Options · Order flow
Options flow net flow
/v1/options/flow/net-flowoptionsFlowNetFlowFor each bucket, the net customer buying (ask side minus bid side) of calls and of puts, in premium (US dollars) or contracts, and net, which is net_call minus net_put: positive when buying calls and selling puts dominates (bullish), negative when the reverse (bearish). Mid-market and unknown-direction prints are excluded from the nets. Buckets that have not started yet are not returned.
Example request
curl -sS --get "https://api.ordermap.si/v1/options/flow/net-flow" \
-H "Authorization: Bearer $ORDERMAP_API_KEY" \
--data-urlencode underlying_symbol=SPXWconst params = new URLSearchParams({
underlying_symbol: "SPXW",
});
const res = await fetch(`https://api.ordermap.si/v1/options/flow/net-flow?${params}`, {
headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
if (!res.ok) throw new Error(`${res.status} ${await res.text()}`);
const { data, meta } = await res.json();
console.log(data, meta.coverage);Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.
Parameters
23 parameters, 1 required.
| Parameter | Type and limits | Description |
|---|---|---|
underlying_queryrequired | stringat most 8 characterspattern ^[A-Za-z][A-Za-z0-9.]{0,7}$ | Option root or family: SPX covers the SPX and SPXW roots, SPXW only the weekly root, QQQ, NDXP, RUTW, XSP ... |
intervalqueryoptional | string1m5m15m30m1hdefault 5m | Bucket length: 1m, 5m, 15m, 30m or 1h. |
metricqueryoptional | stringpremiumvolumedefault premium | Measure: premium in US dollars or volume in contracts. |
datequeryoptional | stringdate | Trading date (YYYY-MM-DD). Default: the current session, else the most recent completed one. Overnight prints belong to the next trading date. |
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. |
start_queryoptional | integerunix-msmin 946684800000max 4102444800000 | Start of the window (inclusive). The window must lie within one trading session; combine with date to name that session. |
end_queryoptional | integerunix-msmin 946684800000max 4102444800000 | End of the window (exclusive). |
contract_queryoptional | stringcallput | Calls or puts. Omit for both. |
date_queryoptional | stringdate | Only contracts expiring on this date. |
min_queryoptional | integermin 0max 3650 | Minimum days to expiration (0 = expires on the trading date). |
max_queryoptional | integermin 0max 3650 | Maximum days to expiration. |
min_queryoptional | numbermin 0max 1000000000000 | Minimum premium in US dollars of a print (price x size x multiplier). |
max_queryoptional | numbermin 0max 1000000000000 | Maximum premium in US dollars of a print. |
min_queryoptional | integermin 1max 1000000000 | Minimum print size in contracts. |
max_queryoptional | integermin 1max 1000000000 | Maximum print size in contracts. |
trade_queryoptional | array<string>comma-separated in one parametersweepblocksplitsinglegoldenmultilegcrossfloorauctioniso1 to 10 items | Comma-separated order types: sweep, block, split, single, golden, multileg, cross, floor, auction, iso. A print matches when any listed type applies. Sweeps and splits are inferred groupings, not exchange-confirmed. |
sidequeryoptional | array<string>comma-separated in one parameterabove_askat_asknear_askaskmidnear_bidat_bidbidbelow_bidunknown1 to 10 items | Comma-separated aggressor classes: above_ask, at_ask, near_ask, mid, near_bid, at_bid, below_bid, unknown. ask selects at_ask and near_ask, bid selects near_bid and at_bid. at_ask without near_ask (and at_bid without near_bid) can be asked for only on /v1/options/trades and /v1/options/flow/overnight; elsewhere use ask and bid. |
sentimentqueryoptional | array<string>comma-separated in one parameterbullishbearishneutralunknown1 to 4 items | Comma-separated sentiments: bullish (calls bought or puts sold), bearish (puts bought or calls sold), neutral (traded at the mid) and unknown (direction not determinable). |
otm_queryoptional | boolean | Only out-of-the-money contracts (strike beyond the underlying price). Prints without a known underlying price are excluded. |
include_queryoptional | boolean | Include multi-leg (complex order) prints. Default false. |
unusual_queryoptional | boolean | Only unusual activity: volume above open interest within 45 days, premium of at least $250,000, or an out-of-the-money sweep at the ask. |
min_queryoptional | number> 0max 1000000 | Lowest strike in dollars. |
max_queryoptional | number> 0max 1000000 | Highest strike in dollars. |
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>required5 fields insidenetnumber | nullrequirednet_call minus net_put: positive is bullish, negative bearish.net_callnumber | nullrequiredCalls bought at the ask side minus sold at the bid side (premium in US dollars, or contracts).net_putnumber | nullrequiredPuts bought at the ask side minus sold at the bid side.timestampintegerunix-msrequiredStart of the bucket. Unix epoch milliseconds (UTC).underlying_pricenumber | nullrequiredUnderlying price during the bucket; null when unknown.
metaobjectrequiredMeta object
Example response
{
"data": [
{
"net": 2460000,
"net_call": 1840000,
"net_put": -620000,
"timestamp": 1792161000000,
"underlying_price": 6021.4
}
],
"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.