| 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 |