not part of the MSI composite.

**Logic highlights** (`src/signals/advanced/range_break_imminence.py`):
- Skew extreme (30%): OTM-put vs OTM-call IV deviation vs baseline.
- Dealer delta pressure (25%): signed dealer net delta (explicit or
  rolled up from `gex_by_strike` delta-OI columns).
- Trap detection (25%): price pinned within ¼ of a 20-bar range
  extreme while flow accelerates *against* that extreme's fade.
- Volatility compression (20%): 10-bar / 60-bar realized sigma ratio.
- Directional bias = weighted avg of the three directional inputs;
  compression is directionless (adds magnitude only).
- Imminence = weighted sum of absolute sub-scores; `score` = signed
  direction × (imminence / 100).
- **Triggered when `imminence ≥ 65` (entering the Break Watch band).**

**Params:** `symbol` (default `SPY`). Returns 404 when no data exists.

**Returns:**
```json
{
  "score": -62.0, "clamped_score": -0.62, "direction": "bearish",
  "triggered": true,
  "signal": "bearish_break_imminent",
  "imminence": 72.4,
  "label": "Break Watch",
  "playbook": "Stop blindly fading lows. Only fade after failed breakouts/reclaims; start preparing continuation entries.",
  "bias": -0.58,
  "context_values": {"...skew, dealer, trap, compression, weights..."},
  "score_history": [{"score": -62.0, "timestamp": "..."}, "...up to 90"]
}
```

- `score` — [-100, +100]; sign = break direction, magnitude = imminence.
- `signal` — `"range_fade"` | `"bearish_break_imminent"` |
  `"bullish_break_imminent"` | `"break_watch_neutral"`.
- `imminence` — [0, 100]; composite break risk magnitude.
- `label` — `"Range Fade"` (0–39) | `"Weak Range"` (40–64) |
  `"Break Watch"` (65–79) | `"Breakout Mode"` (80–100).
- `playbook` — trader-facing guidance string matching the label.
- `triggered` — `true` when `imminence ≥ 65`.

**Trader interpretation:**
- `label == "Range Fade"` → fade extremes normally.
- `label == "Weak Range"` → still fade, but smaller size / faster targets.
- `label == "Break Watch"` → stop blindly fading; prepare retest trades.
- `label == "Breakout Mode"` + direction set → trade the retest of the
  broken level rather than fading back into the range.

**Page design.** Half-circle gauge (0–100) colored by direction with the
label badge below. Four-bar stack chart of sub-score contributions
(skew / dealer / trap / compression). Playbook text under the gauge.
Flip the card's accent color between "fade" (neutral) and "follow"
(break) colors at the 65-imminence threshold.

## Query parameters

- `symbol` string

## Response `200`

Successful Response

- EnvelopeAny
  - `data` unknown, required
  - `freshness` Freshness, required: The v2 freshness envelope. Present on every ``/api/v2/*`` response.
    - `evaluated_at` string, date-time, required: When the API evaluated this response (server wall clock, UTC). Endpoint-health signal: advances on every request even when the underlying data is unchanged.
    - `generated_at` string, date-time, required: When the served data was computed. Equals the snapshot stamp for cycle-backed endpoints, or evaluated_at for endpoints computed on demand for this request.
    - `source_timestamp` string, date-time, nullable: Timestamp of the upstream market observation the payload derives from. This is what freshness_status is measured against. Null when the endpoint has no upstream feed or returned no rows.
    - `latest_event_at` string, date-time, nullable: Newest event timestamp present in the payload (last bar, last trade, last scored row). Best-effort on very large responses, which are sampled rather than fully walked.
    - `age_seconds` number, nullable: evaluated_at - source_timestamp, in seconds. Null when source_timestamp is null.
    - `market_session_status` string, required: pre-market | regular | after-hours | closed (US/Eastern).
    - `expected_update_cadence` string, nullable: ISO-8601 duration for how often this endpoint's data is expected to change right now, e.g. PT60S. Null means no updates are expected (weekend, holiday, or a feed that only runs during the session).
    - `expected_update_cadence_seconds` number, nullable: expected_update_cadence as a number of seconds.
    - `cadence_profile` string, required: Identifier of the cadence class this endpoint belongs to, e.g. analytics_cycle. Stable across releases; the seconds behind it may be retuned.
    - `stale_after` string, date-time, nullable: Instant after which this payload should be treated as stale. Null whenever expected_update_cadence is null.
    - `freshness_status` 'fresh' | 'aging' | 'stale' | 'session_closed' | 'static' | 'unknown', required: The rolled-up freshness verdict for one response. ``fresh`` ``source_timestamp`` is within one expected update cadence. ``aging`` Past one cadence but not yet past ``stale_after`` — the grace band that absorbs normal cycle jitter. Not an error; a client that polls faster than the cadence sees this routinely. ``stale`` Past ``stale_after`` while updates *were* expected. This is the actionable state: the feed behind this endpoint is late. ``session_closed`` A feed-backed endpoint whose feed is not due to produce anything right now (weekend, holiday, or a feed that only runs during the session). The payload is the last good value — deliberately NOT reported as ``stale``, because an overnight consumer polling a closed market is not observing a fault and should not page on it. ``static`` The endpoint is not feed-backed at all: completed history, or a result computed from the caller's own inputs. Age here carries no health meaning and never becomes a fault. ``unknown`` No source timestamp could be resolved from the payload (e.g. a pure calculator, an admin endpoint, or an empty result set). A consumer should fall back to ``evaluated_at`` for endpoint health and make no claim about data age.

## Other responses

- `422`: Validation Error

---

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