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

Session summary

get_session

Read-onlyIdempotent

Everything FirmTape measured for ONE finished SPX session: OHLC and VWAP, the zero-gamma flip and how often price crossed it, call/put walls, net-gamma percentile, ATM IV at the open. Use when: you want a whole day in a single call. Not for: the level set alone (get_levels returns the same day, narrower), how the levels moved across days (get_level_history), 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 call. Measurements only — FirmTape deliberately publishes no buy/sell signals.

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
`events`	No	The day's scheduled market events (high and medium impact), each with its minute in ET, its source, the release's prints when known, and, for an event inside the session, what the book did in the 15 minutes after it
`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
`session`	Yes	SPX price facts for the session
`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
`requested_symbol`	No	Present when a future was asked but the day has no measured basis, so the answer is SPX's
`dealer_positioning`	Yes

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"

Changed6 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 / dealer_positioning / 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 / dealer_positioning / properties / levels / required

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

changedOutput schema / properties / events / items / properties / after / description

Previous value: -"spot over the 15 minutes after the event, the flip and the expected-hold band before and after, the net gamma sign; only for events inside the session"New value: +"spot over the 15 minutes after the event, the flip before and after, the net gamma sign; only for events inside the session"

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",
-  "session",
-  "dealer_positioning",
-  "replay"
-]New value: +[
+  "summary",
+  "day",
+  "session",
+  "dealer_positioning",
+  "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 / dealer_positioning / 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"
+}

Changed1 schema field changedSep 25, 2026

changedOutput schema / properties / events / items / properties / after / description

Previous value: -"spot over the 15 minutes after the event, the flip and the walls before and after, the net gamma sign; only for events inside the session"New value: +"spot over the 15 minutes after the event, the flip and the expected-hold band before and after, the net gamma sign; only for events inside the session"

Changed1 schema field changedSep 4, 2026

addedOutput schema / properties / events

Added value: +{
+  "description": "The day's scheduled market events (high and medium impact), each with its minute in ET, its source, the release's prints when known, and, for an event inside the session, what the book did in the 15 minutes after it",
+  "items": {
+    "properties": {
+      "after": {
+        "description": "spot over the 15 minutes after the event, the flip and the walls before and after, the net gamma sign; only for events inside the session",
+        "type": "string"
+      },
+      "impact": {
+        "type": "string"
+      },
+      "name": {
+        "type": "string"
+      },
+      "prints": {
+        "items": {
+          "properties": {
+            "actual": {
+              "type": [
+                "string",
+                "null"
+              ]
+            },
+            "forecast": {
+              "type": [
+                "string",
+                "null"
+              ]
+            },
+            "label": {
+              "type": "string"
+            },
+            "prior": {
+              "type": [
+                "string",
+                "null"
+              ]
+            }
+          },
+          "type": "object"
+        },
+        "type": "array"
+      },
+      "time": {
+        "description": "HH:MM ET; empty for an all-day item",
+        "type": "string"
+      },
+      "url": {
+        "type": "string"
+      }
+    },
+    "required": [
+      "time",
+      "name",
+      "impact"
+    ],
+    "type": "object"
+  },
+  "type": "array"
+}

First observedSep 1, 2026

TDQS

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