< API Reference
GET
/allaccess/time-and-sales/volumes-by-trade-conditions?min_time={min_time}&max_time={max_time}&date={date}&symbol={symbol}
Explore volumes by trade conditions for a given time range. Subscription to licensed data provider(s) is required for live and delayed requests.

Example URI

Live (4 points)

https://api.livevol.com/v1/live/allaccess/time-and-sales/volumes-by-trade-conditions?min_time=09:30:00.001&max_time=10:00:00.001&date=2019-01-18&symbol=AAPL

Delayed (8 points)

https://api.livevol.com/v1/delayed/allaccess/time-and-sales/volumes-by-trade-conditions?min_time=09:30:00.001&max_time=10:00:00.001&date=2019-01-18&symbol=AAPL

Historical (8 points)

To make a historical request, set the 'date' parameter to a day prior to the current day using the live or delayed endpoint.

https://api.livevol.com/v1/live/allaccess/time-and-sales/volumes-by-trade-conditions?min_time=09:30:00.001&max_time=10:00:00.001&date=2019-01-18&symbol=AAPL
https://api.livevol.com/v1/delayed/allaccess/time-and-sales/volumes-by-trade-conditions?min_time=09:30:00.001&max_time=10:00:00.001&date=2019-01-18&symbol=AAPL

Request Information

URI Parameters

Name Description Type Additional information
min_time

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

time interval

Required

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

Required

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

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

date

Trading date

string

Required

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

symbol

Stock symbol or OSI-formatted option symbol

string

Required

OSI-formatted Option Symbol consists of the following:

  • Root of underlying, index, or ETF
  • Expiration date, represented as yymmdd
  • Option type, represented as P or C for put or call
  • Strike, represented as the price x 1000, front padded with 0s totalling 8 digits
For ex., call option for AAPL expiring 03 / 05 / 2021 with strike of $70.00 can be denoted as AAPL210305C00070000.

Response Information

Resource Description

Collection of VolumeByTradeCondition

Name Description Type Additional information SIP Provider
condition_id

Condition id

byte

None

None

volume

Volume

integer

None

None

trades_count

Trades count

integer

None

None

Response Formats

application/json, text/json

Sample:
[
  {
    "condition_id": 5,
    "volume": 100,
    "trades_count": 100
  },
  {
    "condition_id": 6,
    "volume": 2000,
    "trades_count": 2000
  }
]

application/xml, text/xml

Sample:
<volumes_by_trade_conditions xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <volume_by_trade_condition>
    <condition_id>5</condition_id>
    <trades_count>100</trades_count>
    <volume>100</volume>
  </volume_by_trade_condition>
  <volume_by_trade_condition>
    <condition_id>6</condition_id>
    <trades_count>2000</trades_count>
    <volume>2000</volume>
  </volume_by_trade_condition>
</volumes_by_trade_conditions>