Lit trades

NOTE: This is the documentation for websocket channel lit_trades. Websocket access for personal use is only available through the Advanced plan. Coverage: lit_trades streams lit (exchange) prints at or above roughly $100,000 notional (price x size). Smaller prints are not included. For the complete unfiltered tape across all sizes, use the Kafka all-trade-report topic. You can find fully-functional examples that stream data from many channels here:

Connect to the websocket URI: wss://api.unusualwhales.com/socket?token=<YOUR_API_TOKEN> then join the channel you wish to stream: lit_trades for lit (exchange-based) trades. Payload format:

[
  "lit_trades",
  {
    "symbol": "AAPL",
    "price": "150.25",
    "type": "lit",
    "size": 100,
    "volume": 1000,
    "trade_settlement": "regular",
    "trade_code": "opening_print",
    "ext_hour_sold_codes": null,
    "sale_cond_codes": "cross_trade",
    "executed_at": "2024-09-22T14:30:00Z",
    "trf_executed_at": null,
    "nbbo_bid": "150.20",
    "nbbo_ask": "150.25",
    "nbbo_bid_quantity": 500,
    "nbbo_ask_quantity": 800,
    "sector": "Technology",
    "next_earnings_date": "2024-10-25",
    "avg30_volume": "75000000.0",
    "issue_type": "Common Stock",
    "marketcap": "2400000000000.0"
  }
]

Field reference

Field	Type	Description
`symbol`	string	Underlying ticker.
`price`	decimal string	Trade price.
`size`	int	Trade size in shares.
`volume`	int	Cumulative session volume on the symbol as of this trade.
`type`	`"lit"`	Always `"lit"` on this channel.
`trade_settlement`	string \| null	Settlement type, e.g. `"regular"`, `"cash"`, `"next_day"`, `"seller"`.
`trade_code`	string \| null	Special trade code such as `"opening_print"`, `"closing_print"`, `"odd_lot"`, etc. `null` for unflagged trades.
`ext_hour_sold_codes`	string \| null	Extended-hours indicator, e.g. `"extended_hours_trade"`. `null` during regular session.
`sale_cond_codes`	string \| null	Special sale condition, e.g. `"cross_trade"`, `"derivatively_priced"`.
`executed_at`	ISO 8601 string	Trade execution timestamp on the exchange (UTC).
`trf_executed_at`	ISO 8601 string \| null	When the print was reported to the TRF.
`nbbo_bid` / `nbbo_ask`	decimal string	NBBO at the time of the trade.
`nbbo_bid_quantity` / `nbbo_ask_quantity`	int	NBBO size on each side.
`sector`	string \| null	GICS-style sector of the underlying.
`issue_type`	string \| null	E.g. `"Common Stock"`, `"ETF"`, `"ADR"`.
`next_earnings_date`	date string `YYYY-MM-DD` \| null	Next scheduled earnings date for the underlying.
`avg30_volume`	decimal string \| null	Average daily share volume over the last 30 trading days.
`marketcap`	decimal string \| null	Market capitalization in dollars.

Overview

Channels

Field reference