< API Reference
GET
/market/symbols/{symbol}/all-options-trades?date={date}&min_time={min_time}&max_time={max_time}&root={root}&expiry={expiry}&strike={strike}&option_type={option_type}&exchange_id={exchange_id}&min_size={min_size}&max_size={max_size}&min_price={min_price}&max_price={max_price}&condition_id={condition_id}&order_by_time={order_by_time}&start_sequence_number={start_sequence_number}&limit={limit}
OPTIONS
Get all options trades for an underlying (provides the ability to get trades for multiple options simultaneously)

Example URI

Live

https://api.livevol.com/v1/live/market/symbols/AAPL/all-options-trades?date=2019-01-18&min_time=09:30:00.001&max_time=15:39:58.123&root=AAPL&expiry=2019-02-15&strike=160&option_type=C&exchange_id=5&min_size=5&max_size=1000&min_price=0.25&max_price=5&condition_id=0&order_by_time=ASC&start_sequence_number=0&limit=10

Delayed

https://api.livevol.com/v1/delayed/market/symbols/AAPL/all-options-trades?date=2019-01-18&min_time=09:30:00.001&max_time=15:39:58.123&root=AAPL&expiry=2019-02-15&strike=160&option_type=C&exchange_id=5&min_size=5&max_size=1000&min_price=0.25&max_price=5&condition_id=0&order_by_time=ASC&start_sequence_number=0&limit=10

Request Information

URI Parameters

NameDescriptionTypeAdditional information
symbol

Symbol of the company

string

Required

date

Trading date

string

Required

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

min_time

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

time interval

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

Default value is: 09:30:00

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

max_time

Last millisecond after midnight which will be included in the result (i.e. "15:39:58.123") (Eastern Standard Time)

time interval

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

Default value is: 16:15:00

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

root

Root

string

None.

expiry

Expiration date

string

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

strike

Strike

decimal number

Range: inclusive between 0 and 1.79769313486232E+308

option_type

Option type

string

Allowed values are [ C, P ]

exchange_id

Exchange id

byte

None.

min_size

Min trade size value

integer

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

Default value is: 0

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

Default value is: 2147483647

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

Default value is: 0

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

Default value is: 1.79769313486232E+308

Range: inclusive between 0 and 1.79769313486232E+308

condition_id

Condition id

byte

Range: inclusive between 0 and 127

order_by_time

Sort order

string

Allowed values are [ ASC, DESC ]

Default value is: ASC

start_sequence_number

Start sequence number

integer

Range: inclusive between 0 and 9.22337203685478E+18

limit

Number of results to return

integer

Default value is: 1000

Range: inclusive between 10 and 10000

Response Information

Resource Description

Collection of HistoricalOptionTrade

NameDescriptionTypeAdditional information
exchange_id

Exchange id

byte

None.

condition_id

Condition id

byte

None.

underlying_bid

Underlying bid

decimal number

None.

underlying_ask

Underlying ask

decimal number

None.

sequence_number

Sequence number

integer

None.

root

Root

string

None.

expiry

Expiration date

string

None.

strike

Strike

decimal number

None.

option_type

Option type

string

None.

time

Time (Eastern Standard Time)

string

None.

nbbo_bid

NBBO bid

decimal number

None.

nbbo_ask

NBBO ask

decimal number

None.

size

Size

integer

None.

price

Price

decimal number

None.

flag

Cancel flag (0=normal, 1=canceled trade, 2=cancel trade message)

integer

None.

exch_sequence_number

Exchange sequence number

integer

None.

trade_iv

Trade implied volatility

decimal number

None.

Response Formats

application/json, text/json

Sample:
[
  {
    "exchange_id": 3,
    "condition_id": 5,
    "underlying_bid": 299.5,
    "underlying_ask": 301.5,
    "sequence_number": 1000,
    "root": "CBOE",
    "expiry": "2016-06-01",
    "strike": 10.05,
    "option_type": "C",
    "time": "09:30:00.001",
    "nbbo_bid": 10.05,
    "nbbo_ask": 10.75,
    "size": 100,
    "price": 300.5,
    "flag": 3,
    "exch_sequence_number": 3333,
    "trade_iv": 10.05
  },
  {
    "exchange_id": 4,
    "condition_id": 6,
    "underlying_bid": 499.9,
    "underlying_ask": 501.9,
    "sequence_number": 10001,
    "root": "AAPL",
    "expiry": "2016-06-02",
    "strike": 10.95,
    "option_type": "P",
    "time": "15:39:58.123",
    "nbbo_bid": 10.55,
    "nbbo_ask": 10.95,
    "size": 2000,
    "price": 500.9,
    "flag": 4,
    "exch_sequence_number": 555555,
    "trade_iv": 10.55
  }
]

application/xml, text/xml

Sample:
<options_trades xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <trade>
    <exch_sequence_number>3333</exch_sequence_number>
    <expiry>2016-06-01</expiry>
    <flag>3</flag>
    <nbbo_ask>10.75</nbbo_ask>
    <nbbo_bid>10.05</nbbo_bid>
    <option_type>C</option_type>
    <price>300.5</price>
    <root>CBOE</root>
    <size>100</size>
    <strike>10.05</strike>
    <time>09:30:00.001</time>
    <trade_iv>10.05</trade_iv>
    <condition_id>5</condition_id>
    <exchange_id>3</exchange_id>
    <sequence_number>1000</sequence_number>
    <underlying_ask>301.5</underlying_ask>
    <underlying_bid>299.5</underlying_bid>
  </trade>
  <trade>
    <exch_sequence_number>555555</exch_sequence_number>
    <expiry>2016-06-02</expiry>
    <flag>4</flag>
    <nbbo_ask>10.95</nbbo_ask>
    <nbbo_bid>10.55</nbbo_bid>
    <option_type>P</option_type>
    <price>500.9</price>
    <root>AAPL</root>
    <size>2000</size>
    <strike>10.95</strike>
    <time>15:39:58.123</time>
    <trade_iv>10.55</trade_iv>
    <condition_id>6</condition_id>
    <exchange_id>4</exchange_id>
    <sequence_number>10001</sequence_number>
    <underlying_ask>501.9</underlying_ask>
    <underlying_bid>499.9</underlying_bid>
  </trade>
</options_trades>