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STREAM: the session, every second

The whole terminal stream for a licensee's server: every second of the SPX session, the levels of the three books and the book by strike, as Server-Sent Events. Real time on STREAM and STREAM 250, fifteen minutes late on STREAM, 15 MIN. One licence key opens it and the levels API.

GET https://stream.firmtape.com/v1/stream with Authorization: Bearer lic_..., the licence key issued with the countersigned licence. The answer is text/event-stream and never ends: one second event per second of the session (09:30:00 to 15:59:59 ET), a comment line (: ping) every 15 seconds between and outside sessions. Ask for gzip (Accept-Encoding: gzip); every common HTTP client does.

Your server connects, not your people's browsers. The key is a server's credential: it holds as many connections at once as the licence says (two unless agreed), and your server shows the numbers to the people the licence covers.

Reconnecting loses nothing. Send the last id you took as Last-Event-ID (an EventSource client does it for you) and the stream first sends every second after it, from the last thirty minutes, then the live ones, each once and in order. Without it you start at the newest second. A deploy on our side closes the connection; reconnect and resume.

The second. Everything is FirmTape's own measurement of SPX options; units and books are the data dictionary's. null means not measured at that second, never zero. A field is added to v1, never renamed or removed.

{
 "v": 1,
 "t": "2026-10-23T15:59:59-04:00",
 "day": "2026-10-23",
 "spot": 7623.32,
 "volume": {
  "flip": 7631.54,
  "call_wall": 7610,
  "put_wall": 7625,
  "net_gamma": -14119.87
 },
 "open_interest": {
  "flip": 7695.82,
  "call_wall": 7605,
  "put_wall": 7625,
  "call_wall_all": 7605,
  "put_wall_all": 7625,
  "net_gamma": -731.72
 },
 "measured": {
  "flip": 7705.77,
  "flip_se": 1.69,
  "call_wall": 7625,
  "put_wall": 7630,
  "net_gamma": 8.88,
  "charm": -147.25,
  "vanna": -95.72,
  "max_change": {
   "1": {
    "strike": 7625,
    "change": 21.64
   },
   "5": {
    "strike": 7625,
    "change": 63.84
   },
   "10": null,
   "15": null,
   "30": null
  }
 },
 "prints": {
  "contracts": 86,
  "calls": 43,
  "puts": 27,
  "calls_near": 4,
  "puts_near": 12,
  "call_delta": 9.6,
  "put_delta": 19.53,
  "call_delta_near": 0.34,
  "put_delta_near": 5.23
 },
 "ladder": {
  "minute": "15:59",
  "strikes": [
   7620,
   7625
  ],
  "volume": {
   "gamma": [
    1.2,
    -2.4
   ],
   "vanna": [
    0.1,
    -0.3
   ],
   "charm": [
    0.01,
    -0.02
   ],
   "call_contracts": [
    1200,
    800
   ],
   "put_contracts": [
    900,
    2100
   ],
   "zero_dte": {
    "gamma": [
     0.9,
     -2.1
    ],
    "vanna": [
     0.1,
     -0.2
    ],
    "charm": [
     0.01,
     -0.02
    ],
    "call_contracts": [
     1100,
     700
    ],
    "put_contracts": [
     850,
     2000
    ]
   }
  },
  "open_interest": {
   "gamma": [
    3.1,
    -1.2
   ],
   "vanna": [
    0.4,
    -0.1
   ],
   "charm": [
    0.03,
    -0.01
   ],
   "gross_gamma": [
    5.2,
    4.8
   ],
   "call_contracts": [
    4100,
    3900
   ],
   "put_contracts": [
    5200,
    6100
   ],
   "zero_dte": {
    "gamma": [
     1.1,
     -0.9
    ],
    "vanna": [
     0.1,
     -0.1
    ],
    "charm": [
     0.01,
     -0.01
    ],
    "gross_gamma": [
     2.0,
     1.9
    ],
    "call_contracts": [
     1500,
     1300
    ],
    "put_contracts": [
     1800,
     2200
    ]
   }
  },
  "measured": {
   "gamma": [
    0.4,
    -0.6
   ],
   "vanna": [
    0.02,
    -0.03
   ],
   "charm": [
    0.001,
    -0.002
   ],
   "delta": [
    12.5,
    -8.1
   ],
   "vega": [
    0.21,
    -0.18
   ],
   "zero_dte": {
    "gamma": [
     0.3,
     -0.5
    ],
    "vanna": [
     0.02,
     -0.02
    ],
    "charm": [
     0.001,
     -0.001
    ],
    "delta": [
     10.2,
     -7.4
    ],
    "vega": [
     0.15,
     -0.12
    ]
   }
  },
  "iv": {
   "calls": [
    12.5,
    11.9
   ],
   "puts": [
    13.1,
    12.8
   ]
  }
 }
}

Not in it, by design: the vendor's raw quotes and trades, and the tickers' reference prices. The stream is SPX; the tickers' levels are on the levels API with the same key.

import json, requests

KEY = "lic_..."
last = None
while True:
    h = {"Authorization": f"Bearer {KEY}", "Accept": "text/event-stream"}
    if last:
        h["Last-Event-ID"] = last
    try:
        with requests.get("https://stream.firmtape.com/v1/stream", headers=h, stream=True, timeout=(10, 60)) as r:
            r.raise_for_status()
            for line in r.iter_lines(decode_unicode=True):
                if line.startswith("id: "):
                    last = line[4:]
                elif line.startswith("data: "):
                    s = json.loads(line[6:])
                    print(s["t"], s["spot"], s["volume"]["flip"])
    except requests.RequestException as e:
        print("reconnecting:", e)

Measurements of dealer positioning, never a forecast or a trade call. This page is built from FirmTape's public contract, the same files the OpenAPI document is built from; the tests hold them against the route code. Markdown: /docs/developers/dataset/stream.md.