Returns unusual trades for all underlying security symbols within the query parameters.
Name | Type | Description | Notes |
---|---|---|---|
next_page | str | Gets the next page of data from a previous API call | [optional] |
page_size | int | The number of results to return | [optional] [default to 1000] |
activity_type | str | The unusual activity type to query for. | [optional] |
sentiment | str | The sentiment type to query for. | [optional] |
start_date | date | Return unusual activity on or after this date. | [optional] |
end_date | date | Return unusual activity on or before this date. | [optional] |
minimum_total_value | object | The inclusive minimum total value for the unusual activity. | [optional] |
maximum_total_value | object | The inclusive maximum total value for the unusual activity. | [optional] |
Name | Type | Description |
---|---|---|
trades | list[OptionUnusualTrade] | A list of unusual trades for a given company identifier |
Name | Type | Description |
---|---|---|
symbol | str | The underlying option security symbol for the trade |
timestamp | date | The UTC timestamp of order placement |
type | str | The type of unusual trade |
total_value | float | The aggregated value of all option contract premiums included in the trade |
total_size | float | The total number of contracts involved in a single transaction |
average_price | float | The average premium paid per option contract |
contract | str | The option contract symbol |
ask_at_execution | float | Ask price at execution |
bid_at_execution | float | Bid price at execution |
sentiment | str | Bullish, Bearish, or Neutral Sentiment is estimated based on whether the trade was executed at the bid, ask, or mark price. |
underlying_price_at_execution | float | Price of the underlying security at execution of trade |