Exchange & Trade Code Breakdown
Aggregates the option tape for one or more tickers on a single trading date, grouped by the
options exchange the prints executed on (e.g. AMXO, ARCO, BATO).
For each ticker × exchange you get the trade count, total contracts, total premium
(sum(price × size × 100)) and the call/put trade split. Set by_trade_code=true to additionally
break each row down by the upstream trade condition code (upstream_condition_detail, e.g. auto,
mlat, slan).
Use min_premium to drop smaller prints before aggregating.
Whole-universe mode: omit ticker[] to get the breakdown across the entire option universe.
In that mode tickers are ranked by total contracts traded that day (descending) and the response is
paged by ticker via limit (tickers per page) and page — so you receive the top names first. When
ticker[] is supplied this paging is ignored and exactly those tickers are returned.
NOTICE: Access to this endpoint is only included in the Advanced API subscription. Data is available for trading days after 2022-01-01.
Authorizations
Path Parameters
Query Parameters
Only include individual prints whose premium (price × size × 100) is at least this value, before aggregating. Use to filter out smaller trades.
Response
A single ticker × exchange (× trade code, when by_trade_code=true) aggregation of the option
tape for a trading date.
The total premium of this group, computed as sum(price × size × 100).
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