POST trade-review

< API Reference

POST

/trade-review

OPTIONS

Trade analysis for a collection of option trades

Example URI

Live


https://api.livevol.com/v1/live/trade-review

Delayed


https://api.livevol.com/v1/delayed/trade-review

Request Information

Body Parameters

Collection of InputOptionTrade

Name	Description	Type	Additional information
buy_or_sell	Trade operation	string	Allowed values are [ BUY, SELL, UNKNOWN ] Default value is: UNKNOWN
trade_price	Trade price, may be omitted if seq_number specified	decimal number	Default value is: 0 Range: inclusive between 0 and 1.79769313486232E+308
trade_size	Trade size, may be omitted if seq_number specified	integer	Default value is: 0 Range: inclusive between 0 and 2147483647
seq_number	Exchange sequence number of trade. Can be used instead of trade_price/trade_size.	integer	Default value is: 0 Range: inclusive between 0 and 2147483647
expiry	Expiration date	string	Required Date in yyyy-MM-dd format. (i.e. 2019-01-18)
time_stamp	Timestamp (Eastern Standard Time)	string	Required DateTime in yyyy-MM-dd HH:mm:ss.fff format. (i.e. 2020-07-01 13:57:28.527)
market_width_scale	The user override for the default 1x-Wide limit to allow for Xx-Wide quote width limits when identifying “Valid” markets for use in calculating a theoretical price.	unsigned integer	Default value is: 1 Range: inclusive between 1 and 100
root	Option root	string	Required
strike	Option strike	decimal number	Required Range: inclusive between 0.01 and 1.79769313486232E+308
option_type	Option type	string	Required Allowed values are [ C, P ]

Request Formats

application/json, text/json

Sample:

[
  {
    "buy_or_sell": "UNKNOWN",
    "trade_price": 8.9,
    "trade_size": 18,
    "seq_number": 282836659,
    "expiry": "2019-01-18",
    "time_stamp": "2019-01-18 11:45:23.467",
    "market_width_scale": 1,
    "root": "AMZN",
    "strike": 1702.5,
    "option_type": "C"
  },
  {
    "buy_or_sell": "BUY",
    "trade_price": 23.35,
    "trade_size": 2,
    "seq_number": 292133,
    "expiry": "2019-03-15",
    "time_stamp": "2019-01-18 09:30:00.670",
    "market_width_scale": 2,
    "root": "AAPL",
    "strike": 180.0,
    "option_type": "P"
  }
]

application/xml, text/xml

Sample:

<ArrayOfinput_option_trade xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <input_option_trade>
    <option_type>C</option_type>
    <root>AMZN</root>
    <strike>1702.5</strike>
    <time_stamp>2019-01-18 11:45:23.467</time_stamp>
    <buy_or_sell>UNKNOWN</buy_or_sell>
    <market_width_scale>1</market_width_scale>
    <seq_number>282836659</seq_number>
    <trade_price>8.9</trade_price>
    <trade_size>18</trade_size>
  </input_option_trade>
  <input_option_trade>
    <option_type>P</option_type>
    <root>AAPL</root>
    <strike>180</strike>
    <time_stamp>2019-01-18 09:30:00.670</time_stamp>
    <buy_or_sell>BUY</buy_or_sell>
    <market_width_scale>2</market_width_scale>
    <seq_number>292133</seq_number>
    <trade_price>23.35</trade_price>
    <trade_size>2</trade_size>
  </input_option_trade>
</ArrayOfinput_option_trade>

Response Information

Resource Description

Collection of TradeReviewResponse

Name	Description	Type	Additional information
is_obvious_error	Obvious error indication	boolean	None.
supporting_evidence	Supporting evidence	string	None.
course_of_action	Recommended course of action	string	None.
detailed_log	Detailed analysis log	string	None.
trade_condition	Trade condition information	string	None.
parity	Parity information	string	None.
notional_value	Notional value	decimal number	None.
underlying_bid	Underlying symbol bid at trade time	decimal number	None.
underlying_ask	Underlying symbol ask at trade time	decimal number	None.
sequence_number	Exchange sequence number of a reviewed trade	integer	None.
trade_size	Size of a reviewed trade	integer	None.
trade_price	Price of a reviewed trade	decimal number	None.
trade_time	Trade time. HH:MM:SS.SSS (Eastern Standard Time) Actual time when trade happened.	time interval	None.
trade_exchange	Exchange id of a reviewed trade	byte	None.
market_width_scale	The user override for the default 1x-Wide limit to allow for Xx-Wide quote width limits when identifying “Valid” markets for use in calculating a theoretical price.	unsigned integer	None.

Response Formats

application/json, text/json

Sample:

[
  {
    "is_obvious_error": false,
    "supporting_evidence": null,
    "course_of_action": null,
    "detailed_log": null,
    "trade_condition": null,
    "parity": null,
    "notional_value": 0.0,
    "underlying_bid": 0.0,
    "underlying_ask": 0.0,
    "sequence_number": 0,
    "trade_size": 0,
    "trade_price": 0.0,
    "trade_time": "00:00:00",
    "trade_exchange": 0,
    "market_width_scale": 2
  }
]

application/xml, text/xml

Sample:

<trade_review_responses xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <obv_err_response>
    <course_of_action i:nil="true" />
    <detailed_log i:nil="true" />
    <is_obvious_error>false</is_obvious_error>
    <market_width_scale>2</market_width_scale>
    <notional_value>0</notional_value>
    <parity i:nil="true" />
    <sequence_number>0</sequence_number>
    <supporting_evidence i:nil="true" />
    <trade_condition i:nil="true" />
    <trade_exchange>0</trade_exchange>
    <trade_price>0</trade_price>
    <trade_size>0</trade_size>
    <trade_time>PT0S</trade_time>
    <underlying_ask>0</underlying_ask>
    <underlying_bid>0</underlying_bid>
  </obv_err_response>
</trade_review_responses>