< 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

NameDescriptionTypeAdditional 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

NameDescriptionTypeAdditional 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

Trade Condition ID

byte

None.

exchange_id

Trade 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.

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
  },
  {
    "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
  }
]

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>
    <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>