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

Level set

get_levels

Read-onlyIdempotent

Only the dealer-positioning level set for one finished SPX session: zero-gamma flip, call wall, put wall, plus where the session closed relative to them. A strict subset of get_session. Use when: the levels are the whole question and the rest of the session would be noise. Not for: OHLC, flip crossings, net-gamma percentile or ATM IV (get_session); more than one day (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.

Input Schema

TableJSON Schema

Name	Required	Description
`day`	Yes	A finished trading day, YYYY-MM-DD. Weekends, holidays and days before coverage return an error — call list_sessions to see which days exist.
`symbol`	No	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.
`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.

Output Schema

TableJSON Schema

Name	Required	Description
`day`	Yes	Trading day, YYYY-MM-DD
`note`	No	Present when a future was asked and its basis is not measured for the day
`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
`close`	Yes	Session close
`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
`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
`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.
`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.
`server_version`	Yes	Version of the FirmTape MCP server that produced this answer
`close_minus_flip`	Yes	Close minus zero-gamma flip, index points; positive = closed above the flip
`requested_symbol`	No	Present when a future was asked but the day has no measured basis, so the answer is SPX's

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",
-  "levels",
-  "close",
-  "close_minus_flip",
-  "replay"
-]New value: +[
+  "summary",
+  "day",
+  "levels",
+  "close",
+  "close_minus_flip",
+  "replay",
+  "data_as_of",
+  "server_version"
+]

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 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"
+}

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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