< API Reference
GET
/market/symbols/{symbol}/largest-options-trades?date={date}
OPTIONS
Get largest option trades for an underlying

Example URI

Delayed

https://sandbox.livevol.com/api/v1/delayed/market/symbols/AAPL/largest-options-trades?date=2019-01-18

Request Information

URI Parameters

NameDescriptionTypeAdditional information
symbol

Stock symbol

string

Required

date

Trading date

string

Required

Date in yyyy-MM-dd format. (i.e. 2019-01-18)

Response Information

Resource Description

Collection of LargestOptionTrade

NameDescriptionTypeAdditional information
trade_type

Trade type

string

None.

exchange_code

Exchange code

string

None.

record_id

Trade record id

integer

None.

underlying_price

Underlying price

decimal number

None.

root

Root

string

None.

expiry

Expiration date

string

None.

strike

Strike

decimal number

None.

option_type

Option type

string

None.

time

Time (Eastern Standard Time)

string

None.

nbbo_bid

NBBO bid

decimal number

None.

nbbo_ask

NBBO ask

decimal number

None.

size

Size

integer

None.

price

Price

decimal number

None.

flag

Cancel flag (0=normal, 1=canceled trade, 2=cancel trade message)

integer

None.

exch_sequence_number

Exchange sequence number

integer

None.

trade_iv

Trade implied volatility

decimal number

None.

Response Formats

application/json, text/json

Sample:
[
  {
    "trade_type": "BuyWrite",
    "exchange_name": "PHLX",
    "exchange_code": "PHLX",
    "record_id": 16339736,
    "underlying_price": 301.5,
    "root": "CBOE",
    "expiry": "2016-06-01",
    "strike": 10.05,
    "option_type": "C",
    "time": "09:30:00.001",
    "nbbo_bid": 10.05,
    "nbbo_ask": 10.75,
    "size": 100,
    "price": 300.5,
    "flag": 3,
    "exch_sequence_number": 3333,
    "trade_iv": 10.05
  },
  {
    "trade_type": "Spread",
    "exchange_name": "CBOE",
    "exchange_code": "CBOE",
    "record_id": 0,
    "underlying_price": 501.9,
    "root": "AAPL",
    "expiry": "2016-06-02",
    "strike": 10.95,
    "option_type": "P",
    "time": "15:39:58.123",
    "nbbo_bid": 10.55,
    "nbbo_ask": 10.95,
    "size": 2000,
    "price": 500.9,
    "flag": 4,
    "exch_sequence_number": 555555,
    "trade_iv": 10.55
  }
]

application/xml, text/xml

Sample:
<biggest_options_trades xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <biggest_trade>
    <exch_sequence_number>3333</exch_sequence_number>
    <expiry>2016-06-01</expiry>
    <flag>3</flag>
    <nbbo_ask>10.75</nbbo_ask>
    <nbbo_bid>10.05</nbbo_bid>
    <option_type>C</option_type>
    <price>300.5</price>
    <root>CBOE</root>
    <size>100</size>
    <strike>10.05</strike>
    <time>09:30:00.001</time>
    <trade_iv>10.05</trade_iv>
    <exchange_code>PHLX</exchange_code>
    <exchange_name>PHLX</exchange_name>
    <record_id>16339736</record_id>
    <trade_type>BuyWrite</trade_type>
    <underlying_price>301.5</underlying_price>
  </biggest_trade>
  <biggest_trade>
    <exch_sequence_number>555555</exch_sequence_number>
    <expiry>2016-06-02</expiry>
    <flag>4</flag>
    <nbbo_ask>10.95</nbbo_ask>
    <nbbo_bid>10.55</nbbo_bid>
    <option_type>P</option_type>
    <price>500.9</price>
    <root>AAPL</root>
    <size>2000</size>
    <strike>10.95</strike>
    <time>15:39:58.123</time>
    <trade_iv>10.55</trade_iv>
    <exchange_code>CBOE</exchange_code>
    <exchange_name>CBOE</exchange_name>
    <record_id>0</record_id>
    <trade_type>Spread</trade_type>
    <underlying_price>501.9</underlying_price>
  </biggest_trade>
</biggest_options_trades>