Data dictionary

Every field in the archive files (159) and every LAB column (120), grouped by the dealer-gamma book it reads; magnitudes are never comparable across books.

VOLUME default

cp x cumulative session volume (cp = +1 call, -1 put). Spotted by: suffix _volcp or _vol in the payload, _vol in LAB.

Payload fields 16

field	meaning	unit	since
`ngv_vol` Minute series	Net cp x volume gamma at spot, 0DTE only. The minute twin of `sec.ngv_volcp`.	$M per index point	all sessions (backfilled 2026-10-03 from `sec.ngv_volcp` at each minute's :59 second)
`gpct_vol` Minute series	The same percentile computed on `ngv_vol` against the same minute of the prior 20 sessions that carry it.	percentile	all sessions; all null on the first 10 sessions (2019-06-19, 2022-04-14 to 2022-05-02: pool under 10)
`flip_vol` Minute series	Volume-book zero-gamma flip, 0DTE, raw directional root (+/-2%, then +/-6%): `sec.flip_volcp` at the end of the minute. The default flip. `null` when the book is one-sided.	index points	all sessions (backfilled 2026-10-03 from `sec.flip_volcp` at each minute's :59 second)
`call_wall_vol` `put_wall_vol` Minute series	Peak positive / negative volume-book gamma strike within +/-2.5% of spot, 0DTE: `sec.cr0_volcp / ps0_volcp` at the end of the minute. The default walls.	strike	all sessions (backfilled 2026-10-03 the same way)
`hhi` Minute series	Herfindahl concentration of abs(volume-book gamma) across strikes within +/-2.5% of the median strike, narrow scope, x100. High = a few strikes hold the book. Not the hold band (that is `frames[].hhi`).	percent (0 to 100)	all sessions
`flowvel` Minute series	Flow velocity: sum over strikes of the absolute 15-minute change in volume-book gamma, narrow scope.	$M per index point	all sessions
`now.gpct_vol` `now`	Last finite `gpct_vol` (backfilled files) or the last minute's (new builds).	percentile	all sessions; null on the first 10
`levels.flip_vol` `levels.call_wall_vol` `levels.put_wall_vol` `levels`	`flip_vol` / `call_wall_vol` / `put_wall_vol` at the last frame's minute, the instant `levels.flip` is read at.	index points; strike	all sessions (backfilled 2026-10-03)
`frames[].gv` `frames[].gv0` `frames[]`	cp x volume gamma per strike. `gv0` is the object `ngv_vol`, `flip_volcp` and the volume walls are built from; `gv` adds the later expiries.	$M per index point	all sessions
`frames[].vv` `frames[].vv0` `frames[]`	cp x volume vanna per strike.	$M of delta per vol point	all sessions
`frames[].cv` `frames[].cv0` `frames[]`	cp x volume charm per strike.	$Bn of delta per day	all sessions
`sec.flip_volcp` `sec`	Volume-book zero-gamma flip, 0DTE, raw directional root (+/-2%, then +/-6%). The default flip.	index points	all sessions
`sec.cr0_volcp` `sec.ps0_volcp` `sec`	Peak positive / negative volume-book gamma strike within +/-2.5% of spot, 0DTE. The default walls.	strike	all sessions
`sec.ngv_volcp` `sec`	Net volume-book gamma at spot, 0DTE.	$M per index point	all sessions
`orders[].flip` order ledger	Distance of the order's top-gamma strike from the volume flip at that minute, the flip the chart draws (the measured flip until 2026-10-03; every archived ledger was re-pointed that day). `null` when the session carries no volume flip at that minute.	index points (absolute)
`orders[].side` order ledger	`over` / `under` the volume flip.	string

LAB columns 18

column	meaning	unit	built from
`flip_vol_dist` levels · volume	spot - the VOLUME-book zero-gamma flip, points (+ = above it, the positive-gamma side): THE flip, the one the chart draws	points, signed	`spot` `sec.flip_volcp` spot - the last sec.flip_volcp inside the minute
`gamma_pos_vol` levels · volume	1 when spot is at or above the VOLUME-book flip (long gamma), 0 below	flag	`spot` `sec.flip_volcp` 1 when flip_vol_dist >= 0, 0 below, NaN when either is missing
`call_wall_vol_dist` levels · volume	spot - the VOLUME-book call wall (the 0DTE strike with the most positive gamma), points (+ = above it)	points, signed	`spot` `sec.cr0_volcp` spot - the last sec.cr0_volcp inside the minute
`put_wall_vol_dist` levels · volume	spot - the VOLUME-book put wall (the 0DTE strike with the most negative gamma), points (+ = above it)	points, signed	`spot` `sec.ps0_volcp` spot - the last sec.ps0_volcp inside the minute
`call_wall_strength_vol` levels · volume	share of the near-money 0DTE VOLUME book standing on the volume call wall's own strike, 0..1 -- a thin wall is drawn like any other but may behave like none	share	`frames[].gv0` `frames[].strikes` `sec.cr0_volcp` \|gv0\| on the strike nearest the minute's cr0_volcp (within 3 pt) / sum \|gv0\| over the frame; each 5-minute frame carried forward
`put_wall_strength_vol` levels · volume	same for the VOLUME-book put wall, 0..1	share	`frames[].gv0` `frames[].strikes` `sec.ps0_volcp` \|gv0\| on the strike nearest the minute's ps0_volcp (within 3 pt) / sum \|gv0\| over the frame; carried forward
`call_wall_agree` levels · all three	how many of the three books (volume, open interest, measured) name the SAME call wall, 1..3. Two or more agree in 45.5% of minutes, all three in 7.1% (store through 2026-09-23)	count	`sec.cr0_volcp` `sec.cr0_oi` `sec.cr0` of the three books' call walls at the minute, how many name the most-named strike
`put_wall_agree` levels · all three	same for the put wall: two or more books agree in 29.9% of minutes, all three in 1.8%	count	`sec.ps0_volcp` `sec.ps0_oi` `sec.ps0` of the three books' put walls at the minute, how many name the most-named strike
`call_wall_agree_dist` levels · all three	spot - the call wall the most books name, points (+ = above it)	points, signed	`spot` `sec.cr0_volcp` `sec.cr0_oi` `sec.cr0` spot - the most-named call wall
`put_wall_agree_dist` levels · all three	spot - the put wall the most books name, points (+ = above it)	points, signed	`spot` `sec.ps0_volcp` `sec.ps0_oi` `sec.ps0` spot - the most-named put wall
`net_gamma_vol` book · volume	net gamma at spot, VOLUME book, $M -- 'how much gamma' unqualified	$M	`sec.ngv_volcp` the last value inside the minute (the same object as the minute series ngv_vol)
`net_gamma_vol_flow` book · volume	1-minute change of net_gamma_vol, $M per minute -- 'gamma flow' unqualified	$M per minute	`sec.ngv_volcp` 1-minute difference of net_gamma_vol
`gamma_pctl_vol` book · volume	net_gamma_vol ranked against the SAME minute of the prior 20 sessions, 0..100 (the chart's GAMMA PCTL). Read it as a decile: 20 sessions give ~11 points of error at the median	percentile	`sec.ngv_volcp` recomputed over the store from net_gamma_vol: the share of the same clock minute in the prior 20 sessions strictly below, x 100; NaN under 10 comparands. Not copied from gpct_vol
`total_change_15_vol` book · volume	sum over strikes of \|gamma change\| of the 0DTE VOLUME book against 15 minutes earlier, $M -- 'book being rebuilt / flow velocity' unqualified	$M	`frames[].gv0` `frames[].strikes` sum over strikes of \|gv0 now - gv0 in the latest frame at least 15 minutes older\|, strikes matched by value; carried forward
`concentration_vol` book · volume	Herfindahl of \|gamma\| across the near-money strikes of the 0DTE VOLUME book, 0..1: high = a few strikes hold it and pin hard -- 'concentrated book / pin risk' unqualified	Herfindahl	`frames[].gv0` sum of (\|gv0\| / sum \|gv0\|)^2 over the frame's strikes; carried forward. Not the minute series hhi (narrow scope, x 100)
`gamma_0dte_vol` expiry · volume	VOLUME-book gamma, today's expiry only ($M)	$M	`frames[].gv0` sum of gv0 over the frame; carried forward
`gamma_next_vol` expiry · volume	VOLUME-book gamma past today ($M)	$M	`frames[].gv` `frames[].gv0` sum of (gv - gv0); carried forward
`gamma_next_share_vol` expiry · volume	share of the VOLUME book that outlives today (0..1)	share	`frames[].gv` `frames[].gv0` sum \|gv - gv0\| / sum \|gv\|

MEASURED

the dealer's net position, signed print by print off the trade tape. Spotted by: neutral payload names (flip, cr0, ps0, gpct, ngv_meas, hold_lo/hi, dex), _meas in LAB.

Payload fields 41

field	meaning	unit	since
`flip` Minute series	Measured zero-gamma flip: the root of net measured gamma over a grid of hypothetical spot (+/-2%, widened once to +/-6%), on a curve smoothed with a 3-minute half-life EMA and tracked to the previous root. Lags the raw book by about 4 minutes. `null` when the book is one-sided over +/-6%.	index points	all sessions
`flip_se` Minute series	Crossing standard error of `flip` (Mueller 1985): trailing curve noise over the slope at the root. `null` until 5 innovations exist or above 99.	index points	since 2026-08-24 (29 sessions)
`ngv_meas` Minute series	Net measured dealer gamma at spot, narrow scope.	$M per index point	all sessions
`gpct` Minute series	Percentile (0 to 100) of `ngv_meas` against the SAME minute of the prior 20 sessions; `null` under 10 comparands. A decile, not a rank: the sampling error is about +-11 points at the median. No measured forward edge once the time of day is held fixed.	percentile	all sessions (sessions before 2026-08-24 recomputed to this definition on 2026-10-03, see Known caveats)
`hold_lo` `hold_hi` Minute series · measured only	The hold band: the contiguous interval of hypothetical spot around current spot where measured dealer gamma stays positive, searched over +/-6%. `null` when spot itself sits in negative measured gamma. An edge that reached the end of the grid reads as spot +/-6%. No volume-book band exists.	index points	all sessions
`charm` Minute series	Measured charm pressure: the change in dealer dollar delta per day from time decay, narrow scope.	$Bn of delta per day	all sessions
`dex` Minute series	Measured dealer delta inventory, narrow scope. Millions of index units ("shares"), not dollars: multiply by `spot` for $M.	millions of index units	all sessions
`vex` Minute series	Measured dealer vega, narrow scope.	$M per vol point	all sessions
`exp_range` Minute series · measured (adjustment)	FirmTape's forecast of the range left to the close: `rv30`-based sigma x spot x sqrt(minutes left), scaled by exp(-0.147 z), z = `ngv_meas` z-scored against the prior 20 sessions' pooled minutes. Measured to add nothing over the straddle; kept for comparison.	index points	all sessions
`now.gpct` `now`	Last minute's `gpct`.	percentile	all sessions
`now.exp_range` `now` · measured (adjustment)	`exp_range` at the second-to-last minute; near zero at the close by construction.	index points	all sessions
`levels.flip` `levels`	`frames[-1].flip`.	index points	all sessions
`levels.cr0` `levels`	Strike with the largest positive measured gamma within +/-2.5% of spot (the measured "call wall"), narrow scope.	strike	all sessions
`levels.ps0` `levels`	Strike with the most negative measured gamma within +/-2.5% of spot (the measured "put wall").	strike	all sessions
`levels.hold_lo` `levels.hold_hi` `levels`	The hold band at the last frame.	index points	all sessions
`ladder.g_flow` `ladder`	`frames[-1].g`.	$M per index point	all sessions
`ladder.v_flow` `ladder`	`frames[-1].v`.	$M of delta per vol point	all sessions
`ladder.c_flow` `ladder`	`frames[-1].c`.	$Bn of delta per day	all sessions
`frames[].g` `frames[].g0` `frames[]`	Dealer gamma per strike.	$M per index point	all sessions
`frames[].v` `frames[].v0` `frames[]`	Dealer vanna per strike.	$M of delta per vol point	all sessions
`frames[].c` `frames[].c0` `frames[]`	Dealer charm per strike.	$Bn of delta per day	all sessions
`frames[].d` `frames[].d0` `frames[]`	Dealer delta per strike, in dollars (delta x 100 x spot), unlike the aggregate `dex`.	$M of index exposure	all sessions
`frames[].e` `frames[].e0` `frames[]`	Dealer vega per strike.	$M per vol point	all sessions
`frames[].cr0` `frames[]`	Peak positive measured gamma strike in this frame (`argmax g`).	strike	all sessions
`frames[].ps0` `frames[]`	Peak negative measured gamma strike (`argmin g`).	strike	all sessions
`frames[].flip` `frames[]`	`flip` at this minute.	index points	all sessions
`frames[].hlo` `frames[].hhi` `frames[]`	`hold_lo` / `hold_hi` at this minute. `hhi` here is the hold band's upper edge, not the top-level `hhi` concentration series.	index points	all sessions
`vol.cb` `vol.pb` `vol` · measured (signing)	Customer BUY contracts, calls / puts, per strike, cumulative.	contracts	all sessions
`vol.cs` `vol.ps` `vol` · measured (signing)	Customer SELL contracts, calls / puts.	contracts	all sessions
`sec.flip` `sec`	Measured flip (smoothed, tracked, minute cadence).	index points	all sessions
`sec.flip_se` `sec`	Its crossing standard error.	index points	since 2026-08-24
`sec.cr0` `sec.ps0` `sec`	Peak positive / negative measured gamma strike within +/-2.5%, narrow scope.	strike	all sessions
`sec.ngv_meas` `sec`	Net measured gamma at spot.	$M per index point	all sessions
`sec.hold_lo` `sec.hold_hi` `sec` · measured only	The hold band per second.	index points	all sessions
`sec.charm` `sec`	Charm pressure.	$Bn of delta per day	all sessions
`sec.vanna` `sec`	Vanna pressure (the only aggregate vanna series).	$M of delta per vol point	all sessions
`sec.mc.<w>.strike` `sec.mc.<w>.value` `sec`	Max-change gamma, w in `1 5 10 15 30` minutes: the strike whose measured gamma moved most over the trailing w minutes, and the signed change. `null` for the first w minutes.	strike; $M per index point	all sessions
`orders[].g` order ledger	Dealer gamma the order added (measured sign); `null` if it could not be priced.	$M per index point
`stats.no_side` `stats.no_gamma` order ledger	Orders the tape could not side / could not price.	count
`stats.gamma_up` `stats.gamma_dn` order ledger	Orders that added positive / negative dealer gamma.	count
`stats.<event name>` calendar file · measured (the book statistics)	What usually followed that kind of event: `window`, `ratio` (range in the window over the trailing-move expectation, event days over other days), `n`, `study`, `recent` [[date, value]], `book` {`flip_crossed`, `at_wall`, `short_gamma`, `short_vs_long`}. The `book` statistics use the measured flip and the measured hold band; `at_wall` means "ended within a few points of a hold-band edge", not of `cr0` / `ps0`.

LAB columns 33

column	meaning	unit	built from
`flip_meas` levels · measured	the MEASURED-book zero-gamma flip as a price (use flip_meas_dist in rules)	index points	`flip` copied
`flip_meas_dist` levels · measured	spot - the MEASURED-book flip, points (+ = above it)	points, signed	`spot` `flip` spot - flip
`gamma_pos_meas` levels · measured	1 when spot is at or above the MEASURED-book flip, 0 below	flag	`spot` `flip` 1 when spot >= flip, 0 below, NaN when either is missing
`call_wall_meas_dist` levels · measured	spot - the MEASURED-book call wall, points (+ = above it)	points, signed	`spot` `sec.cr0` spot - the last sec.cr0 inside the minute
`put_wall_meas_dist` levels · measured	spot - the MEASURED-book put wall, points (+ = above it)	points, signed	`spot` `sec.ps0` spot - the last sec.ps0 inside the minute
`call_wall_strength_meas` levels · measured	share of the near-money MEASURED book on the measured call wall's strike, 0..1	share	`frames[].g` `frames[].strikes` `frames[].cr0` \|g\| on the frame's cr0 / sum \|g\| over the frame; carried forward
`put_wall_strength_meas` levels · measured	same for the MEASURED-book put wall, 0..1	share	`frames[].g` `frames[].strikes` `frames[].ps0` \|g\| on the frame's ps0 / sum \|g\| over the frame; carried forward
`net_gamma_meas` book · measured	net gamma at spot, MEASURED (tape-signed) book, $M	$M	`ngv_meas` copied
`net_gamma_meas_minus_oi` book · measured − open interest	net_gamma_meas - net_gamma_oi, $M: the tape-signed book against the open-interest book. For measured vs VOLUME compare net_gamma_meas with net_gamma_vol	$M	`ngv_meas` `ngv_conv` ngv_meas - ngv_conv
`net_gamma_meas_flow` book · measured	1-minute change of net_gamma_meas, $M per minute	$M per minute	`ngv_meas` 1-minute difference of ngv_meas
`gamma_pctl_meas` book · measured	net_gamma_meas ranked against the same minute of the prior 20 sessions, 0..100	percentile	`ngv_meas` recomputed over the store from net_gamma_meas, the same way as gamma_pctl_vol. Not copied from gpct, so one definition on every session
`dealer_delta_meas` book · measured	dealer delta exposure, MEASURED book, millions of SPX units of delta; + = dealers long delta. No volume-book twin	M SPX units of delta	`dex` copied
`dealer_vega_meas` book · measured	dealer vega exposure, MEASURED book, $M per vol point. No volume-book twin	$M per vol point	`vex` copied
`charm_meas` book · measured	charm pressure, MEASURED book: the dollar delta the book sheds per day from time decay alone, $Bn per day	$Bn of delta per day	`charm` copied
`vanna_meas` book · measured	vanna pressure, MEASURED book: the dollar delta the book gains per 1 vol point of IV, $M per vol point	$M of delta per vol point	`sec.vanna` the last value inside the minute
`dealer_delta_meas_flow` book · measured	1-minute change of dealer_delta_meas, millions of SPX units	M SPX units per minute	`dex` 1-minute difference, within the session
`dealer_vega_meas_flow` book · measured	1-minute change of dealer_vega_meas, $M per vol point	$M per vol point, per minute	`vex` 1-minute difference, within the session
`charm_meas_flow` book · measured	1-minute change of charm_meas, $Bn per day	$Bn per day, per minute	`charm` 1-minute difference, within the session
`max_change_5_meas` book · measured	the largest single-strike gamma change of the MEASURED ladder over the last 5 min, $M, signed -- how hard the busiest strike just moved	$M, signed	`sec.mc.5.value` the last value inside the minute
`max_change_15_meas` book · measured	the same over 15 min, $M	$M, signed	`sec.mc.15.value` the last value inside the minute
`max_change_30_meas` book · measured	the same over 30 min, $M	$M, signed	`sec.mc.30.value` the last value inside the minute
`concentration_meas` book · measured	the same Herfindahl on the MEASURED book, 0..1	Herfindahl	`frames[].g` sum of (\|g\| / sum \|g\|)^2 over the frame's strikes; carried forward
`abs_gamma_meas_over_gross_oi` gross · measured ÷ unsigned OI	sum \|measured gamma\| / sum unsigned OI gamma: how much of the convexity the tape-signed book accounts for. Low = the sides cancel. Changes scope with book_width	ratio	`frames[].g` `frames[].ga` sum \|g\| / sum ga over the frame
`abs_gamma_below_meas` gross · measured	sum \|measured gamma\| on strikes within 30 pt BELOW spot, $M/pt	$M/pt	`frames[].g` `frames[].strikes` `spot` sum \|g\| on strikes in [spot - 30, spot); carried forward
`abs_gamma_above_meas` gross · measured	the same within 30 pt ABOVE spot, $M/pt	$M/pt	`frames[].g` `frames[].strikes` `spot` sum \|g\| on strikes in (spot, spot + 30]; carried forward
`abs_gamma_below_meas_chg15` gross · measured	change of abs_gamma_below_meas against the frame 15 min earlier (negative = the book below thinned)	$M/pt, signed	`frames[].g` `frames[].strikes` `spot` abs_gamma_below_meas minus its value in the latest frame at least 15 minutes older
`abs_gamma_above_meas_chg15` gross · measured	change of abs_gamma_above_meas over 15 min (positive = the book above thickened)	$M/pt, signed	`frames[].g` `frames[].strikes` `spot` abs_gamma_above_meas minus its value in the latest frame at least 15 minutes older
`abs_gamma_below_meas_chg30` gross · measured	change of abs_gamma_below_meas over 30 min	$M/pt, signed	`frames[].g` `frames[].strikes` `spot` the same against the frame at least 30 minutes older
`abs_gamma_above_meas_chg30` gross · measured	change of abs_gamma_above_meas over 30 min	$M/pt, signed	`frames[].g` `frames[].strikes` `spot` the same against the frame at least 30 minutes older
`gamma_0dte_meas` expiry · measured	MEASURED gamma, today's expiry only ($M)	$M	`frames[].g0` sum of g0 over the frame; carried forward
`gamma_next_meas` expiry · measured	MEASURED gamma past today -- the book that survives the close ($M)	$M	`frames[].g` `frames[].g0` sum of (g - g0); carried forward
`gamma_next_share_meas` expiry · measured	share of the MEASURED book that outlives today (0..1)	share	`frames[].g` `frames[].g0` sum \|g - g0\| / sum \|g\|
`range_left_fcst` vol · measured (adjustment)	FirmTape's FORECAST of the range left to the close, index points: realised vol over the last 30 min scaled to the minutes left, adjusted by how high net_gamma_meas stands against the prior 20 sessions. A model, not an implied number	index points	`exp_range` copied

OPEN INTEREST

cp x morning open interest. Spotted by: struct, conv or _oi in the payload (flip_struct, ngv_conv, cr0_oi), _oi in LAB.

Payload fields 10

field	meaning	unit	since
`ga_backfill` Top level	Provenance stamp of the 2026-09-02 backfill that added the unsigned book `ga/ga0` to older sessions: `{at, oi, expiries, contracts, applied}`.	object	sessions to 2026-08-21
`ngv_conv` Minute series	Net cp x OI gamma at spot, narrow scope (0DTE plus three expiries, not 0DTE only).	$M per index point	all sessions
`frames[].go` `frames[].go0` `frames[]`	cp x OI gamma per strike.	$M per index point	all sessions
`frames[].vo` `frames[].vo0` `frames[]`	cp x OI vanna per strike.	$M of delta per vol point	all sessions
`frames[].co` `frames[].co0` `frames[]`	cp x OI charm per strike.	$Bn of delta per day	all sessions
`frames[].ga` `frames[].ga0` `frames[]` · open interest (unsigned)	Gross book: abs(gamma) x OI, calls and puts added. No sign, so no flip and no walls.	$M per index point	all sessions (backfilled 2026-09-02 on sessions to 2026-08-21)
`sec.flip_struct` `sec`	OI-book flip, narrow scope, raw root.	index points	all sessions
`sec.ngv_conv` `sec`	Net OI gamma at spot, narrow scope.	$M per index point	all sessions
`sec.cr0_oi` `sec.ps0_oi` `sec`	Peak positive / negative OI gamma strike within +/-2.5%, 0DTE only.	strike	all sessions
`sec.cr0_oi_book` `sec.ps0_oi_book` `sec`	The same peaks over the narrow-scope OI book (they can pick a 3-5 DTE wall).	strike	all sessions

LAB columns 15

column	meaning	unit	built from
`flip_oi_dist` levels · open interest	spot - the OPEN-INTEREST-book flip, points (+ = above it)	points, signed	`spot` `sec.flip_struct` spot - the last sec.flip_struct inside the minute
`call_wall_oi_dist` levels · open interest	spot - the OPEN-INTEREST-book call wall at 0DTE, points (+ = above it)	points, signed	`spot` `sec.cr0_oi` spot - the last sec.cr0_oi inside the minute
`put_wall_oi_dist` levels · open interest	spot - the OPEN-INTEREST-book put wall at 0DTE, points (+ = above it)	points, signed	`spot` `sec.ps0_oi` spot - the last sec.ps0_oi inside the minute
`net_gamma_oi` book · open interest	net gamma at spot, call-minus-put OPEN-INTEREST book over four expiries, $M (not comparable with the 0DTE books' level)	$M	`ngv_conv` copied
`gross_oi_total` gross · unsigned OI	sum of \|gamma\| x open interest over the near-money window, $M per index point. Its scope follows book_width (3 expiries, 21 on widened sessions)	$M/pt	`frames[].ga` sum of ga over the frame; carried forward
`gross_oi_at_spot` gross · unsigned OI	the unsigned OI book on the strike nearest spot, $M/pt	$M/pt	`frames[].ga` `frames[].strikes` `spot` ga on the strike nearest spot, NaN when it is more than 3 pt away; carried forward
`gross_oi_above` gross · unsigned OI	the heaviest unsigned OI strike ABOVE spot, $M/pt	$M/pt	`frames[].ga` `frames[].strikes` `spot` the largest ga on a strike above spot; carried forward
`gross_oi_below` gross · unsigned OI	the heaviest unsigned OI strike BELOW spot, $M/pt	$M/pt	`frames[].ga` `frames[].strikes` `spot` the largest ga on a strike below spot; carried forward
`gross_oi_above_dist` gross · unsigned OI	points from spot up to that heaviest strike above, always positive	points, always positive	`frames[].ga` `frames[].strikes` `spot` that strike - spot
`gross_oi_below_dist` gross · unsigned OI	points from spot down to the heaviest strike below, always positive	points, always positive	`frames[].ga` `frames[].strikes` `spot` spot - that strike
`gross_oi_near_share` gross · unsigned OI	share of the unsigned OI book within +-10 pt of spot, 0..1 -- how much convexity sits on top of price	share	`frames[].ga` `frames[].strikes` `spot` sum of ga within 10 pt of spot / sum of ga
`gross_oi_top3_share` gross · unsigned OI	share of the unsigned OI book on its three heaviest strikes, 0..1	share	`frames[].ga` the three largest ga / sum of ga
`gamma_0dte_oi` expiry · open interest	OPEN-INTEREST gamma, today's expiry only ($M)	$M	`frames[].go0` sum of go0 over the frame; carried forward
`gamma_next_oi` expiry · open interest	OPEN-INTEREST gamma past today ($M)	$M	`frames[].go` `frames[].go0` sum of (go - go0); carried forward
`gamma_next_share_oi` expiry · open interest	share of the OI book that outlives today (0..1) -- the OI book is roughly half next-expiry, so this one really moves	share	`frames[].go` `frames[].go0` sum \|go - go0\| / sum \|go\|

NO BOOK

market quantities, calendar and bookkeeping: no dealer weight. Spotted by: spot, iv, straddle, volume, events, axes.

Payload fields 51

field	meaning	unit	since
`day` Top level	Session date, ET.	`YYYY-MM-DD`	all sessions
`built` Top level	Build stamp of the code that wrote the file; a `-live` suffix means the live engine wrote it.	string	all sessions
`minutes` Top level	The minute axis every minute series is aligned to.	`HH:MM`	all sessions
`step` Top level	Minutes between ladder frames.	5	all sessions
`exp_n` Top level	Post-0DTE expiries the session was archived with (14 to 21; 21 on nearly every session since early 2023).	count	all sessions
`lad_n` Top level · volume, OI	Post-0DTE expiries the frames' VOLUME and OI books sum over. Absent means 3.	count	since 2026-08-24 (29 sessions)
`lad5` Top level · all (display)	The ladder's display scale floor: median of the 5 heaviest strikes over the closing 30 minutes of the 5 prior sessions, keyed `<frame key>\|<slice>` (keys `g v c d e go vo co gv vv cv ga`, slices `all`, `z0` = 0DTE, `nx` = after 0DTE). Cosmetic, changes no measurement.	frame units	since 2022-04-14 (absent on 2019-06-19)
`spot` Minute series	SPX, solved from put-call parity on the option chain (median of C - P + K e^(-rT) over the 10 strikes nearest the crossing).	index points	all sessions
`vwap` Minute series	Not volume-weighted: the running mean of the minute `spot` since the open (an index has no volume).	index points	all sessions
`b2u` `b2l` Minute series	`vwap` plus / minus 2 running standard deviations of `spot`.	index points	all sessions
`skew` Minute series	25-delta risk reversal on the 0DTE chain: put IV minus call IV. Positive = puts bid over calls. `null` unless both wings bracket 25 delta. Calendar-time IV.	vol points	all sessions
`skewpct` Minute series	The same skew as a ratio: how much richer the 25-delta put is than the call.	percent	all sessions
`straddle` Minute series	ATM 0DTE straddle mid (call mid + put mid at the strike nearest spot). Batch days read the 5-minute chain and carry each value forward, so it steps every 5 minutes.	index points	all sessions
`atmiv` Minute series	ATM implied vol backed out of `straddle`: straddle / (0.7979 x sqrt(T) x spot), T on the trading-time clock.	vol points (percent)	all sessions
`div30` Minute series	Change in `atmiv` over the last 30 minutes.	vol points	all sessions
`rvi15` `rvi30` `rvi60` Minute series	Realised over implied range: the high-low range of the per-second spot over the trailing 15 / 30 / 60 minutes, divided by the straddle-implied range over the same horizon (2 x straddle x sqrt(H / minutes left)). Above 1 = the market is moving more than it priced.	ratio	all sessions
`now.spot` `now`	Last minute's `spot`.	index points	all sessions
`now.rv30` `now`	Realised vol of the last 30 one-minute log returns, annualised on the trading-time clock (sqrt(252 x 390)). The only place `rv30` is published. A 30-observation sigma: its 95% interval is x0.80 to x1.34.	percent	all sessions
`now.sessions_in_pool` `now`	Prior sessions in the `gpct` pool (up to 20).	count	all sessions
`ladder.strikes` `ladder`	Strike axis.	strike	all sessions
`frames[].t` `frames[]`	Frame minute.	`HH:MM`	all sessions
`frames[].idx` `frames[]`	Index of `t` in `minutes`.	integer	all sessions
`frames[].strikes` `frames[]`	Strike axis of this frame.	strike	all sessions
`frames[].ivc` `frames[].ivp` `frames[]`	Mean 0DTE implied vol of the call / put at each strike (the smile). Calendar-time clock. `null` where the strike has no 0DTE quote.	vol points (percent)	all sessions
`vol.strikes` `vol`	Strike axis (fixed for the session).	strike	all sessions
`vol.t` `vol.idx` `vol`	Frame minute and its index in `minutes`.	`HH:MM`, integer	all sessions
`vol.cu` `vol.pu` `vol`	Multi-leg volume no package signing could reach (unsigned).	contracts	all sessions
`sec.secs` `sec`	Second axis.	`HH:MM:SS`	all sessions
`sec.step` `sec`	Seconds between rows (1 on every session).	seconds	all sessions
`sec.spot` `sec`	Parity spot solved per second.	index points	all sessions
`sec.vol` `sec`	0DTE contracts printed in that second, as recorded live. Only on sessions the live engine recorded.	contracts	38 sessions, since 2026-08-03
`day` `sym` `min_premium` order ledger	Session, symbol, premium floor.	date, string, $
`asof` order ledger	Time of the newest order, ET.	`HH:MM:SS`
`built` order ledger	When the ledger was rebuilt, ET.	`HH:MM:SS`
`orders[].oid` order ledger	Order id.	string
`orders[].t` order ledger	When the parent order printed, ET.	`HH:MM`
`orders[].kind` order ledger	Structure from package reconstruction (single, vertical, ...).	string
`orders[].legs` order ledger	Up to three legs as a label, e.g. `7740P/7750P`.	string
`orders[].lg` order ledger	Up to four legs as `[strike, "C"\|"P", customer side]`, side +1 bought, -1 sold, 0 unknown.	array
`orders[].exp` order ledger	Expiry carrying most of the order's gamma.	`Mon D`
`orders[].size` order ledger	Contracts in the parent order.	contracts
`orders[].net` order ledger	Premium.	$M
`orders[].em` order ledger	Each leg's strike from spot in expected moves to the close (2 x ATM straddle); `null` unless every leg expires that day.	EM units
`orders[].sh` order ledger	The order's share of its busiest strike's session volume.	percent
`stats.n` `stats.net` order ledger	Orders above the floor, their total premium.	count, $M
`built` `from` `to` `earn_to` calendar file	Build time (UTC), calendar span, last date with historical earnings.
`days.<date>[]` calendar file	Events on that ET date: `t` clock (`HH:MM`, `""` for all day), `k` kind (`fomc macro earn opex early closed fed auction ff`), `n` name, `i` impact (`high med low`), optional `f` forecast, `p` prior, `u` source link.
`stats_built` `stats_measure` calendar file	When the statistics were built and the measure's definition.
`ledger` calendar file	The pre-registered FOMC forward ledger (`registered`, `built`, `in_sample`, `rows`).
`next_earn.<SYM>` calendar file	Next earnings date `d` and hour `h` per covered stock.
`blackouts` calendar file	Fed blackout windows as [start, end].

LAB columns 54

column	meaning	unit	built from
`min` time	minutes since the 09:30 open (0-389)	minutes since 09:30	`minutes` the row's index on the minute axis
`minutes_to_close` time	minutes left to the session's last minute: 15:59 on a full day, 12:59 on a half day	minutes to the last minute	`minutes` (rows in the session - 1) - min
`spot` price	SPX spot price	index points	`spot` copied
`spot_mean` price	the running mean of spot since the open (an equal-weight mean of minute prices; NOT a VWAP, no volume weights it)	index points	`vwap` copied
`spot_mean_dist` price	spot - spot_mean, points	points, signed	`spot` `vwap` spot - vwap
`spot_sd` price	one running standard deviation of spot since the open, points (the half-width of the band over 2)	points	`b2u` `b2l` (b2u - b2l) / 4
`spot_mean_z` price	spot's distance from its running mean in running SDs (+3 = stretched 3 SD above). The 'sigma stretch' of the chart's band	running SDs, signed	`spot` `vwap` `b2u` `b2l` (spot - vwap) / spot_sd
`spot_mean_up2` price	the band's upper edge, spot_mean + 2 running SDs, price	index points	`b2u` copied
`spot_mean_dn2` price	the band's lower edge, spot_mean - 2 running SDs, price	index points	`b2l` copied
`ret1` price	spot now minus spot one minute ago, points (the last 1-minute candle's move)	points, signed	`spot` spot minus the previous minute's spot, within the session
`ret15` price	spot now minus spot 15 minutes ago, index points (the move just made; positive = drifted up)	points, signed	`spot` spot minus spot 15 minutes earlier, within the session
`ret30` price	spot now minus spot 30 minutes ago, index points	points, signed	`spot` spot minus spot 30 minutes earlier, within the session
`rv_1m` price	intra-minute realised vol from the per-second spot, annualised in % -- comparable to atm_iv; a choppy vs smooth minute	annualised %	`sec.spot` `sec.secs` standard deviation of the per-second log returns inside the minute x sqrt(252 x 6.5 x 3600) x 100; NaN under 5 seconds
`book_width` expiry · volume and OI scope	how many post-0DTE expiries the session's volume and OI books sum over -- a provenance stamp, not a market state: 3 on sessions archived narrow, 21 on sessions archived wide (the ones from 2026-08-24 on, which carry lad_n); read it per session. Use it ONLY to keep a rule on gamma_next_* / gamma_next_share_* (vol or oi) or gross_oi_* inside one definition; never as a market condition	count	`lad_n` lad_n, 3 when the payload has none
`atm_iv` vol	0DTE ATM implied vol, % annualised on the trading clock, backed out of the ATM straddle (pair with top_pctl for an 'IV rank'). It climbs ~3x from open to close by construction, so compare at a fixed clock	IV, % (trading clock)	`atmiv` copied
`atm_iv_chg1` vol	1-minute change of atm_iv, vol points	vol points per minute	`atmiv` 1-minute difference, within the session
`atm_iv_chg30` vol	atm_iv now minus atm_iv 30 minutes ago, vol points -- the IV leg that gives back a correct realised-vol call. Mostly the clock: prefer it inside a min window	vol points	`div30` copied
`straddle` vol	the 0DTE ATM straddle price, index points: the market's expected absolute move to the close	index points	`straddle` copied
`straddle_pct` vol	the ATM straddle as a % of spot -- the expected move, comparable across days	% of spot	`straddle` `spot` straddle / spot x 100
`em_used` vol	\|spot - the session's first spot\| / the opening expected move (2 x the first ATM straddle): the EM drawer's 'used so far', the same number. Above 1 = the opening move is spent, the chart's CHOP	ratio	`spot` `straddle` \|spot - the session's first spot\| / (2 x the session's first straddle)
`range_ratio_15` vol	realised RANGE over the last 15 min (per-second high minus low) / the range the straddle implies for 15 min; > 1 = moving more than priced	ratio	`rvi15` copied
`range_ratio_30` vol	the same realised/implied RANGE ratio over 30 min -- the strongest single forecast of the next 30 min's range this programme found	ratio	`rvi30` copied
`range_ratio_60` vol	the same realised/implied RANGE ratio over 60 min	ratio	`rvi60` copied
`rv30_over_atm_iv` vol	realised vol over the last 30 one-minute returns / atm_iv, both annualised on the trading clock, plain ratio: 1 = the tape moves as fast as the straddle prices; > 1 = the straddle is cheap -- 'VRP / realised vs implied' as a ratio	ratio	`spot` `atmiv` standard deviation of the last 30 one-minute log returns x sqrt(252 x 390) x 100, over atmiv
`skew_25d` vol	25-delta put IV minus 25-delta call IV, vol points (calendar clock)	vol points (calendar clock)	`skew` copied
`skew_25d_ratio` vol	25-delta skew as a RATIO: put IV over call IV minus one, in PERCENT (median ~10, 95th pctl ~25) -- NOT a 0-1 percentile; 'rich skew' is skew_25d_ratio >= 15 or top_pctl on it	percent	`skewpct` copied
`skew_25d_chg1` vol	1-minute change of skew_25d, vol points	vol points per minute	`skew` 1-minute difference, within the session
`volume` tape	contracts traded per minute across the 0DTE chain: from the raw tape where the archive has it; otherwise the snapshot's, which on older sessions is a 5-minute increment spread evenly over its minutes	contracts per minute	`raw 0DTE tape` `sec.vol` `vol.cb` `vol.cs` `vol.cu` `vol.pb` `vol.ps` `vol.pu` contracts per minute from the raw tape; without it, volume_snap
`volume_pctl` tape	traded-VOLUME percentile of this minute vs the same minute of the prior 20 sessions (0-1) -- 'heavy for this time of day'; volume, NOT implied vol	percentile	`volume` share of the same minute in the prior 20 sessions at or below this one, 0..1; NaN under 10 comparands
`volume_snap` tape	volume as the snapshot carries it: per-second prints summed on newer sessions, a 5-minute increment spread per minute on older ones	contracts per minute	`sec.vol` `vol.cb` `vol.cs` `vol.cu` `vol.pb` `vol.ps` `vol.pu` sec.vol summed per minute; without it, each 5-minute increment of the cumulative vol block spread evenly over its minutes
`ev_high_impact` calendar	1 on a day with a high-impact release: FOMC, CPI, payrolls or PCE; else 0	flag	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_fomc` calendar	1 on an FOMC decision day (statement 14:00, press conference 14:30)	flag	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_cpi` calendar	1 on a CPI day (08:30, before the open)	flag	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_payrolls` calendar	1 on a payrolls day (08:30, before the open)	flag	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_pce` calendar	1 on a PCE inflation day (08:30, before the open)	flag	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_ism` calendar	1 on an ISM day, manufacturing or services (10:00, inside the session)	flag	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_earnings` calendar	1 when a mega-cap (NVDA, AAPL, MSFT, ...) reports today, before the open or after the close	flag	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_opex` calendar	1 on a monthly or quarterly options expiration day	flag	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_pre_open` calendar	1 if a high/medium release came out before 09:30, so the session already trades AFTER the number	flag	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_minutes_to` calendar	minutes until the next scheduled event inside the session (FOMC 14:00, ISM 10:00, FOMC minutes); NaN when none is ahead, so a condition on it selects event days by itself	minutes	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_minutes_since` calendar	minutes since the last scheduled event inside the session; NaN before the first one	minutes	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_opex_quarterly` calendar	1 on the quarterly third Friday (March, June, September, December): options, the ES and NQ futures and the index rebalances expire or settle together. About 4 days a year	flag	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_expiry_stack` calendar	1 when two or more expiry-class events share the date: every quarterly third Friday, the January LEAPS expiry, a month-end that meets an index rebalance or the monthly VIX settlement	flag	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_quarter_end` calendar	1 on the last session of a quarter, the SPX quarter-end expiry. About 4 days a year	flag	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_month_end` calendar	1 on the last session of a month, quarter-ends included	flag	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_vix_week` calendar	1 on every session of the week that holds the MONTHLY VIX settlement (the Wednesday thirty days before the next month's third Friday), about one week in four	flag	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_futures_roll` calendar	1 on the Thursday eight days before a quarterly expiry, when ES and NQ volume moves to the next contract. About 4 days a year	flag	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`ev_leaps` calendar	1 on the January third Friday, when the long-dated LEAPS cycle expires. One day a year	flag	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`days_to_opex` calendar	weekdays left to the next third-Friday options expiration, 0 on the day itself, up to about 24; holidays count as weekdays	weekdays	`/snapshots/events.json` from the day's calendar rows; a day the calendar does not know reads 0, clocks NaN
`pulse_minutes_since` pulse	minutes since the last minute the tape marked as market-moving (a one-minute index move of 4 sigma of the trailing half hour, or 3 with the dealer book moving too); NaN before the first such minute, so 'pulse_minutes_since <= 5' means 'within five minutes after a tape shock'	minutes	`pulse.firmtape.com marks` from the tape-marked minutes of the session (not a payload field); a day without marks reads 0, clocks NaN
`pulse_z` pulse	the spot z-score of that last marked minute, in sigmas of the trailing half hour; NaN before the first	sigma	`pulse.firmtape.com marks` from the tape-marked minutes of the session (not a payload field); a day without marks reads 0, clocks NaN
`pulse_flash` pulse	1 if that marked minute had two or more public news desks flashing beside it (a headline-driven move), else 0	flag	`pulse.firmtape.com marks` from the tape-marked minutes of the session (not a payload field); a day without marks reads 0, clocks NaN
`pulse_book` pulse	1 if that marked minute had no headline and no calendar event, the dealer book moved on its own; else 0	flag	`pulse.firmtape.com marks` from the tape-marked minutes of the session (not a payload field); a day without marks reads 0, clocks NaN
`pulse_count` pulse	how many tape-marked minutes the session has had so far; 0 before the first	count	`pulse.firmtape.com marks` from the tape-marked minutes of the session (not a payload field); a day without marks reads 0, clocks NaN