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

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
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>