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

{'type': 'object', 'required': ['id'], 'properties': {'id': {'type': 'string', 'description': 'An id from `search`, a FirmTape URL, or a YYYY-MM-DD trading day'}}, 'additionalProperties': False}

{'type': 'object', 'properties': {'to': {'type': 'string', 'pattern': '^\\d{4}-\\d{2}-\\d{2}$', 'description': 'Last day, YYYY-MM-DD (default from + 6 days; at most 31 days)'}, 'from': {'type': 'string', 'pattern': '^\\d{4}-\\d{2}-\\d{2}$', 'description': 'First day, YYYY-MM-DD (default today, ET)'}, 'impact': {'enum': ['high', 'med', 'low'], 'type': 'string', 'description': 'Lowest impact to include (default med: high and medium)'}}, 'additionalProperties': False}

{'type': 'object', 'required': ['summary', 'from', 'to', 'events'], 'properties': {'to': {'type': 'string', 'description': 'Trading day, YYYY-MM-DD'}, 'from': {'type': 'string', 'description': 'Trading day, YYYY-MM-DD'}, 'events': {'type': 'array', 'items': {'type': 'object', 'required': ['date', 'time', 'kind', 'name', 'impact', 'in_session'], 'properties': {'url': {'type': 'string', 'description': 'Where to read the event itself (statement, release, report), when known'}, 'book': {'type': 'string', 'description': 'What the dealer book did around this kind of event, from the archive, when measured: the flip, the gamma sign at the start of the window, the expected-hold band'}, 'date': {'type': 'string', 'description': 'Trading day, YYYY-MM-DD'}, 'kind': {'type': 'string', 'description': 'fomc, macro, fed, auction, earn, opex, early or ff'}, 'name': {'type': 'string'}, 'time': {'type': 'string', 'description': 'Clock time in ET, HH:MM; empty for an all-day item such as expiration'}, 'impact': {'type': 'string', 'description': 'high, med or low'}, 'prints': {'type': 'array', 'items': {'type': 'object', 'required': ['label'], 'properties': {'label': {'type': 'string'}, 'prior': {'type': ['string', 'null']}, 'actual': {'type': ['string', 'null']}, 'forecast': {'type': ['string', 'null']}}}, 'description': "The release's numbers, when known: label, forecast, prior and (after the print) actual, as the release quotes them"}, 'usually': {'type': 'string', 'description': 'What usually follows this kind of event, from the archive, when measured'}, 'in_session': {'type': 'boolean', 'description': 'True when the event falls inside 09:30-16:00 ET'}}}, 'description': 'Scheduled US market events in the window, in date and time order'}, 'summary': {'type': 'string', 'description': "One sentence carrying this answer's numbers, its trading day and its source, written to be quoted verbatim to a reader rather than paraphrased."}}}

{'type': 'object', 'required': ['day'], 'properties': {'day': {'type': 'string', 'pattern': '^\\d{4}-\\d{2}-\\d{2}$', 'examples': ['2026-08-24'], 'description': 'A finished trading day, YYYY-MM-DD. Call list_sessions if unsure which days exist.'}, 'book': {'enum': ['measured', 'open_interest', 'volume'], 'type': 'string', 'description': 'Which book to read (default measured). open_interest is the convention rival tools print.'}, 'minute': {'type': 'string', 'pattern': '^\\d{2}:\\d{2}$', 'examples': ['10:30'], 'description': '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.'}, 'expiry_scope': {'enum': ['all', '0dte'], 'type': 'string', 'description': "all = every expiry the session's book was pulled with (default); 0dte = the same-day slice alone"}, 'strikes_around_spot': {'type': 'integer', 'maximum': 200, 'minimum': 1, 'description': 'How many strikes to return each side of spot (default 20). Raise it for the whole published window, which is +/-2.5% of spot.'}}, 'additionalProperties': False}

{'type': 'object', 'required': ['summary', 'day', 'minute', 'book', 'expiry_scope', 'unit', 'spot', 'levels', 'strikes', 'strikes_returned', 'net_gamma_in_window', 'heaviest', 'replay'], 'properties': {'day': {'type': 'string', 'description': 'Trading day, YYYY-MM-DD'}, 'book': {'type': 'string', 'description': 'Which book was read: measured, open_interest or volume'}, 'spot': {'type': ['number', 'null'], 'description': 'SPX at that minute'}, 'unit': {'type': 'string', 'description': 'Unit of every gamma number below'}, 'levels': {'type': 'object', 'required': ['zero_gamma_flip', 'call_resistance', 'put_support', 'hold_band'], 'properties': {'hold_band': {'type': 'array', 'items': {'type': ['number', 'null']}, 'maxItems': 2, 'minItems': 2, 'description': '[low, high] band where dealer hedging tends to pin price'}, 'put_support': {'type': ['number', 'null'], 'description': 'Largest positive-gamma strike below spot'}, 'call_resistance': {'type': ['number', 'null'], 'description': 'Largest positive-gamma strike above spot'}, 'zero_gamma_flip': {'type': ['number', 'null'], 'description': 'Strike where net dealer gamma changes sign'}}, 'description': 'Dealer-positioning levels in SPX index points; null when the session did not produce one'}, 'minute': {'type': 'string', 'description': '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': {'type': 'string', 'format': 'uri', 'description': 'Free minute-by-minute replay of the session on FirmTape'}, 'strikes': {'type': 'array', 'items': {'type': 'object', 'required': ['strike', 'gamma'], 'properties': {'gamma': {'type': ['number', 'null']}, 'strike': {'type': 'number'}}}, 'description': 'Dealer gamma by strike at that minute, lowest strike first'}, 'summary': {'type': 'string', 'description': "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': {'type': 'array', 'items': {'type': 'object', 'required': ['strike', 'gamma'], 'properties': {'gamma': {'type': ['number', 'null']}, 'strike': {'type': 'number'}}}, 'description': 'The largest strikes by absolute gamma inside the window, heaviest first'}, 'book_note': {'type': 'string', 'description': 'How this book is built, and what it can and cannot be compared with'}, 'expiry_scope': {'type': 'string', 'description': "all = every expiry this session's book was pulled with; 0dte = the same-day slice alone"}, 'strikes_returned': {'type': 'integer', 'description': 'How many strikes the window actually held'}, 'net_gamma_in_window': {'type': ['number', 'null'], 'description': "Sum of the returned strikes — a window total, not the session's net gamma"}}}

{'type': 'object', 'properties': {'to': {'type': 'string', 'pattern': '^\\d{4}-\\d{2}-\\d{2}$', 'examples': ['2026-08-24'], 'description': 'End of an explicit window, YYYY-MM-DD (inclusive). Defaults to the newest finished session.'}, 'days': {'type': 'integer', 'maximum': 40, 'minimum': 2, 'description': 'How many of the most recent finished sessions to read (default 20, max 40). Ignored when `from` is given.'}, 'from': {'type': 'string', 'pattern': '^\\d{4}-\\d{2}-\\d{2}$', 'examples': ['2026-08-01'], 'description': 'Start of an explicit window, YYYY-MM-DD (inclusive). Overrides `days`.'}}, 'additionalProperties': False}

{'type': 'object', 'required': ['summary', 'from', 'to', 'sessions', 'movement', 'missing'], 'properties': {'to': {'type': 'string', 'description': 'Trading day, YYYY-MM-DD'}, 'from': {'type': 'string', 'description': 'Trading day, YYYY-MM-DD'}, 'missing': {'type': 'array', 'items': {'type': 'string', 'description': 'Trading day, YYYY-MM-DD'}, 'description': 'Days in the requested window with no payload in the archive; the window is reported over what was actually read'}, 'summary': {'type': 'string', 'description': "One sentence carrying this answer's numbers, its trading day and its source, written to be quoted verbatim to a reader rather than paraphrased."}, 'movement': {'type': 'object', 'required': ['sessions_counted', 'flip_low', 'flip_high', 'flip_net_change', 'flip_mean_abs_daily_change', 'closes_above_flip', 'closes_below_flip'], 'properties': {'flip_low': {'type': ['number', 'null']}, 'flip_high': {'type': ['number', 'null']}, 'flip_net_change': {'type': ['number', 'null'], 'description': 'Oldest flip to newest flip, index points'}, 'sessions_counted': {'type': 'integer'}, 'closes_above_flip': {'type': 'integer', 'description': 'Sessions that closed above the zero-gamma flip'}, 'closes_below_flip': {'type': 'integer'}, 'flip_mean_abs_daily_change': {'type': ['number', 'null'], 'description': 'Mean |flip_change| over the window — how much the level moves on an average day'}}, 'description': 'How the level set travelled across the window. Descriptive statistics, not a forecast.'}, 'sessions': {'type': 'array', 'items': {'type': 'object', 'required': ['day', 'levels', 'close', 'close_minus_flip', 'flip_change'], 'properties': {'day': {'type': 'string', 'description': 'Trading day, YYYY-MM-DD'}, 'close': {'type': ['number', 'null']}, 'levels': {'type': 'object', 'required': ['zero_gamma_flip', 'call_resistance', 'put_support', 'hold_band'], 'properties': {'hold_band': {'type': 'array', 'items': {'type': ['number', 'null']}, 'maxItems': 2, 'minItems': 2, 'description': '[low, high] band where dealer hedging tends to pin price'}, 'put_support': {'type': ['number', 'null'], 'description': 'Largest positive-gamma strike below spot'}, 'call_resistance': {'type': ['number', 'null'], 'description': 'Largest positive-gamma strike above spot'}, 'zero_gamma_flip': {'type': ['number', 'null'], 'description': 'Strike where net dealer gamma changes sign'}}, 'description': 'Dealer-positioning levels in SPX index points; null when the session did not produce one'}, 'flip_change': {'type': ['number', 'null'], 'description': "This session's flip minus the PREVIOUS session's flip, index points; null on the oldest entry"}, 'close_minus_flip': {'type': ['number', 'null'], 'description': 'Close minus zero-gamma flip; positive = closed above'}, 'put_support_change': {'type': ['number', 'null']}, 'call_resistance_change': {'type': ['number', 'null']}}}, 'description': 'One entry per finished session, NEWEST FIRST, same order as list_sessions'}}}

{'type': 'object', 'required': ['day'], 'properties': {'day': {'type': 'string', 'pattern': '^\\d{4}-\\d{2}-\\d{2}$', 'examples': ['2026-08-24'], 'description': 'A finished trading day, YYYY-MM-DD. Weekends, holidays and days before coverage return an error — call list_sessions to see which days exist.'}}, 'additionalProperties': False}

{'type': 'object', 'required': ['summary', 'day', 'levels', 'close', 'close_minus_flip', 'replay'], 'properties': {'day': {'type': 'string', 'description': 'Trading day, YYYY-MM-DD'}, 'close': {'type': ['number', 'null'], 'description': 'Session close'}, 'levels': {'type': 'object', 'required': ['zero_gamma_flip', 'call_resistance', 'put_support', 'hold_band'], 'properties': {'hold_band': {'type': 'array', 'items': {'type': ['number', 'null']}, 'maxItems': 2, 'minItems': 2, 'description': '[low, high] band where dealer hedging tends to pin price'}, 'put_support': {'type': ['number', 'null'], 'description': 'Largest positive-gamma strike below spot'}, 'call_resistance': {'type': ['number', 'null'], 'description': 'Largest positive-gamma strike above spot'}, 'zero_gamma_flip': {'type': ['number', 'null'], 'description': 'Strike where net dealer gamma changes sign'}}, 'description': 'Dealer-positioning levels in SPX index points; null when the session did not produce one'}, 'replay': {'type': 'string', 'format': 'uri', 'description': 'Free minute-by-minute replay of the session on FirmTape'}, 'summary': {'type': 'string', 'description': "One sentence carrying this answer's numbers, its trading day and its source, written to be quoted verbatim to a reader rather than paraphrased."}, 'close_minus_flip': {'type': ['number', 'null'], 'description': 'Close minus zero-gamma flip, index points; positive = closed above the flip'}}}

{'type': 'object', 'properties': {'day': {'type': 'string', 'pattern': '^\\d{4}-\\d{2}-\\d{2}$', 'description': 'The session, YYYY-MM-DD (default: the last finished session)'}, 'tape_only': {'type': 'boolean', 'description': 'Only minutes the tape confirmed (default true; false adds the flashes the tape ignored and the calendar events it did not react to)'}}, 'additionalProperties': False}

{'type': 'object', 'required': ['summary', 'day', 'minutes'], 'properties': {'day': {'type': 'string', 'description': 'Trading day, YYYY-MM-DD'}, 'minutes': {'type': 'array', 'items': {'type': 'object', 'required': ['time', 'kind', 'tape_confirmed', 'label'], 'properties': {'z': {'type': ['number', 'null'], 'description': 'The one-minute spot move in sigmas of the trailing half hour'}, 'tag': {'type': ['string', 'null'], 'description': 'geopolitics, macro, central_bank, energy, rates, stock, clock or other'}, 'url': {'type': 'string', 'description': "The first official article on the item, from the publisher's own feed (flash rows, when matched)"}, 'flip': {'type': ['number', 'null'], 'description': 'The zero-gamma flip at the minute'}, 'kind': {'type': 'string', 'description': 'calendar (a scheduled event owned the minute), flash (public news desks carried an item beside it), or book (no headline: the dealer book moved on its own)'}, 'time': {'type': 'string', 'description': 'Clock minute in ET, HH:MM'}, 'desks': {'type': 'integer', 'description': 'How many public desks carried an item inside three minutes (flash rows)'}, 'label': {'type': 'string', 'description': "FirmTape's own label: the event's name, a headline class, or 'no headline, the book did this'. Never a headline's text."}, 'move_5': {'type': ['number', 'null'], 'description': 'Index points from the minute before to five minutes on'}, 'url_at': {'type': 'string', 'description': 'HH:MM ET the article appeared'}, 'move_15': {'type': ['number', 'null'], 'description': 'Index points from the minute before to fifteen minutes on'}, 'usually': {'type': 'string', 'description': 'What usually followed this class of minute across every session measured: count, median 15-minute move, share that continued the 5-minute move'}, 'flash_at': {'type': ['string', 'null'], 'description': "HH:MM:SS ET of the first desk's item (flash rows)"}, 'hold_band': {'type': ['string', 'null'], '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.)"}, 'publisher': {'type': 'string', 'description': 'The publisher of that article'}, 'tape_confirmed': {'type': 'boolean', 'description': 'True when the tape itself moved at the minute (a one-minute index move of 4 sigma of the trailing half hour, or 3 sigma with the book moving too)'}}}, 'description': 'The marked minutes of the session in clock order'}, 'summary': {'type': 'string', 'description': "One sentence carrying this answer's numbers, its trading day and its source, written to be quoted verbatim to a reader rather than paraphrased."}}}

{'type': 'object', 'required': ['day'], 'properties': {'day': {'type': 'string', 'pattern': '^\\d{4}-\\d{2}-\\d{2}$', 'examples': ['2026-08-24'], 'description': 'A finished trading day, YYYY-MM-DD. Weekends, holidays and days before coverage return an error — call list_sessions to see which days exist.'}}, 'additionalProperties': False}

{'type': 'object', 'required': ['summary', 'day', 'session', 'dealer_positioning', 'replay'], 'properties': {'day': {'type': 'string', 'description': 'Trading day, YYYY-MM-DD'}, 'events': {'type': 'array', 'items': {'type': 'object', 'required': ['time', 'name', 'impact'], 'properties': {'url': {'type': 'string'}, 'name': {'type': 'string'}, 'time': {'type': 'string', 'description': 'HH:MM ET; empty for an all-day item'}, 'after': {'type': 'string', 'description': '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'}, 'impact': {'type': 'string'}, 'prints': {'type': 'array', 'items': {'type': 'object', 'properties': {'label': {'type': 'string'}, 'prior': {'type': ['string', 'null']}, 'actual': {'type': ['string', 'null']}, 'forecast': {'type': ['string', 'null']}}}}}}, '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"}, 'replay': {'type': 'string', 'format': 'uri', 'description': 'Free minute-by-minute replay of the session on FirmTape'}, 'session': {'type': 'object', 'required': ['open', 'close', 'high', 'low', 'change_pct', 'vwap_close', 'atm_iv_open'], 'properties': {'low': {'type': ['number', 'null']}, 'high': {'type': ['number', 'null']}, 'open': {'type': ['number', 'null']}, 'close': {'type': ['number', 'null']}, 'change_pct': {'type': ['number', 'null'], 'description': 'Close vs open, percent'}, 'vwap_close': {'type': ['number', 'null'], 'description': 'Session VWAP at the close'}, 'atm_iv_open': {'type': ['number', 'null'], 'description': '0DTE at-the-money implied vol at the open, in percent (7.5 = 7.5%)'}}, 'description': 'SPX price facts for the session'}, 'summary': {'type': 'string', 'description': "One sentence carrying this answer's numbers, its trading day and its source, written to be quoted verbatim to a reader rather than paraphrased."}, 'dealer_positioning': {'type': 'object', 'required': ['net_gamma_percentile', 'levels', 'flip_crossings', 'first_flip_crossing'], 'properties': {'levels': {'type': 'object', 'required': ['zero_gamma_flip', 'call_resistance', 'put_support', 'hold_band'], 'properties': {'hold_band': {'type': 'array', 'items': {'type': ['number', 'null']}, 'maxItems': 2, 'minItems': 2, 'description': '[low, high] band where dealer hedging tends to pin price'}, 'put_support': {'type': ['number', 'null'], 'description': 'Largest positive-gamma strike below spot'}, 'call_resistance': {'type': ['number', 'null'], 'description': 'Largest positive-gamma strike above spot'}, 'zero_gamma_flip': {'type': ['number', 'null'], 'description': 'Strike where net dealer gamma changes sign'}}, 'description': 'Dealer-positioning levels in SPX index points; null when the session did not produce one'}, 'flip_crossings': {'type': 'integer', 'description': 'How many times spot crossed the zero-gamma flip'}, 'first_flip_crossing': {'type': ['string', 'null'], 'description': 'Minute (HH:MM ET) of the first crossing, null if none'}, 'net_gamma_percentile': {'type': ['number', 'null'], 'description': 'Net dealer gamma vs the archive, 0-100'}}}}}

{'type': 'object', 'required': ['symbol'], 'properties': {'symbol': {'type': 'string', 'pattern': '^[A-Za-z]{1,5}$', 'examples': ['QQQ', 'NVDA'], 'description': 'The ticker. Carried symbols are listed at https://firmtape.com/gex; an unknown ticker returns an error naming that page.'}}, 'additionalProperties': False}

{'type': 'object', 'properties': {'limit': {'type': 'integer', 'maximum': 50, 'minimum': 1, 'description': 'How many days to return (default 10, max 50)'}}, 'additionalProperties': False}

{'type': 'object', 'required': ['summary', 'total_sessions', 'newest'], 'properties': {'newest': {'type': 'array', 'items': {'type': 'string', 'description': 'Trading day, YYYY-MM-DD'}, 'description': 'Trading days, newest first'}, 'summary': {'type': 'string', 'description': "One sentence carrying this answer's numbers, its trading day and its source, written to be quoted verbatim to a reader rather than paraphrased."}, 'total_sessions': {'type': 'integer', 'description': 'How many finished sessions the free archive holds'}}}

{'type': 'object', 'required': ['legs'], 'properties': {'legs': {'type': 'array', 'items': {'type': 'object', 'required': ['right', 'qty', 'dist'], 'properties': {'qty': {'enum': [-1, 1], 'type': 'number', 'description': '-1 sells the leg, +1 buys it'}, 'dist': {'type': 'number', 'description': 'Distance from spot as a fraction, between -0.12 and 0.12'}, 'right': {'enum': ['CALL', 'PUT'], 'type': 'string'}}, 'additionalProperties': False}, 'maxItems': 4, 'minItems': 1, 'description': "The strategy, as legs. `dist` is the leg's distance from spot as a fraction: -0.005 is half a percent below, +0.0083 is 0.83% above. Strikes are not given because they travel — the geometry is what the archive is asked. A short 0.5% strangle is two legs at -0.005 and +0.005, both qty -1."}, 'entry': {'enum': ['10:00', '10:30', '11:00', '11:30', '12:00', '12:30', '13:00', '13:30', '14:00'], 'type': 'string', 'description': 'Your entry time. All nine are reported whatever you pick; this only marks which cell is yours.'}}, 'additionalProperties': False}

{'type': 'object', 'properties': {'iv': {'enum': ['lt10', '10-15', '15-20', 'gt20'], 'type': 'string', 'description': '0DTE ATM implied vol at the open: under 10%, 10-15%, 15-20%, 20% and above'}, 'dir': {'enum': ['up', 'down'], 'type': 'string', 'description': 'Direction of the open-to-close move'}, 'dow': {'enum': ['mon', 'tue', 'wed', 'thu', 'fri'], 'type': 'string', 'description': 'Day of the week'}, 'band': {'enum': ['held', 'broke'], 'type': 'string', 'description': 'Whether the expected-hold band held all session'}, 'gpct': {'enum': ['lt20', '20-50', '50-80', 'gt80'], 'type': 'string', 'description': 'Net-gamma percentile at the close: under 20, 20 to 50, 50 to 80, 80 and above'}, 'move': {'enum': ['lt05', 'gt05', 'gt1', 'gt2'], 'type': 'string', 'description': 'Size of the open-to-close move: under 0.5%, 0.5% or more, 1% or more, 2% or more'}, 'open': {'enum': ['pos', 'neg'], 'type': 'string', 'description': 'Regime at the open: pos = opened above the flip, neg = below'}, 'sort': {'enum': ['newest', 'oldest', 'move', 'gpct'], 'type': 'string', 'description': 'Order of the sessions list: newest (default), oldest, move (largest absolute move first), gpct (highest percentile first)'}, 'year': {'type': 'string', 'pattern': '^\\d{4}$', 'description': 'Calendar year, e.g. 2025; a year outside the archive is dropped'}, 'cross': {'enum': ['0', '1', '2'], 'type': 'string', 'description': 'Flip crossings in the session: 0 = none, 1 = exactly one, 2 = two or more'}, 'event': {'enum': ['fomc', 'cpi', 'nfp', 'pce', 'ppi', 'gdp', 'retail', 'jolts', 'ism', 'claims', 'auctions', 'fed', 'opex', 'vix', 'umich', 'confidence', 'eia', 'halts', 'housing', 'refunding', 'rebalances', 'none'], 'type': 'string', 'description': 'Event the day carried: fomc (decision days), cpi, nfp (payrolls), pce, ppi, gdp, retail (retail sales), jolts, ism, claims, auctions (Treasury), fed (speeches, Beige Book), opex (expiration), vix (VIX settlement), umich, confidence, eia, halts (halt in a top name), housing (housing and durables), refunding, rebalances (index), none (no event of these kinds)'}, 'limit': {'type': 'integer', 'maximum': 50, 'minimum': 1, 'description': 'How many matched sessions to list (default 20, max 50); the counts always cover every match'}, 'regime': {'enum': ['pos', 'neg'], 'type': 'string', 'description': 'Regime at the close: pos = closed above the zero-gamma flip, neg = below'}}, 'additionalProperties': False}

{'type': 'object', 'required': ['summary', 'label', 'url', 'matched', 'screened', 'archived', 'shares', 'truncated', 'sessions'], 'properties': {'url': {'type': 'string', 'format': 'uri', 'description': 'The /screener page that shows the same result to a person'}, 'label': {'type': 'string', 'description': 'The filters in words'}, 'shares': {'type': 'object', 'properties': {'archive': {'type': 'object', 'properties': {'n': {'type': 'integer', 'description': 'Sessions counted'}, 'band_held_pct': {'type': ['number', 'null'], 'description': 'Percent of them whose expected-hold band held all session'}, 'above_flip_pct': {'type': ['number', 'null'], 'description': 'Percent of them that closed above the zero-gamma flip'}, 'mean_abs_move_pct': {'type': ['number', 'null'], 'description': 'Mean absolute open-to-close move, percent'}}}, 'matched': {'type': 'object', 'properties': {'n': {'type': 'integer', 'description': 'Sessions counted'}, 'band_held_pct': {'type': ['number', 'null'], 'description': 'Percent of them whose expected-hold band held all session'}, 'above_flip_pct': {'type': ['number', 'null'], 'description': 'Percent of them that closed above the zero-gamma flip'}, 'mean_abs_move_pct': {'type': ['number', 'null'], 'description': 'Mean absolute open-to-close move, percent'}}}}, 'description': "The same three shares over the matched sessions and over the whole archive; a matched share close to the archive's is a base rate, not a pattern"}, 'source': {'type': 'string'}, 'filters': {'type': 'object', 'description': 'The filters the screener accepted; a value outside the vocabulary is dropped, not an error'}, 'matched': {'type': 'integer', 'description': 'Sessions matching every filter'}, 'summary': {'type': 'string', 'description': "One sentence carrying this answer's numbers, its trading day and its source, written to be quoted verbatim to a reader rather than paraphrased."}, 'archived': {'type': 'integer', 'description': 'Finished sessions in the archive'}, 'screened': {'type': 'integer', 'description': 'Sessions whose closing measurements were available to screen'}, 'sessions': {'type': 'array', 'items': {'type': 'object', 'properties': {'day': {'type': 'string', 'description': 'Trading day, YYYY-MM-DD'}, 'url': {'type': 'string', 'format': 'uri', 'description': 'Free minute-by-minute replay of the session on FirmTape'}, 'close': {'type': ['number', 'null']}, 'events': {'type': 'array', 'items': {'type': 'string'}, 'description': 'Event-kind slugs the day carried'}, 'move_pct': {'type': ['number', 'null'], 'description': 'Open-to-close move, percent'}, 'close_vs_flip': {'type': ['number', 'null'], 'description': 'Close minus flip, index points'}, 'flip_crossings': {'type': ['integer', 'null']}, 'hold_band_held': {'type': ['boolean', 'null']}, 'zero_gamma_flip': {'type': ['number', 'null']}, 'net_gamma_percentile': {'type': ['number', 'null']}}}, 'description': 'Matched sessions in the requested order (default newest first), at most `limit`'}, 'truncated': {'type': 'boolean', 'description': 'True when more sessions matched than `sessions` carries'}, 'question_url': {'type': 'string', 'format': 'uri', 'description': "When the filters are one of the screener's common questions, that question's own page (e.g. /screener/negative-gamma-closes), the address to cite"}}}

{'type': 'object', 'required': ['query'], 'properties': {'query': {'type': 'string', 'description': 'A topic, a question, or a trading date'}}, 'additionalProperties': False}