Livevol Web API - All Access API

Complex Order Flow API

API Description
GET `/allaccess/complex-order-flow/reversal-conversion` Get reversal/conversion (RevCon) executions with leg pricing, implied rate, and the tied stock leg.
GET `/allaccess/complex-order-flow/box-spread` Get box spreads with implied rate.
GET `/allaccess/complex-order-flow/jelly-roll` Get jelly rolls.
GET `/allaccess/complex-order-flow/tied-outright` Get tied outright executions - a single option leg tied to a stock leg.
GET `/allaccess/complex-order-flow/tied-spread` Get tied spread executions - a two-leg option spread tied to a stock leg.

Events API

API Description
GET `/allaccess/events/earnings` Get live and historical earnings analysis.

Market at a Glance API

API Description
GET `/allaccess/market/all-option-trades` Get today's option trades with trade delta and implied volatility.
GET `/allaccess/market/option-and-underlying-quotes` Get a synchronized snapshot of current options and underlying quotes.
GET `/allaccess/market/option-and-underlying-quotes-by-osi` Get a synchronized snapshot of options and underlying quotes for a list of OSI option symbols.
GET `/allaccess/market/underlying-quotes` Get current market prices, volume, implied volatility, OHLC, and last trade data for an underlying security.
GET `/allaccess/market/option-trades-breakdown` Get current and historical breakdowns of the option trading activity.
GET `/allaccess/market/notifications/halts` See halt messages for underlying securities.
GET `/allaccess/market/notifications/flex-trades` Get current day's flex messages received over the OPRA feed Flex Messages line.
GET `/allaccess/market/notifications/underlying-limit-up-limit-down` Get current day's limit up & limit down notifications.
GET `/allaccess/market/flex-trades` Get FLEX option trades for an underlying symbol on a trade date.

Reference API

API Description
GET `/allaccess/reference/expirations` Get current expiration dates for an underlying security.
GET `/allaccess/reference/symbols` Get a list of current symbols and associated company names.
GET `/allaccess/reference/trading-days` Obtain future and historical market trading days.
GET `/allaccess/reference/exchanges` Obtain exchange name and details for the numeric Exchange ID.
GET `/allaccess/reference/message-conditions` Obtain condition details for the numeric Condition ID associated with the trade or quote.
GET `/allaccess/reference/currencies` Get a mapping of currency code to currency name.
GET `/allaccess/reference/options` Get options list for specified date

Scans and Alerts API

API Description
GET `/allaccess/scans-and-alerts/custom-scanner` Get list of available fields and operations for building custom scans
POST `/allaccess/scans-and-alerts/custom-scanner` Create your own market scans with fields and criteria of your choosing.
GET `/allaccess/scans-and-alerts/trade-optimizer` Input your sentiment on a security to evaluate eleven frequently used trading strategies.

Time and Sales API

API Description
GET `/allaccess/time-and-sales/underlying-trades` Get current and historical trades for any underlying security.
GET `/allaccess/time-and-sales/option-trades` Get current and historical trades for options.
GET `/allaccess/time-and-sales/option-trades-with-greeks` Obtain current and historical option trades with Greeks.
GET `/allaccess/time-and-sales/volumes-by-trade-conditions` Explore current and historical volumes by trade conditions.
GET `/allaccess/time-and-sales/volumes-by-exchange-and-condition` Explore current-day volumes by trade conditions and exchange. Historical dates are not supported.
GET `/allaccess/time-and-sales/level2` Obtain Level 2 for options and equities.
GET `/allaccess/time-and-sales/last-quote` Get the last quote for options and equities.
GET `/allaccess/time-and-sales/quotes` Get current and historical quotes for option and equities.
GET `/allaccess/time-and-sales/trades-and-quotes` Get current and historical trades and quotes for option and equities.
GET `/allaccess/time-and-sales/pre-trade-snapshot-and-interval` Obtain snapshot of the latest quote across all exchanges with interval data for options and equities.