< API Reference
GET
/allaccess/market/all-option-trades?order_by={order_by}&symbol={symbol}&min_time={min_time}&max_time={max_time}&seq_no={seq_no}&exchange_id={exchange_id}&condition_id={condition_id}&limit={limit}&root={root}&expiry={expiry}&strike={strike}&option_type={option_type}&min_size={min_size}&max_size={max_size}&min_price={min_price}&max_price={max_price}
Get today's option trades with trade delta and implied volatility for your symbol of choice. In addition to standard filtering by option root, expiry, strike, and and option type, apply advanced filtering across time, size, price, exchange and trade condition. Enhanced sorting by time, size and price is also supported. Exchange codes can be mapped to reference API method /reference/exchanges. Trade condition id can be mapped to reference API method /reference/message-conditions.

Example URI

Live (15 points)

https://api.livevol.com/v1/live/allaccess/market/all-option-trades?order_by=TIME_ASC&symbol=AAPL&min_time=09:30:00.001&max_time=10:00:00.001&seq_no=0&exchange_id=1&condition_id=0&limit=10&root=AAPL&expiry=2020-09-28&strike=180&option_type=C&min_size=5&max_size=100&min_price=0.25&max_price=300

Delayed (30 points)

https://api.livevol.com/v1/delayed/allaccess/market/all-option-trades?order_by=TIME_ASC&symbol=AAPL&min_time=09:30:00.001&max_time=10:00:00.001&seq_no=0&exchange_id=1&condition_id=0&limit=10&root=AAPL&expiry=2020-09-28&strike=180&option_type=C&min_size=5&max_size=100&min_price=0.25&max_price=300

Request Information

URI Parameters

Name Description Type Additional information
order_by

Results ordered by: time_desc, time_asc, size_desc, size_asc, price_asc, price_desc

string

Allowed values are [ SIZE_ASC, SIZE_DESC, TIME_ASC, TIME_DESC, PRICE_ASC, PRICE_DESC ]

Default value is: TIME_ASC

symbol

Comma-separated list of underlying symbols or OSI name of option

string

Required

min_time

First millisecond after midnight which will be included in the results (i.e. "09:30:00.001") (Eastern Standard Time)

time interval

Constraint: value should be less than or equal to max_time value

Range: inclusive between 00:00:00.000 and 23:59:59.999

max_time

Last millisecond after midnight which will be included in the results (i.e. "10:00:00.001") (Eastern Standard Time)

time interval

Constraint: value should be greater than or equal to min_time value

Range: inclusive between 00:00:00.000 and 23:59:59.999

seq_no

Start sequence number

integer

Default value is: 0

Range: inclusive between 0 and 9.22337203685478E+18

exchange_id

Exchange id

byte

Range: inclusive between 0 and 255

condition_id

Condition id

byte

None

limit

Limit

integer

Default value is: 100

Range: inclusive between 0 and 10000

root

Root

string

None

expiry

Expiry

string

Date in yyyy-MM-dd format. (i.e. 2019-01-18)

strike

Option strike

decimal number

Range: inclusive between 0.01 and 1.79769313486232E+308

option_type

Option type

string

Allowed values are [ C, P ]

min_size

Min trade size value

integer

Constraint: value should be less than or equal to max_size value

Range: inclusive between 0 and 2147483647

max_size

Max trade size value

integer

Constraint: value should be greater than or equal to min_size value

Range: inclusive between 0 and 2147483647

min_price

Min trade price value

decimal number

Constraint: value should be less than or equal to max_price value

Range: inclusive between 0 and 1.79769313486232E+308

max_price

Max trade price value

decimal number

Constraint: value should be greater than or equal to min_price value

Range: inclusive between 0 and 1.79769313486232E+308

Response Information

Resource Description

Collection of OptionTrade

Name Description Type Additional information SIP Provider
root

Option root

string

None

None

expiry

Option expiration date

string

None

None

strike

Option strike

decimal number

None

None

option_type

Option type

string

'C' for Call, 'P' for Put

None

condition_id

Trade Condition ID

byte

None

None

exchange_id

Trade Exchange ID

byte

None

None

exchange_seq_no

Exchange sequence number

integer

None

None

cancel_flag

Cancel flag

integer

0=normal, 1=canceled trade, 2=cancel trade message

None

option_ask

NBBO ask

decimal number

SIP subscription is required; otherwise, returns null

OPRA

option_ask_size

NBBO ask size

integer

SIP subscription is required; otherwise, returns null

OPRA

option_bid

NBBO bid

decimal number

SIP subscription is required; otherwise, returns null

OPRA

option_bid_size

NBBO bid size

integer

SIP subscription is required; otherwise, returns null

OPRA

option_trade_price

Option trade price

decimal number

SIP subscription is required; otherwise, returns null

OPRA

option

Option OSI Symbol

string

None

None

seq_no

Sequence number

integer

None

None

option_trade_size

Option trade size

integer

None

None

timestamp

Timestamp

string

None

None

option_trade_at

Trade price in relation to options market

string

Possible values are [Below Bid, On Bid, Mid Market, On Ask, Above Ask, Crossed Market, No Market]

None

delta

Trade Delta

decimal number

None

None

iv

Trade IV

decimal number

None

None

underlying_bid

Underlying bid

decimal number

SIP subscription is required; otherwise, returns null

CTA & UTP

CSMI

underlying_ask

Underlying ask

decimal number

SIP subscription is required; otherwise, returns null

CTA & UTP

CSMI

implied_underlying_bid

Option Implied Underlying Bid

decimal number

None

None

implied_underlying_ask

Option Implied Underlying Ask

decimal number

None

None

implied_underlying_bid_size

Option Implied Underlying Bid Size

integer

None

None

implied_underlying_ask_size

Option Implied Underlying Ask Size

integer

None

None

implied_underlying_mid

Option Implied Underlying Mid-point

decimal number

None

None

implied_underlying_indicator

Implied Underlying Indicator: green/yellow/red

string

Indicates the width of the implied bid ask spread relative to implied price.

If the implied bid-ask spread < 0.01, returns 'green';

If between 0.01 and 0.02, returns ‘yellow’;

If > 0.02, returns ‘red’.

None

Response Formats

application/json, text/json

Sample:
[
  {
    "root": "D",
    "expiry": "2020-09-25",
    "strike": 30.0,
    "option_type": "P",
    "condition_id": 5,
    "exchange_id": 3,
    "exchange_seq_no": 3333,
    "cancel_flag": 0,
    "option_ask": 10.75,
    "option_ask_size": 85,
    "option_bid": 10.05,
    "option_bid_size": 100,
    "option_trade_price": 300.5,
    "option": "D200925P00030000",
    "seq_no": 3123313,
    "option_trade_size": 100,
    "timestamp": "09:30:00.001",
    "option_trade_at": "Below Bid",
    "delta": 1.12,
    "iv": 1.12,
    "underlying_bid": 299.5,
    "underlying_ask": 301.5,
    "implied_underlying_bid": 43.52,
    "implied_underlying_ask": 44.92,
    "implied_underlying_bid_size": 2,
    "implied_underlying_ask_size": 2,
    "implied_underlying_mid": 44.92,
    "implied_underlying_indicator": "green"
  },
  {
    "root": "D",
    "expiry": "2020-09-25",
    "strike": 30.0,
    "option_type": "C",
    "condition_id": 6,
    "exchange_id": 4,
    "exchange_seq_no": 555555,
    "cancel_flag": 1,
    "option_ask": 10.95,
    "option_ask_size": 90,
    "option_bid": 10.55,
    "option_bid_size": 120,
    "option_trade_price": 500.9,
    "option": "D200925C00030000",
    "seq_no": 412333312,
    "option_trade_size": 2000,
    "timestamp": "15:39:58.123",
    "option_trade_at": "On Bid",
    "delta": 0.9,
    "iv": 0.9,
    "underlying_bid": 499.9,
    "underlying_ask": 501.9,
    "implied_underlying_bid": 9.23,
    "implied_underlying_ask": 9.26,
    "implied_underlying_bid_size": 56,
    "implied_underlying_ask_size": 1,
    "implied_underlying_mid": 9.26,
    "implied_underlying_indicator": "yellow"
  }
]

application/xml, text/xml

Sample:
<options_trades xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <option_trade>
    <cancel_flag>0</cancel_flag>
    <condition_id>5</condition_id>
    <delta>1.12</delta>
    <exchange_id>3</exchange_id>
    <exchange_seq_no>3333</exchange_seq_no>
    <expiry>2020-09-25</expiry>
    <implied_underlying_ask>44.92</implied_underlying_ask>
    <implied_underlying_ask_size>2</implied_underlying_ask_size>
    <implied_underlying_bid>43.52</implied_underlying_bid>
    <implied_underlying_bid_size>2</implied_underlying_bid_size>
    <implied_underlying_indicator>green</implied_underlying_indicator>
    <implied_underlying_mid>44.92</implied_underlying_mid>
    <iv>1.12</iv>
    <option>D200925P00030000</option>
    <option_ask>10.75</option_ask>
    <option_ask_size>85</option_ask_size>
    <option_bid>10.05</option_bid>
    <option_bid_size>100</option_bid_size>
    <option_trade_at>Below Bid</option_trade_at>
    <option_trade_price>300.5</option_trade_price>
    <option_trade_size>100</option_trade_size>
    <option_type>P</option_type>
    <root>D</root>
    <seq_no>3123313</seq_no>
    <strike>30</strike>
    <timestamp>09:30:00.001</timestamp>
    <underlying_ask>301.5</underlying_ask>
    <underlying_bid>299.5</underlying_bid>
  </option_trade>
  <option_trade>
    <cancel_flag>1</cancel_flag>
    <condition_id>6</condition_id>
    <delta>0.9</delta>
    <exchange_id>4</exchange_id>
    <exchange_seq_no>555555</exchange_seq_no>
    <expiry>2020-09-25</expiry>
    <implied_underlying_ask>9.26</implied_underlying_ask>
    <implied_underlying_ask_size>1</implied_underlying_ask_size>
    <implied_underlying_bid>9.23</implied_underlying_bid>
    <implied_underlying_bid_size>56</implied_underlying_bid_size>
    <implied_underlying_indicator>yellow</implied_underlying_indicator>
    <implied_underlying_mid>9.26</implied_underlying_mid>
    <iv>0.9</iv>
    <option>D200925C00030000</option>
    <option_ask>10.95</option_ask>
    <option_ask_size>90</option_ask_size>
    <option_bid>10.55</option_bid>
    <option_bid_size>120</option_bid_size>
    <option_trade_at>On Bid</option_trade_at>
    <option_trade_price>500.9</option_trade_price>
    <option_trade_size>2000</option_trade_size>
    <option_type>C</option_type>
    <root>D</root>
    <seq_no>412333312</seq_no>
    <strike>30</strike>
    <timestamp>15:39:58.123</timestamp>
    <underlying_ask>501.9</underlying_ask>
    <underlying_bid>499.9</underlying_bid>
  </option_trade>
</options_trades>