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

Gamma by strike

get_gex_profile

Read-onlyIdempotent

The SPX dealer gamma LADDER for one minute of a finished session: gamma by strike around spot, the level set, and the heaviest strikes. Read by default as the VOLUME book, the one the terminal's chart draws; also as the MEASURED book (signed off the trade tape, FirmTape's own read) or the OPEN_INTEREST convention every other public GEX chart draws — the same minute through three lenses. The level set is the volume book's whichever ladder is read. Use when: the question is about SHAPE — where gamma sits, how heavy a wall is, how far the three conventions disagree — or about one moment inside a session rather than the day as a whole. Not for: a day's headline numbers (get_session), the level set alone (get_levels), or movement across days (get_level_history). ES: pass symbol ES (or MES) for ES strikes, the SPX ladder moved by the ES basis at the frame's minute. Limits: finished sessions only, one frame every 5 minutes (a requested minute snaps back to the frame at or before it), published window ±2.5% of spot; the three books are not comparable in magnitude. Measurements only, no buy/sell signals.

Input Schema

TableJSON Schema

Name	Required	Description
`day`	Yes	A finished trading day, YYYY-MM-DD. Call list_sessions if unsure which days exist.
`book`	No	Which book's ladder to read (default volume, the chart's book). open_interest is the convention rival tools print.
`minute`	No	ET minute HH:MM inside 09:30-16:00. Snaps back to the frame at or before it, so quote the minute the answer returns. Default: the last frame of the session.
`symbol`	No	SPX (default), or ES / MES: every strike, spot and level moved by the ES basis at the frame's minute. A day without a measured basis answers with SPX strikes and says so.
`contract`	No	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.
`expiry_scope`	No	all = every expiry the session's book was pulled with (default); 0dte = the same-day slice alone
`strikes_around_spot`	No	How many strikes to return each side of spot (default 20). Raise it for the whole published window, which is +/-2.5% of spot.

Output Schema

TableJSON Schema

Name	Required	Description
`day`	Yes	Trading day, YYYY-MM-DD
`book`	Yes	Which book was read: measured, open_interest or volume
`note`	No	Present when a future was asked and its basis is not measured for the day
`spot`	Yes	SPX at that minute
`unit`	Yes	Unit of every gamma number below
`basis`	No	Present when an ES/MES (or NQ/MNQ, RTY/M2K) 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
`levels`	Yes	Dealer-positioning levels in SPX index points (in ES points when `symbol` is ES or MES); null when the session did not produce one
`minute`	Yes	The ET minute (HH:MM) this profile actually belongs to. The archive keeps a frame every 5 minutes, so a requested minute snaps back to the frame at or before it — quote the minute returned here, not the one asked for.
`replay`	Yes	Free minute-by-minute replay of the session on FirmTape
`symbol`	No	What the prices are in: SPX, or ES / MES when asked and the day's basis is measured
`strikes`	Yes	Dealer gamma by strike at that minute, lowest strike first
`summary`	Yes	One sentence carrying this answer's numbers, its trading day and its source, written to be quoted verbatim to a reader rather than paraphrased.
`heaviest`	Yes	The largest strikes by absolute gamma inside the window, heaviest first
`book_note`	No	How this book is built, and what it can and cannot be compared with
`data_as_of`	Yes	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.
`expiry_scope`	Yes	all = every expiry this session's book was pulled with; 0dte = the same-day slice alone
`server_version`	Yes	Version of the FirmTape MCP server that produced this answer
`requested_symbol`	No	Present when a future was asked but the day has no measured basis, so the answer is SPX's
`strikes_returned`	Yes	How many strikes the window actually held
`net_gamma_in_window`	Yes	Sum of the returned strikes — a window total, not the session's net gamma

Schema Changelog

Changes observed during successful MCP inspections.

Changed2 schema fields changedOct 11, 2026

changedOutput schema / properties / basis / description

Previous value: -"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"New value: +"Present when an ES/MES (or NQ/MNQ, RTY/M2K) 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"

changedOutput schema / properties / basis / properties / index / description

Previous value: -"The index whose book was moved: SPX or NDX"New value: +"The index whose book was moved: SPX, NDX or RUT"

Changed5 schema fields changedOct 3, 2026

addedOutput schema / properties / data_as_of

Added value: +{
+  "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"
+  ]
+}

removedOutput schema / properties / levels / properties / hold_band

Removed value: -{
-  "description": "[low, high] band where dealer hedging tends to pin price",
-  "items": {
-    "type": [
-      "number",
-      "null"
-    ]
-  },
-  "maxItems": 2,
-  "minItems": 2,
-  "type": "array"
-}

changedOutput schema / properties / levels / required

Previous value: -[
-  "zero_gamma_flip",
-  "call_resistance",
-  "put_support",
-  "hold_band"
-]New value: +[
+  "zero_gamma_flip",
+  "call_resistance",
+  "put_support"
+]

addedOutput schema / properties / server_version

Added value: +{
+  "description": "Version of the FirmTape MCP server that produced this answer",
+  "type": "string"
+}

changedOutput schema / required

Previous value: -[
-  "summary",
-  "day",
-  "minute",
-  "book",
-  "expiry_scope",
-  "unit",
-  "spot",
-  "levels",
-  "strikes",
-  "strikes_returned",
-  "net_gamma_in_window",
-  "heaviest",
-  "replay"
-]New value: +[
+  "summary",
+  "day",
+  "minute",
+  "book",
+  "expiry_scope",
+  "unit",
+  "spot",
+  "levels",
+  "strikes",
+  "strikes_returned",
+  "net_gamma_in_window",
+  "heaviest",
+  "replay",
+  "data_as_of",
+  "server_version"
+]

Changed1 schema field changedOct 2, 2026

changedInput schema / properties / book / description

Previous value: -"Which book to read (default measured). open_interest is the convention rival tools print."New value: +"Which book's ladder to read (default volume, the chart's book). open_interest is the convention rival tools print."

Changed7 schema fields changedSep 30, 2026

addedInput schema / properties / contract

Added value: +{
+  "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"
+}

addedInput schema / properties / symbol

Added value: +{
+  "description": "SPX (default), or ES / MES: every strike, spot and level moved by the ES basis at the frame's minute. A day without a measured basis answers with SPX strikes and says so.",
+  "examples": [
+    "SPX",
+    "ES",
+    "MES"
+  ],
+  "type": "string"
+}

addedOutput schema / properties / basis

Added value: +{
+  "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"
+  ]
+}

changedOutput schema / properties / levels / description

Previous value: -"Dealer-positioning levels in SPX index points; null when the session did not produce one"New value: +"Dealer-positioning levels in SPX index points (in ES points when `symbol` is ES or MES); null when the session did not produce one"

addedOutput schema / properties / note

Added value: +{
+  "description": "Present when a future was asked and its basis is not measured for the day",
+  "type": "string"
+}

addedOutput schema / properties / requested_symbol

Added value: +{
+  "description": "Present when a future was asked but the day has no measured basis, so the answer is SPX's",
+  "type": "string"
+}

addedOutput schema / properties / symbol

Added value: +{
+  "description": "What the prices are in: SPX, or ES / MES when asked and the day's basis is measured",
+  "type": "string"
+}

First observedSep 1, 2026

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