> ## 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 `). 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 # TickerInterval > Aggregated options activity of a ticker over a 5 minute interval: call/put volumes split by trade side and trade type, net premium, greek flows and an IV snapshot at the interval open and close. All values are per interval, not running daily totals. This also applies to the cum_net_*_delta fields despite their name. The All and OtmOnly variants are published as separate messages. The message itself does not carry the ticker: the Kafka message key is the ticker of the underlying. Message fields**40** topic[interval-flow](/docs/kafka/topics/interval-flow.md) **Proto definition** ```protobuf schema.proto theme={null} message TickerInterval { IntervalType interval_type = 1; int64 start_time = 2; int64 tape_time = 3; int32 call_vol = 4; int32 put_vol = 5; int32 transactions = 6; int32 call_vol_ask_side = 7; int32 call_vol_bid_side = 8; int32 call_vol_neutral_side = 9; int32 put_vol_ask_side = 10; int32 put_vol_bid_side = 11; int32 put_vol_neutral_side = 12; int32 call_sweep_vol = 13; int32 put_sweep_vol = 14; int32 call_floor_vol = 15; int32 put_floor_vol = 16; int32 call_cross_vol = 17; int32 put_cross_vol = 18; int32 call_multi_vol = 19; int32 put_multi_vol = 20; int64 cum_net_call_delta = 30; int64 cum_net_put_delta = 31; string avg_dte = 32; string avg_otm = 33; string avg_size = 34; string avg_prem = 35; int32 net_call_prem = 36; int32 net_put_prem = 37; string open = 40; string close = 41; int32 implied_move_perc_30d_open = 42; int32 implied_move_perc_30d_close = 43; int32 volatility_30d_open = 44; int32 volatility_30d_close = 45; int64 delta_flow = 46; int64 gamma_flow = 47; int64 vega_flow = 48; int64 dir_delta_flow = 49; int64 dir_gamma_flow = 50; int64 dir_vega_flow = 51; } ``` ## Fields The number on the right of each row is the protobuf field number. interval\_type [IntervalType](/docs/kafka/types/IntervalType.md) 1 Whether this interval counts all trades or OTM trades only. 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). call\_vol int32 4 Call contracts traded in the interval. put\_vol int32 5 Put contracts traded in the interval. transactions int32 6 Number of trades in the interval. call\_vol\_ask\_side int32 7 Call contracts that transacted on the ask side. call\_vol\_bid\_side int32 8 Call contracts that transacted on the bid side. call\_vol\_neutral\_side int32 9 Call contracts that transacted at the mid or without a side. put\_vol\_ask\_side int32 10 Put contracts that transacted on the ask side. put\_vol\_bid\_side int32 11 Put contracts that transacted on the bid side. put\_vol\_neutral\_side int32 12 Put contracts that transacted at the mid or without a side. call\_sweep\_vol int32 13 Call contracts that were part of sweep transactions. put\_sweep\_vol int32 14 Put contracts that were part of sweep transactions. call\_floor\_vol int32 15 Call contracts that came from the floor. put\_floor\_vol int32 16 Put contracts that came from the floor. call\_cross\_vol int32 17 Call contracts that were part of cross transactions. put\_cross\_vol int32 18 Put contracts that were part of cross transactions. call\_multi\_vol int32 19 Call contracts that were part of multi leg or stock multi leg trades. put\_multi\_vol int32 20 Put contracts that were part of multi leg or stock multi leg trades. cum\_net\_call\_delta int64 30 Net directional call delta: ask side delta flow minus bid side delta flow. Cumulative for the interval not the day. cum\_net\_put\_delta int64 31 Net directional put delta: ask side delta flow minus bid side delta flow. Cumulative for the interval not the day. avg\_dte string 32 Size weighted average days to expiry. Decimal string. avg\_otm string 33 Average percent OTM as a fraction. Decimal string. avg\_size string 34 Average trade size in contracts. Decimal string. avg\_prem string 35 Average trade premium in dollars. Decimal string. net\_call\_prem int32 36 Net call premium in whole dollars: ask side positive, bid side negative. Each trade is capped at +-2,000,000. net\_put\_prem int32 37 Net put premium in whole dollars: ask side positive, bid side negative. Each trade is capped at +-2,000,000. open string 40 The price of the underlying at the first trade of the interval. Decimal string. close string 41 The price of the underlying at the last trade of the interval. Decimal string. implied\_move\_perc\_30d\_open int32 42 The 30 day interpolated implied move fraction at the interval open, scaled by 1000. implied\_move\_perc\_30d\_close int32 43 The 30 day interpolated implied move fraction at the interval close, scaled by 1000. volatility\_30d\_open int32 44 The 30 day interpolated implied volatility at the interval open, scaled by 1000. volatility\_30d\_close int32 45 The 30 day interpolated implied volatility at the interval close, scaled by 1000. delta\_flow int64 46 Unsigned delta flow of the interval: delta \* contracts \* 100. gamma\_flow int64 47 Unsigned gamma flow of the interval: gamma \* contracts \* 100. vega\_flow int64 48 Unsigned vega flow of the interval: vega \* contracts \* 100. dir\_delta\_flow int64 49 Delta flow signed by trade side: ask positive, bid negative. dir\_gamma\_flow int64 50 Gamma flow signed by trade side: ask positive, bid negative. dir\_vega\_flow int64 51 Vega flow signed by trade side: ask positive, bid negative.