Flow Data
Returns the last 50 option trades for the given option chain. Optionally a min premium and a side can be supplied in the query for further filtering. If no date is specified data for the last trading day is being returned.
Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Path Parameters
An option contract in the OSI format.
"TSLA230526P00167500"
Query Parameters
The side of a stock trade. Must be one of ASK, BID, MID. If not set, will return all side's trades.
ALL, ASK, BID, MID "ASK"
The minimum premium requested trades should have.
x >= 050000
How many items to return. If no limit is given, returns all matching data. Min: 1.
x >= 110
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"
Response
The amount of volume that happened on the ask side.
Ask side is defined as (ask + bid) / 2 < fill price.
119403
The amount of volume that happened on the bid side.
Bid side is defined as (ask + bid) / 2 > fill price.
122789
Whether the option trade was canceled.
false
The delta of the option trade.
"0.610546281537814"
The time when the earnings will be released.
unknown, afterhours, premarket "premarket"
The exponentially weighted moving average of the National Best Bid and Offer ask side.
"21.60"
The exponentially weighted moving average of the National Best Bid and Offer bid side.
"21.45"
The exchange the option trade was executed on.
"MXOP"
The option trade execution time as an ISO 8601 UTC timestamp. The WebSocket option_trades channel represents this field as Unix epoch milliseconds instead.
"2024-08-21T13:50:52.278Z"
The contract expiry date in ISO format.
"2023-12-22T00:00:00.000Z"
The flow alert ID of the option trade.
If the flow alert ID is null, it means that there is no flow alert associated with the option trade.
Full name of the ticker.
"APPLE"
The gamma of the option trade.
"0.00775013889662635"
The ID of the option trade.
"8ef90a2d-d881-41de-98c9-c1de4318dcb5"
The implied volatility of the option trade.
"0.604347250962543"
The industry type of the ticker.
"Semiconductors"
Whether this response item combines related option transactions executed at the same time into a single transaction.
true
"Common Stock"
The marketcap of the underlying ticker. If the issue type of the ticker is ETF then the marketcap represents the AUM.
"2965813810400"
The amount of volume that happened in the middle of the ask and bid.
Mid is defined as (ask + bid) / 2 == fill price.
22707
The amount of volume that happened as part of a multileg trade with another contract. This can be spreads/rolls/condors/butterflies and more.
7486
The National Best Bid and Offer (NBBO) ask price.
"0.03"
The quoted size in contracts at the NBBO ask price. null when quote metadata is unavailable.
24
The last update time for the NBBO ask quote as an ISO 8601 UTC timestamp. null when quote metadata is unavailable. The WebSocket option_trades channel represents this field as Unix epoch milliseconds instead.
"2024-08-21T13:50:52.274Z"
The National Best Bid and Offer (NBBO) bid price.
"0.03"
The quoted size in contracts at the NBBO bid price. null when quote metadata is unavailable.
17
The last update time for the NBBO bid quote as an ISO 8601 UTC timestamp. null when quote metadata is unavailable. The WebSocket option_trades channel represents this field as Unix epoch milliseconds instead.
"2024-08-21T13:50:52.271Z"
The next earnings date of the ticker. Null if either unknown as of now or if the ticker does not have any earnings such as an ETF
"2023-10-26T00:00:00.000Z"
The amount of volume that happened on no identifiable side. This can be late, out of sequence and/or cross transactions.
0
The open interest for the contract.
18680
The option symbol of the contract.
You can use the following regex to extract underlying ticker, option type, expiry & strike:
^(?<symbol>[\w]*)(?<expiry>(\d{2})(\d{2})(\d{2}))(?<type>[PC])(?<strike>\d{8})$
Keep in mind that the strike needs to be multiplied by 1,000.
The option type of the contract.
call, put "call"
The premium of the option trade.
"2150.00"
The fill price of the option trade.
"21.50"
The report flags of the option trade.
"cross_trade"
The rho of the option trade.
"0.2316546330093438"
The rule ID of the option trade that represents the rule that made up the flow alert
The financial sector of the ticker. Empty if unknown or not applicable such as ETF/Index.
Basic Materials, Communication Services, Consumer Cyclical, Consumer Defensive, Energy, Financial Services, Healthcare, Industrials, Real Estate, Technology, Utilities "Technology"
The size of the option trade.
1
The amount of volume that happened as part of a stock transaction and possibly other option contracts. This can be covered calls and more.
52
The contract strike.
"375"
Tags related to the institution.
The theoretical price of the option trade.
"21.49999999999999"
The theta of the option trade.
"-0.0640155364004474"
The component trade IDs for an aggregated trade.
The price of the underlying asset.
"128.16"
The underlying symbol of the contract.
"AAPL"
The upstream condition detail/trade code of the option trade.
"auto"
The vega of the option trade.
"0.3140468475903719"
The amount of contracts traded till this point.
33
