Multi-Leg Option Trades
A live feed of detected multi-leg option strategies — vertical spreads, iron condors, butterflies,
calendars, diagonals and more — reconstructed from their individual legs, newest first. Each row summarizes
the strategy (fill/net price, net bid/ask, net premium, net greeks, strikes, DTE range, breakevens, max profit/loss) across all legs.
Use the per-strategy id with the legs endpoint to fetch the individual contracts.
Decimal values are returned as strings. Defaults to the current trading day when no time bounds are given.
Queries are limited to a 24-hour range. If both bounds span more than 24 hours, newer_than is clamped
to 24 hours before older_than.
Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Query Parameters
Rows per page (default 50, max 500).
Rows to skip for pagination (max 500).
Restrict to a single underlying ticker.
Only strategies executed at/after this UTC timestamp (ISO-8601). Defaults to last market open. The query range is limited to 24 hours.
Only strategies executed at/before this UTC timestamp (ISO-8601). The query range is limited to 24 hours.
Filter by detected strategy name(s). Repeatable array param (e.g. strategy[]=iron_condor&strategy[]=call_vertical_spread).
call_butterfly_spread, call_calendar, call_condor, call_diagonal_spread, call_ratio_spread, call_vertical_spread, iron_butterfly, iron_condor, jade_lizard, other, put_butterfly_spread, put_calendar, put_condor, put_diagonal_spread, put_frontspread, put_vertical_spread, risk_reversal, straddle, strangle, synthetic Exclude strategies classified as other (unrecognized structures).
Filter by direction (long/short). Repeatable array param.
Filter by the strategy's net aggressor side (bid/ask/mid). Repeatable array param.
bid, ask, mid Minimum total contracts across legs.
Maximum total contracts across legs.
Minimum net premium (supports abs()).
Maximum net premium (supports abs()).
Minimum days-to-expiry.
Maximum days-to-expiry.
Minimum number of legs.
Maximum number of legs.
Only strategies where every leg is out-of-the-money.
Filter by underlying issue type(s), e.g. Common Stock, ETF. Repeatable array param.
Filter by underlying sector(s). Repeatable array param.
Response
Multi-Leg Trades
