GET Option Activity

Returns option activity signals

Authorizations

token

string

queryrequired

Headers

accept

enum<string>

default: application/json

Specifies return format. Query parameters work the same for both formats.

Available options:

application/json,

application/xml (deprecated)

Query Parameters

page

integer

default: 0

Page offset.

pagesize

integer

Number of results returned. Limit 1000

parameters[date]

string

Date to query for data. Shorthand for date_from and date_to if they are the same. Defaults for latest.

parameters[date_from]

string

Date to query from point in time.

parameters[date_to]

string

Date to query to point in time.

parameters[tickers]

string

One or more ticker symbols separated by a comma.

parameters[id]

string

One or more ids separated by a comma.

parameters[updated]

integer

Records last Updated Unix timestamp (UTC). This will force the sort order to be Greater Than or Equal to the timestamp indicated.

Response

200 - application/json

id

string

required

Unique ID of this signal shared across all signal types

date

string

required

The date the signal was created

time

string

required

The time the signal was created

ticker

string

required

Ticker Symbol (F, MSFT, etc...)

exchange

string

Exchange (NYSE, NASDAQ, etc...)

description

string

required

A human readable description of the signal. This description may updated at any time without notice

description_extended

string

An extended human readable description of the signal that may include exchange restricted fields. This description may updated at any time without notice. Due to its inclusion of restricted fields, description_extended is available based on vendor and exchange agreement.

updated

integer

required

Last updated timestamp, UTC.

sentiment

enum<string>

required

Indicates whether the trade or sweep was bullish or bearish (i.e., how near the bid or ask it was exected at)

Available options:

BULLISH,

BEARISH

aggressor_ind

string

required

0.0 = 100% trades were at the bid, 1.0 = 100% of trades were at the ask. The value can exceed 1.0 or 0.0 because trades can be executed above or below the current bid or ask at the time.

option_symbol

string

required

Option symbol

underlying_type

enum<string>

required

Security type of the underlying symbol

Available options:

ETF,

STOCK

underlying_price

string

Price of the underlying security. Field is available based on vendor and exchange agreement.

cost_basis

string

required

Cost outlay of the entire sweep or block option trade

put_call

enum<string>

required

Indicates PUT or CALL

Available options:

CALL,

PUT

strike_price

string

required

Strike price of the option

price

string

Last price of a trade, or last price of last trade in a sweep. Field is available based on vendor and exchange agreement.

size

string

required

Total order size (either of the 1 trade, or the sum of trade sizes for a sweep)

date_expiration

string

required

Expiration date of the option

option_activity_type

enum<string>

required

Type of unusual option.

Available options:

SWEEP,

TRADE

trade_count

string

required

Number of trades involved in the sweep or trade. Always 1 when optionActivityType = TRADE. Always > 1 when optionActivityType = SWEEP

open_interest

string

required

Current open interest

volume

string

required

Day volume

bid

string

Bid price at the time of trade, or last trade in case of a sweep. Field is available based on vendor and exchange agreement.

ask

string

Ask price at the time of trade, or last trade in case of a sweep. Field is available based on vendor and exchange agreement.

midpoint

string

required

Midpoint price at the time of trade, or last trade in case of a sweep

execution_estimate

enum<string>

Price in relation to the Bid/Ask.

Available options:

UNKNOWN,

BELOW_BID,

AT_BID,

AT_MIDPOINT,

AT_ASK,

ABOVE_ASK