DocsAPI ReferenceDirectional TradingHistorical Data

Historical Data

Replay dealer positioning as it looked at any past moment, from stored GEX snapshots.

GEX history

GET/gex/history

Stored snapshots aggregated into ~60-second frames: spot, net gamma, stabilized call/put walls, gamma flip and the summed per-strike profile. Walls are debounced (5-minute persistence) so they do not flicker between near-equal peaks.

Parameters

symbolstringrequired

Ticker with snapshot coverage.

fromdaterequired

Start day (YYYY-MM-DD, UTC).

todate

End day. Defaults to from. Max 7 days per request.

groupBystring

expiration returns per-expiration heatmap frames instead of aggregated snapshots.

curl -H "Authorization: Bearer qw_live_YOUR_KEY" \
  "https://quantwheel.com/api/v1/gex/history?symbol=SPY&from=2026-07-01&to=2026-07-02"

200 OK

{
  "symbol": "SPY",
  "from": "2026-07-01",
  "to": "2026-07-02",
  "count": 780,
  "snapshots": [
    {
      "timestamp": "2026-07-01T13:35:00.000Z",
      "spotPrice": 618.2,
      "netGamma": -820000000,
      "callWall": 625,
      "putWall": 610,
      "inflectionPoint": 616.4,
      "gexProfile": [
        { "strike": 610, "gex": -310000000 },
        { "strike": 625, "gex": 240000000 }
        // summed across expirations
      ]
    }
    // ~60s frames
  ]
}

Heatmap replay

With groupBy=expiration each frame carries heatmapData per expiration plus aggregated walls/flip - the same shape as the live /gex/heatmap, so one renderer handles both. Note: stored profiles are net GEX (no call/put split in history).

Coverage

Dataset	History starts	Cadence
GEX snapshots (SPY, SPX, QQQ)	Dec 2025	~5 min during market hours
GEX snapshots (other covered tickers)	Dec 2025	~30 min during market hours
Flow bars & prints	Dec 2025	5s native buckets; query via `/flows?day=`

History begins December 2025, when the snapshot pipeline went live. Earlier ranges return 404 not_found with the earliest available timestamp:

404 Not Found

{
  "error": "No snapshots for SPY in this range.",
  "code": "not_found",
  "earliest_available": "2025-12-24T14:30:00.000Z",
  "contact": "hello@quantwheel.com"
}

Earnings

Alerts