bullflow_api_docs
ChatGPTReturn Bullflow public API docs, endpoint parameters, auth guidance, and MCP connection details.
bullflow_backtesting_replay_sample
ChatGPTCollect a bounded sample from /v1/streaming/backtesting for coding agents. This does not connect to the live alerts stream.
bullflow_create_alert
ChatGPTCreate a saved custom alert for the connected subscriber account using clean flat field names.
bullflow_dark_pool_trades
ChatGPTRetrieve a paginated list of dark-pool trades for an inclusive date range of up to 30 days, optionally filtered by ticker and minimum notional value in US dollars. Returns trade symbols, prices, share sizes, notionals, and available report timestamps, plus a next-page cursor. Each response is one page, not a complete total for the date range.
bullflow_eod_gex
ChatGPTLook up an end-of-day gamma exposure snapshot for an underlying ticker and optional YYYY-MM-DD trading date. Omit date for the latest eligible session; a session becomes eligible after 17:15 America/New_York. Uses closing gamma and underlying price with the open interest reported for that session, representing the previous trading day's close (open_interest_date). Returns ticker, date, open_interest_date, timezone, spot_price, as_of in UTC, and strike/expiration rows with call_gex, put_gex, and net_gex. GEX is in USD per 1% underlying move: gamma times open interest times 100 times spot_price squared times 0.01. Calls are positive and puts negative. Expirations before the requested date are excluded. Limit: 10 requests per rolling 60 seconds per credential or payer. No snapshot returns HTTP 404.
bullflow_get_custom_alerts
ChatGPTReturn saved custom alerts for the connected subscriber account.
bullflow_gex_alerts
ChatGPTRead current or historical closest-expiration GEX proximity and node movement alerts. Defaults to the current U.S. Eastern date. Results are paginated; use nextCursor with the same filters for more alerts.
bullflow_historical_options_flow
ChatGPTRead recorded historical options trades for one date or an inclusive range of up to 30 calendar days. Filter by ticker, contract, call/put, trade type, execution side, premium, size, or minimum SigScore. Cancelled trades are excluded. Results are newest first and each response is one page; pass nextCursor with the same filters to continue.
bullflow_last_trade_price
ChatGPTLook up the latest available trade price for a stock, ETF, or index ticker, such as SPY or SPX. Returns the price in US dollars and a trade timestamp when available. Use it for a latest-price lookup, not historical price bars.
bullflow_live_options_flow_endpoint
ChatGPTGet the SSE URL, authentication guidance, event types, and trade fields for live options flow. The stream delivers newly published trades after connection, switches trading dates at midnight U.S. Eastern time, and sends heartbeats every 10 seconds. Requires an active API subscription; reconnecting does not replay missed trades.
bullflow_net_gex
ChatGPTLook up net gamma exposure (GEX) by option strike and expiration for an underlying ticker. Omit type or use type=oi for open-interest weighting; use type=volume for cumulative contract volume from the current or most recent U.S. Eastern trading day. Returns calculated call_gex, put_gex, net_gex, call_gamma, put_gamma, spot_price, and as_of. GEX uses a 1% underlying-price move; gamma fields use the selected contract count multiplied by 100. Calls contribute positively and puts negatively. Contracts with no volume in the selected session contribute zero; no matching volume returns an empty strikes array. Unavailable volume returns HTTP 503. Both modes share the endpoint's 25 requests per rolling 60 seconds limit. Gamma and spot calculations refresh approximately every 5 seconds. Volume mode uses the latest available cumulative contract volume for the current or most recent U.S. Eastern trading day. Before a new session has volume, and on weekends or holidays, it uses the most recent completed trading day. Check as_of for the gamma and spot calculation timestamp.
bullflow_net_premium_series
ChatGPTReturn cumulative call and put net premium values for a ticker and date range.
bullflow_net_vex
ChatGPTLook up net vanna exposure (VEX) for an underlying ticker. Returns call, put, and net vanna exposure by option strike and expiration, along with the underlying spot price and as-of timestamp. Use it to examine how vanna exposure is distributed across strikes and expirations. Results are cached for 5 seconds per ticker. Repeated requests within that window may return the same calculation; the next request after expiry recalculates using the latest available data. Check as_of for the calculation timestamp.
bullflow_open_research
ChatGPTOpen interactive Bullflow market research to browse options leaders, filter historical options flow and dark-pool trades, and explore a ticker's activity profile, net premium, and gamma exposure. Use Bullflow data tools for market-data questions that do not need an interactive view.
bullflow_open_workspace
ChatGPTOpen interactive Bullflow market research to browse options leaders, filter historical options flow and dark-pool trades, and explore a ticker's activity profile, net premium, and gamma exposure. Use Bullflow data tools for market-data questions that do not need an interactive view.
bullflow_options_profile
ChatGPTSummarize recorded Bullflow options activity for one ticker in the latest available session: call/put volume, full-day and same-Eastern-time relative volume against the prior 20 available trading dates, premium, ask-side percentages, sweeps, 0–7-day concentration, unusual contracts, and structured flags. Coverage is recorded flow, not complete market-wide volume. Ratios are null with insufficient history or a zero denominator. Directional premium excludes multi-leg trades. Check tradingDate, asOf, and flags before interpreting the result. Allows 10 requests per rolling 60 seconds.
bullflow_options_top_tickers
ChatGPTReturn leading option-flow tickers for a selected volume, premium, or net-premium view.
bullflow_peak_return
ChatGPTLook up the highest historical option price reached after a supplied trade timestamp and its percentage return relative to the supplied entry price. Provide the option contract symbol, entry price, and trade timestamp. Returns the peak price in US dollars and peak percentage return; this is historical performance, not a forecast.
bullflow_streaming_endpoint
ChatGPTReturn connection details for Bullflow live alerts or backtesting SSE endpoints.