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GET
OptionActivity V1

Authorizations

token
string
query
required

Query Parameters

page
integer
default:0

Page offset. For optimization, performance and technical reasons, page offsets are limited from 0 - 100000. Limit the query results by other parameters such as date. Default is 0

pageSize
integer
default:100

Number of results returned. Limit 1000

parameters[date]
string<date>

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

parameters[date_from]
string<date>

Start date in YYYY-MM-DD format

parameters[date_to]
string<date>

End date in YYYY-MM-DD format

parameters[date_sort]
enum<string>

Sort by date

Available options:
date
parameters[tickers]
string<csv>

One or more ticker symbols separated by a comma. Maximum 50 tickers

parameters[id]
string

ID

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

Option Activity

aggressor_ind
string

Aggressor indicator (1=buyer, 2=seller)

Example:

"1"

ask
string

Ask price

Example:

"4.35"

bid
string

Bid price

Example:

"4.25"

cost_basis
string

Total cost basis of the trade

Example:

"2156000"

date
string

Date of the option activity

Example:

"2024-01-09"

date_expiration
string

Expiration date of the option

Example:

"2024-01-19"

description
string

Brief description of the activity

Example:

"Trade"

description_extended
string

Extended description with additional details

Example:

"Sweep | Bullish | Above Ask"

exchange
string

Exchange where the underlying security is traded

Example:

"NASDAQ"

execution_estimate
string

Execution estimate relative to bid/ask spread

Example:

"Above Ask"

id
string

Unique identifier for the option activity record

Example:

"60a7f5e8e4b0f5a3c8e9f5ad"

midpoint
string

Midpoint between bid and ask

Example:

"4.30"

open_interest
string

Open interest for this option

Example:

"1523"

option_activity_type
string

Type of option activity (Sweep, Block, Large, Unusual)

Example:

"Sweep"

option_symbol
string

OCC option symbol

Example:

"AAPL240119C00195000"

price
string

Price per option contract

Example:

"4.31"

put_call
string

Option type (Call, Put)

Example:

"Call"

sentiment
string

Market sentiment of the trade (Bullish, Bearish, Neutral)

Example:

"Bullish"

size
string

Number of contracts traded

Example:

"500"

strike_price
string

Strike price of the option

Example:

"195.00"

ticker
string

Stock ticker symbol

Example:

"AAPL"

time
string

Time of the option activity (EST)

Example:

"14:35:22"

trade_count
integer

Number of trades in this activity

Example:

1

underlying_price
string

Price of the underlying security at time of trade

Example:

"185.92"

underlying_type
string

Type of underlying security

Example:

"Common Stock"

updated
integer

Unix timestamp of last update

Example:

1704819600

volume
string

Total volume for this option

Example:

"2845"