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
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Path Parameters
A trading date in the format of YYYY-MM-DD.
"2024-01-18T00:00:00.000Z"
Query Parameters
One or more underlying symbols to aggregate, e.g. ticker[]=AAPL&ticker[]=NVDA. Omit for whole-universe mode (top names by volume).
Whether to additionally group each row by the upstream trade condition code.
Only include individual prints whose premium (price × size × 100) is at least this value, before aggregating. Use to filter out smaller trades.
Whole-universe mode only: tickers per page (ranked by volume). Default 100, max 500.
Whole-universe mode only: 1-based page of tickers. Default 1.
Whole-universe mode only: how to rank tickers — volume (total contracts) or premium (total premium). Default volume.
Response
A single ticker × exchange (× trade code, when by_trade_code=true) aggregation of the option
tape for a trading date.
The number of call prints in this group.
3370
The total number of contracts traded in this group.
38633
The exchange the option trade was executed on.
"MXOP"
The total premium of this group, computed as sum(price × size × 100).
5454330
The number of put prints in this group.
3434
The upstream condition detail/trade code of the option trade.
"auto"
The number of option prints in this group.
6804
The underlying symbol of the contract.
"AAPL"
