/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}
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
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 | byte |
Range: inclusive between 0 and 255 |
|
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 |
Collection of OptionTrade
Name | Description | Type | Additional information |
---|---|---|---|
root |
Option root |
string |
None. |
expiry |
Option expiration date |
string |
None. |
strike |
Option strike |
decimal number |
None. |
option_type |
Option type |
string |
None. |
condition_id | byte |
None. |
|
exchange_id | byte |
None. |
|
exchange_seq_no |
Exchange sequence number |
integer |
None. |
cancel_flag |
Cancel flag (0=normal, 1=canceled trade, 2=cancel trade message) |
integer |
None. |
option_ask |
NBBO ask |
decimal number |
Field requires OPRA subscription for live or delayed requests; otherwise, returns null. |
option_ask_size |
NBBO ask size |
integer |
Field requires OPRA subscription for live or delayed requests; otherwise, returns null. |
option_bid |
NBBO bid |
decimal number |
Field requires OPRA subscription for live or delayed requests; otherwise, returns null. |
option_bid_size |
NBBO bid size |
integer |
Field requires OPRA subscription for live or delayed requests; otherwise, returns null. |
option_trade_price |
Option trade price |
decimal number |
Field requires OPRA subscription for live or delayed requests; otherwise, returns null. |
option |
Option OSI Symbol |
string |
None. |
seq_no |
Sequence number |
integer |
None. |
option_trade_size |
Option trade size |
integer |
None. |
timestamp |
Timestamp |
string |
None. |
option_trade_at |
Trade price in relation to options market: Below Bid, On Bid, Mid Market, On Ask, Above Ask |
string |
None. |
delta |
Trade Delta |
decimal number |
None. |
iv |
Trade IV |
decimal number |
None. |
underlying_bid |
Underlying bid |
decimal number |
Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null. |
underlying_ask |
Underlying ask |
decimal number |
Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null. |
[ { "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 }, { "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 } ]
<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> <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> <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>