Returns unusual trades for a given identifier within the query parameters.
Name | Type | Description | Notes |
---|---|---|---|
symbol | String | The option symbol, corresponding to the underlying security. | |
nextPage | String | Gets the next page of data from a previous API call | [optional] |
pageSize | Number | 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 | Date | Return unusual activity on or after this date. | [optional] |
endDate | Date | 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 | [OptionUnusualTrade] | A list of unusual trades for a given company identifier |
Name | Type | Description |
---|---|---|
symbol | String | The underlying option security symbol for the trade |
timestamp | Date | The UTC timestamp of order placement |
type | String | The type of unusual trade |
totalValue | Number | The aggregated value of all option contract premiums included in the trade |
totalSize | Number | The total number of contracts involved in a single transaction |
averagePrice | Number | The average premium paid per option contract |
contract | String | The option contract symbol |
askAtExecution | Number | Ask price at execution |
bidAtExecution | Number | 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 | Number | Price of the underlying security at execution of trade |