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:
- Python: https://github.com/unusual-whales/api-examples/tree/main/examples/ws-multi-channel-multi-output
- Javascript: https://github.com/unusual-whales/api-examples/tree/main/examples/ws-multi-channel-multi-output-nodejs
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:
