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Docs/Market Structure Quickstart

Market Structure Quickstart

Request an authenticated OptionData market-structure snapshot and locate GEX, walls, Max Pain, volatility context, and freshness metadata.

Open product page →View as Markdown

Ask ChatGPT or Claude Code

Copy this prompt, paste it into ChatGPT, Claude, Claude Code, Cursor, or Codex, then add your question. It tells the model to read our public docs first — no API key needed for that step.

You are helping me use OptionData (https://www.optiondata.io/), an OPRA-licensed U.S. equity options data API.

Before answering, fetch these public files (no login required) and treat them as the source of truth:
- https://www.optiondata.io/llms.txt — short product map (same content as https://www.optiondata.io/llm.txt)
- https://www.optiondata.io/llms-full.txt — full API reference
- https://www.optiondata.io/openapi.json — HTTP OpenAPI

Do not invent endpoints, fields, tables, or limits. Prefer `Authorization: Bearer apikey_…` for HTTP APIs. Realtime uses `wss://ws.optiondata.io` with a `token` query parameter.

Products:
- Realtime trades WebSocket: wss://ws.optiondata.io
- Historical SQL: POST https://www.optiondata.io/api/historical/sql
- Option chain: POST https://www.optiondata.io/api/option-chain
- Market structure: GET https://www.optiondata.io/api/v1/market-structure/{symbol}

I am asking about: Market Structure Quickstart
- Markdown: https://www.optiondata.io/md/market-structure-quickstart/
- HTML docs: https://www.optiondata.io/docs/market-structure-quickstart/

My question:

The Market Structure API returns a precomputed symbol-level snapshot. It combines structural GEX and open-interest levels with volatility context and a lightweight flow overlay.

1. Request the latest snapshot

Store your key in OPTIONDATA_API_KEY, then run:

curl "https://www.optiondata.io/api/v1/market-structure/SPY" \
  -H "Authorization: Bearer $OPTIONDATA_API_KEY"

Use the exact option root. For index products, roots such as SPX and SPXW are distinct.

Annotated OptionData market-structure page showing the REST endpoint and full GEX documentation link

The overview card is the starting point for the symbol-level snapshot request.

2. Request a retained date

Add date=YYYY-MM-DD when you need a retained historical snapshot:

curl "https://www.optiondata.io/api/v1/market-structure/SPY?date=YYYY-MM-DD" \
  -H "Authorization: Bearer $OPTIONDATA_API_KEY"

Not every calendar date or exact root has a retained snapshot.

3. Find the main sections

Response pathPurpose
data.symbol_metaUnderlying description, prices, IV rank/percentile, skew, and term structure
data.structureSpot, GEX/OI totals, Gamma Flip, walls, Max Pain, and expiration aggregates
data.flowLightweight session-flow overlay
data.intraday_gexLatest intraday full-chain GEX summary when available
meta.effective_dateTrading date represented by the snapshot
meta.*_as_ofFreshness timestamps for the corresponding sections

Treat walls and Gamma Flip as market-structure context, not guaranteed price targets.

4. Handle missing data correctly

  • 401: bearer key is missing or invalid.
  • 403: the customer lacks active/trialing entitlement.
  • 404 SYMBOL_NOT_FOUND: the exact option root is unknown.
  • 404 SNAPSHOT_NOT_FOUND: the root exists, but no snapshot was retained for that date.
  • 429: rate limited; honor Retry-After.

Use Market Structure API for the complete field definitions and nullability contract.