The full-length ballet, set to music by George Gershwin and performed by dancers from Wingrove's own company along with dancers from Ballet San Jose Silicon Valley, runs through January 9.
Wingrove has previously created ballets based on the lives of artists such as Vincent van Gogh, Isadora Duncan, and Marc Chagall, and has ventured into Fitzgerald territory before with a ballet about Scott's wife, Zelda. She has also choreographed a work about her son's death from AIDS.
Gatsby, according to the San Jose Mercury News, will be different from Wingrove's other work, which has had minimal or no sets. The new ballet has three acts, and sets for East and West Egg, as well as the Valley of Ashes.
Of the famous story, Wingrove told the paper, "It has romance, it has passion, it has jealousy, it has rivalry. It has everything you can portray in movement."
Wingrove founded her dance company in 1981. It presents works by Wingrove and promising young choreographers, and has a repertory of more than 80 works.