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Multi-Leg Option Trades

Authorizations

Authorization
string
header
required

Bearer authentication header of the form Bearer <token>, where <token> is your auth token.

Query Parameters

limit
integer

Rows per page (default 50, max 500).

offset
integer

Rows to skip for pagination (max 500).

ticker_symbol
string

Restrict to a single underlying ticker.

newer_than
string

Only strategies executed at/after this UTC timestamp (ISO-8601). Defaults to last market open. The query range is limited to 24 hours.

older_than
string

Only strategies executed at/before this UTC timestamp (ISO-8601). The query range is limited to 24 hours.

strategy
enum<string>[]

Filter by detected strategy name(s). Repeatable array param (e.g. strategy[]=iron_condor&strategy[]=call_vertical_spread). An unknown value returns HTTP 422 with the valid values. The descriptions below give the leg sides each strategy matches. When the sides of the legs are unknown or fit none of these patterns, the strategy is named from the leg types, strikes, expiries and sizes alone and direction is unknown.

  • 1_1_2: One by one by two: puts in one expiry, buying one at the highest strike, selling one at the middle strike and selling two at the lowest strike.
  • box_spread: Four equal-size legs in one expiry: a call and a put at each of two strikes, with the two calls on opposite sides, the two puts on opposite sides and the call and put at each strike on opposite sides.
  • call_backspread: Two calls in one expiry: sell lower-strike calls and buy at least 1.5 times as many higher-strike calls.
  • call_butterfly_spread: Calls at three strikes in one expiry with more contracts at the middle strike than at either wing, the wings on one side and the middle on the other.
  • call_calendar: Equal-size calls at one strike in two expiries, one bought and the other sold.
  • call_condor: Equal-size calls at four strikes in one expiry, the two outer strikes on one side and the two inner strikes on the other.
  • call_diagonal_spread: Equal-size calls at different strikes in two expiries, one bought and the other sold.
  • call_frontspread: Two calls in one expiry: sell lower-strike calls and buy a different number of higher-strike calls, less than 1.5 times as many.
  • call_ladder: Calls at three strikes in one expiry, the lowest strike on one side and the two higher strikes on the other. Three calls, or five or more, in one expiry whose sides fit no other strategy and that form no butterfly also get this name.
  • call_ratio_spread: Two calls in one expiry: buy lower-strike calls and sell at least 1.5 times as many higher-strike calls. Other unequal-size call pairs in one expiry whose sides fit no other strategy also get this name.
  • call_spread_collar: Equal-size legs in one expiry: sell a put, buy a higher-strike call and sell a call at a strike above both.
  • call_vertical_spread: Two equal-size calls at different strikes in one expiry.
  • iron_butterfly: Four equal-size legs in one expiry: a put at the lowest strike, a put and a call at the middle strike and a call at the highest strike, the middle legs on the opposite side of the wings.
  • iron_condor: Four equal-size legs at four strikes in one expiry: puts at the two lower strikes and calls at the two higher strikes, the inner legs on the opposite side of the outer legs.
  • jade_lizard: Equal-size legs in one expiry: sell a put, sell a higher-strike call and buy a call at a strike above both, or buy a put, sell a higher-strike put and sell a call at a strike above both.
  • jelly_roll: Four equal-size legs at one strike: a call and a put in each of two expiries, with the call and put in each expiry on opposite sides and the two calls on opposite sides.
  • other: The legs match no other strategy.
  • put_backspread: Two puts in one expiry: sell lower-strike puts and buy at least 1.5 times as many higher-strike puts.
  • put_butterfly_spread: Puts at three strikes in one expiry with more contracts at the middle strike than at either wing, the wings on one side and the middle on the other.
  • put_calendar: Equal-size puts at one strike in two expiries, one bought and the other sold.
  • put_condor: Equal-size puts at four strikes in one expiry, the two outer strikes on one side and the two inner strikes on the other.
  • put_diagonal_spread: Equal-size puts at different strikes in two expiries, one bought and the other sold.
  • put_frontspread: Two puts in one expiry: sell lower-strike puts and buy a different number of higher-strike puts, less than 1.5 times as many.
  • put_ladder: Puts at three strikes in one expiry, the lowest strike on one side and the two higher strikes on the other. Three puts, or five or more, in one expiry whose sides fit no other strategy and that form no butterfly or 1_1_2 also get this name.
  • put_ratio_spread: Two puts in one expiry: buy lower-strike puts and sell at least 1.5 times as many higher-strike puts. Other unequal-size put pairs in one expiry whose sides fit no other strategy also get this name.
  • put_spread_collar: Equal-size legs in one expiry: sell a put, buy a higher-strike put and sell a call at a strike above both.
  • put_vertical_spread: Two equal-size puts at different strikes in one expiry.
  • ratio_risk_reversal: A put and a call of different sizes at different strikes in one expiry.
  • risk_reversal: Equal-size legs in one expiry: sell a put and buy a higher-strike call, or buy a put and sell a higher-strike call. Older trades also carry this name for the shapes now classified as call_spread_collar and put_spread_collar.
  • straddle: A call and a put of equal size at one strike in one expiry, both bought or both sold.
  • straddle_swap: Four equal-size legs: buy a call and a put at one strike in one expiry and sell a call and a put at one strike in another expiry.
  • strangle: A call and a put of equal size at different strikes in one expiry, both bought or both sold.
  • strangle_swap: Four equal-size legs: buy a call and a put at different strikes in one expiry and sell a call and a put at different strikes in another expiry.
  • strap: Buy calls and puts at one strike in one expiry, with twice as many calls as puts.
  • strip: Buy calls and puts at one strike in one expiry, with twice as many puts as calls.
  • synthetic: A call and a put at one strike in one expiry, one bought and the other sold.
  • time_butterfly: Three legs of one option type across two expiries with more contracts in the middle leg than in either wing, the wings on one side and the middle on the other.
Available options:
1_1_2,
box_spread,
call_backspread,
call_butterfly_spread,
call_calendar,
call_condor,
call_diagonal_spread,
call_frontspread,
call_ladder,
call_ratio_spread,
call_spread_collar,
call_vertical_spread,
iron_butterfly,
iron_condor,
jade_lizard,
jelly_roll,
other,
put_backspread,
put_butterfly_spread,
put_calendar,
put_condor,
put_diagonal_spread,
put_frontspread,
put_ladder,
put_ratio_spread,
put_spread_collar,
put_vertical_spread,
ratio_risk_reversal,
risk_reversal,
straddle,
straddle_swap,
strangle,
strangle_swap,
strap,
strip,
synthetic,
time_butterfly
exclude_other
boolean

Exclude strategies classified as other (unrecognized structures).

direction
string[]

Filter by direction (long/short). Repeatable array param.

net_side
enum<string>[]

Filter by the strategy's net aggressor side (bid/ask/mid). Repeatable array param.

Available options:
bid,
ask,
mid
min_size
integer

Minimum total contracts across legs.

max_size
integer

Maximum total contracts across legs.

min_premium
string

Minimum net premium (supports abs()).

max_premium
string

Maximum net premium (supports abs()).

min_profit
string

Minimum max_profit in dollars (supports abs()). Strategies with unbounded profit have a null max_profit and are excluded.

max_profit
string

Maximum max_profit in dollars (supports abs()). Strategies with unbounded profit have a null max_profit and are excluded.

min_loss
string

Minimum max_loss in dollars (supports abs()). max_loss is negative, so use min_loss=abs(100000) for strategies that can lose at least $100,000. Strategies with unbounded loss have a null max_loss and are excluded.

max_loss
string

Maximum max_loss in dollars (supports abs()). max_loss is negative, so use max_loss=abs(10000) for strategies that can lose at most $10,000. Strategies with unbounded loss have a null max_loss and are excluded.

min_capped_pnl
string

Minimum absolute value dollar amount of the strategy's capped side (either max_loss or max_profit), whichever has a limit (supports abs()). Multi-expiration strategies such as calendars and diagonals have no computed max_loss or max_profit and are excluded.

max_capped_pnl
string

Maximum absolute value dollar amount of the strategy's capped side (either max_loss or max_profit), whichever has a limit (supports abs()). Multi-expiration strategies such as calendars and diagonals have no computed max_loss or max_profit and are excluded.

min_dte
integer

Minimum days-to-expiry.

max_dte
integer

Maximum days-to-expiry.

min_leg_count
integer

Minimum number of legs.

max_leg_count
integer

Maximum number of legs.

all_otm
boolean

Only strategies where every leg is out-of-the-money.

all_opening_legs
boolean

Filter on the all_opening_legs field. true returns only strategies where every leg is opening, false only strategies with at least one leg that is not.

issue_types
string[]

Filter by underlying issue type(s), e.g. Common Stock, ETF. Repeatable array param.

sectors
string[]

Filter by underlying sector(s). Repeatable array param.

Response

Multi-Leg Trades

data
Multi-Leg Trade · object[]