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OptionUnusualTrade.md

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OptionUnusualTrade

Properties

Name Type Description
symbol Character The underlying option security symbol for the trade  
timestamp Date The UTC timestamp of order placement  
type Character The type of unusual trade  
total_value Numeric The aggregated value of all option contract premiums included in the trade  
total_size Numeric The total number of contracts involved in a single transaction  
average_price Numeric The average premium paid per option contract  
contract Character The option contract symbol  
ask_at_execution Numeric Ask price at execution  
bid_at_execution Numeric Bid price at execution  
sentiment Character 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 Numeric Price of the underlying security at execution of trade  

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