Skip to main content
NOTE: This is the documentation for websocket channels market_tide and otm_market_tide. Websocket access for personal use is only available through the Advanced plan. 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: market_tide for the live market-wide net call/put premium and volume aggregate. The OTM-only breakout is included in the same payload via the otm_net_* fields. Join otm_market_tide instead if you only need the OTM breakout. Every update is sent on both channels with the same timestamp, and the otm_market_tide message carries the otm_net_* values of market_tide under the names net_volume, net_call_premium and net_put_premium. If you join both channels, you receive the OTM values twice. Payload format:

Field reference

Aggregates roll up every option transaction across the market. net_* fields cover all options; otm_net_* fields are restricted to out-of-the-money contracts (where dealer hedging tends to dominate price action).

otm_market_tide

Payload format, for the same update as the market_tide example above:
Last modified on September 28, 2026