/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
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
Name | Description | Type | Additional information |
---|---|---|---|
condition_id | 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 | 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 |
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 | byte |
None. |
|
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. |
[ { "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 } ]
<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>