Would you be able to adda function to analyze flow intraday - including 0dte contracts and where institutions are positioning?
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Hi, First - thanks for signing up, and for the early feedback. Quick context: we already pull the full chain (including 0DTE), but we deliberately focus on 3–120 day contracts because end-of-day 0DTE is mostly noise - a lot of it is retail, and it doesn't carry into multi-day positioning. We also publish after the close on purpose, so we're reading the full institutional picture rather than mid-session signals that often reverse. That said, there's a real case for using 0DTE as a window into how dealers hedge into the close, and we're open to building something here. To make sure it'd actually be useful to you: 1. Use case - confirming a thesis on a name you trade, scanning for new setups, or reading how today's flow sets up tomorrow's open? 2. Horizon - day trades, overnight/swing, or longer? 3. Timing - does this need to land during the day, pre-close (1–2pm ET), or post-close in the regular email brief or dashboard? Do you trade 0DTE yourself, or is it more about reading what institutions are doing with it?