# Exchange & Trade Code Breakdown

`GET` `https://api.unusualwhales.com/api/option-trades/exchange-breakdown/{date}`

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`).

For each ticker × exchange you get the trade count, total contracts, total premium
(`sum(price × size × 100)`) and the call/put trade split. Set `by_trade_code=true` to additionally
break each row down by the upstream trade condition code (`upstream_condition_detail`, e.g. `auto`,
`mlat`, `slan`).

Use `min_premium` to drop smaller prints before aggregating.

**Whole-universe mode:** omit `ticker[]` to get the breakdown across the entire option universe.
In that mode tickers are ranked by total contracts traded that day (descending) and the response is
paged by ticker via `limit` (tickers per page) and `page` — so you receive the top names first. When
`ticker[]` is supplied this paging is ignored and exactly those tickers are returned.

NOTICE: Access to this endpoint is only included in the Advanced API subscription. Data is available
for trading days after 2022-01-01.


## Authentication

```
Authorization: Bearer YOUR_API_KEY
```

## Path Parameters

| Name | Type | Required | Description |
|------|------|----------|-------------|
| `date` | Market Date | Yes | A trading date in the format of YYYY-MM-DD.
 |

## Query Parameters

| Name | Type | Required | Description |
|------|------|----------|-------------|
| `ticker[]` | array[string] | No | One or more underlying symbols to aggregate, e.g. `ticker[]=AAPL&ticker[]=NVDA`. Omit for whole-universe mode (top names by volume). |
| `by_trade_code` | boolean | No | Whether to additionally group each row by the upstream trade condition code. |
| `min_premium` | string | No | Only include individual prints whose premium (price × size × 100) is at least this value, before aggregating. Use to filter out smaller trades. |
| `limit` | integer | No | Whole-universe mode only: tickers per page (ranked by volume). Default 100, max 500. |
| `page` | integer | No | Whole-universe mode only: 1-based page of tickers. Default 1. |
| `order` | string | No | Whole-universe mode only: how to rank tickers — `volume` (total contracts) or `premium` (total premium). Default `volume`. |


## Response (200)

| Field | Type | Description |
|-------|------|-------------|
| `call_trades` | integer | The number of call prints in this group. |
| `contracts` | integer | The total number of contracts traded in this group. |
| `exchange` | Exchange | The exchange the option trade was executed on. |
| `premium` | number | The total premium of this group, computed as sum(price × size × 100). |
| `put_trades` | integer | The number of put prints in this group. |
| `trade_code` | Upstream Condition Detail | The upstream condition detail/trade code of the option trade. |
| `trade_count` | integer | The number of option prints in this group. |
| `underlying_symbol` | Option Contract Underlying Symbol | The underlying symbol of the contract. |


## Example

### curl

```bash
curl -X GET "https://api.unusualwhales.com/api/option-trades/exchange-breakdown/{date}" \
  -H "Authorization: Bearer YOUR_API_KEY" \
  -H "Accept: application/json"
```

### Python

```python
import http.client

conn = http.client.HTTPSConnection("api.unusualwhales.com")
headers = {"Authorization": "Bearer YOUR_API_KEY", "Accept": "application/json"}
conn.request("GET", "/api/option-trades/exchange-breakdown/{date}", headers=headers)
response = conn.getresponse()
print(response.read().decode("utf-8"))
```

## Response Example

```json
{
  "data": [
    {
      "call_trades": 3370,
      "contracts": 38633,
      "exchange": "AMXO",
      "premium": 5454330,
      "put_trades": 3434,
      "trade_code": "slan",
      "trade_count": 6804,
      "underlying_symbol": "AAPL"
    }
  ]
}
```