option-contract
Volume Profile
Returns the volume profile (volume - sweep, floor, cross, ask, bid, etc. - per fill price) for an option symbol on a given trading day. Date must be the current or a past date. If no date is given, returns data for the current/last market day.
GET
Volume Profile
Authorizations
Query Parameters
Response
Volume data for an option contract at a specific price level on a particular trading day. Includes breakdowns of volume by trade type (ask, bid, mid, multi-leg, sweep, floor, cross).
