Get Industry Greek Flow
Returns the group flow's greek flow (delta & vega flow) for the given market day broken down per minute.
get/api/group-flow/{flow_group}/greek-flow
Path parameters
flow_group'airline' | 'bank' | 'basic materials' | 'china' | 'communication services' | 'consumer cyclical' | 'consumer defensive' | 'crypto' | 'cyber' | 'energy' | 'financial services' | 'gas' | 'gold' | 'healthcare' | 'industrials' | 'mag7' | 'oil' | 'real estate' | 'refiners' | 'reit' | 'semi' | 'silver' | 'technology' | 'uranium' | 'utilities' required
A flow group
Query parameters
datestring date
A trading date in the format of YYYY-MM-DD. This is optional and by default the last trading date.
Response
Greek flow by flow group and minute timestamps.
Example response
{
"data": [
{
"dir_delta_flow": "-43593.96",
"dir_vega_flow": "31243.04",
"flow_group": "airline",
"net_call_premium": "-29138464",
"net_call_volume": 1049,
"net_put_premium": "23924325",
"net_put_volume": 1313,
"otm_dir_delta_flow": "14947.51",
"otm_dir_vega_flow": "11421.03",
"otm_total_delta_flow": "-28564.02",
"otm_total_vega_flow": "101745.64",
"timestamp": "2024-10-28T18:46:00Z",
"total_delta_flow": "-21257.36",
"total_vega_flow": "350944.58",
"transactions": 1188,
"volume": 12348
}
]
}