GET time-and-sales/lowest-trades?condition_id={condition_id}&min_size={min_size}&max_size={max_size}&exchange_id={exchange_id}&min_time={min_time}&max_time={max

GET

/time-and-sales/lowest-trades?condition_id={condition_id}&min_size={min_size}&max_size={max_size}&exchange_id={exchange_id}&min_time={min_time}&max_time={max_time}&date={date}&symbol={symbol}

ANY OF

STOCKS

OPTIONS

CFE FUTURES

Get lowest trades for a symbol

Example URI

Live


https://api.livevol.com/v1/live/time-and-sales/lowest-trades?condition_id=0&min_size=5&max_size=1000&exchange_id=1&min_time=09:30:00.001&max_time=10:00:00.001&date=2019-01-18&symbol=AAPL

Delayed


https://api.livevol.com/v1/delayed/time-and-sales/lowest-trades?condition_id=0&min_size=5&max_size=1000&exchange_id=1&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
condition_id	Comma-separated list of Condition ids	string	None
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
exchange_id	Exchange id	byte	Range: inclusive between 0 and 255
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

Response Information

Resource Description

Collection of Trade

Name	Description	Type	Additional information	SIP Provider
size	Size	integer	None	None
price	Price	decimal number	None	None
flag	Cancel flag (0=normal, 1=canceled trade, 2=cancel trade message)	integer	None	None
exch_sequence_number	Exchange sequence number	integer	None	None
time	Time (Eastern Standard Time)	string	None	None
exchange_id	Exchange id	byte	None	None
condition_id	Condition id	byte	None	None
sequence_number	Sequence number	integer	None	None
nbbo_bid	NBBO bid	decimal number	None	None
nbbo_bid_size	NBBO bid size	integer	None	None
nbbo_ask	NBBO ask	decimal number	None	None
nbbo_ask_size	NBBO ask size	integer	None	None

Response Formats

application/json, text/json

Sample:

[
  {
    "size": 100,
    "price": 300.5,
    "flag": 0,
    "exch_sequence_number": 3333,
    "time": "09:30:00.001",
    "exchange_id": 3,
    "condition_id": 5,
    "sequence_number": 3123313,
    "nbbo_bid": 10.05,
    "nbbo_bid_size": 100,
    "nbbo_ask": 10.75,
    "nbbo_ask_size": 85
  },
  {
    "size": 2000,
    "price": 500.9,
    "flag": 1,
    "exch_sequence_number": 555555,
    "time": "15:39:58.123",
    "exchange_id": 4,
    "condition_id": 6,
    "sequence_number": 412333312,
    "nbbo_bid": 10.55,
    "nbbo_bid_size": 120,
    "nbbo_ask": 10.95,
    "nbbo_ask_size": 90
  }
]

application/xml, text/xml

Sample:

<trades xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <trade>
    <condition_id>5</condition_id>
    <exchange_id>3</exchange_id>
    <nbbo_ask>10.75</nbbo_ask>
    <nbbo_ask_size>85</nbbo_ask_size>
    <nbbo_bid>10.05</nbbo_bid>
    <nbbo_bid_size>100</nbbo_bid_size>
    <sequence_number>3123313</sequence_number>
    <time>09:30:00.001</time>
    <exch_sequence_number>3333</exch_sequence_number>
    <flag>0</flag>
    <price>300.5</price>
    <size>100</size>
  </trade>
  <trade>
    <condition_id>6</condition_id>
    <exchange_id>4</exchange_id>
    <nbbo_ask>10.95</nbbo_ask>
    <nbbo_ask_size>90</nbbo_ask_size>
    <nbbo_bid>10.55</nbbo_bid>
    <nbbo_bid_size>120</nbbo_bid_size>
    <sequence_number>412333312</sequence_number>
    <time>15:39:58.123</time>
    <exch_sequence_number>555555</exch_sequence_number>
    <flag>1</flag>
    <price>500.9</price>
    <size>2000</size>
  </trade>
</trades>