v1

latestOpenAPI 3.1.02026-07-2655154175.6 KB
Contract

Contracts with unusual relative volume

Contracts whose volume on the target date is anomalously high relative to a avgPeriod-day baseline. Filters cover RVOL, raw volume, OI dynamics, premium, IV, moneyness, sweep / multi-leg, and ticker include / exclude lists. Sortable by rvol, volume, premium, vol_oi, or oi_change.

get/v1/contract/unusual-volume

Query parameters

limitinteger

Maximum rows to return.

min_rvolnumber double
avg_periodstring

Baseline window as {N}d. Must be 2–365 days.

min_avg_volumeinteger
min_premiumnumber double
tickerstring
right'C' | 'P'
min_dteinteger
max_dteinteger
min_strikenumber double
max_strikenumber double
expirationstring date
datestring date

Target trading date (YYYY-MM-DD). Defaults to the previous calendar day (not the current trading date) since baselines need a settled session.

order_by'rvol' | 'volume' | 'premium' | 'vol_oi' | 'oi_change'
min_vol_oi_rationumber double
min_oi_changeinteger
max_oi_changeinteger
only_sweepsboolean
only_multi_legboolean
exclude_multi_legboolean
min_oi_change_pctnumber double
min_bid_imbalancenumber double
min_ask_imbalancenumber double
moneyness'ITM' | 'ATM' | 'OTM'
min_moneyness_pctnumber double
max_moneyness_pctnumber double
min_ivnumber double
max_ivnumber double
exclude_tickersstring

Comma-separated tickers to exclude (e.g. SPY,QQQ,IWM).

Response

Contracts ranked by the requested metric.

Example response

{
  "meta": {
    "requestId": "d7574836"
  }
}