Recent Lit Flow Trades
Returns the latest lit exchange trades.
For real time streaming of lit trades, subscribe to the lit_trades websocket channel, see https://api.unusualwhales.com/docs/websocket/lit-trades.
Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Query Parameters
How many items to return. Default: 100. Max: 200. Min: 1.
1 <= x <= 20010
A trading date in the format of YYYY-MM-DD. This is optional and by default the last trading date.
"2024-01-18T00:00:00.000Z"
The minimum premium requested trades should have.
x >= 050000
The maximum premium requested trades should have.
150000
The minimum size requested trades should have. Must be a positive integer.
x >= 050000
The maximum size requested trades should have. Must be a positive integer.
150000
The minimum consolidated volume requested trades should have. Must be a positive integer.
x >= 050000
The maximum consolidated volume requested trades should have. Must be a positive integer.
150000
Response
A lit exchange trade.
Whether the trade has been cancelled.
true
The trade execution time as an ISO 8601 UTC timestamp.
"2023-02-16T00:59:44.000Z"
The code describing why the trade happened outside of regular market hours. Null if none applies.
sold_out_of_sequence, extended_hours_trade_late_or_out_of_sequence, extended_hours_trade "sold_out_of_sequence"
The market center code.
"L"
The total option premium.
"27723806.00"
The price of the trade.
"18.9904"
The sale condition code. Null if none applies.
contingent_trade, odd_lot_execution, prior_reference_price, average_price_trade "contingent_trade"
The size of the transaction.
6400
The stock ticker.
"AAPL"
The tracking ID of the trade.
71984388012245
The trade code. Null if none applies.
derivative_priced, qualified_contingent_trade, intermarket_sweep "derivative_priced"
The kind of trade settlement.
cash, next_day, seller, regular "cash_settlement"
The volume of the ticker for the trading day.
23132119
