Name | Type | Description |
---|---|---|
symbol | String | The underlying option security symbol for the trade |
timestamp | Date | The UTC timestamp of order placement |
type | String | 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 | String | The option contract symbol |
ask_at_execution | Float | Ask price at execution |
bid_at_execution | Float | Bid price at execution |
sentiment | String | 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 |