v36

latestOpenAPI 3.1.0Apache 2.0raw.githubusercontent.com2024-11-1856109168.6 KB

Flow Per Strike Intraday

Returns the options flow for a given date in one-minute intervals (the one-minute intervals are not aggregated with each other).

get/api/stock/{ticker}/flow-per-strike-intraday

Path parameters

tickerstring required

Query parameters

datestring date

filter'NetPremium' | 'Volume' | 'Trades'

Response

Flow data per strike in one-minute intervals

call_premiumstring

call_premium_ask_sidestring

call_premium_bid_sidestring

call_tradesinteger

call_volumeinteger

call_volume_ask_sideinteger

call_volume_bid_sideinteger

datestring date

put_premiumstring

put_premium_ask_sidestring

put_premium_bid_sidestring

put_tradesinteger

put_volumeinteger

put_volume_ask_sideinteger

put_volume_bid_sideinteger

strikestring

tickerstring

timestampstring date-time

Example response

[
  {
    "call_premium": "9908777.0",
    "call_premium_ask_side": "5037703.0",
    "call_premium_bid_side": "4055973.0",
    "call_trades": 6338,
    "call_volume": 40385,
    "call_volume_ask_side": 20145,
    "call_volume_bid_side": 16923,
    "date": "2024-01-22",
    "put_premium": "2746872.0",
    "put_premium_ask_side": "799873.0",
    "put_premium_bid_side": "1614848.0",
    "put_trades": 841,
    "put_volume": 4306,
    "put_volume_ask_side": 1398,
    "put_volume_bid_side": 2323,
    "strike": "70.0",
    "ticker": "BABA",
    "timestamp": "2023-09-07T09:30:00-04:00"
  }
]