GET Option Activity
Returns option activity signals
Authorizations
Headers
Specifies return format. Query parameters work the same for both formats.
application/json, application/xml (deprecated) Query Parameters
Page offset.
Number of results returned. Limit 1000
Date to query for data. Shorthand for date_from and date_to if they are the same. Defaults for latest.
Date to query from point in time.
Date to query to point in time.
One or more ticker symbols separated by a comma.
One or more ids separated by a comma.
Records last Updated Unix timestamp (UTC). This will force the sort order to be Greater Than or Equal to the timestamp indicated.
Response
Unique ID of this signal shared across all signal types
The date the signal was created
The time the signal was created
Ticker Symbol (F, MSFT, etc...)
Exchange (NYSE, NASDAQ, etc...)
A human readable description of the signal. This description may updated at any time without notice
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.
Last updated timestamp, UTC.
Indicates whether the trade or sweep was bullish or bearish (i.e., how near the bid or ask it was exected at)
BULLISH, BEARISH 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
Security type of the underlying symbol
ETF, STOCK Price of the underlying security. Field is available based on vendor and exchange agreement.
Cost outlay of the entire sweep or block option trade
Indicates PUT or CALL
CALL, PUT Strike price of the option
Last price of a trade, or last price of last trade in a sweep. Field is available based on vendor and exchange agreement.
Total order size (either of the 1 trade, or the sum of trade sizes for a sweep)
Expiration date of the option
Type of unusual option.
SWEEP, TRADE Number of trades involved in the sweep or trade. Always 1 when optionActivityType = TRADE. Always > 1 when optionActivityType = SWEEP
Current open interest
Day volume
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 price at the time of trade, or last trade in case of a sweep. Field is available based on vendor and exchange agreement.
Midpoint price at the time of trade, or last trade in case of a sweep
Price in relation to the Bid/Ask.
UNKNOWN, BELOW_BID, AT_BID, AT_MIDPOINT, AT_ASK, ABOVE_ASK Was this page helpful?