Options · Single contract

Options contract flow

Classified prints of one contract: side, sentiment, premium and type.

GET/v1/options/contract/flowoptionsContractFlow

API Developer Overnight data: API Pro Paginated History-bounded Dataset: options

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Example request
Parameters
Response
Example response
Related

Every trade print of one contract on a trading session with the platform's classification: which side of the market it traded on, the inferred sentiment, premium, trade type (sweep, block, split, single, multileg ...) and the contract's Greeks and open interest at the time. Newest first, paginated with cursor_id; one trading session per request (a trading date, or a range inside one session). Filters narrow the prints by premium, size, type, side and sentiment. Covers the underlyings OrderMap tracks.

Example request

curl -sS --get "https://api.ordermap.si/v1/options/contract/flow" \
  -H "Authorization: Bearer $ORDERMAP_API_KEY" \
  --data-urlencode underlying_symbol=SPXW \
  --data-urlencode contract_type=call \
  --data-urlencode strike=5800 \
  --data-urlencode date_of_expiry=2026-10-16

const params = new URLSearchParams({
  underlying_symbol: "SPXW",
  contract_type: "call",
  strike: "5800",
  date_of_expiry: "2026-10-16",
});
const res = await fetch(`https://api.ordermap.si/v1/options/contract/flow?${params}`, {
  headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
if (!res.ok) throw new Error(`${res.status} ${await res.text()}`);
const { data, meta } = await res.json();
console.log(data, meta.coverage);
// Paginated: repeat with cursor_id set to pagination.next_cursor_id until it is null.

Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.

Parameters

15 parameters, 4 required.

Parameter	Type and limits	Description
`underlying_symbol`queryrequired	stringat most 8 characterspattern ^[A-Za-z][A-Za-z0-9.]{0,7}$	Option root of the contract, at most six characters: SPXW (weekly and daily, PM-settled) and SPX (monthly, AM-settled) are different roots, as are NDXP and NDX, RUTW and RUT, QQQ, SPY, XSP ...
`contract_type`queryrequired	stringcallput	call or put.
`strike`queryrequired	number> 0max 99999.999	Strike price in dollars with at most three decimals, for example 5800 or 5812.5.
`date_of_expiry`queryrequired	stringdate	Expiration date of the contract, YYYY-MM-DD.
`start_time`queryoptional	integerunix-msmin 946684800000max 4102444800000	Start of the range, Unix epoch milliseconds, inclusive. Within one trading session.
`end_time`queryoptional	integerunix-msmin 946684800000max 4102444800000	End of the range, Unix epoch milliseconds, exclusive. Within one trading session.
`date`queryoptional	stringdate	One trading date, YYYY-MM-DD, instead of start_time and end_time. With a session of gth the window starts on the evening before.
`session`queryoptional	stringrthgthalldefault rth	Trading session: rth is the regular session (09:30-16:15 ET), gth the overnight session that ends on the morning of the trading date (the previous evening 20:15 ET to 09:25 ET, split at midnight ET), all is both with the curb session (to 17:00 ET). gth and all require the overnight entitlement.
`min_premium`queryoptional	numbermin 0max 1000000000000	Minimum print premium in dollars (price x size x 100).
`min_size`queryoptional	integermin 1max 1000000000	Minimum print size in contracts.
`trade_type`queryoptional	array<string>comma-separated in one parametersweepsplitblocksinglemultilegcrossfloorauctionisogolden1 to 10 items	Only prints of these types (comma-separated): sweep, split, block, single, multileg, cross, floor, auction, iso, golden. A print matches when any listed type applies; sweeps and splits are inferred groupings of prints, not exchange-confirmed.
`side`queryoptional	array<string>comma-separated in one parameterabove_askaskmidbidbelow_bidunknown1 to 6 items	Only prints on these sides of the market at the time of the trade (comma-separated): above_ask, ask (at or near the ask), mid, bid (at or near the bid), below_bid or unknown. The same tokens as /v1/options/flow.
`sentiment`queryoptional	array<string>comma-separated in one parameterbullishbearishneutralunknown1 to 4 items	Only prints with these inferred sentiments (comma-separated).
`limit`queryoptional	integerdefault 100min 1max 500	Maximum rows to return.
`cursor_id`queryoptional	stringat most 1024 characters	Opaque cursor returned as pagination.next_cursor_id; resumes the same query on the next page.

Response

Status	Meaning	Body
`200`	Successful response.	Schema below
`400`	Invalid, unknown or repeated parameters, or an invalid cursor.	Error object
`401`	Missing or invalid API key.	Error object
`403`	The plan, dataset release or account state does not allow this request.	Error object
`422`	The request is valid but no data exists for it.	Error object
`429`	Rate limit, burst limit or cooldown; wait Retry-After seconds.Retry-After	Error object
`500`	Internal error.	Error object
`503`	Data temporarily unavailable; retry after Retry-After seconds.Retry-After	Error object
`504`	The request timed out.	Error object

Authenticated responses carry the X-RateLimit-* headers (see rate limits); 429 and 503 add Retry-After.

200 response body

dataarray<object>required22 fields inside
- asknumber | nullrequiredBest offer at the trade.
- bidnumber | nullrequiredBest bid at the trade.
- blockbooleanrequiredThe print is a block trade.
- conditionintegerrequiredSale condition code.
- day_volumeintegerrequiredContract volume of the day up to this print.
- deltanumber | nullrequiredDelta at the trade.
- exchangeintegerrequiredExchange code of the venue.
- exchange_namestringrequiredName of the venue.
- goldenbooleanrequiredThe print is a golden sweep: a large sweep, mostly at the ask.
- idstringrequiredStable identifier of the print.
- implied_volatilitynumber | nullrequiredImplied volatility at the trade.
- open_interestinteger | nullrequiredOpen interest of the contract.
- option_symbolstringrequiredOCC option symbol of the contract: root padded to six characters, expiration YYMMDD, C or P and the strike in thousandths over eight digits.
- premiumnumberrequiredPremium in dollars: price x size x 100.
- pricenumberrequiredTrade price per contract in dollars.
- sentimentstringrequiredInferred sentiment of the trade.bullishbearishneutralunknown
- sessionstringrequiredSession of the trade: rth, gth or curb.
- sidestringrequiredWhere the trade printed relative to the market: above_ask, ask (at or near the ask), mid, bid (at or near the bid), below_bid, or unknown when the quote was missing or invalid.above_askaskmidbidbelow_bidunknown
- sizeintegerrequiredContracts traded.
- timestampintegerunix-msrequiredTime of the trade. Unix epoch milliseconds (UTC).
- trade_typestringrequiredTrade type: sweep, split, single, multileg, cross or floor.
- underlying_pricenumber | nullrequiredUnderlying price at the trade.
metaobjectrequiredMeta object
paginationobjectrequiredPagination object

Example response

{
  "data": [
    {
      "option_symbol": "SPXW  261016C05800000",
      "id": "SPXW:20261016:5800000:C:20261016:99",
      "timestamp": 1792157400123,
      "price": 12.4,
      "size": 25,
      "premium": 31000,
      "bid": 12.3,
      "ask": 12.6,
      "side": "ask",
      "sentiment": "bullish",
      "underlying_price": 5801.2,
      "implied_volatility": 0.182,
      "delta": 0.51,
      "open_interest": 4321,
      "day_volume": 800,
      "exchange": 5,
      "exchange_name": "CBOE",
      "condition": 18,
      "trade_type": "single",
      "block": false,
      "golden": false,
      "session": "rth"
    }
  ],
  "meta": {
    "as_of": 1760659200123,
    "coverage": {
      "complete": true
    },
    "delay_ms": 0,
    "delayed": false,
    "request_id": "0199f0c2-5a1e-7c3b-9d4e-2b6f8a1c3d5e",
    "source": "opra"
  },
  "pagination": {
    "count": 1,
    "has_more": false,
    "limit": 100,
    "next_cursor_id": null,
    "next_url": null
  }
}

Values are illustrative. Missing values are null, never 0.

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