Off-lit trades

NOTE: This is the documentation for websocket channel off_lit_trades. Websocket access for personal use is only available through the Advanced plan. Coverage: off_lit_trades streams off-lit (dark pool) 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: off_lit_trades for off-lit (dark pool) trades. Payload format:

[
  "off_lit_trades",
  {
    "symbol": "AAPL",
    "price": "150.25",
    "type": "off_lit",
    "size": 100,
    "volume": 1000,
    "trade_settlement": "regular",
    "trade_code": null,
    "ext_hour_sold_codes": "extended_hours_trade",
    "sale_cond_codes": null,
    "executed_at": "2024-09-22T14:30:00Z",
    "trf_executed_at": "2024-09-22T14:30:00.250Z",
    "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"
  }
]

The schema is identical to lit_trades but type is always "off_lit". Off-lit prints are reported to the consolidated tape via a TRF (typically with a small delay), so trf_executed_at is more frequently populated on this channel and may differ from executed_at.

Field reference

See the lit_trades field reference for the full schema. The two channels share the same payload shape.

Overview

Channels

Field reference

​Field reference

Field reference