> ## Documentation Index
> Fetch the complete documentation index at: https://api.unusualwhales.com/docs/llms.txt
> Use this file to discover all available pages before exploring further.

> ## Agent Instructions
> API requests use the base URL https://api.unusualwhales.com and require a bearer token in the `Authorization` header (`Authorization: Bearer <API_KEY>`). Create and manage API tokens at https://unusualwhales.com/dashboard/api.
> For live market data inside an AI tool, use the Unusual Whales MCP server at https://unusualwhales.com/public-api/mcp.
> Instructions for agents using Unusual Whales tools: https://unusualwhales.com/skill.md

# chain-frag

> Aggregated activity of single option contracts over 5 minute intervals

Topic
messages**1**
routing**single type**
encoding**protobuf**

## Messages on this topic

[all messages
ChainFrag
Aggregated activity of a single option contract over a 5 minute interval: traded volume split by trade side and trade type, OHLC of the contract price, premium, greeks and IV. Fields without a total\_ prefix are cumulative for the interval not the day. The total\_ prefixed fields are the contract's cumulative values for the whole day so far. The Kafka message key is the ticker of the underlying; the contract is identified by option\_symbol.
39 fields→](/docs/kafka/types/ChainFrag.md)

All messages on this topic are of a single type.

## Consume the topic

```python Python theme={null}
from confluent_kafka import Consumer
from unusualwhales.schema_pb2 import ChainFrag

# CONFIG comes from the Connecting section of the Kafka overview.
consumer = Consumer(CONFIG | {"group.id": "my-chain-frag-consumer"})
consumer.subscribe(["chain-frag"])

while True:
    msg = consumer.poll(1.0)
    if msg is None or msg.error():
        continue

    event = ChainFrag()
    event.ParseFromString(msg.value())
    print(event)
```