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spx-options-gamma
Backtest SPX gamma exposure (GEX) rules: dealer flip, call/put walls, 1,000+ session archive
Tools
9
GitHub stars
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Installs / wk
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Licence
—
Transport
streamable-http
Last checked
20h ago
Tools & capabilities
9 toolsRead from the running server on 20h ago.
fetch
read-only
id*
Retrieve the full text of one FirmTape document by the id `search` returned: `session:YYYY-MM-DD` for a finished trading session, `page:/path` for an explainer or research page. A… Retrieve the full text of one FirmTape document by the id `search` returned: `session:YYYY-MM-DD` for a finished trading session, `page:/path` for an explainer or research page. A FirmTape URL or a bare YYYY-MM-DD trading day is accepted too. Use when: you hold an id from `search`, or a client that only speaks search/fetch (ChatGPT). Not for: structured numbers — get_session and get_levels answer the same day with fields instead of prose. Limits: public FirmTape documents only; long pages are truncated with a link to the rest.
get_events
read-only
tofromimpact
The scheduled US market events for a window of days, from the same calendar the FirmTape terminal draws: FOMC decisions, press conferences and minutes, CPI, payrolls, PCE, PPI, GDP… The scheduled US market events for a window of days, from the same calendar the FirmTape terminal draws: FOMC decisions, press conferences and minutes, CPI, payrolls, PCE, PPI, GDP, retail sales, JOLTS, ISM, the Fed Chair's speeches, the Beige Book, 10/20/30-year Treasury auctions, mega-cap earnings, monthly and quarterly expiration and early closes. Each event carries its minute in ET, a link to its source, and, where the archive has measured it, what usually follows, what the dealer book did, and for the releases the forecast, the prior and the actual print. Use when: 'what is on the calendar this week', 'when is the next FOMC', 'is there anything at 14:00 today'. Not for: session measurements (get_session) or levels (get_levels). Limits: US only, 2019 to about a year ahead, at most 31 days per call.
get_gex_profile
read-only
day*bookminuteexpiry_scopestrikes_around_spot
The SPX dealer gamma LADDER for one minute of a finished session: gamma by strike around spot, the level set, and the heaviest strikes. Readable as the MEASURED book (signed off th… The SPX dealer gamma LADDER for one minute of a finished session: gamma by strike around spot, the level set, and the heaviest strikes. Readable as the MEASURED book (signed off the trade tape, FirmTape's own read), as the OPEN_INTEREST convention every other public GEX chart draws, or as the VOLUME convention — the same minute through three lenses. Use when: the question is about SHAPE — where gamma sits, how heavy a wall is, how far the three conventions disagree — or about one moment inside a session rather than the day as a whole. Not for: a day's headline numbers (get_session), the level set alone (get_levels), or movement across days (get_level_history). Limits: finished sessions only, one frame every 5 minutes (a requested minute snaps back to the frame at or before it), published window ±2.5% of spot; the three books are not comparable in magnitude. Measurements only, no buy/sell signals.
get_level_history
read-only
todaysfrom
How the SPX dealer-positioning levels MOVED across recent finished sessions: the zero-gamma flip, call resistance and put support day by day, each session's change from the one bef… How the SPX dealer-positioning levels MOVED across recent finished sessions: the zero-gamma flip, call resistance and put support day by day, each session's change from the one before, and summary statistics for the window (flip range, net drift, mean daily movement, how often price closed above the flip). Use when: the question is about a trend or a window — has the flip been climbing, how far does it travel in a week — instead of calling get_levels once per day. Not for: one day (get_levels / get_session) or anything inside a session (get_gex_profile). Limits: finished sessions only, max 40 per call; days absent from the archive are reported in `missing`, never interpolated. Measurements only — no buy/sell signals, no forecast.
get_levels
read-only
day*
Only the dealer-positioning level set for one finished SPX session: zero-gamma flip, call resistance, put support, hold band — plus where the session closed relative to them. A str… Only the dealer-positioning level set for one finished SPX session: zero-gamma flip, call resistance, put support, hold band — plus where the session closed relative to them. A strict subset of get_session. Use when: the levels are the whole question and the rest of the session would be noise. Not for: OHLC, flip crossings, net-gamma percentile or ATM IV (get_session); more than one day (get_level_history); gamma by strike (get_gex_profile). Limits: finished sessions only, one day per call.
get_session
read-only
day*
Everything FirmTape measured for ONE finished SPX session: OHLC and VWAP, the zero-gamma flip and how often price crossed it, call/put walls, the hold band, net-gamma percentile, A… Everything FirmTape measured for ONE finished SPX session: OHLC and VWAP, the zero-gamma flip and how often price crossed it, call/put walls, the hold band, net-gamma percentile, ATM IV at the open. Use when: you want a whole day in a single call. Not for: the level set alone (get_levels returns the same day, narrower), how the levels moved across days (get_level_history), or gamma by strike (get_gex_profile). Limits: finished sessions only, one day per call. Measurements only — FirmTape deliberately publishes no buy/sell signals.
list_sessions
read-only
limit
List the finished SPX trading sessions in the free FirmTape archive, newest first, with the total count and how far back coverage runs. Every listed day can be fetched with get_ses… List the finished SPX trading sessions in the free FirmTape archive, newest first, with the total count and how far back coverage runs. Every listed day can be fetched with get_session / get_levels and replayed free at FirmTape. Use when: you need to know which days exist, or the size and span of the archive, before asking about one. Not for: any measurement about a day — call get_session with that date instead. Limits: finished sessions only (today's session appears after the close), max 50 days per call.
options_strategy_test
legs*entry
Test an SPX 0DTE options strategy — a condor, strangle, straddle or any leg set — against every session in the FirmTape archive on real quotes and real settlement. One call prices… Test an SPX 0DTE options strategy — a condor, strangle, straddle or any leg set — against every session in the FirmTape archive on real quotes and real settlement. One call prices it 63 ways: seven widths of your geometry across nine entry times, so the answer is WHERE TO PUT THE STRIKES rather than a verdict on one guess. Short legs are sold at the bid and long legs bought at the ask, $1.25 a leg — measured on 13.1M prints, the median SPX 0DTE print pays the full quoted half-spread, so these fills are the median outcome and not a conservative one. Returns the marginal by width and by entry, a recommended direction ONLY when the marginal is ordered and a withheld holdout agrees, the day-clustered mean and its error, prob_loss_20, and all 63 cells with yours marked. If those 63 come back flat the run carries on by itself for the same credits -- where the structure sits relative to spot, past the edge of the grid, then eight standard 0DTE shapes -- up to 154 configurations, so the answer is 'not this, and here is what the archive does pay for' rather than a shrug. It never names a best cell: the best of 63 is best by chance. Spends 10 credits, refunded on failure. Requires a Lab token (Authorization header).
search
read-only
query*