# Unusual Whales Docs

> ## 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

- [UnusualWhales API](https://api.unusualwhales.com/docs/index.md)
- [Conventions](https://api.unusualwhales.com/docs/conventions.md)
- [Errors](https://api.unusualwhales.com/docs/errors.md)
- [Alerts](https://api.unusualwhales.com/docs/api/alerts/alerts.md): Returns all the alerts that have been triggered for the user.
- [Alert configurations](https://api.unusualwhales.com/docs/api/alerts/alert-configurations.md): Returnst all alert configurations of the user.
- [Create alert configuration](https://api.unusualwhales.com/docs/api/alerts/create-alert-configuration.md): Creates a new alert configuration, or updates an existing one when `id` is given.
- [Alert filters](https://api.unusualwhales.com/docs/api/alerts/alert-filters.md): Returns the available filters for creating alert configurations: - `data`: per alert type (`noti_type`) the filter fields that can be used in the `config` object, each with its accepted values - `access`: per alert type whether your account can create alerts of that type - `noti_type_descriptions`:…
- [Query grammar](https://api.unusualwhales.com/docs/api/alerts/query-grammar.md): Returns the grammar of the alert Query language: available targets, syntax, fields, functions, operators, scopes and example expressions.
- [Sliding-Window Analytics](https://api.unusualwhales.com/docs/api/intel/sliding-window-analytics.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).** Sliding window statistical analytics across one or more tickers.
- [Fixed-Window Analytics](https://api.unusualwhales.com/docs/api/intel/fixed-window-analytics.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).** Statistical analytics over a fixed window across one or more tickers. Returns mean, stddev, correlation, etc.
- [IPO Calendar](https://api.unusualwhales.com/docs/api/intel/ipo-calendar.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).** Upcoming IPOs in the next 3 months.
- [Active or Delisted Securities](https://api.unusualwhales.com/docs/api/intel/active-or-delisted-securities.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).** All US-traded securities, optionally filtered to delisted as of a given date.
- [Top Movers](https://api.unusualwhales.com/docs/api/intel/top-movers.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).** Top gainers, top losers, and most actively traded US tickers for the latest session.
- [Commodity Series](https://api.unusualwhales.com/docs/api/commodities/commodity-series.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).**
- [Company Dividends](https://api.unusualwhales.com/docs/api/companies/company-dividends.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).** Historical dividend events for a ticker (ex-date, declaration, record, payment, amount).
- [Forward Earnings Estimates](https://api.unusualwhales.com/docs/api/companies/forward-earnings-estimates.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).** Analyst-driven forward earnings estimates by quarter/year.
- [Company Profile](https://api.unusualwhales.com/docs/api/companies/company-profile.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).** Returns a normalized company profile (sector, industry, description, market cap, P/E, dividend yield, etc.).
- [Company Stock Splits](https://api.unusualwhales.com/docs/api/companies/company-stock-splits.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).** Historical stock split events for a ticker.
- [Earnings Call Transcript](https://api.unusualwhales.com/docs/api/companies/earnings-call-transcript.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).** Full earnings-call transcript for a ticker and quarter (e.g. 2024Q1). Returns speakers, sentiment, and statements.
- [Recent Reports By Trader](https://api.unusualwhales.com/docs/api/congress/recent-reports-by-trader.md): Returns the recent reports by the given congress member.
- [Recent Late Reports](https://api.unusualwhales.com/docs/api/congress/recent-late-reports.md): Returns the recent late reports by congress members. If a date is given, will only return recent late reports, which's report date is <= the given input date.
- [List of Politicians with Trade Data](https://api.unusualwhales.com/docs/api/congress/list-of-politicians-with-trade-data.md): Returns a distinct list of politicians for which trade data exists. Use `last_traded_within_months` to filter to only recently-active politicians (e.g. 13 for last 13 months). Each entry includes trade count, first/last trade date, party, chamber, and gender.
- [Recent Congress Trades](https://api.unusualwhales.com/docs/api/congress/recent-congress-trades.md): Returns the latest transacted trades by congress members. If a date is given, will only return reports, which's transaction date is <= the given input date.
- [Unusual Congressional Trades](https://api.unusualwhales.com/docs/api/unusual_trades/unusual-congressional-trades.md): Returns congressional trades that have been flagged as unusual, optionally filtered by reason tags. Supported `types` values include `committee_conflict`, `first_person_to_trade`, `low_marketcap`, `unusual_industry`, `unusually_large_trade`, and `fec_donation_conflict`.
- [Unusual Trades by Ticker](https://api.unusualwhales.com/docs/api/unusual_trades/unusual-trades-by-ticker.md): Returns congressional trades filtered by one or more tickers, with optional date range, transaction type, and politician name filters. Includes price-at-trade and current-price context.
- [Unusual Trades Chart Data](https://api.unusualwhales.com/docs/api/unusual_trades/unusual-trades-chart-data.md): Returns trade points (with price context) and SPY daily closes over the requested date range, suitable for plotting congressional trade activity against the broader market. Defaults to the last ~4 months when no range is supplied.
- [Unusual Trades Aggregate Stats](https://api.unusualwhales.com/docs/api/unusual_trades/unusual-trades-aggregate-stats.md): Returns the most recent cached overview statistics: top 30 politicians by unusual trade count, party/chamber breakdowns, committee and industry groupings, top tickers, biggest trades, and daily trade volume series with SPY benchmark.
- [Get Crypto API OHLC Candles.](https://api.unusualwhales.com/docs/api/crypto/get-crypto-api-ohlc-candles.md): Returns OHLC candles for a token.
- [Get a list of tokens.](https://api.unusualwhales.com/docs/api/crypto/get-a-list-of-tokens.md): Returns a list of tokens meeting specified filter criteria.
- [Get token metadata.](https://api.unusualwhales.com/docs/api/crypto/get-token-metadata.md): Returns token metadata for a given token address.
- [Get a list of trades.](https://api.unusualwhales.com/docs/api/crypto/get-a-list-of-trades.md): Return a list of trades for a token pair.
- [Crypto Whale Transactions](https://api.unusualwhales.com/docs/api/crypto/crypto-whale-transactions.md): Returns recent whale transactions.
- [Recent Crypto Whale Trades](https://api.unusualwhales.com/docs/api/crypto/recent-crypto-whale-trades.md): Returns recent large crypto trades (whale trades) across all pairs.
- [Crypto OHLC Candles](https://api.unusualwhales.com/docs/api/crypto/crypto-ohlc-candles.md): Returns OHLC candle data for a crypto pair. Available candle sizes: 1m, 5m, 10m, 15m, 30m, 1h, 4h, 1d, 1w
- [Crypto Pair State](https://api.unusualwhales.com/docs/api/crypto/crypto-pair-state.md): Returns the current state for a crypto pair including 24h OHLCV data.
- [Recent Darkpool Trades](https://api.unusualwhales.com/docs/api/darkpool/recent-darkpool-trades.md): Returns the latest darkpool trades.
- [Ticker Darkpool Trades](https://api.unusualwhales.com/docs/api/darkpool/ticker-darkpool-trades.md): Returns the darkpool trades for the given ticker on a given day. Date must be the current or a past date. If no date is given, returns data for the current/last market day.
- [Darkpool Price Levels](https://api.unusualwhales.com/docs/api/darkpool/darkpool-price-levels.md): Returns rounded darkpool and regular stock volume concentration by price level for one ticker. Each price is grouped into a bucket to highlight areas where trading activity is concentrated. Date must be the current or a past date. If no date is given, returns data for the current/last market day.
- [Digital Currency Historical Series](https://api.unusualwhales.com/docs/api/digital_currencies/digital-currency-historical-series.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).** Daily, weekly, or monthly OHLC bars for a digital asset.
- [Digital Currency Intraday Series](https://api.unusualwhales.com/docs/api/digital_currencies/digital-currency-intraday-series.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).** Intraday OHLC bars for a digital asset against a fiat market.
- [Afterhours](https://api.unusualwhales.com/docs/api/earnings/afterhours.md): Returns the afterhours earnings for a given date.
- [Premarket](https://api.unusualwhales.com/docs/api/earnings/premarket.md): Returns the premarket earnings for a given date.
- [Historical Ticker Earnings](https://api.unusualwhales.com/docs/api/earnings/historical-ticker-earnings.md): Returns the historical earnings for the given ticker.
- [Economic Indicator](https://api.unusualwhales.com/docs/api/economy/economic-indicator.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).**
- [Exposure](https://api.unusualwhales.com/docs/api/etfs/exposure.md): Returns all ETFs in which the given ticker is a holding
- [Holdings](https://api.unusualwhales.com/docs/api/etfs/holdings.md): Returns the holdings of the ETF
- [Inflow & Outflow](https://api.unusualwhales.com/docs/api/etfs/inflow-&-outflow.md): Returns an ETF's inflow and outflow. Defaults to the last year of data. Maximum date range is 3 years.
- [Information](https://api.unusualwhales.com/docs/api/etfs/information.md): Returns the information about the given ETF ticker.
- [Sector & Country weights](https://api.unusualwhales.com/docs/api/etfs/sector-&-country-weights.md): Returns the sector & country weights for the given ETF ticker.
- [FX Historical Series](https://api.unusualwhales.com/docs/api/forex/fx-historical-series.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).** Daily, weekly, or monthly OHLC bars for a currency pair.
- [FX Intraday Series](https://api.unusualwhales.com/docs/api/forex/fx-intraday-series.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).** Intraday OHLC bars for a currency pair.
- [FX Spot Rate](https://api.unusualwhales.com/docs/api/forex/fx-spot-rate.md): **Requires Advanced+ tier (Advanced, Enterprise, or Enterprise + Kafka).** Realtime spot exchange rate between two currencies.
- [Futures Contracts](https://api.unusualwhales.com/docs/api/futures/futures-contracts.md): Active CME futures contracts with trading activity over the last `days` CME sessions (default 3, max 30), most active first. Available on the Advanced API tier, or with the `futures` add-on — contact oskar@unusualwhales.com, enterprise@unusualwhales.com or nastja.petrovic@unusualwhales.com for acces…
- [Futures Display Factors](https://api.unusualwhales.com/docs/api/futures/futures-display-factors.md): CME per-instrument display factors, used to convert raw integer prices to their displayed decimal values. Filter by `asset` (e.g. HO, ES, CL) or `subtype`. Paginate with `after_id` + `limit` across the full ~158k contract table. Available on the Advanced API tier, or with the `futures` add-on — cont…
- [Futures Display Factor](https://api.unusualwhales.com/docs/api/futures/futures-display-factor.md): Display factor for a single CME contract identified by its numeric `security_id`. Available on the Advanced API tier, or with the `futures` add-on — contact oskar@unusualwhales.com, enterprise@unusualwhales.com or nastja.petrovic@unusualwhales.com for access.
- [Futures Flow](https://api.unusualwhales.com/docs/api/futures/futures-flow.md): Newest-first trade prints across ALL contracts, block trades included by default. Each row carries `is_block` and `is_spread`. Optional server-side filters narrow the feed. For real time streaming of block trades, subscribe to the `futures_blocks` websocket channel, see [https://api.unusualwhales.co…
- [Futures Candles (OHLCV)](https://api.unusualwhales.com/docs/api/futures/futures-candles-ohlcv.md): OHLCV candles for a contract. Available on the Advanced API tier, or with the `futures` add-on — contact oskar@unusualwhales.com, enterprise@unusualwhales.com or nastja.petrovic@unusualwhales.com for access.
- [Futures Session Stats](https://api.unusualwhales.com/docs/api/futures/futures-session-stats.md): Latest session statistics for a contract: official settlement (day-change reference), settlement date, open interest and session volume. Available on the Advanced API tier, or with the `futures` add-on — contact oskar@unusualwhales.com, enterprise@unusualwhales.com or nastja.petrovic@unusualwhales.c…
- [Futures Trades (Time & Sales)](https://api.unusualwhales.com/docs/api/futures/futures-trades-time-&-sales.md): Newest-first trade prints for a contract, cursor-paginated via `older_than`/`newer_than`. Response includes both regular and CME block trades by default; each row has `is_block` to distinguish them. Pass `blocks_only=true` to return only block trades. Pass `skip_blocks=true` to exclude block trades…
- [Greek flow](https://api.unusualwhales.com/docs/api/group_flow/greek-flow.md): Returns the group flow's greek flow (delta & vega flow) for the given market day broken down per minute. Date must be the current or a past date. If no date is given, returns data for the current/last market day.
- [Greek flow by expiry](https://api.unusualwhales.com/docs/api/group_flow/greek-flow-by-expiry.md): Returns the group flow's greek flow (delta & vega flow) for the given market day broken down per minute & expiry. Date must be the current or a past date. If no date is given, returns data for the current/last market day.
- [Transactions](https://api.unusualwhales.com/docs/api/insiders/transactions.md): Returns the latest insider transactions.
- [Sector Flow](https://api.unusualwhales.com/docs/api/insiders/sector-flow.md): Returns an aggregated view of the insider flow for the given sector.
- [Insiders](https://api.unusualwhales.com/docs/api/insiders/insiders.md): Returns all insiders for the given ticker
- [Ticker Flow](https://api.unusualwhales.com/docs/api/insiders/ticker-flow.md): Returns an aggregated view of the insider flow for the given ticker.
- [Institutional Activity (Deprecated)](https://api.unusualwhales.com/docs/api/institution/institutional-activity-deprecated.md): The trading activities for a given institution.
- [Institutional Activity](https://api.unusualwhales.com/docs/api/institution/institutional-activity.md): The trading activities for a given institution.
- [Institutional Holdings](https://api.unusualwhales.com/docs/api/institution/institutional-holdings.md): Returns the holdings for a given institution.
- [Sector Exposure](https://api.unusualwhales.com/docs/api/institution/sector-exposure.md): The sector exposure for a given institution.
- [Institutional Ownership](https://api.unusualwhales.com/docs/api/institution/institutional-ownership.md): The institutional ownership of a given ticker.
- [List of Institutions](https://api.unusualwhales.com/docs/api/institution/list-of-institutions.md): Returns a list of institutions.
- [Latest Filings](https://api.unusualwhales.com/docs/api/institution/latest-filings.md): The latest institutional filings.
- [Recent Lit Flow Trades](https://api.unusualwhales.com/docs/api/lit-flow/recent-lit-flow-trades.md): Returns the latest lit exchange trades.
- [Ticker Lit Flow Trades](https://api.unusualwhales.com/docs/api/lit-flow/ticker-lit-flow-trades.md): Returns the lit exchange trades for the given ticker on a given day.
- [Correlations](https://api.unusualwhales.com/docs/api/market/correlations.md): Returns the correlations between a list of tickers. Date must be the current or a past date. If no date is given, returns data for the current/last market day.
- [Daily Market Report](https://api.unusualwhales.com/docs/api/market/daily-market-report.md): A curated daily report: today's biggest up-moves in volatility and biggest moves in skew over the liquid options universe (reliably adjusted and cleaned for liquidity and outliers via the anomaly universe), plus the top net-premium flow, the market tide, and the day's catalysts. One call for the who…
- [Economic calendar](https://api.unusualwhales.com/docs/api/market/economic-calendar.md): Returns the economic calendar.
- [FDA Calendar](https://api.unusualwhales.com/docs/api/market/fda-calendar.md): Returns FDA calendar data with filtering options.
- [Total Insider Buy & Sells](https://api.unusualwhales.com/docs/api/market/total-insider-buy-&-sells.md): Returns the total amount of purchases & sells as well as notional values for insider transactions across the market
- [Market Tide](https://api.unusualwhales.com/docs/api/market/market-tide.md): Market Tide is a proprietary tool that can be viewed from the Market Overview page. The Market Tide chart provides real time data based on a proprietary formula that examines market wide options activity and filters out 'noise'.
- [OI Change](https://api.unusualwhales.com/docs/api/market/oi-change.md): Returns the non-Index/non-ETF contracts and OI (open interest) change data with the highest OI change (default: descending).
- [Sector Etfs](https://api.unusualwhales.com/docs/api/market/sector-etfs.md): Returns the current trading days statistics for the SPDR sector etfs.
- [Top Net Impact](https://api.unusualwhales.com/docs/api/market/top-net-impact.md): Returns the top tickers by net premium (half bullish, half bearish). Defaults to last market day.
- [Total Options Volume](https://api.unusualwhales.com/docs/api/market/total-options-volume.md): Returns the total options volume and premium for all trade executions that happened on a given trading date.
- [Sector Tide](https://api.unusualwhales.com/docs/api/market/sector-tide.md): The Sector tide is similar to the Market Tide. While the market tide is based on options activity of the whole market the sector tide is only based on the options activity of companies which are in that specific sector
- [ETF Tide](https://api.unusualwhales.com/docs/api/market/etf-tide.md): The ETF tide is similar to the Market Tide. While the market tide is based on options activity of the whole market the ETF tide is only based on the options activity of the holdings of the specified ETF.
- [Net Flow Expiry](https://api.unusualwhales.com/docs/api/market/net-flow-expiry.md): Returns net premium flow by `tide_type` category, `moneyness` category, and `expiration` category, allowing you to create chart variations like [https://unusualwhales.com/zero-dte](https://unusualwhales.com/zero-dte):
- [News Headlines](https://api.unusualwhales.com/docs/api/news/news-headlines.md): Returns the latest news headlines for financial markets.
- [Unusual Options Activity](https://api.unusualwhales.com/docs/api/screener/unusual-options-activity.md): Returns option contracts flagged as unusual — the API equivalent of the [live options flow](https://unusualwhales.com/live-options-flow) "unusual" view.
- [Analyst Rating](https://api.unusualwhales.com/docs/api/screener/analyst-rating.md): Returns the latest analyst ratings, optionally filtered by ticker, action, recommendation, or published timestamp.
- [Hottest Chains](https://api.unusualwhales.com/docs/api/screener/hottest-chains.md): A contract screener endpoint to screen the market for contracts by a variety of filter options.
- [Stock Screener](https://api.unusualwhales.com/docs/api/screener/stock-screener.md): A complet stock market screener which can be used to screen for etfs in-/outflow, tickers by various volatility metrics such as steepness, IV rank, realized volatility, expected moves, companies where insiders bought shares over 3m, 6m, tickers by various option metrics (greek flow, options premium/…
- [Stock screener query language](https://api.unusualwhales.com/docs/api/screener/stock-screener-query-language.md): Returns an EBNF grammar, syntax notes, examples, function argument counts, supported fields, aliases, types, descriptions, keywords, operators, functions, scopes, and available watchlist names for the stock screener query parameter.
- [Flow Data](https://api.unusualwhales.com/docs/api/option-contract/flow-data.md): Returns the last 50 option trades for the given option chain. Optionally a min premium and a side can be supplied in the query for further filtering. If no date is specified data for the last trading day is being returned.
- [Historic Data](https://api.unusualwhales.com/docs/api/option-contract/historic-data.md): Returns for every trading day historic data for the given option contract.
- [Intraday Data](https://api.unusualwhales.com/docs/api/option-contract/intraday-data.md): Returns 1 minute interval intraday data for the given option contract.
- [Volume Profile](https://api.unusualwhales.com/docs/api/option-contract/volume-profile.md): Returns the volume profile (volume - sweep, floor, cross, ask, bid, etc. - per fill price) for an option symbol on a given trading day. Date must be the current or a past date. If no date is given, returns data for the current/last market day.
- [Expiry Breakdown](https://api.unusualwhales.com/docs/api/option-contract/expiry-breakdown.md): Returns all expirations for the given trading day for a ticker.
- [Option contracts](https://api.unusualwhales.com/docs/api/option-contract/option-contracts.md): Returns all option contracts for the given ticker.
- [Option Trade-Stance Ranking](https://api.unusualwhales.com/docs/api/option-contract/option-trade-stance-ranking.md): Ranks a ticker's option contracts by how well their mechanics fit a chosen trade **stance**, across all recent expiries and strikes. Returns a 0–5 `fit_score` plus named 0–1 sub-scores (`iv_regime`, `greeks_fit`, `dte_fit`, `liquidity`, `earnings_timing`) and a plain-language `explanation` for each…
- [Option Trades](https://api.unusualwhales.com/docs/api/option-trade/option-trades.md): Filter the full option trades tape.
- [Exchange & Trade Code Breakdown](https://api.unusualwhales.com/docs/api/option-trade/exchange-&-trade-code-breakdown.md): Aggregates the option tape for one or more tickers on a single trading date, grouped by the **options exchange** the prints executed on (e.g. `AMXO`, `ARCO`, `BATO`).
- [Flow Alerts](https://api.unusualwhales.com/docs/api/option-trade/flow-alerts.md): Flow alerts are rule based aggregations on the full tape of option trades.
- [Flow Alert by ID](https://api.unusualwhales.com/docs/api/option-trade/flow-alert-by-id.md): Returns the trades that made up the specific alert. For multi leg flow alert trades it will return all the related multi leg trades. For alerts such as RepeatedHits it will return all the transactions that made up that alert.
- [Full Tape](https://api.unusualwhales.com/docs/api/option-trade/full-tape.md): Download all option transactions (the "full tape") for a given trading date.
- [Multi-Leg Option Trades](https://api.unusualwhales.com/docs/api/option-trade/multi-leg-option-trades.md): A live feed of detected multi-leg option strategies — vertical spreads, iron condors, butterflies, calendars, diagonals and more — reconstructed from their individual legs, newest first. Each row summarizes the strategy (fill/net price, net bid/ask, net premium, net greeks, strikes, DTE range, break…
- [Multi-Leg Trade Legs](https://api.unusualwhales.com/docs/api/option-trade/multi-leg-trade-legs.md): Returns the individual option legs that make up a single multi-leg strategy, aggregated by contract with size-weighted greeks and prices. Pass the strategy `id` returned by the Multi-Leg Option Trades feed.
- [Optionable Tickers](https://api.unusualwhales.com/docs/api/option-trade/optionable-tickers.md): Returns the current universe of underlying symbols that have listed options (sourced from the Nasdaq option-root locators), sorted alphabetically. Query this daily to track new listings and delistings.
- [Options Pulse by Sector/Industry](https://api.unusualwhales.com/docs/api/options-pulse/options-pulse-by-sectorindustry.md): Latest Nasdaq Options Pulse sentiment for each sector and industry on a date.
- [Options Pulse Scanner](https://api.unusualwhales.com/docs/api/options-pulse/options-pulse-scanner.md): Cross-symbol scanner: the latest intraday sentiment per ticker on a date, ranked by sentiment. `direction` `bullish` ranks highest sentiment first, `bearish` lowest first. Filterable by `ticker` (prefix), `min_score`/`max_score`, and `min_txn` (minimum opening-buy transactions).
- [Market-wide Options Pulse](https://api.unusualwhales.com/docs/api/options-pulse/market-wide-options-pulse.md): The market-wide Nasdaq Options Pulse gauge: latest snapshot + intraday series for a date.
- [Options Pulse for a ticker](https://api.unusualwhales.com/docs/api/options-pulse/options-pulse-for-a-ticker.md): The Nasdaq Options Pulse sentiment for a single ticker: the latest intraday snapshot plus the full intraday series (`hr_min` buckets) for the trade date. `sntm_score` is the running daily sentiment, `intvl_sntm_score` the per-bucket sentiment, and `put_txn`/`call_txn` the opening-buy transaction cou…
- [Annual Disclosures List](https://api.unusualwhales.com/docs/api/politician_portfolios/annual-disclosures-list.md): Returns all annual disclosure file records for politicians. Can be filtered by politician_id and/or limited to latest per politician.
- [Politician Portfolio Holders by Ticker](https://api.unusualwhales.com/docs/api/politician_portfolios/politician-portfolio-holders-by-ticker.md): Returns all politician portfolio owner names, ID, and holdings for the specified ticker.
- [Politicians List](https://api.unusualwhales.com/docs/api/politician_portfolios/politicians-list.md): Returns all politician names and IDs.
- [Politician Trades](https://api.unusualwhales.com/docs/api/politician_portfolios/politician-trades.md): Returns the latest transacted trades by congress members. If a date is given, will only return reports, which's transaction date is <= the given input date.
- [Politician Portfolios](https://api.unusualwhales.com/docs/api/politician_portfolios/politician-portfolios.md): Returns all portfolios and holdings for a politician.
- [Candidates with company-linked contributions](https://api.unusualwhales.com/docs/api/politics/candidates-with-company-linked-contributions.md): Federal candidates ranked by company-linked money received in a cycle: PAC-tier totals, employee-tier estimates, number of distinct companies, and basic candidate info with the linked politician where known.
- [Companies with political activity](https://api.unusualwhales.com/docs/api/politics/companies-with-political-activity.md): Every public company with tracked political activity: confirmed corporate PAC count, PAC-tier contribution totals, employee-tier estimates (estimated contributions by self-reported employees, kept separate from PAC numbers), party split, and lobbying spend for the cycle. Sorted by PAC total.
- [Company lobbying totals and issues](https://api.unusualwhales.com/docs/api/politics/company-lobbying-totals-and-issues.md): Lobbying spend per quarter for a company from Senate LDA filings, in-house expenses (self-filed reports), and outside income (hired-firm reports) as separate series, with the top issue codes per period. `include_filings=true` adds the paginated filing list.
- [People associated with a company](https://api.unusualwhales.com/docs/api/politics/people-associated-with-a-company.md): The people around a public company: candidates funded by its PAC and employees (with totals), politicians who traded the stock, and company insiders.
- [Company political contributions](https://api.unusualwhales.com/docs/api/politics/company-political-contributions.md): The company-politics contribution feed. With `aggregated=true` (the default) rows are at the company × candidate × cycle × tier grain - filter by `ticker` for a company's candidates, or by `candidate_id` for a candidate's companies. With `aggregated=false` rows are individual contributions, paginate…
- [Politician's trades](https://api.unusualwhales.com/docs/api/politics/politicians-trades.md): Trades reported by members of congress, with the politician linked where known. If a date is given, will only return trades whose transaction date is <= the given input date.
- [President's Posts](https://api.unusualwhales.com/docs/api/potus/presidents-posts.md): Returns the President's short-form social media posts (currently Truth Social), newest first.
- [President's Schedule](https://api.unusualwhales.com/docs/api/potus/presidents-schedule.md): Returns the President's public schedule for a given date, newest first by start time.
- [Prediction Market Insiders](https://api.unusualwhales.com/docs/api/predictions/prediction-market-insiders.md): Returns potential insider activity on prediction markets.
- [Prediction Market Details](https://api.unusualwhales.com/docs/api/predictions/prediction-market-details.md): Returns prediction market details for a given asset ID.
- [Prediction Market Liquidity](https://api.unusualwhales.com/docs/api/predictions/prediction-market-liquidity.md): Returns liquidity data for a given prediction market asset.
- [Prediction Market Positions](https://api.unusualwhales.com/docs/api/predictions/prediction-market-positions.md): Returns positions for a given prediction market asset.
- [Search Prediction Market Users](https://api.unusualwhales.com/docs/api/predictions/search-prediction-market-users.md): Search for prediction market users by query.
- [Prediction Smart Money](https://api.unusualwhales.com/docs/api/predictions/prediction-smart-money.md): Returns profitable prediction market traders. Categories: Crypto, Culture, Finance, Politics, Science, Sports, Technology.
- [Unusual Prediction Markets](https://api.unusualwhales.com/docs/api/predictions/unusual-prediction-markets.md): Returns prediction markets with unusual activity. Categories: Crypto, Culture, Finance, Politics, Science, Sports, Technology.
- [Prediction Market User](https://api.unusualwhales.com/docs/api/predictions/prediction-market-user.md): Returns a prediction market user profile by user/wallet ID.
- [Prediction Market Whales](https://api.unusualwhales.com/docs/api/predictions/prediction-market-whales.md): Returns large prediction market traders.
- [List Private Markets Companies](https://api.unusualwhales.com/docs/api/private_markets/list-private-markets-companies.md): Returns Nasdaq Private Markets companies, optionally filtered by sector or name. Sorted alphabetically.
- [Private Markets Company Profile](https://api.unusualwhales.com/docs/api/private_markets/private-markets-company-profile.md): Returns a profile for a single private-markets company including the latest pricing tick, total funding raised across known rounds, and the count of disclosed investors.
- [Private Markets Funding Rounds](https://api.unusualwhales.com/docs/api/private_markets/private-markets-funding-rounds.md): Returns the funding round history for a single private-markets company, ordered most-recent first.
- [Private Markets Investors for Company](https://api.unusualwhales.com/docs/api/private_markets/private-markets-investors-for-company.md): Returns the disclosed investors for a single private-markets company, ordered alphabetically.
- [Private Markets Management](https://api.unusualwhales.com/docs/api/private_markets/private-markets-management.md): Returns disclosed management/leadership for a single private-markets company.
- [Private Markets Pricing History](https://api.unusualwhales.com/docs/api/private_markets/private-markets-pricing-history.md): Returns historical implied per-share pricing for a single private-markets company.
- [Top Private Markets Investors](https://api.unusualwhales.com/docs/api/private_markets/top-private-markets-investors.md): Returns the most prolific investors across the private-markets dataset, ordered by distinct company count (descending).
- [Private Markets Investor Profile](https://api.unusualwhales.com/docs/api/private_markets/private-markets-investor-profile.md): Returns the portfolio of companies for a specific investor (by name).
- [Search Private Markets](https://api.unusualwhales.com/docs/api/private_markets/search-private-markets.md): Substring-search across private-markets companies and investors.
- [Market Seasonality](https://api.unusualwhales.com/docs/api/seasonality/market-seasonality.md): Returns the average return by month for the tickers SPY, QQQ, IWM, XLE, XLC, XLK, XLV, XLP, XLY, XLRE, XLF, XLI, XLB .
- [Month Performers](https://api.unusualwhales.com/docs/api/seasonality/month-performers.md): Returns the tickers with the highest performance in terms of price change in the month over the years. Per default the result is ordered by 'positive_months_perc' descending, then 'median_change' descending, then 'marketcap' descending.
- [Average return per month](https://api.unusualwhales.com/docs/api/seasonality/average-return-per-month.md): Returns the average return by month for the given ticker.
- [Price change per month per year](https://api.unusualwhales.com/docs/api/seasonality/price-change-per-month-per-year.md): Returns the relative price change for all past months over multiple years.
- [Short Screener](https://api.unusualwhales.com/docs/api/short/short-screener.md): Returns short interest and float data for percentage calculations based off search params. This endpoint provides information about the percentage of float that is shorted, the float size, and the days to cover metric.
- [Short Data](https://api.unusualwhales.com/docs/api/short/short-data.md): Returns short data including rebate rate and short shares available for a ticker.
- [Failures to Deliver](https://api.unusualwhales.com/docs/api/short/failures-to-deliver.md): Returns the short failures to deliver per day for the given ticker starting from the given date. If no date is given, returns the data for the current/last market day.
- [V1 Short Interest and Float (Deprecated)](https://api.unusualwhales.com/docs/api/short/v1-short-interest-and-float-deprecated.md): Deprecated. Use `/api/shorts/{ticker}/interest-float/v2`.
- [V2 Short Interest and Float](https://api.unusualwhales.com/docs/api/short/v2-short-interest-and-float.md): Returns short interest, float size, days-to-cover, and related percentage calculations for a given ticker.
- [Short Volume and Ratio](https://api.unusualwhales.com/docs/api/short/short-volume-and-ratio.md): Returns short volume and short ratio data for a ticker.
- [Short Volume By Exchange](https://api.unusualwhales.com/docs/api/short/short-volume-by-exchange.md): Returns short volume data broken down by exchange for a ticker.
- [Ticker Exchange Mapping](https://api.unusualwhales.com/docs/api/stock-directory/ticker-exchange-mapping.md): Returns a mapping of all tickers to their exchanges.
- [Companies in Sector](https://api.unusualwhales.com/docs/api/stock/companies-in-sector.md): Returns a list of tickers which are in the given sector.
- [ATM Chains](https://api.unusualwhales.com/docs/api/stock/atm-chains.md): Returns the ATM chains for the given expirations
- [Balance Sheets](https://api.unusualwhales.com/docs/api/stock/balance-sheets.md): Returns balance sheet data including assets, liabilities, equity, debt structure, intangibles, goodwill, receivables, inventory, and shares outstanding.
- [Cash Flow Statements](https://api.unusualwhales.com/docs/api/stock/cash-flow-statements.md): Returns cash flow data including operating, investing, and financing cashflows, capital expenditures, dividend payouts, stock buybacks, and stock-based compensation.
- [Earnings History](https://api.unusualwhales.com/docs/api/stock/earnings-history.md): Returns earnings data including reported EPS, estimated EPS, surprise amount, surprise percentage, and report timing (pre/post market).
- [Full Financials](https://api.unusualwhales.com/docs/api/stock/full-financials.md): Returns full financial data for the given ticker, including income statements, balance sheets, cash flows, and earnings. Supports both annual and quarterly data.
- [Flow Alerts](https://api.unusualwhales.com/docs/api/stock/flow-alerts.md): Deprecated. Use `/api/option-trades/flow-alerts`, which supports the full filter set: [https://api.unusualwhales.com/docs#/operations/PublicApi.OptionTradeController.flow_alerts](https://api.unusualwhales.com/docs#/operations/PublicApi.OptionTradeController.flow_alerts)
- [Flow per expiry](https://api.unusualwhales.com/docs/api/stock/flow-per-expiry.md): Returns the option flow per expiry for the last trading day
- [Flow per strike](https://api.unusualwhales.com/docs/api/stock/flow-per-strike.md): Returns the option flow per strike for a given trading day.
- [Flow per strike intraday](https://api.unusualwhales.com/docs/api/stock/flow-per-strike-intraday.md): Returns the options flow for a given date in one minute intervals (the one minute intervals are not aggregated with each other).
- [Recent flows](https://api.unusualwhales.com/docs/api/stock/recent-flows.md): Returns the latest flows for the given ticker. Optionally a min premium and a side can be supplied in the query for further filtering.
- [Fundamental Breakdown](https://api.unusualwhales.com/docs/api/stock/fundamental-breakdown.md): Returns the fundamental financial data for the given ticker, including earnings per share, revenue, dividends, share counts, RSU data, and revenue breakdowns by product and geography.
- [Greeks](https://api.unusualwhales.com/docs/api/stock/greeks.md): Returns the greeks for each strike for a single expiry date.
- [Historical Risk Reversal Skew](https://api.unusualwhales.com/docs/api/stock/historical-risk-reversal-skew.md): Returns the historical risk reversal skew (the difference between put and call volatility) at a delta of 25 or 10 (colloquial for 0.25 or 0.1) for a given expiry date.
- [Income Statements](https://api.unusualwhales.com/docs/api/stock/income-statements.md): Returns income statement data including revenue, gross profit, operating income, EBIT, EBITDA, net income, R&D, SG&A, depreciation, interest, and tax expenses.
- [Information](https://api.unusualwhales.com/docs/api/stock/information.md): Returns a information about the given ticker.
- [Insider buy & sells](https://api.unusualwhales.com/docs/api/stock/insider-buy-&-sells.md): Returns the total amount of purchases & sells as well as notional values for insider transactions for the given ticker
- [Interpolated IV](https://api.unusualwhales.com/docs/api/stock/interpolated-iv.md): Returns the Interpolated IV for a given trading day. If there is no expiration then the data is calcualted via linear interpolation with the next 2 closest expirations
- [IV Rank](https://api.unusualwhales.com/docs/api/stock/iv-rank.md): Returns the IV rank data for a ticker over a period of time. IV rank is a measure of where current implied volatility stands relative to its historical range.
- [Max Pain](https://api.unusualwhales.com/docs/api/stock/max-pain.md): Returns the max pain for all expirations for the given ticker for the last 120 days
- [Call/Put Net/Vol Ticks](https://api.unusualwhales.com/docs/api/stock/callput-netvol-ticks.md): Returns the net premium ticks for a given ticker which can be used to build the following chart: ![Net Prem chart](https://i.imgur.com/Rom1kcB.png)
- [Nope](https://api.unusualwhales.com/docs/api/stock/nope.md): Returns the tickers NOPE for the given market day broken down per minute.
- [OHLC](https://api.unusualwhales.com/docs/api/stock/ohlc.md): Returns the Open High Low Close (OHLC) candle data for a given ticker.
- [OI Change](https://api.unusualwhales.com/docs/api/stock/oi-change.md): Returns the tickers contracts' OI change data ordered by absolute OI change (default: descending). Date must be the current or a past date. If no date is given, returns data for the current/last market day.
- [OI per Expiry](https://api.unusualwhales.com/docs/api/stock/oi-per-expiry.md): Returns the total open interest for calls and puts for a specific expiry date.
- [OI per Strike](https://api.unusualwhales.com/docs/api/stock/oi-per-strike.md): Returns the total open interest for calls and puts for a specific strike.
- [Option Chains](https://api.unusualwhales.com/docs/api/stock/option-chains.md): Returns all option symbols for the given ticker that were present at the given day.
- [Option Price Levels](https://api.unusualwhales.com/docs/api/stock/option-price-levels.md): Returns the call and put volume per price level for the given ticker.
- [Volume & OI per Expiry](https://api.unusualwhales.com/docs/api/stock/volume-&-oi-per-expiry.md): Returns the total volume and open interest per expiry for the given ticker.
- [Options Volume](https://api.unusualwhales.com/docs/api/stock/options-volume.md): Returns the options volume & premium for all trade executions that happened on a given trading date for the given ticker.
- [Ownership](https://api.unusualwhales.com/docs/api/stock/ownership.md): Returns the institutions, insider trades and politicians with the most shares.
- [Stock Quote](https://api.unusualwhales.com/docs/api/stock/stock-quote.md): Returns the latest trade, national best bid and ask, derived quote values, and quote change statistics for each market session.
- [Stock State](https://api.unusualwhales.com/docs/api/stock/stock-state.md): Returns the last stock state for the given ticker.
- [Off/Lit Price Levels](https://api.unusualwhales.com/docs/api/stock/offlit-price-levels.md): Returns the lit & off lit stock volume per price level for the given ticker.
- [Technical Indicator](https://api.unusualwhales.com/docs/api/stock/technical-indicator.md): Returns any technical indicator time series for a ticker. Supports international stocks and OTC.
- [Volume Unusualness](https://api.unusualwhales.com/docs/api/stock/volume-unusualness.md): How unusual the ticker's volume is today vs its own trailing ~90 trading days, as a percentile (0-100) and decile (1-10) for both regular-session stock volume and total (call + put) option volume. This is outlier-robust and comparable across names, unlike a raw volume-vs-average ratio. A metric is n…
- [Realized Volatility](https://api.unusualwhales.com/docs/api/stock/realized-volatility.md): Returns implied and realized volatility history for a ticker. `days` selects the realized volatility horizon in trading days. Each realized horizon uses its mapped implied volatility horizon. The default is 21 trading days of realized volatility paired with 30 calendar days of implied volatility.
- [Volatility Statistics](https://api.unusualwhales.com/docs/api/stock/volatility-statistics.md): Returns comprehensive volatility statistics for a ticker on a specific date, including implied volatility data, realized volatility data, and their respective high/low values for the past year.
- [Implied Volatility Term Structure](https://api.unusualwhales.com/docs/api/stock/implied-volatility-term-structure.md): The average of the latest volatilities for the at the money call and put contracts for every expiry date.
- [GEX Levels](https://api.unusualwhales.com/docs/api/gexgreeks/gex-levels.md): The key gamma-exposure (GEX) price levels for a ticker on a given market date, derived from per-strike net gamma exposure evaluated relative to spot:
- [Greek Exposure](https://api.unusualwhales.com/docs/api/gexgreeks/greek-exposure.md): Greek Exposure is the assumed greek exposure that market makers are exposed to.
- [Greek Exposure By Expiry](https://api.unusualwhales.com/docs/api/gexgreeks/greek-exposure-by-expiry.md): The greek exposure of a ticker grouped by expiry dates across all contracts on a given market date.
- [Greek Exposure By Strike](https://api.unusualwhales.com/docs/api/gexgreeks/greek-exposure-by-strike.md): The greek exposure of a ticker grouped by strike price across all contracts on a given market date.
- [Greek Exposure By Strike And Expiry](https://api.unusualwhales.com/docs/api/gexgreeks/greek-exposure-by-strike-and-expiry.md): The greek exposure of a ticker grouped by strike price for a specific expiry date.
- [Greek flow](https://api.unusualwhales.com/docs/api/gexgreeks/greek-flow.md): Returns the tickers greek flow (delta & vega flow) for the given market day broken down per minute. Date must be the current or a past date. If no date is given, returns data for the current/last market day.
- [Greek flow by expiry](https://api.unusualwhales.com/docs/api/gexgreeks/greek-flow-by-expiry.md): Returns the tickers greek flow (delta & vega flow) for the given market day broken down per minute & expiry. Date must be the current or a past date. If no date is given, returns data for the current/last market day.
- [GEX exposures per 1min](https://api.unusualwhales.com/docs/api/gexgreeks/gex-exposures-per-1min.md): Returns the GEX exposures for the given ticker per minute.
- [GEX exposures by strike & expiry](https://api.unusualwhales.com/docs/api/gexgreeks/gex-exposures-by-strike-&-expiry.md): Returns the most recent GEX exposures across all strikes for the given ticker & expiration on a given date. Calculated either with open interest or with volume.
- [GEX exposures by strike](https://api.unusualwhales.com/docs/api/gexgreeks/gex-exposures-by-strike.md): Returns the most recent GEX exposures across all strikes for the given ticker on a given date. Calculated either with open interest or with volume.
- [GEX exposures by strike & expiry (Deprecated)](https://api.unusualwhales.com/docs/api/gexgreeks/gex-exposures-by-strike-&-expiry-deprecated.md): This endpoint has been deprecated and will be removed, please migrate to the new [endpoint](https://api.unusualwhales.com/docs#/operations/PublicApi.TickerController.spot_exposures_by_strike_expiry_v2)
- [Interpolated IV Distribution](https://api.unusualwhales.com/docs/api/volatility/interpolated-iv-distribution.md): Returns one row per fixed maturity with the range of its interpolated implied volatility over the 365 calendar days ending on `date`. Each row holds the minimum, first quartile, median, third quartile and maximum of the daily values, the value on `date`, and the share of daily values at or below it.
- [Volatility Anomaly Score](https://api.unusualwhales.com/docs/api/volatility/volatility-anomaly-score.md): The volatility anomaly score (and recent history) for a ticker — a composite signal flagging unusually rich/cheap volatility.
- [Volatility Character](https://api.unusualwhales.com/docs/api/volatility/volatility-character.md): The volatility character (Hurst exponent / mean-reversion half-life / entropy) and history for a ticker.
- [Volatility Context](https://api.unusualwhales.com/docs/api/volatility/volatility-context.md): Returns the volatility context for a ticker on one date: 30-day implied volatility with its one-year rank and percentile, realized volatility, the term structure regime (contango, flat or backwardation), the 25-delta skew with a put-rich, flat or call-rich label, the implied move and earnings timing…
- [Options Positioning Sentiment](https://api.unusualwhales.com/docs/api/volatility/options-positioning-sentiment.md): Per-ticker options positioning sentiment (and recent history): VWKS (volume-weighted strike-spot "center of volume mass") and AVAR (call vs put IV asymmetry), blended into a bullish/bearish score. Positive = bullish positioning (volume above spot, calls bid up); negative = bearish.
- [Realized Volatility Windows](https://api.unusualwhales.com/docs/api/volatility/realized-volatility-windows.md): Returns every realized volatility horizon with a completion date in the requested calendar lookback. `history_days` defaults to 365 and cannot exceed 365. Rows are ordered by completion date from newest to oldest.
- [Implied Volatility Term Structure Distribution](https://api.unusualwhales.com/docs/api/volatility/implied-volatility-term-structure-distribution.md): Returns one row per expiry with the range of that expiry's at the money implied volatility over the 365 calendar days ending on `date`. Each row holds the minimum, first quartile, median, third quartile and maximum of the daily values, the value on `date`, and the share of daily values at or below i…
- [Variance Risk Premium](https://api.unusualwhales.com/docs/api/volatility/variance-risk-premium.md): Returns variance risk premium history for a ticker. `days` selects the realized volatility horizon in trading days. The default is 21 trading days paired with 30 calendar days of implied volatility.
- [Variance Risk Premium Windows](https://api.unusualwhales.com/docs/api/volatility/variance-risk-premium-windows.md): Returns every variance risk premium horizon with an implied volatility observation date in the requested calendar lookback. `history_days` defaults to 365 and cannot exceed 365. Rows are ordered by observation date from newest to oldest. Each row includes the realized volatility completion date.
- [Top Volatility Anomalies](https://api.unusualwhales.com/docs/api/volatility/top-volatility-anomalies.md): Screener of the top volatility anomalies on a date, by `direction` (`short_vol` or `long_vol`). Supports the same filters as the website screener.
- [Top Volatility Character](https://api.unusualwhales.com/docs/api/volatility/top-volatility-character.md): Screener of tickers by volatility character (mean-reverting / persistent / moderate) on a date.
- [Top Options Positioning Sentiment](https://api.unusualwhales.com/docs/api/volatility/top-options-positioning-sentiment.md): Screener of the most bullish/bearish tickers by options positioning (VWKS + AVAR) on a date. Optional `direction` (`bullish`, `bearish`, `neutral`) and filters (`min_score`/`max_score`, `min_vwks`/`max_vwks`, `min_avar`/`max_avar`, `min_sample_size`, `ticker_search`). Falls back to the latest comput…
- [VIX Term Structure](https://api.unusualwhales.com/docs/api/volatility/vix-term-structure.md): The latest VIX futures term structure plus history. Requires the `volatility` API add-on.
- [WebSocket](https://api.unusualwhales.com/docs/websocket.md)
- [Contract screener](https://api.unusualwhales.com/docs/websocket/contract-screener.md): Receive live option contract snapshots (Greeks, side volumes, OI growth indicators).
- [Custom alerts](https://api.unusualwhales.com/docs/websocket/custom-alerts.md): Receive notifications matching the alert configurations on your own Unusual Whales account.
- [Flow alerts](https://api.unusualwhales.com/docs/websocket/flow-alerts.md): Receive live flow alerts (all of them unfiltered).
- [Futures block trades](https://api.unusualwhales.com/docs/websocket/futures-block-trades.md): Receive live CME block trades in futures contracts and multi-leg futures strategies, across all symbols or for a single symbol.
- [GEX](https://api.unusualwhales.com/docs/websocket/gex.md): Receive live gex, gex strike, and gex strike & expiry updates for every ticker at once, or for a single ticker.
- [Greek flow](https://api.unusualwhales.com/docs/websocket/greek-flow.md): Receive live delta & vega flow from option trades for every ticker at once, bucketed to the minute and updated about once a second.
- [Greek flow by expiry](https://api.unusualwhales.com/docs/websocket/greek-flow-by-expiry.md): Receive live delta & vega flow broken out by option expiry, for every ticker at once or for a single ticker.
- [Greeks](https://api.unusualwhales.com/docs/websocket/greeks.md): Receive live per-contract option greeks (first- and second-order) for every contract of every underlying, or of a single underlying.
- [Interpolated IV](https://api.unusualwhales.com/docs/websocket/interpolated-iv.md): Receive live interpolated IV and expected move updates at fixed horizons (1-365 days) for every ticker at once, or for a single ticker.
- [IV term structure](https://api.unusualwhales.com/docs/websocket/iv-term-structure.md): Receive live ATM IV and expected move updates per real option expiry for every ticker at once, or for a single ticker.
- [Lit trades](https://api.unusualwhales.com/docs/websocket/lit-trades.md): Receive live lit (exchange-based) trades throughout the trading session.
- [Market tide](https://api.unusualwhales.com/docs/websocket/market-tide.md): Receive live updates of both the market tide and the otm market tide.
- [Net flow](https://api.unusualwhales.com/docs/websocket/net-flow.md): Receive live net call/put premium and volume aggregates for the specified ticker to build a net prem view.
- [News](https://api.unusualwhales.com/docs/websocket/news.md): Receive live headline news (Truth Social posts + aggregator news).
- [Off-lit trades](https://api.unusualwhales.com/docs/websocket/off-lit-trades.md): Receive live off-lit (dark pool) trades throughout the trading session.
- [Option trades](https://api.unusualwhales.com/docs/websocket/option-trades.md): Receive live option trades throughout the trading session. Expect 6-10M records per day.
- [Periscope](https://api.unusualwhales.com/docs/websocket/periscope.md): Receive live periscope market-maker greek exposures (gamma/charm/vanna) per strike & expiry for index tickers (SPX, VIX, XSP, NANOS). Not available on the enterprise and enterprise startup plans.
- [Price](https://api.unusualwhales.com/docs/websocket/price.md): Receive live price updates for every ticker at once, or for a single ticker.
- [Risk reversal skew](https://api.unusualwhales.com/docs/websocket/risk-reversal-skew.md): Receive live 25- and 10-delta risk reversal skew (put IV minus call IV) per expiry for every ticker at once.
- [Stock quotes](https://api.unusualwhales.com/docs/websocket/stock-quotes.md): Receive live best bid and ask (top of book) updates for every ticker at once, or for a single ticker.
- [Stock screener](https://api.unusualwhales.com/docs/websocket/stock-screener.md): Receive the live stock screener row of every ticker (option flow, price, volatility, open interest, GEX, fundamentals, quote and daily technical indicators).
- [Technical analysis indicators](https://api.unusualwhales.com/docs/websocket/technical-analysis-indicators.md): Receive live technical-analysis indicator values on the daily candle for the given ticker.
- [Ticker Interval flow](https://api.unusualwhales.com/docs/websocket/ticker-interval-flow.md): Receive per interval option flow statistics for a ticker (sweeps, floors, multilegs, Greek flows, IV, net prem).
- [Trading halts](https://api.unusualwhales.com/docs/websocket/trading-halts.md): Receive live trading state changes (halts, resumes, LULD pauses) for individual tickers.
- [Kafka Streaming](https://api.unusualwhales.com/docs/kafka.md): Real time market data delivered over Kafka topics encoded as protobuf. Every topic retains 72 hours of messages.
- [all-option-trades](https://api.unusualwhales.com/docs/kafka/topics/all-option-trades.md): Every option trade
- [all-trade-report](https://api.unusualwhales.com/docs/kafka/topics/all-trade-report.md): Every stock trade
- [chain-frag](https://api.unusualwhales.com/docs/kafka/topics/chain-frag.md): Aggregated activity of single option contracts over 5 minute intervals
- [dividends](https://api.unusualwhales.com/docs/kafka/topics/dividends.md): Latest announced dividend and trailing twelve month dividend snapshots by ticker
- [earnings](https://api.unusualwhales.com/docs/kafka/topics/earnings.md): Upcoming earnings details and split-adjusted historical EPS growth by ticker
- [etf-info](https://api.unusualwhales.com/docs/kafka/topics/etf-info.md): Complete stock holding and daily share flow snapshots for ETFs
- [flex-options](https://api.unusualwhales.com/docs/kafka/topics/flex-options.md): All data related to FLEX options. Includes open interest, closing mark and FLEX option consolidations
- [flow-alerts](https://api.unusualwhales.com/docs/kafka/topics/flow-alerts.md): Options flow alerts: aggregates of option transactions that tripped a rule. See https://unusualwhales.com/option-flow-alerts/rules for rule definitions
- [flow-expiry](https://api.unusualwhales.com/docs/kafka/topics/flow-expiry.md): Option flow stats grouped by ticker and expiry. Updates are published as INCREMENTAL updates for the time window they computed. If you store the data in a database you should be adding the values to the existing values in the database.
- [flow-strike](https://api.unusualwhales.com/docs/kafka/topics/flow-strike.md): Option flow stats grouped by ticker and strike. Updates are published as INCREMENTAL updates for the time window they computed. If you store the data in a database you should be adding the values to the existing values in the database.
- [flow-strike-intraday](https://api.unusualwhales.com/docs/kafka/topics/flow-strike-intraday.md): Intraday 1minute flow stats grouped by ticker and strike. Updates are published as INCREMENTAL updates for the time window they computed. If you store the data in a database you should be adding the values to the existing values in the database.
- [greek-flow](https://api.unusualwhales.com/docs/kafka/topics/greek-flow.md): Aggregated delta and vega flow of option trades per ticker and per expiry
- [insider-volumes](https://api.unusualwhales.com/docs/kafka/topics/insider-volumes.md): Rolling discretionary insider purchase and sale share volume snapshots by ticker
- [interpolated-iv](https://api.unusualwhales.com/docs/kafka/topics/interpolated-iv.md): Implied volatility and expected move interpolated onto fixed day horizons
- [interval-flow](https://api.unusualwhales.com/docs/kafka/topics/interval-flow.md): Aggregated options activity of tickers over 5 minute intervals
- [iv-term-structure](https://api.unusualwhales.com/docs/kafka/topics/iv-term-structure.md): ATM implied volatility and expected move per real option expiry
- [live-gex](https://api.unusualwhales.com/docs/kafka/topics/live-gex.md): Live gamma exposure keyed by different aggregation levels: ticker, strike, strike+expiry
- [multi-leg-spreads](https://api.unusualwhales.com/docs/kafka/topics/multi-leg-spreads.md): Detected multi leg option spreads with their classified strategy
- [net-flow](https://api.unusualwhales.com/docs/kafka/topics/net-flow.md): Options net flow: market wide tide, per sector flow and near dated expiry tide
- [option-states](https://api.unusualwhales.com/docs/kafka/topics/option-states.md): The live state of option chains. Contains open interest updates as well as volumes
- [predictions-insiders](https://api.unusualwhales.com/docs/kafka/topics/predictions-insiders.md): Prediction market insider signals based on signal such as new account withs low activity, taking unusually large positions and more.
- [predictions-positions](https://api.unusualwhales.com/docs/kafka/topics/predictions-positions.md): Full states of prediction market outcome token positions for a given wallet/user whenever they change on chain
- [predictions-trades](https://api.unusualwhales.com/docs/kafka/topics/predictions-trades.md): Individual prediction market fills ingested from the Polymarket CTF exchange
- [risk-reversal-skew](https://api.unusualwhales.com/docs/kafka/topics/risk-reversal-skew.md): Put vs call implied volatility skew at fixed deltas per expiry
- [sec-filings](https://api.unusualwhales.com/docs/kafka/topics/sec-filings.md): SEC EDGAR filings: every filing as a general message plus enriched insider trade and 13F messages
- [shares](https://api.unusualwhales.com/docs/kafka/topics/shares.md): Current shares outstanding and historical quarterly growth snapshots by ticker
- [stock-price-level-volume](https://api.unusualwhales.com/docs/kafka/topics/stock-price-level-volume.md): Stock volume and trade counts grouped by ticker and price level, split between lit and off lit activity. Updates are published as INCREMENTAL updates for the time window they computed. If you store the data in a database you should be adding the values to the existing values in the database.
- [stock-screener](https://api.unusualwhales.com/docs/kafka/topics/stock-screener.md): Complete screener state for a ticker
- [ticker-levels](https://api.unusualwhales.com/docs/kafka/topics/ticker-levels.md): Option volume and trade counts grouped by underlying ticker and stock price level. Updates are published as INCREMENTAL updates for the time window they computed. If you store the data in a database you should be adding the values to the existing values in the database.
- [ticker-oi-stats](https://api.unusualwhales.com/docs/kafka/topics/ticker-oi-stats.md): Compacted current and previous daily open interest and historical option activity statistics per ticker
- [ticker-performance](https://api.unusualwhales.com/docs/kafka/topics/ticker-performance.md): Reference prices for calculating ticker returns over calendar periods and market sessions
- [ticker-quotes](https://api.unusualwhales.com/docs/kafka/topics/ticker-quotes.md): Live best bid and ask quotes for stocks
- [ticker-stock-states](https://api.unusualwhales.com/docs/kafka/topics/ticker-stock-states.md): Per session OHLCV state of stocks
- [ticker-volatility](https://api.unusualwhales.com/docs/kafka/topics/ticker-volatility.md): Realized volatility and variance risk premium snapshots per ticker and trading date
- [trade-cancels](https://api.unusualwhales.com/docs/kafka/topics/trade-cancels.md): Cancellations of previously reported stock and option trades
- [trading-halts](https://api.unusualwhales.com/docs/kafka/topics/trading-halts.md): Trading halts, pauses and resumptions for stocks
- [ChainFrag](https://api.unusualwhales.com/docs/kafka/types/ChainFrag.md): 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 cu…
- [Date](https://api.unusualwhales.com/docs/kafka/types/Date.md)
- [Decimal](https://api.unusualwhales.com/docs/kafka/types/Decimal.md): Exact decimal number, mirroring Rust's `rust_decimal::Decimal`: a 96-bit unsigned integer mantissa, a base-10 scale and a sign. value = (hi << 64 | lo) / 10^scale, negated when `negative` is true Example: lo=12345, hi=0, scale=2, negative=false represents 123.45. Decoding in Rust (with the `rust_dec…
- [DteTide](https://api.unusualwhales.com/docs/kafka/types/DteTide.md): Net options flow of near dated contracts, bucketed to the minute and broken out by underlying type, moneyness and time to expiry. Every trade counts into four buckets: its own moneyness and ALL_MONEYNESS, crossed with its own underlying type and ALL_TYPES, so the ALL buckets are pre-aggregated roll…
- [EtfInfo](https://api.unusualwhales.com/docs/kafka/types/EtfInfo.md): Complete stock holdings and daily share flow for an ETF.
- [FlexConsolidation](https://api.unusualwhales.com/docs/kafka/types/FlexConsolidation.md): A FLEX option position being consolidated into a standard option contract.
- [FlexOption](https://api.unusualwhales.com/docs/kafka/types/FlexOption.md): An exchange traded option created with investor selected terms instead of the fixed terms of an existing standard series. Investors choose the strike, expiration, and exercise style and their broker solicits prices from market participants.
- [FlexOptionState](https://api.unusualwhales.com/docs/kafka/types/FlexOptionState.md): Daily open interest and mark state for a FLEX option contract.
- [FlexTickerState](https://api.unusualwhales.com/docs/kafka/types/FlexTickerState.md): Daily aggregate FLEX option state for an underlying ticker.
- [FlowAlert](https://api.unusualwhales.com/docs/kafka/types/FlowAlert.md): An n aggregate of option transactions that tripped a rule, see https://unusualwhales.com/option-flow-alerts/rules
- [FlowExpiry](https://api.unusualwhales.com/docs/kafka/types/FlowExpiry.md): An option activity update grouped by underlying ticker and contract expiry. Updates are published as INCREMENTAL updates for the time window they computed. If you store the data in a database you should be adding the values to the existing values in the database.
- [FlowStrikeIntraday](https://api.unusualwhales.com/docs/kafka/types/FlowStrikeIntraday.md): An option activity update grouped by underlying ticker and strike. Updates are published as INCREMENTAL updates for the time window they computed. If you store the data in a database you should be adding the values to the existing values in the database.
- [Form10K](https://api.unusualwhales.com/docs/kafka/types/Form10K.md): A periodic company report filed with the SEC, with the financial statements parsed out of the filing's XBRL data. Covers the annual and quarterly reports of domestic and foreign issuers: 10-Q, 10-K, 20-F, 40-F and their amendments.
- [Form13DG](https://api.unusualwhales.com/docs/kafka/types/Form13DG.md): A beneficial ownership report (Schedule 13D/13G and their amendments): a filer disclosing a stake in an issuer's class of securities, together with the issuer's shares outstanding sourced from its most recent periodic report.
- [Form13F_HR](https://api.unusualwhales.com/docs/kafka/types/Form13F_HR.md): An institution's quarterly 13F holdings report, summarised per security type (shares, funds, options, warrants, preferred stock and debt). Published for every 13F filing (13F-HR, 13F-NT, 13F-CTR and their amendments); the enriched per-institution summary is published separately as ThirteenFAlert.
- [Form345](https://api.unusualwhales.com/docs/kafka/types/Form345.md): A single transaction row of an insider trade filing (SEC forms 3/4/5/144). One message per row of the filing; same-typed rows are additionally published in aggregated form as InsiderTradeAgg.
- [Form497](https://api.unusualwhales.com/docs/kafka/types/Form497.md): A Securities Act Rule 497 filing: prospectus and summary material published by a fund or securities issuer (forms 497, 497J and 497K).
- [GeneralFiling](https://api.unusualwhales.com/docs/kafka/types/GeneralFiling.md): A filing published to SEC EDGAR. Insider trades (forms 3/4/5/144) and 13F reports are additionally published as enriched messages under their own keys.
- [Gex](https://api.unusualwhales.com/docs/kafka/types/Gex.md): Ticker-level greek exposures, expressed as the $ value of hedging required when the underlying moves one percent.
- [GexStrike](https://api.unusualwhales.com/docs/kafka/types/GexStrike.md): Greek exposures for a single strike, aggregated across all expiries.
- [GexStrikeExpiry](https://api.unusualwhales.com/docs/kafka/types/GexStrikeExpiry.md): Greek exposures for a single strike and expiry.
- [GreekFlow](https://api.unusualwhales.com/docs/kafka/types/GreekFlow.md): Aggregated delta and vega flow of option trades for a ticker, bucketed to the minute. Each message is a partial sum flushed roughly once per second. Consumers need to add messages with the same timestamp together to get the full minute bucket. Values are not running daily totals. total_* fields carr…
- [GreekFlowExpiry](https://api.unusualwhales.com/docs/kafka/types/GreekFlowExpiry.md): GreekFlow additionally broken out by option expiration date. See GreekFlow for the field semantics and aggregation behaviour.
- [InsiderTradeAgg](https://api.unusualwhales.com/docs/kafka/types/InsiderTradeAgg.md): aggregation of same-typed rows inside a singular insider trade filing
- [InterpolatedIv](https://api.unusualwhales.com/docs/kafka/types/InterpolatedIv.md): InterpolatedIv is the implied volatility and expected move calculated for a fixed horizon expressed in days. If a horizon lines up with a real option expiry the value is taken from an exact matching expiry (is_exact = true) and otherwise interpolated between the two surrounding expiries (is_exact =…
- [IvTermStructure](https://api.unusualwhales.com/docs/kafka/types/IvTermStructure.md): IvTermStructure is the ATM implied volatility and expected move for a single real option expiry. These entries form the term structure that InterpolatedIv interpolates onto fixed horizons.
- [MultiLegSpread](https://api.unusualwhales.com/docs/kafka/types/MultiLegSpread.md): A detected multi leg options spread and its classification.
- [MultiLegSpreadLeg](https://api.unusualwhales.com/docs/kafka/types/MultiLegSpreadLeg.md): One leg of a spread.
- [NetFlow](https://api.unusualwhales.com/docs/kafka/types/NetFlow.md): Market wide options net flow ("market tide"): the ask side vs bid side volume and premium of all option trades, aggregated across the whole market. Published under two message keys with the same payload: key market-cope carries one minute buckets and key second-market-cope carries one second buckets…
- [OptionChain](https://api.unusualwhales.com/docs/kafka/types/OptionChain.md): An option contract with all its meta data.
- [OptionContractQuote](https://api.unusualwhales.com/docs/kafka/types/OptionContractQuote.md): An NBBO quote for an option contract.
- [OptionExchange](https://api.unusualwhales.com/docs/kafka/types/OptionExchange.md): An option exchange identified by its Market Identifier Code.
- [OptionState](https://api.unusualwhales.com/docs/kafka/types/OptionState.md): Daily stats for Option contracts for the given date. Contracts are being pushed any time there is a volume or open interest update is available.
- [OptionStockPriceLevel](https://api.unusualwhales.com/docs/kafka/types/OptionStockPriceLevel.md): An option activity update grouped by underlying ticker and stock price level. Updates are published as INCREMENTAL updates for the time window they computed. If you store the data in a database you should be adding the values to the existing values in the database.
- [OptionTrade](https://api.unusualwhales.com/docs/kafka/types/OptionTrade.md): A single executed option trade with its NBBO, greeks, volume breakdown and underlying metadata at the time of the trade.
- [OptionTradeCancel](https://api.unusualwhales.com/docs/kafka/types/OptionTradeCancel.md): An option trade cancellation referencing a previously executed trade.
- [PredictionsInsider](https://api.unusualwhales.com/docs/kafka/types/PredictionsInsider.md): A potential insider signal: a fresh, low-activity account taking an unusually large position in a single market. Published to the `predictions-insiders` Kafka topic each time insider detection runs; an existing signal is re-published when its underlying position changes. A position is flagged when a…
- [PredictionsPosition](https://api.unusualwhales.com/docs/kafka/types/PredictionsPosition.md): Snapshot of a user's position in a single outcome token, published to the `predictions-positions` Kafka topic every time the position changes on-chain. Each message carries the full new state of the position, not a delta. Prices and USD amounts are denominated in USDC; token amounts are in outcome t…
- [PredictionsTrade](https://api.unusualwhales.com/docs/kafka/types/PredictionsTrade.md): A single fill on the Polymarket CTF exchange, published to the `predictions-trades` Kafka topic as trades are ingested from the chain. One on-chain transaction can contain several fills; each fill is published as its own message. The buyer side's amount is the USDC premium and the seller side's amou…
- [RiskReversalSkew](https://api.unusualwhales.com/docs/kafka/types/RiskReversalSkew.md): RiskReversalSkew captures the volatility skew between puts and calls at a given delta for a single expiry for a given ticker. NOTE: The ticker is not part of the message. The ticker is the key of the kafka msg.
- [ScreenerDividendState](https://api.unusualwhales.com/docs/kafka/types/ScreenerDividendState.md): Selected dividend record, trailing dividend total, and current dividend yield. Dividend amounts are split-adjusted per-share values. Startup and live paths use different selected-record cutoffs and differ on whether a dividend at the trailing window's lower boundary is included.
- [ScreenerEarningsState](https://api.unusualwhales.com/docs/kafka/types/ScreenerEarningsState.md): Fractional changes in split-adjusted actual EPS from earlier report rows to the latest available report. Reports are ordered by ending fiscal quarter. The report periods are not included in this message.
- [ScreenerEtfState](https://api.unusualwhales.com/docs/kafka/types/ScreenerEtfState.md): Latest ETF share-flow value accepted by the producer. The source observation date is not included in this message.
- [ScreenerFlexState](https://api.unusualwhales.com/docs/kafka/types/ScreenerFlexState.md): Open-interest statistics and FLEX aggregates for the ticker. Values can come from stored ticker-day data, live open-interest statistics, or live FLEX state. The message is absent when every field is unavailable.
- [ScreenerGexState](https://api.unusualwhales.com/docs/kafka/types/ScreenerGexState.md): Greek exposure metrics from two source paths. Before a live GEX update, open-interest fields 1 through 4 use daily aggregates calculated as Greek times open interest times 100. A live update replaces those fields with the price-scaled formulas below. Do not compare values from the two paths as if th…
- [ScreenerInsiderState](https://api.unusualwhales.com/docs/kafka/types/ScreenerInsiderState.md): Insider buy and sell share volume after subtracting each transaction's reported 10b5 volume. Windows include both the calendar-month cutoff and source as-of date. Startup applies an absolute value to buy and sell aggregates. Live snapshots preserve the buy aggregate's sign and apply an absolute valu…
- [ScreenerInterpolatedIvHorizon](https://api.unusualwhales.com/docs/kafka/types/ScreenerInterpolatedIvHorizon.md): Expected move and implied volatility for one fixed calendar-day horizon. An exact expiry requires at-the-money call and put observations less than 120 seconds apart. Volatility is their mean implied volatility. Implied move is 0.85 times their summed theoretical prices. Exact-expiry metrics are enco…
- [ScreenerInterpolatedIvState](https://api.unusualwhales.com/docs/kafka/types/ScreenerInterpolatedIvState.md): Expected move and implied volatility across fixed calendar-day horizons for the parent state date. A horizon is absent when unavailable.
- [ScreenerIvRankState](https://api.unusualwhales.com/docs/kafka/types/ScreenerIvRankState.md): Rank and percentile statistics for 30-calendar-day implied volatility. Values use a scale from 0 through 100.
- [ScreenerMembershipsState](https://api.unusualwhales.com/docs/kafka/types/ScreenerMembershipsState.md): ETF and option-flow-group memberships known to the producer. This message is always present. Empty lists mean the producer has no matching memberships.
- [ScreenerOptionFlowState](https://api.unusualwhales.com/docs/kafka/types/ScreenerOptionFlowState.md): Option-trade aggregates for the parent state date. Volumes are option contracts and premiums are US dollars. A new trading-date state can carry option-flow availability from the previous state before current-date flow arrives. In that case, current non-optional aggregates remain zero. Stored null va…
- [ScreenerPerformanceState](https://api.unusualwhales.com/docs/kafka/types/ScreenerPerformanceState.md): Fractional returns from regular-session reference closes to the latest accepted stock price. Each return is calculated as (current_price - reference_close) / reference_close. For example, 0.05 means 5 percent. A return is absent when either input is unavailable or the reference close is not positive…
- [ScreenerSharesState](https://api.unusualwhales.com/docs/kafka/types/ScreenerSharesState.md): Latest shares outstanding and fractional changes against earlier report rows. Report periods are not included in this message. Startup excludes reports with missing shares before selecting row offsets. Live snapshots can include those reports in the offsets, so growth values can change after a resta…
- [ScreenerStockState](https://api.unusualwhales.com/docs/kafka/types/ScreenerStockState.md): Latest accepted stock-session metrics for the ticker. Open, close, high, and low can come from a premarket, regular, or postmarket source state. This message does not identify the source session.
- [ScreenerTickerInfoState](https://api.unusualwhales.com/docs/kafka/types/ScreenerTickerInfoState.md): Company and security metadata for the ticker. Decimal fields are absent when their source value is unavailable.
- [ScreenerVolatilityState](https://api.unusualwhales.com/docs/kafka/types/ScreenerVolatilityState.md): Annualized realized volatility for the parent state date and its paired variance risk premium. Values are fractions, so 0.20 means 20 percent. The realized-volatility window starts 20 market opens before the parent state date and includes both endpoints.
- [SecIndst](https://api.unusualwhales.com/docs/kafka/types/SecIndst.md): Options net flow aggregated per sector. Same field semantics as NetFlow: net means ask side minus bid side, otm fields count OTM contracts only, and each message is a per interval delta.
- [StockPriceLevelVolume](https://api.unusualwhales.com/docs/kafka/types/StockPriceLevelVolume.md): A stock activity update for one ticker and price level, split between lit and off lit trades. Updates are published as INCREMENTAL updates for the time window they computed. If you store the data in a database you should be adding the values to the existing values in the database.
- [StockScreenerState](https://api.unusualwhales.com/docs/kafka/types/StockScreenerState.md): Latest assembled stock-screener state for a ticker. option_flow and memberships are present in each published payload. Other nested messages are absent when their source group has no value. Individual Decimal fields are absent when unavailable unless their nested-message comments describe a zero fal…
- [TaAroon](https://api.unusualwhales.com/docs/kafka/types/TaAroon.md): AROON's two lines for one candle.
- [TaBollinger](https://api.unusualwhales.com/docs/kafka/types/TaBollinger.md): The three Bollinger bands for one candle.
- [TaIndicatorValues](https://api.unusualwhales.com/docs/kafka/types/TaIndicatorValues.md): One candle's worth of every indicator uw_ta publishes. Values are doubles: TA-Lib's floating-point outputs, with no exact decimal to keep. The field name carries the configuration: For example `rsi_14` is RSI with period 14. A value could be absent if the producing side did not have enough candles t…
- [TaMacd](https://api.unusualwhales.com/docs/kafka/types/TaMacd.md): MACD's three lines for one candle.
- [TaStoch](https://api.unusualwhales.com/docs/kafka/types/TaStoch.md): The stochastic oscillator's two lines for one candle; k is the faster.
- [ThirteenFAlert](https://api.unusualwhales.com/docs/kafka/types/ThirteenFAlert.md): A summary of an institution's quarterly 13F report: position counts, bought/sold values and the top holdings by category.
- [Ticker](https://api.unusualwhales.com/docs/kafka/types/Ticker.md): A ticker symbol of any kind (stock, etf, index, option underlying, ...).
- [TickerDividend](https://api.unusualwhales.com/docs/kafka/types/TickerDividend.md): Latest announced dividend and trailing dividend rate for a ticker.
- [TickerEarnings](https://api.unusualwhales.com/docs/kafka/types/TickerEarnings.md): Upcoming earnings details and historical EPS growth for a ticker.
- [TickerInfo](https://api.unusualwhales.com/docs/kafka/types/TickerInfo.md): Company/ticker metadata for an underlying symbol.
- [TickerInsiderVolume](https://api.unusualwhales.com/docs/kafka/types/TickerInsiderVolume.md): Discretionary insider purchase and sale share volume over rolling windows.
- [TickerInterval](https://api.unusualwhales.com/docs/kafka/types/TickerInterval.md): 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 de…
- [TickerOiStats](https://api.unusualwhales.com/docs/kafka/types/TickerOiStats.md): Current and previous open interest statistics for a ticker after OI processing completes.
- [TickerOiStatsDay](https://api.unusualwhales.com/docs/kafka/types/TickerOiStatsDay.md): Open interest and historical option activity statistics for one trading date.
- [TickerPerformance](https://api.unusualwhales.com/docs/kafka/types/TickerPerformance.md): Reference prices used to calculate ticker performance for a trading date.
- [TickerShares](https://api.unusualwhales.com/docs/kafka/types/TickerShares.md): Current shares outstanding and historical quarterly growth for a ticker.
- [TickerStockState](https://api.unusualwhales.com/docs/kafka/types/TickerStockState.md): OHLCV state of a stock for the current trading session. Open, close, high and low are scoped to the current market_time session: a new state starts when the session changes (premarket to regular to postmarket).
- [TickerVolatility](https://api.unusualwhales.com/docs/kafka/types/TickerVolatility.md): Realized volatility and variance risk premium for a ticker and trading date.
- [TradeCancel](https://api.unusualwhales.com/docs/kafka/types/TradeCancel.md): A stock trade cancellation referencing a previously reported trade.
- [TradeReport](https://api.unusualwhales.com/docs/kafka/types/TradeReport.md): The consolidated stock tape
- [TradingState](https://api.unusualwhales.com/docs/kafka/types/TradingState.md): A trading halt, pause or resumption for a stock.
- [TwoSidedQuote](https://api.unusualwhales.com/docs/kafka/types/TwoSidedQuote.md): The best bid and ask quote for a stock. The stock ticker is the Kafka message key.
- [AnnounceTime](https://api.unusualwhales.com/docs/kafka/types/AnnounceTime.md)
- [Category](https://api.unusualwhales.com/docs/kafka/types/Category.md): Category of the market's question. Mirrors the category assigned to the question from its Polymarket tags.
- [Direction](https://api.unusualwhales.com/docs/kafka/types/Direction.md): Whether a position is long or short.
- [ExthourSoldCodes](https://api.unusualwhales.com/docs/kafka/types/ExthourSoldCodes.md): Extended hours / "sold" qualifier for the sale.
- [FlexOption.Delivery](https://api.unusualwhales.com/docs/kafka/types/FlexOption.Delivery.md): How the contract is fulfilled upon exercise or assignment.
- [FlexOption.ExerciseStyle](https://api.unusualwhales.com/docs/kafka/types/FlexOption.ExerciseStyle.md): When the contract can be exercised.
- [FlexOption.Settlement](https://api.unusualwhales.com/docs/kafka/types/FlexOption.Settlement.md): When or how the contract's settlement value is determined.
- [IntervalType](https://api.unusualwhales.com/docs/kafka/types/IntervalType.md): Which trades an interval counts.
- [IssueType](https://api.unusualwhales.com/docs/kafka/types/IssueType.md)
- [MarketTime](https://api.unusualwhales.com/docs/kafka/types/MarketTime.md): The trading session a state belongs to, in Eastern Time.
- [OptionTradeSide](https://api.unusualwhales.com/docs/kafka/types/OptionTradeSide.md): Which side of the market a trade hit.
- [OptionType](https://api.unusualwhales.com/docs/kafka/types/OptionType.md): Option Type
- [Sector](https://api.unusualwhales.com/docs/kafka/types/Sector.md)
- [Side](https://api.unusualwhales.com/docs/kafka/types/Side.md): Which side of the trade a counterparty was on.
- [SpecialSaleConditionsCodes](https://api.unusualwhales.com/docs/kafka/types/SpecialSaleConditionsCodes.md): Special sale condition qualifier for the sale.
- [Strategy](https://api.unusualwhales.com/docs/kafka/types/Strategy.md): The classified options strategy a spread represents.
- [TideExpiration](https://api.unusualwhales.com/docs/kafka/types/TideExpiration.md): How soon the traded contract expires.
- [TideMoneyness](https://api.unusualwhales.com/docs/kafka/types/TideMoneyness.md): The moneyness of the traded contract.
- [TideType](https://api.unusualwhales.com/docs/kafka/types/TideType.md): The classification of a trade's underlying.
- [TradeCodes](https://api.unusualwhales.com/docs/kafka/types/TradeCodes.md): Trade / print qualifier for the sale.
- [TradeSettlement](https://api.unusualwhales.com/docs/kafka/types/TradeSettlement.md): When a trade settles relative to its execution date.
- [TradingHours](https://api.unusualwhales.com/docs/kafka/types/TradingHours.md): Option trading session in which the trade executed. Times are US Eastern Time. Equity and ETF options trade RTH from 09:30 to 16:00. ETF options with an extended close trade RTH until 16:15. Classes the exchange designates for extended sessions also trade GTH from 07:30 to 09:25, and Curb from 16:00…
- [Skills](https://api.unusualwhales.com/docs/skills.md): Skill files that teach AI agents how to work with the Unusual Whales API, MCP server, and WebSocket.
- [Knowledge Base](https://api.unusualwhales.com/docs/knowledge-base.md): Consolidated Unusual Whales reference: a trading and finance glossary, options and flow concepts, greeks and volatility, and API, data, and account guides.

## OpenAPI Specs

- [openapi](/docs/openapi.yaml)