< API Reference
POST
/trade-review
OPTIONS
Trade analysis for a collection of option trades

Example URI

Delayed

https://sandbox.livevol.com/api/v1/delayed/trade-review

Request Information

Body Parameters

Collection of InputOptionTrade

NameDescriptionTypeAdditional information
buy_or_sell

Trade operation

string

Allowed values are [ BUY, SELL, UNKNOWN ]

Default value is: UNKNOWN

trade_price

Trade price, may be omitted if seq_number specified

decimal number

Default value is: 0

Range: inclusive between 0 and 1.79769313486232E+308

trade_size

Trade size, may be omitted if seq_number specified

integer

Default value is: 0

Range: inclusive between 0 and 2147483647

seq_number

Exchange sequence number of trade. Can be used instead of trade_price/trade_size.

integer

Default value is: 0

Range: inclusive between 0 and 2147483647

expiry

Expiration date

string

Required

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

time_stamp

Timestamp (Eastern Standard Time)

string

Required

DateTime in yyyy-MM-dd HH:mm:ss.fff format. (i.e. 2019-10-20 04:07:43.040)

root

Option root

string

Required

strike

Option strike

decimal number

Required

Range: inclusive between 0.01 and 1.79769313486232E+308

option_type

Option type

string

Required

Allowed values are [ C, P ]

Request Formats

application/json, text/json

Sample:
[
  {
    "buy_or_sell": "UNKNOWN",
    "trade_price": 8.9,
    "trade_size": 18,
    "seq_number": 282836659,
    "expiry": "2019-01-18",
    "time_stamp": "2019-01-18 11:45:23.467",
    "root": "AMZN",
    "strike": 1702.5,
    "option_type": "C"
  },
  {
    "buy_or_sell": "BUY",
    "trade_price": 23.35,
    "trade_size": 2,
    "seq_number": 292133,
    "expiry": "2019-03-15",
    "time_stamp": "2019-01-18 09:30:00.670",
    "root": "AAPL",
    "strike": 180.0,
    "option_type": "P"
  }
]

application/xml, text/xml

Sample:
<ArrayOfinput_option_trade xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <input_option_trade>
    <option_type>C</option_type>
    <root>AMZN</root>
    <strike>1702.5</strike>
    <time_stamp>2019-01-18 11:45:23.467</time_stamp>
    <buy_or_sell>UNKNOWN</buy_or_sell>
    <seq_number>282836659</seq_number>
    <trade_price>8.9</trade_price>
    <trade_size>18</trade_size>
  </input_option_trade>
  <input_option_trade>
    <option_type>P</option_type>
    <root>AAPL</root>
    <strike>180</strike>
    <time_stamp>2019-01-18 09:30:00.670</time_stamp>
    <buy_or_sell>BUY</buy_or_sell>
    <seq_number>292133</seq_number>
    <trade_price>23.35</trade_price>
    <trade_size>2</trade_size>
  </input_option_trade>
</ArrayOfinput_option_trade>

Response Information

Resource Description

Collection of TradeReviewResponse

NameDescriptionTypeAdditional information
is_obvious_error

Obvious error indication

boolean

None.

supporting_evidence

Supporting evidence

string

None.

course_of_action

Recommended course of action

string

None.

detailed_log

Detailed analysis log

string

None.

trade_condition

Trade condition information

string

None.

parity

Parity information

string

None.

notional_value

Notional value

decimal number

None.

underlying_bid

Underlying symbol bid at trade time

decimal number

None.

underlying_ask

Underlying symbol ask at trade time

decimal number

None.

sequence_number

Exchange sequence number of a reviewed trade

integer

None.

trade_size

Size of a reviewed trade

integer

None.

trade_price

Price of a reviewed trade

decimal number

None.

trade_time

Trade time. HH:MM:SS.SSS (Eastern Standard Time) Actual time when trade happened.

time interval

None.

trade_exchange

Exchange id of a reviewed trade

byte

None.

Response Formats

application/json, text/json

Sample:
[
  {
    "is_obvious_error": false,
    "supporting_evidence": null,
    "course_of_action": null,
    "detailed_log": null,
    "trade_condition": null,
    "parity": null,
    "notional_value": 0.0,
    "underlying_bid": 0.0,
    "underlying_ask": 0.0,
    "sequence_number": 0,
    "trade_size": 0,
    "trade_price": 0.0,
    "trade_time": "00:00:00",
    "trade_exchange": 0
  }
]

application/xml, text/xml

Sample:
<trade_review_responses xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <obv_err_response>
    <course_of_action i:nil="true" />
    <detailed_log i:nil="true" />
    <is_obvious_error>false</is_obvious_error>
    <notional_value>0</notional_value>
    <parity i:nil="true" />
    <sequence_number>0</sequence_number>
    <supporting_evidence i:nil="true" />
    <trade_condition i:nil="true" />
    <trade_exchange>0</trade_exchange>
    <trade_price>0</trade_price>
    <trade_size>0</trade_size>
    <trade_time>PT0S</trade_time>
    <underlying_ask>0</underlying_ask>
    <underlying_bid>0</underlying_bid>
  </obv_err_response>
</trade_review_responses>