Options · Order flow
Options flow leaders
/v1/options/flow/leadersoptionsFlowLeadersRanks underlyings (grain=root) by net, bullish or bearish sentiment premium, total premium, volume or trades, or contracts (grain=contract) by change from the previous close, premium or volume. Root rows carry the bullish, bearish and neutral premium, the bearish-to-bullish ratio, call and put volume and each underlying's share of the market total. Contract rows carry the last price, previous close, percent change, volume, open interest, premium and implied volatility. Fields of the other grain are not present.
Example request
curl -sS --get "https://api.ordermap.si/v1/options/flow/leaders" \
-H "Authorization: Bearer $ORDERMAP_API_KEY" \
--data-urlencode underlying_symbols=SPXW,SPYconst params = new URLSearchParams({
underlying_symbols: "SPXW,SPY",
});
const res = await fetch(`https://api.ordermap.si/v1/options/flow/leaders?${params}`, {
headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
if (!res.ok) throw new Error(`${res.status} ${await res.text()}`);
const { data, meta } = await res.json();
console.log(data, meta.coverage);Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.
Parameters
9 parameters, none required.
| Parameter | Type and limits | Description |
|---|---|---|
grainqueryoptional | stringrootcontractdefault root | Rank underlyings (root) or individual contracts (contract). |
sortqueryoptional | stringnetbullishbearishpremiumvolumetradeschange_percent | Ranking measure. root: net, bullish, bearish, premium, volume, trades (default net); contract: change_percent, premium, volume (default change_percent). |
orderqueryoptional | stringdescascdefault desc | Descending (largest first) or ascending. |
limitqueryoptional | integerdefault 50min 1max 200 | Rows to return. |
min_queryoptional | numbermin 0max 1000000000000 | Minimum premium in US dollars. |
underlying_queryoptional | array<string>comma-separated in one parameter1 to 50 itemseach at most 128 characterspattern ^[A-Za-z][A-Za-z0-9.]{0,7}$ | Contract grain only: underlyings to rank, comma separated, at most 50. Default: every underlying the platform tabulates. |
datequeryoptional | stringdate | Trading date (YYYY-MM-DD). Default: the current session, else the most recent completed one. |
sessionqueryoptional | stringrthgthalldefault rth | Trading session: rth is the regular session, gth the overnight (global trading hours) session before the trading date, all both. Overnight data requires the Pro plan and exists only for underlyings with an overnight session; GET /v1/options/sessions shows which. |
include_queryoptional | boolean | Include multi-leg (complex order) prints. Default false. |
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>required21 fields insidebearish_premiumnumberRoot grain: premium of bearish prints.bearish_to_bullish_rationumber | nullRoot grain: bearish premium over bullish premium; null when there is no bullish premium.bullish_premiumnumberRoot grain: premium of bullish prints in US dollars.call_volumeintegerRoot grain: call contracts.change_percentnumberContract grain: change from the previous close in percent.contract_typestringCall or put.callputdate_of_expirystringdateContract grain: expiration.implied_volatilitynumber | nullContract grain: implied volatility.last_pricenumberContract grain: last price.neutral_premiumnumberRoot grain: premium of prints at the mid.open_interestintegerContract grain: open interest.premiumnumberTotal premium in US dollars.premium_sharenumberRoot grain: share of market premium, 0 to 1.previous_closenumberContract grain: previous close.put_volumeintegerRoot grain: put contracts.strikenumberContract grain: strike.tradesintegerRoot grain: prints.trades_sharenumberRoot grain: share of market prints.underlying_symbolstringrequiredUnderlying (root grain) or option root (contract grain).volumeintegerContracts traded.volume_sharenumberRoot grain: share of market volume.
metaobjectrequiredMeta object
Example response
{
"data": [
{
"bearish_premium": 17900000,
"bearish_to_bullish_ratio": 0.8404,
"bullish_premium": 21300000,
"call_volume": 182000,
"neutral_premium": 8100000,
"premium": 47300000,
"premium_share": 0.31,
"put_volume": 161000,
"trades": 10100,
"trades_share": 0.26,
"underlying_symbol": "SPX",
"volume": 343000,
"volume_share": 0.28
}
],
"meta": {
"as_of": 1760659200123,
"coverage": {
"complete": true
},
"delay_ms": 0,
"delayed": false,
"request_id": "0199f0c2-5a1e-7c3b-9d4e-2b6f8a1c3d5e",
"source": "opra"
}
}Values are illustrative. Missing values are null, never 0.