v1
latestOpenAPI 3.1.02026-07-2655154175.6 KBRaw flow feed for a ticker (Flow Score + FlowBonus per trade)
Returns the most recent options trades for {ticker} within the requested timeframe, each scored on Skylit's directional Flow Score (-100 → +100) and conviction-weighted FlowBonus. The response also includes timeframe-level VWF / SDF / FIR aggregates.
Path parameters
Underlying ticker symbol (uppercase, e.g. SPY, AAPL).
Query parameters
Trailing window label for the request. Supported values: 5m, 15m, 1h, 4h, 1d.
Max trades returned. Server caps this at 500.
Minimum total premium per trade (USD).
Filter to calls or puts. all returns both.
Filter by trade type. Comma-separated for multiple.
Moneyness category filter. Comma-separated for multiple (e.g. otm,deep_otm). Unknown tokens are ignored.
Optional lower bound for the trade window. Accepts RFC 3339 (2026-05-27T13:30:00Z) or Unix seconds. Omit to use the timeframe.
Optional upper bound (RFC 3339 or Unix seconds).
Maximum total premium per trade (USD).
Minimum contract size per trade.
Maximum contract size per trade.
If true, exclude trades flagged as part of a multi-leg structure.
Minimum days to expiration.
Maximum days to expiration.
Minimum strike price (inclusive).
Maximum strike price (inclusive).
Filter to a single expiration date (YYYY-MM-DD).
Optional JSON object overriding the Flow Score conviction weights. Weights must be non-negative and sum to within 0.95–1.05, else 400.
Filter to trades with flowScore ≥ this value (-100..100).
Filter to trades with flowBonus ≥ this value.
Filter to trades with relative volume ≥ this multiple.
If true, attach cluster* fields when a trade is part of a multi-leg cluster (sweep, condor, etc.).
Trading date (YYYY-MM-DD). Defaults to current trading date.
Response
Flow feed for {ticker}.
Example response
{
"data": {
"trades": [
{
"tradeId": "flow_188afe42c3a77af2_0",
"scores": {
"flowScoreInterpretation": "strong_bullish",
"flowBonusInterpretation": "high_conviction"
}
}
]
},
"meta": {
"requestId": "d7574836"
}
}