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GammaFlip stores a GEX snapshot every 15 minutes for every tracked symbol. The history endpoints give you three ways to read that archive. Field definitions are in the data dictionary, including the exact columns of the three daily files.

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Exchanges

History is kept for bybit, deribit, okx, derive, combined (all crypto venues merged) and tradfi. As everywhere else in the API, all / combined with a TradFi ticker resolve to tradfi.
Venue subsets such as deribit+derive have no history. They are not stored, so the history endpoints answer 400 history_not_available with valid_exchanges. Per-strike GEX can be summed client-side from single-venue data; the gamma flip cannot. The same applies to ?compare= on /levels.

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Session date

Every row carries a session_date:
  • Crypto: the UTC calendar date.
  • TradFi: the US trading date, the America/New_York calendar date.
A session counts as complete 15 minutes after midnight UTC (crypto) or 30 minutes after the market close (TradFi; early closes are honoured). Daily files are published once a session is complete.

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Close

type is close for the last capture of a completed session. Every other row is intraday, including the last capture of a session that is still open. A row can therefore change from intraday to close after the fact, because type describes the session, not the capture.

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Point-in-time, no look-ahead

Each row is the data as it was captured at timestamp_utc. Rows are never rewritten with later data, which is what a backtest needs. For TradFi the open interest of a session is published after that session, so a row captured on session D (including its close) uses the open interest of the previous session. oi_date tells you which session’s open interest the row used. For crypto, open interest is live and oi_date equals session_date.

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What is in a snapshot

  • Every capture has a TOTAL snapshot (all expirations combined) and one snapshot per expiration. /history/levels returns TOTAL only; /history/snapshot and the levels and strikes_by_expiry files also cover single expirations.
  • Per-strike data covers strikes within +/- 25% of that snapshot’s spot.
  • Timestamps are ISO 8601 UTC with Z and second precision. Expirations are ISO YYYY-MM-DD or TOTAL.
  • All GEX values are USD per 1% move of the underlying. call_gex and put_gex are non-negative; net_gex = call_gex - put_gex.
  • schema_version is 1 today. Existing columns will not change meaning within a version.

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Not available

  • Volume is not captured. There are no volume columns.
  • Venue subsets (see above).
  • Snapshots from before open interest was stored have empty call_oi / put_oi columns.
Use /history/coverage to see where each symbol’s history starts.

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Quotas

The query endpoints cost one request from your daily quota. File downloads use a separate daily bucket of file credits, so a bulk download never eats your request quota. See Rate limits.