FirmTape - SPX, ES, NQ, RTY gamma levels, 100+ symbols

 ⟨2 unchanged words⟩ description":"Present when an ES/MES (or NQ/MNQ, RTY/M2K) symbol was asked: the futures basis every ⟨66 unchanged words⟩ :"The index whose book was moved: SPX, NDX or NDXRUT","type":"string"},"method":{ ⟨312 unchanged words⟩ 

 ⟨2 unchanged words⟩ description":"Present when an ES/MES (or NQ/MNQ, RTY/M2K) symbol was asked: the futures basis every ⟨66 unchanged words⟩ :"The index whose book was moved: SPX, NDX or NDXRUT","type":"string"},"method":{ ⟨528 unchanged words⟩ 

Gamma for another symbol, ES, NQ or NQRTY

 ⟨28 unchanged words⟩ GLD, TLT), and the E-mini futures ES, NQ and NQRTY (MES, MNQ, M2K): ES/NQES/NQ/RTY are the SPX/NDXSPX/NDX/RUT books moved by the day's basis (future  ⟨57 unchanged words⟩ now or at the last close, including ES, NQ or NQRTY gamma levels. Not for: SPX or ES  ⟨80 unchanged words⟩ 

 ⟨29 unchanged words⟩  too.","examples":["ESZ26","NQH27","RTYZ26"],"pattern":"^M?^(ES|NQM?ES|M?NQ|RTY|M2K)[FGHJKMNQUVXZ]\\d{1,2}$","type" ⟨5 unchanged words⟩ or ES / MES / NQ / MNQ / RTY / M2K (a dated code such as ESZ26 or RTYZ26 works too). Carried symbols are listed at  ⟨12 unchanged words⟩ ["QQQ","NVDA","ES","NQ","RTY"],"pattern":"^\\$?([A-Za-z]{1,5}|[Mm]2[Kk][A-Za-z]?)(\\d{1,2})?$","type":" ⟨5 unchanged words⟩ 

 ⟨8 unchanged words⟩ ,"title":"Gamma for another symbol, ES, NQ or NQRTY"}

 ⟨69 unchanged words⟩ set is the volume book's whichever ladder is read; the hold band is the measured book's (it has no volume twin).read. Use when: the question is about SHAPE  ⟨108 unchanged words⟩ 

 ⟨158 unchanged words⟩  compared with","type":"string"},"data_as_of":{"description":"The time this answer's data is true as of, ISO 8601 with the ET offset: a finished session's close (13:00 on an early close), the minute a ladder was read at, or the source's own build stamp. Null when the source states none.","type":["string","null"]},"day":{"description":"Trading day, YYYY-MM-DD" ⟨85 unchanged words⟩ "type":["number","null"]},"hold_band":{"description":"[low, high] band where dealer hedging tends to pin price","items":{"type":["number","null"]},"maxItems":2,"minItems":2,"type":"array"},"put_support":{"description":"Largest positive-gamma strike below ⟨16 unchanged words⟩ "required":["zero_gamma_flip","call_resistance","put_support","hold_band"],"type":"object"},"minute":{ ⟨115 unchanged words⟩  is SPX's","type":"string"},"server_version":{"description":"Version of the FirmTape MCP server that produced this answer","type":"string"},"spot":{"description":"SPX at that minute ⟨111 unchanged words⟩ ","strikes_returned","net_gamma_in_window","heaviest","replay","data_as_of","server_version"],"type":"object"}

 ⟨129 unchanged words⟩ "type":["object","null"]},"data_as_of":{"description":"The time this answer's data is true as of, ISO 8601 with the ET offset: a finished session's close (13:00 on an early close), the minute a ladder was read at, or the source's own build stamp. Null when the source states none.","type":["string","null"]},"from":{"description":"Trading day, YYYY-MM-DD" ⟨186 unchanged words⟩  is SPX's","type":"string"},"server_version":{"description":"Version of the FirmTape MCP server that produced this answer","type":"string"},"sessions":{"description":"One entry per finished ⟨111 unchanged words⟩ "type":["number","null"]},"hold_band":{"description":"[low, high] band where dealer hedging tends to pin price","items":{"type":["number","null"]},"maxItems":2,"minItems":2,"type":"array"},"put_support":{"description":"Largest positive-gamma strike below ⟨16 unchanged words⟩ "required":["zero_gamma_flip","call_resistance","put_support","hold_band"],"type":"object"},"put_support_change":{ ⟨72 unchanged words⟩ ","to","sessions","movement","missing","data_as_of","server_version"],"type":"object"}

 ⟨10 unchanged words⟩  zero-gamma flip, call resistance, put support, hold band — plus where the session closed relative to them.  ⟨87 unchanged words⟩ 

 ⟨153 unchanged words⟩ "type":["number","null"]},"data_as_of":{"description":"The time this answer's data is true as of, ISO 8601 with the ET offset: a finished session's close (13:00 on an early close), the minute a ladder was read at, or the source's own build stamp. Null when the source states none.","type":["string","null"]},"day":{"description":"Trading day, YYYY-MM-DD" ⟨36 unchanged words⟩ "type":["number","null"]},"hold_band":{"description":"[low, high] band where dealer hedging tends to pin price","items":{"type":["number","null"]},"maxItems":2,"minItems":2,"type":"array"},"put_support":{"description":"Largest positive-gamma strike below ⟨16 unchanged words⟩ "required":["zero_gamma_flip","call_resistance","put_support","hold_band"],"type":"object"},"note":{ ⟨50 unchanged words⟩  is SPX's","type":"string"},"server_version":{"description":"Version of the FirmTape MCP server that produced this answer","type":"string"},"summary":{"description":"One sentence carrying this ⟨46 unchanged words⟩ ","levels","close","close_minus_flip","replay","data_as_of","server_version"],"type":"object"}

 ⟨72 unchanged words⟩ next 5 and 15 minutes and the flip and expected-hold band at that minute. Use when: 'what moved SPX ⟨49 unchanged words⟩ 

{"properties":{"data_as_of":{"description":"The time this answer's data is true as of, ISO 8601 with the ET offset: a finished session's close (13:00 on an early close), the minute a ladder was read at, or the source's own build stamp. Null when the source states none.","type":["string","null"]},"day":{"description":"Trading day, YYYY-MM-DD" ⟨55 unchanged words⟩ "type":["number","null"]},"hold_band":{"description":"The expected-hold band at the minute, 'lo / hi': the corridor of spot over which the measured book's gamma stays positive. Not the walls. (Was misnamed `walls` before 0.2.4.)","type":["string","null"]},"kind":{"description":"calendar (a scheduled  ⟨223 unchanged words⟩ :"object"},"type":"array"},"server_version":{"description":"Version of the FirmTape MCP server that produced this answer","type":"string"},"summary":{"description":"One sentence carrying this ⟨21 unchanged words⟩ ,"required":["summary","day","minutes","data_as_of","server_version"],"type":"object"}

 ⟨15 unchanged words⟩ how often price crossed it, call/put walls, the hold band, net-gamma percentile, ATM IV at the open. Use ⟨74 unchanged words⟩ 

 ⟨129 unchanged words⟩ "type":["object","null"]},"data_as_of":{"description":"The time this answer's data is true as of, ISO 8601 with the ET offset: a finished session's close (13:00 on an early close), the minute a ladder was read at, or the source's own build stamp. Null when the source states none.","type":["string","null"]},"day":{"description":"Trading day, YYYY-MM-DD" ⟨66 unchanged words⟩ "type":["number","null"]},"hold_band":{"description":"[low, high] band where dealer hedging tends to pin price","items":{"type":["number","null"]},"maxItems":2,"minItems":2,"type":"array"},"put_support":{"description":"Largest positive-gamma strike below ⟨16 unchanged words⟩ "required":["zero_gamma_flip","call_resistance","put_support","hold_band"],"type":"object"},"net_gamma_percentile":{ ⟨66 unchanged words⟩  15 minutes after the event, the flip and the expected-hold band before and after, the net gamma sign; only ⟨109 unchanged words⟩  is SPX's","type":"string"},"server_version":{"description":"Version of the FirmTape MCP server that produced this answer","type":"string"},"session":{"description":"SPX price facts for ⟨116 unchanged words⟩ ","day","session","dealer_positioning","replay","data_as_of","server_version"],"type":"object"}

{"properties":{"data_as_of":{"description":"The time this answer's data is true as of, ISO 8601 with the ET offset: a finished session's close (13:00 on an early close), the minute a ladder was read at, or the source's own build stamp. Null when the source states none.","type":["string","null"]},"newest":{"description":"Trading days, newest  ⟨7 unchanged words⟩ :"string"},"type":"array"},"server_version":{"description":"Version of the FirmTape MCP server that produced this answer","type":"string"},"summary":{"description":"One sentence carrying this ⟨33 unchanged words⟩ ,"required":["summary","total_sessions","newest","data_as_of","server_version"],"type":"object"}

 ⟨20 unchanged words⟩ and at the open, zero-gamma flip crossings, whether the expected-hold band held, direction and size of the move, net-gamma percentile ⟨10 unchanged words⟩  and year. Returns how many sessions match, threetwo shares over them (closed above the flip, band held, mean absolute move) printed next to the same ⟨30 unchanged words⟩  days close in negative gamma', 'the days thethat bandclosed brokebelow the flip with the percentile under 20', 'largest moves  ⟨47 unchanged words⟩ 

{"additionalProperties":false,"properties":{"band":{"description":"Whether the expected-hold band held all session","enum":["held","broke"],"type":"string"},"cross":{"description":"Flip crossings in the ⟨310 unchanged words⟩ 

 ⟨6 unchanged words⟩  the archive","type":"integer"},"data_as_of":{"description":"The time this answer's data is true as of, ISO 8601 with the ET offset: a finished session's close (13:00 on an early close), the minute a ladder was read at, or the source's own build stamp. Null when the source states none.","type":["string","null"]},"filters":{"description":"The filters the screener ⟨63 unchanged words⟩  to screen","type":"integer"},"server_version":{"description":"Version of the FirmTape MCP server that produced this answer","type":"string"},"sessions":{"description":"Matched sessions in the ⟨44 unchanged words⟩ "type":["integer","null"]},"hold_band_held":{"type":["boolean","null"]},"move_pct":{"description":"Open-to-close move, percent" ⟨72 unchanged words⟩ "type":["number","null"]},"band_held_pct":{"description":"Percent of them whose expected-hold band held all session","type":["number","null"]},"mean_abs_move_pct":{"description":"Mean absolute open-to-close move ⟨25 unchanged words⟩ "type":["number","null"]},"band_held_pct":{"description":"Percent of them whose expected-hold band held all session","type":["number","null"]},"mean_abs_move_pct":{"description":"Mean absolute open-to-close move ⟨79 unchanged words⟩ ","archived","shares","truncated","sessions","data_as_of","server_version"],"type":"object"}

{"destructiveHint":false,"idempotentHint":true,"openWorldHint":true,"readOnlyHint":true,"title":"Level history"}

{"destructiveHint":false,"idempotentHint":true,"openWorldHint":true,"readOnlyHint":true,"title":"Level set"}

{"destructiveHint":false,"idempotentHint":true,"openWorldHint":true,"readOnlyHint":true,"title":"Minutes that moved the tape"}

{"destructiveHint":false,"idempotentHint":true,"openWorldHint":true,"readOnlyHint":true,"title":"Session summary"}

{"destructiveHint":false,"idempotentHint":true,"openWorldHint":true,"readOnlyHint":true,"title":"Gamma for another symbol, ES or NQ"}

{"destructiveHint":false,"idempotentHint":true,"openWorldHint":true,"readOnlyHint":true,"title":"List sessions"}

{"destructiveHint":false,"idempotentHint":true,"openWorldHint":true,"readOnlyHint":true,"title":"Screen sessions"}

{"destructiveHint":false,"idempotentHint":true,"openWorldHint":true,"readOnlyHint":true,"title":"Search FirmTape"}

 ⟨117 unchanged words⟩ gamma levels. Not for: SPX or ES history, or a past date, or the tape-signed measured book (get_session, get_levels, get_gex_profile, which take symbol ES for past days); anything ⟨63 unchanged words⟩ 

 ⟨89 unchanged words⟩  or anything inside a session (get_gex_profile). ES: pass symbol ES (or MES) for the same series in E-mini prices, each session moved by its own ES basis. Limits: finished sessions only, max 40 per  ⟨20 unchanged words⟩ 

{"additionalProperties":false,"properties":{"contract":{"description":"Optional dated contract for a future symbol. Default is the front contract; in the two weeks before a roll the next one is measured too.","examples":["ESZ26","ESH27"],"pattern":"^M?(ES|NQ)[FGHJKMNQUVXZ]\\d{1,2}$","type":"string"},"days":{"description":"How many of the ⟨37 unchanged words⟩ :"^\\d{4}-\\d{2}-\\d{2}$","type":"string"},"symbol":{"description":"SPX (default), or ES / MES: each session's levels and close moved by that session's ES basis at its close. Sessions without a measured basis are left out and listed in no_basis; with fewer than two measured, the answer is SPX's and says so.","examples":["SPX","ES","MES"],"type":"string"},"to":{" ⟨29 unchanged words⟩ 

{"properties":{"basis":{"description":"Present when an ES/MES (or NQ/MNQ) symbol was asked: the futures basis every price here was moved by; null when the day has no measured basis and the answer is the index's","properties":{"at":{"description":"ET minute the basis belongs to","type":"string"},"contract":{"description":"The quarterly contract, e.g. ESZ26","type":["string","null"]},"contracts":{"description":"History only: the contracts the window's sessions were priced as","items":{"type":"string"},"type":"array"},"expiry":{"type":["string","null"]},"future":{"type":"string"},"index":{"description":"The index whose book was moved: SPX or NDX","type":"string"},"method":{"type":"string"},"name":{"type":"string"},"passes":{"description":"Basis passes measured that day","type":"integer"},"points":{"description":"Future minus index, index points, added to every level, strike and spot","type":"number"},"source":{"format":"uri","type":"string"}},"type":["object","null"]},"from":{"description":"Trading day, YYYY-MM-DD" ⟨113 unchanged words⟩ ,"closes_below_flip"],"type":"object"},"no_basis":{"description":"ES only: sessions in the window with no measured basis, left out of the ES series rather than shown at SPX prices","items":{"description":"Trading day, YYYY-MM-DD","type":"string"},"type":"array"},"note":{"description":"Present when a future was asked and its basis is not measured for the day","type":"string"},"requested_symbol":{"description":"Present when a future was asked but the day has no measured basis, so the answer is SPX's","type":"string"},"sessions":{"description":"One entry per finished session, NEWEST FIRST, same order as list_sessions","items":{"properties":{"basis":{"description":"ES only: the session's basis at its close, index points, added to its levels and close","type":"number"},"call_resistance_change":{"type":["number","null" ⟨45 unchanged words⟩ {"description":"Dealer-positioning levels in SPX index points;points (in ES points when `symbol` is ES or MES); null when the session did not produce one" ⟨93 unchanged words⟩  quoted verbatim to a reader rather than paraphrased.","type":"string"},"symbol":{"description":"What the prices are in: SPX, or ES / MES when asked and the day's basis is measured","type":"string"},"to":{ ⟨15 unchanged words⟩ 

 ⟨65 unchanged words⟩ (get_level_history); gamma by strike (get_gex_profile). ES: pass symbol ES (or MES) for ES gamma levels, the SPX levels moved by the day's ES basis (future minus index from put-call parity; no CME data); NQ levels come from get_symbol_gamma. Limits: finished sessions only, one day per call.

{"additionalProperties":false,"properties":{"contract":{"description":"Optional dated contract for a future symbol. Default is the front contract; in the two weeks before a roll the next one is measured too.","examples":["ESZ26","ESH27"],"pattern":"^M?(ES|NQ)[FGHJKMNQUVXZ]\\d{1,2}$","type":"string"},"day":{"description":"A finished trading day ⟨21 unchanged words⟩ :"^\\d{4}-\\d{2}-\\d{2}$","type":"string"},"symbol":{"description":"SPX (default), or ES / MES for the E-mini: the SPX book moved by the day's ES basis (future minus index from put-call parity). A day without a measured basis answers with SPX index levels and says so.","examples":["SPX","ES","MES"],"type":"string"}},"required":[ ⟨3 unchanged words⟩ 

{"properties":{"basis":{"description":"Present when an ES/MES (or NQ/MNQ) symbol was asked: the futures basis every price here was moved by; null when the day has no measured basis and the answer is the index's","properties":{"at":{"description":"ET minute the basis belongs to","type":"string"},"contract":{"description":"The quarterly contract, e.g. ESZ26","type":["string","null"]},"contracts":{"description":"History only: the contracts the window's sessions were priced as","items":{"type":"string"},"type":"array"},"expiry":{"type":["string","null"]},"future":{"type":"string"},"index":{"description":"The index whose book was moved: SPX or NDX","type":"string"},"method":{"type":"string"},"name":{"type":"string"},"passes":{"description":"Basis passes measured that day","type":"integer"},"points":{"description":"Future minus index, index points, added to every level, strike and spot","type":"number"},"source":{"format":"uri","type":"string"}},"type":["object","null"]},"close":{"description":"Session close","type ⟨27 unchanged words⟩ {"description":"Dealer-positioning levels in SPX index points;points (in ES points when `symbol` is ES or MES); null when the session did not produce one" ⟨59 unchanged words⟩ ,"hold_band"],"type":"object"},"note":{"description":"Present when a future was asked and its basis is not measured for the day","type":"string"},"replay":{"description":"Free minute-by-minute replay of ⟨5 unchanged words⟩ ":"uri","type":"string"},"requested_symbol":{"description":"Present when a future was asked but the day has no measured basis, so the answer is SPX's","type":"string"},"summary":{"description":"One sentence carrying this ⟨11 unchanged words⟩  quoted verbatim to a reader rather than paraphrased.","type":"string"},"symbol":{"description":"What the prices are in: SPX, or ES / MES when asked and the day's basis is measured","type":"string"}},"required": ⟨8 unchanged words⟩ 

 ⟨62 unchanged words⟩ ), or gamma by strike (get_gex_profile). ES: pass symbol ES (or MES) for the same day in E-mini prices, the SPX book moved by the day's ES basis. Limits: finished sessions only, one day per  ⟨10 unchanged words⟩ 

{"additionalProperties":false,"properties":{"contract":{"description":"Optional dated contract for a future symbol. Default is the front contract; in the two weeks before a roll the next one is measured too.","examples":["ESZ26","ESH27"],"pattern":"^M?(ES|NQ)[FGHJKMNQUVXZ]\\d{1,2}$","type":"string"},"day":{"description":"A finished trading day ⟨21 unchanged words⟩ :"^\\d{4}-\\d{2}-\\d{2}$","type":"string"},"symbol":{"description":"SPX (default), or ES / MES for the E-mini: the SPX book moved by the day's ES basis (future minus index from put-call parity). A day without a measured basis answers with SPX index levels and says so.","examples":["SPX","ES","MES"],"type":"string"}},"required":[ ⟨3 unchanged words⟩ 

{"properties":{"basis":{"description":"Present when an ES/MES (or NQ/MNQ) symbol was asked: the futures basis every price here was moved by; null when the day has no measured basis and the answer is the index's","properties":{"at":{"description":"ET minute the basis belongs to","type":"string"},"contract":{"description":"The quarterly contract, e.g. ESZ26","type":["string","null"]},"contracts":{"description":"History only: the contracts the window's sessions were priced as","items":{"type":"string"},"type":"array"},"expiry":{"type":["string","null"]},"future":{"type":"string"},"index":{"description":"The index whose book was moved: SPX or NDX","type":"string"},"method":{"type":"string"},"name":{"type":"string"},"passes":{"description":"Basis passes measured that day","type":"integer"},"points":{"description":"Future minus index, index points, added to every level, strike and spot","type":"number"},"source":{"format":"uri","type":"string"}},"type":["object","null"]},"day":{"description":"Trading day, YYYY-MM-DD","type":"string"} ⟨31 unchanged words⟩ {"description":"Dealer-positioning levels in SPX index points;points (in ES points when `symbol` is ES or MES); null when the session did not produce one" ⟨203 unchanged words⟩ :"object"},"type":"array"},"note":{"description":"Present when a future was asked and its basis is not measured for the day","type":"string"},"replay":{"description":"Free minute-by-minute replay of ⟨5 unchanged words⟩ ":"uri","type":"string"},"requested_symbol":{"description":"Present when a future was asked but the day has no measured basis, so the answer is SPX's","type":"string"},"session":{"description":"SPX price facts for ⟨82 unchanged words⟩  quoted verbatim to a reader rather than paraphrased.","type":"string"},"symbol":{"description":"What the prices are in: SPX, or ES / MES when asked and the day's basis is measured","type":"string"}},"required": ⟨7 unchanged words⟩ 

Gamma for another symbol, ES or NQ

 ⟨25 unchanged words⟩ , RUT, NVDA, TSLA, GLD, TLT), and the E-mini futures ES and NQ (MES, MNQ): ES/NQ are the SPX/NDX books moved by the day's basis (future minus index, from put-call parity on the index options; no CME data). Returns spot, the zero-gamma flip, call  ⟨35 unchanged words⟩ or walls right now or at the last close.close, including ES or NQ gamma levels. Not for: SPX or ES history, a past date, or the tape-signed measured book (get_session, get_levels, get_gex_profile take symbol ES for past days); anything inside a past session. Limits:  ⟨58 unchanged words⟩ 

{"additionalProperties":false,"properties":{"contract":{"description":"Optional dated contract for a future symbol. Default is the front contract; in the two weeks before a roll the next one is measured too.","examples":["ESZ26","NQH27"],"pattern":"^M?(ES|NQ)[FGHJKMNQUVXZ]\\d{1,2}$","type":"string"},"symbol":{"description":"The ticker.ticker, or ES / MES / NQ / MNQ (a dated code such as ESZ26 works too). Carried symbols are listed at https://firmtape.com/gex; an  ⟨7 unchanged words⟩  page.","examples":["QQQ","NVDA","ES","NQ"],"pattern":"^^\\$?[A-Za-z]{1,5}$(\\d{1,2})?$","type":"string"}},"required": ⟨3 unchanged words⟩ 

 ⟨185 unchanged words⟩  after the event, the flip and the wallsexpected-hold band before and after, the net gamma sign;  ⟨179 unchanged words⟩