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 |