v1
latestOpenAPI 3.1.02026-07-2655154175.6 KBSweeps
Aggregated multi-exchange sweep activity
Returns "logical sweeps" — multi-exchange splits of one large order grouped by contract within a one-second execution window. Each row carries the venue list, total contracts/premium, spread position, moneyness bucket, and Skylit Flow Score / FlowBonus. The summary block adds population-level Sweep Dominance Factor (SDF) and bullish/bearish counts extrapolated from the full-day total.
get/v1/sweeps/{ticker}
Path parameters
tickerstring required
Example:SPY
Underlying ticker symbol (uppercase, e.g. SPY, AAPL).
Query parameters
timeframe'5m' | '15m' | '1h' | '4h' | '1d'
Trailing window. Currently only restricts the trading day; the handler reads the full day's sweep partition. 5m/15m/1h/ 4h reserved for future intraday filtering.
min_premiumnumber double
option_type'call' | 'put' | 'all'
moneyness'deep_itm' | 'itm' | 'atm' | 'otm' | 'deep_otm' | 'all'
min_dteinteger
max_dteinteger
min_strikenumber double
max_strikenumber double
expirationstring date
Restrict to a single expiration date (YYYY-MM-DD).
limitinteger
Max sweep rows returned (server caps at 500).
datestring date
Response
Sweep activity for {ticker}.
Example response
{
"meta": {
"requestId": "d7574836"
}
}