v1
latestOpenAPI 3.1.02026-07-2655154175.6 KBFlow
Aggregate flow over an arbitrary [start, end] window
Server-side aggregation across an arbitrary [startTime, endTime] window — no row cap. Returns trade/sweep counts, VWF/SDF/FIR, and a bullish/bearish/neutral premium split with a one-line interpretation. Useful for arbitrary slicing without paging the full trade list.
get/v1/flow/{ticker}/aggregate
Path parameters
tickerstring required
Example:SPY
Underlying ticker symbol (uppercase, e.g. SPY, AAPL).
Query parameters
start_timestring required
Example:2026-05-27T13:30:00Z
Lower bound of the window. Accepts RFC 3339 (2026-05-27T13:30:00Z) or Unix seconds.
end_timestring required
Example:2026-05-27T20:00:00Z
Upper bound of the window (RFC 3339 or Unix seconds).
option_type'call' | 'put' | 'all'
min_premiumnumber double
exclude_multi_legboolean
Exclude trades flagged as part of a multi-leg structure.
min_dteinteger
max_dteinteger
datestring date
Response
Window-aggregated flow scores.
Example response
{
"meta": {
"requestId": "d7574836"
}
}