> ## 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

# 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.

Message
fields**39**
topic[chain-frag](/docs/kafka/topics/chain-frag.md)

**Proto definition**

```protobuf schema.proto theme={null}
message ChainFrag {
  string option_symbol = 1;
  int64 start_time = 2;
  int64 tape_time = 3;
  int64 volume = 4;
  int64 total_volume = 5;
  int32 open_interest = 6;
  string premium = 7;
  int32 ask_side_volume = 8;
  int32 bid_side_volume = 9;
  int32 floor_volume = 10;
  string high = 11;
  string low = 12;
  string open = 13;
  string close = 14;
  string iv = 15;
  int32 trades = 16;
  string avg_price = 17;
  int32 mid_volume = 18;
  int32 sweep_volume = 19;
  int32 cross_volume = 20;
  int32 stock_multi_leg_volume = 21;
  int32 no_side_vol = 22;
  int32 multileg_volume = 23;
  string underlying_price = 24;
  string total_premium = 25;
  int32 total_ask_side_volume = 26;
  int32 total_bid_side_volume = 27;
  int32 total_mid_volume = 28;
  int32 total_stock_multi_leg_volume = 29;
  int32 total_neutral_volume = 30;
  int32 total_multileg_volume = 31;
  string delta = 32;
  string gamma = 33;
  string theta = 34;
  string vega = 35;
  string iv_start = 36;
  string iv_end = 37;
  string bid = 38;
  string ask = 39;
}
```

## Fields

The number on the right of each row is the protobuf field number.

option\_symbol
string
1

OptionSymbol in the OSI format, SPY241227C00480000

start\_time
int64
2

Start of the 5 minute interval in milliseconds since 1970 (unix).

tape\_time
int64
3

Execution time of the latest trade in the interval in milliseconds since 1970 (unix).

volume
int64
4

Contracts traded in the interval.

total\_volume
int64
5

The contract's cumulative volume for the whole day so far.

open\_interest
int32
6

The OI of the chain.

premium
string
7

Premium transacted in the interval in dollars. Decimal string.

ask\_side\_volume
int32
8

Contracts that transacted on the ask side in the interval.

bid\_side\_volume
int32
9

Contracts that transacted on the bid side in the interval.

floor\_volume
int32
10

Contracts that came from the floor in the interval.

high
string
11

Highest trade price of the contract in the interval. Decimal string.

low
string
12

Lowest trade price of the contract in the interval. Decimal string.

open
string
13

First trade price of the contract in the interval. Decimal string.

close
string
14

Last trade price of the contract in the interval. Decimal string.

iv
string
15

The most recent implied volatility of the contract. Decimal string.

trades
int32
16

Number of trades in the interval.

avg\_price
string
17

Volume weighted average trade price of the interval. Decimal string.

mid\_volume
int32
18

Contracts that transacted at the mid in the interval.

sweep\_volume
int32
19

Contracts that were part of sweep transactions in the interval.

cross\_volume
int32
20

Contracts that were part of cross transactions in the interval.

stock\_multi\_leg\_volume
int32
21

Contracts that were part of stock multi leg trades in the interval.

no\_side\_vol
int32
22

Contracts without a classifiable side in the interval.

multileg\_volume
int32
23

Contracts that were part of multi leg trades in the interval.

underlying\_price
string
24

The price of the underlying at the latest trade. Decimal string.

total\_premium
string
25

The contract's cumulative premium for the whole day so far in dollars. Decimal string.

total\_ask\_side\_volume
int32
26

The contract's cumulative ask side volume for the whole day so far.

total\_bid\_side\_volume
int32
27

The contract's cumulative bid side volume for the whole day so far.

total\_mid\_volume
int32
28

The contract's cumulative mid volume for the whole day so far.

total\_stock\_multi\_leg\_volume
int32
29

The contract's cumulative stock multi leg volume for the whole day so far.

total\_neutral\_volume
int32
30

The contract's cumulative neutral volume for the whole day so far.

total\_multileg\_volume
int32
31

The contract's cumulative multi leg volume for the whole day so far.

delta
string
32

The delta of the contract at the latest trade. Decimal string.

gamma
string
33

The gamma of the contract at the latest trade. Decimal string.

theta
string
34

The theta of the contract at the latest trade. Decimal string.

vega
string
35

The vega of the contract at the latest trade. Decimal string.

iv\_start
string
36

The implied volatility at the first trade of the interval. Decimal string.

iv\_end
string
37

The implied volatility at the last trade of the interval. Decimal string.

bid
string
38

The EWMA smoothed NBBO bid at the interval close. Decimal string.

ask
string
39

The EWMA smoothed NBBO ask at the interval close. Decimal string.