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Messagefields45topicflow-alerts

Fields

The number on the right of each row is the protobuf field number.
rule_idstring1
UUID that represents for the rule for which the alert triggered
tickerstring2
The underlying ticker symbol the alert is for
option_chainstring3
OptionSymbol in the OSI format, SPY241227C00480000
underlying_pricedouble4
The price of the underlying at the point of when the alert got created
volumeint645
The total market volume of the option symbol at the point of when the alert got created.
total_sizeint326
The total aggregated size of all transactions that make up this alert.
total_premiumdouble7
The total aggregated premium of all transactions that make up this alert.
total_ask_side_premdouble8
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_premdouble9
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_timeint6410
The start time of the window of the alert
end_timeint6411
The end time of the window of the alert
urlstring12
Link to the alert on unusualwhales.com
pricedouble13
the price of the contract
has_multilegbool14
Boolean flag whether any transaction was part of a multi leg transaction
has_sweepbool15
Boolean flag whether any transaction was a iso sweep
has_floorbool16
Boolean flag whether any transaction orginiated from the trading floor
open_interestint3217
The OI of the chain
all_opening_tradesbool18
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
idstring19
Unique UUID of the alert.
has_singlelegbool20
Boolean flag whether any transaction was a single leg transaction
volume_oi_ratiodouble21
The ratio of the option’s volume to its open interest
trade_idsstringrepeated22
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_countint3223
Count of trades that made up this alert
expiry_countint3224
Count of unique expirations
executed_atint6425
Last executed timestamp of all transactions
ask_volint6426
The sum of all sizes of the transactions where they executed closer to ask
bid_volint6427
The sum of all sizes of the transactions where they executed closer to bid
no_side_volint6428
The sum of all sizes of the transactions where they were classified as no side
mid_volint6429
The sum of all sizes of the transactions where they executed at mid
multi_volint6430
The sum of all sizes of the transactions that were part of a muti leg trade
stock_multi_volint6431
The sum of all sizes of the transactions that were part of a stock muti leg trade
upstream_condition_detailsstringrepeated32
All unique trade codes of the individual transactions
exchangesstringrepeated33
All unique exchanges on which the individual transactions executed
bidstring34
Latest bid of the chain
askstring35
Latest ask of the chain
ivStartstring36
The implied volatility of the chain at the start of the alert window
ivEndstring37
The implied volatility of the chain at the end of the alert window
ticker_infoTickerInfooptional38
Underlying metadata supplied with this alert.
deltadouble39
Delta size weighted value based on all the trades that made up the alert.
gammadouble40
Gamma size weighted value based on all the trades that made up the alert.
thetadouble41
Theta size weighted value based on all the trades that made up the alert.
vegadouble42
Vega size weighted value based on all the trades that made up the alert.
rhodouble43
Rho size weighted value based on all the trades that made up the alert.
theodouble44
Theoretical price size weighted value based on all the trades that made up the alert.
ivdoubleoptional45
Size weighted implied volatility of all transactions that make up the alert. Absent when unavailable.
Last modified on September 23, 2026