GET
/
signal
/
option_activity
curl --request GET \
  --url https://api.benzinga.com/api/v1/signal/option_activity
[
  {
    "id": "string",
    "date": "string (YYYY-MM-DD)",
    "time": "string (HH:MM:SS)",
    "ticker": "string",
    "exchange": "string",
    "description": "string",
    "description_extended": "string",
    "updated": "integer",
    "sentiment": "string",
    "aggressor_ind": "string (float)",
    "option_symbol": "string (SPY190826P00292000)",
    "underlying_type": "string",
    "underlying_price": "string (float)",
    "cost_basis": "string (float)",
    "put_call": "string",
    "strike_price": "string (float)",
    "price": "string (float)",
    "size": "string (integer)",
    "date_expiration": "string (YYYY-MM-DD)",
    "option_activity_type": "string",
    "trade_count": "string (integer)",
    "open_interest": "string (integer)",
    "volume": "string (integer)",
    "bid": "string (float)",
    "ask": "string (float)",
    "midpoint": "string (float)",
    "execution_estimate": "string"
  }
]
[
  {
    "id": "string",
    "date": "string (YYYY-MM-DD)",
    "time": "string (HH:MM:SS)",
    "ticker": "string",
    "exchange": "string",
    "description": "string",
    "description_extended": "string",
    "updated": "integer",
    "sentiment": "string",
    "aggressor_ind": "string (float)",
    "option_symbol": "string (SPY190826P00292000)",
    "underlying_type": "string",
    "underlying_price": "string (float)",
    "cost_basis": "string (float)",
    "put_call": "string",
    "strike_price": "string (float)",
    "price": "string (float)",
    "size": "string (integer)",
    "date_expiration": "string (YYYY-MM-DD)",
    "option_activity_type": "string",
    "trade_count": "string (integer)",
    "open_interest": "string (integer)",
    "volume": "string (integer)",
    "bid": "string (float)",
    "ask": "string (float)",
    "midpoint": "string (float)",
    "execution_estimate": "string"
  }
]

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[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