Returns unusual trades for all underlying security symbols within the query parameters.
Name | Type | Description | Notes |
---|---|---|---|
nextPage | string | Gets the next page of data from a previous API call | [optional] |
pageSize | int? | The number of results to return | [optional] [default to 1000] |
activityType | string | The unusual activity type to query for. | [optional] |
sentiment | string | The sentiment type to query for. | [optional] |
startDate | DateTime? | Return unusual activity on or after this date. | [optional] |
endDate | DateTime? | Return unusual activity on or before this date. | [optional] |
minimumTotalValue | Object | The inclusive minimum total value for the unusual activity. | [optional] |
maximumTotalValue | Object | The inclusive maximum total value for the unusual activity. | [optional] |
Name | Type | Description |
---|---|---|
Trades | List | A list of unusual trades for a given company identifier |
Name | Type | Description |
---|---|---|
Symbol | string | The underlying option security symbol for the trade |
Timestamp | DateTime? | The UTC timestamp of order placement |
Type | string | The type of unusual trade |
TotalValue | decimal? | The aggregated value of all option contract premiums included in the trade |
TotalSize | decimal? | The total number of contracts involved in a single transaction |
AveragePrice | decimal? | The average premium paid per option contract |
Contract | string | The option contract symbol |
AskAtExecution | decimal? | Ask price at execution |
BidAtExecution | decimal? | Bid price at execution |
Sentiment | string | Bullish, Bearish, or Neutral Sentiment is estimated based on whether the trade was executed at the bid, ask, or mark price. |
UnderlyingPriceAtExecution | decimal? | Price of the underlying security at execution of trade |