Returns all trades for a contract between start time and end time, up to seven days ago for the specified source.
Name | Type | Description | Notes |
---|---|---|---|
identifier | Character | The option contract for which trades are being requested. | |
source | Character | The specific source of the data being requested. | [optional] |
start_date | Date | The start date for the data being requested. | [optional] |
start_time | Character | The start time for the data being requested. | [optional] |
end_date | Date | The end date for the data being requested. | [optional] |
end_time | Character | The end time for the data being requested. | [optional] |
timezone | Character | The timezone the start and end date/times use. | [optional] [default to UTC] |
page_size | Integer | The maximum number of results to return per page. | [optional] [default to 100] |
min_size | Integer | Trades must be larger or equal to this size. | [optional] |
next_page | Character | Gets the next page of data from a previous API call | [optional] |
Name | Type | Description |
---|---|---|
next_page | Character | The token required to request the next page of the data. If null, no further results are available. |
source | Character | The source of the trades. |
trades | List of OptionTrades | Array of all the trades in this page of the result. |
trades_data_frame | Data Frame | Data frame representation of trades |
Name | Type | Description |
---|---|---|
contract | Character | The option contract |
underlying_symbol | Character | The ticker symbol |
timestamp | POSIXlt | The UTC timestamp at the time of the trade. |
price | Numeric | The price of the trade. |
size | Numeric | The size of the trade. |
total_volume | Numeric | The total volume of the symbol for the day up to the timestamp point in time. |
ask_price_at_execution | Numeric | The price of ask quote at the time of the trade. |
bid_price_at_execution | Numeric | The price of bid quote at the time of the trade. |
exchange | Character | The exchange for the trade. |
conditions | Character | The condition of the trade. |
sequence_id | Numeric | The sequential ID for the trade, ordered as temporally received from the exchange. |