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
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.
time	Time (Eastern Standard Time)	string	None.
exchange_id	Exchange id	byte	None.
condition_id	Condition id	byte	None.
sequence_number	Sequence number	integer	None.
nbbo_bid	NBBO bid	decimal number	None.
nbbo_bid_size	NBBO bid size	integer	None.
nbbo_ask	NBBO ask	decimal number	None.
nbbo_ask_size	NBBO ask size	integer	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>