DocsAPI ReferenceDirectional TradingFlow

Flow

Options order flow two ways: dollar-aggregated premium bars for regime reads, significant raw prints for your own models.

Requires QuantWheel Pro

Flow endpoints are gated to the Pro tier; other keys receive 403 plan_restricted.

Covered symbols

Flow is captured for: SPY, SPX, QQQ, IWM, GLD, NVDA, TSLA, AAPL, MSFT, AMZN, META, GOOG, AVGO, IBIT. Requests for other symbols return 400 with the allowedSymbols list.

Dollar flow bars

GET/flowsPro

Parameters

symbolstringrequired

One of the covered symbols.

resolutionstring

30s, 1m (default), 5m or 15m.

daydate

Historical session (YYYY-MM-DD, UTC). Without it: the most recent session with data.

curl -H "Authorization: Bearer qw_live_YOUR_KEY" \
  "https://quantwheel.com/api/v1/flows?symbol=SPY&resolution=1m"

200 OK

{
  "symbol": "SPY",
  "date": "2026-07-30",
  "resolution": "1m",
  "resolutionSec": 60,
  "count": 312,
  "asOf": "2026-07-30T19:45:00.000Z",
  "bars": [
    [1785508200, 812000, -240000],
    [1785508260, -95000, 130000]
    // [unix seconds, call buy-sell premium, put buy-sell premium]
  ]
}

Raw prints

GET/flows/tradesPro

Significant prints only (the writer filters the tape to sweeps, blocks and whales above a premium floor), newest first.

Parameters

symbolstringrequired

One of the covered symbols.

minPremiumnumber

Premium floor in dollars (default 1000).

minSizenumber

Minimum contract count.

aggressorsstring

CSV of sweep, block, whale. Default: all.

from / to / sincedatetime

ISO bounds on execution time.

limitnumber

Max rows (cap 500).

200 OK (abridged)

{
  "symbol": "SPY",
  "filters": { "minPremium": 25000, "aggressors": ["sweep", "block", "whale"], "limit": 200 },
  "count": 200,
  "trades": [
    {
      "id": "918842211",
      "ts": "2026-07-30T14:44:58.120Z",
      "contract": "SPY260815C00630000",
      "expiry": "2026-08-15",
      "strike": 630,
      "putCall": "C",
      "size": 1200,
      "price": 15.35,
      "premium": 1842000,
      "tradeSide": "buy",
      "aggressorType": "sweep",
      "disposition": "directional",
      "dte": 16
    }
  ]
}

WebSockets (coming)

WSwss://stream.quantwheel.com/v1/flowComing soon

Streaming is on the roadmap

A WebSocket stream for flow bars and prints is in development. The REST shapes above are the stream payloads - build against them now and swap the transport later.

Heatmap

Earnings