Message

FlowAlert

An n aggregate of option transactions that tripped a rule, see https://unusualwhales.com/option-flow-alerts/rules

fields37 topicflow-alerts

▶Proto definition.proto

message FlowAlert {
  string rule_id = 1;
  string ticker = 2;
  string option_chain = 3;
  double underlying_price = 4;
  int64 volume = 5;
  int32 total_size = 6;
  double total_premium = 7;
  double total_ask_side_prem = 8;
  double total_bid_side_prem = 9;
  int64 start_time = 10;
  int64 end_time = 11;
  string url = 12;
  double price = 13;
  bool has_multileg = 14;
  bool has_sweep = 15;
  bool has_floor = 16;
  int32 open_interest = 17;
  bool all_opening_trades = 18;
  string id = 19;
  bool has_singleleg = 20;
  double volume_oi_ratio = 21;
  repeated string trade_ids = 22;
  int32 trade_count = 23;
  int32 expiry_count = 24;
  int64 executed_at = 25;
  int64 ask_vol = 26;
  int64 bid_vol = 27;
  int64 no_side_vol = 28;
  int64 mid_vol = 29;
  int64 multi_vol = 30;
  int64 stock_multi_vol = 31;
  repeated string upstream_condition_details = 32;
  repeated string exchanges = 33;
  string bid = 34;
  string ask = 35;
  string ivStart = 36;
  string ivEnd = 37;
}

Fields

rule_id string 1

/ UUID that represents for the rule for which the alert triggered

ticker string 2

The underlying ticker symbol the alert is for

option_chain string 3

OptionSymbol in the OSI format, SPY241227C00480000

underlying_price double 4

The price of the underlying at the point of when the alert got created

volume int64 5

The total market volume of the option symbol at the point of when the alert got created.

total_size int32 6

The total aggregated size of all transactions that make up this alert.

total_premium double 7

The total aggregated premium of all transactions that make up this alert.

total_ask_side_prem double 8

The total aggregated ask premium (meaning all trades that executed closer to the ask than bid) of all transactions that make up this alert.

total_bid_side_prem double 9

The total aggregated bid premium (meaning all trades that executed closer to the bid than ask) of all transactions that make up this alert.

start_time int64 10

The start time of the window of the alert

end_time int64 11

The end time of the window of the alert

url string 12

Link to the alert on unusualwhales.com

price double 13

the price of the contract

has_multileg bool 14

Boolean flag whether any transaction was part of a multi leg transaction

has_sweep bool 15

Boolean flag whether any transaction was a iso sweep

has_floor bool 16

Boolean flag whether any transaction orginiated from the trading floor

open_interest int32 17

The OI of the chain

all_opening_trades bool 18

Boolean flag whether all trades are guranteed to be executed to be opened. Opened is defined as when for each transaction the size > OI - (vol - size) If this flag is false that means we simply do not know whether the trade was buy to open/close or sell to open/close

id string 19

Unique UUID of the alert.

has_singleleg bool 20

Boolean flag whether any transaction was a single leg transaction

volume_oi_ratio double 21

The ratio of the option's volume to its open interest

trade_ids string repeated 22

The individual transaction ids that made up the alert as UUIDs. If you are also consuming the topic all-option-trades you can use those UUIDs to match the alert to the given single transactions and link them.

trade_count int32 23

Count of trades that made up this alert

expiry_count int32 24

Count of unique expirations

executed_at int64 25

Last executed timestamp of all transactions

ask_vol int64 26

The sum of all sizes of the transactions where they executed closer to ask

bid_vol int64 27

The sum of all sizes of the transactions where they executed closer to bid

no_side_vol int64 28

The sum of all sizes of the transactions where they were classified as no side

mid_vol int64 29

The sum of all sizes of the transactions where they executed at mid

multi_vol int64 30

The sum of all sizes of the transactions that were part of a muti leg trade

stock_multi_vol int64 31

The sum of all sizes of the transactions that were part of a stock muti leg trade

upstream_condition_details string repeated 32

All unique trade codes of the individual transactions

exchanges string repeated 33

All unique exchanges on which the individual transactions executed

bid string 34

Latest bid of the chain

ask string 35

Latest ask of the chain

ivStart string 36

The implied volatility of the chain at the start of the alert window

ivEnd string 37

The implied volatility of the chain at the end of the alert window