Options · Order flow

Options flow premium drift

Cumulative signed premium of calls, puts and net sentiment over the session.

GET/v1/options/flow/premium-driftoptionsFlowPremiumDrift

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

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Example request
Parameters
Response
Example response
Related

The running total of customer premium (bought at the ask side minus sold at the bid side) for calls and for puts, and the sentiment drift: call drift minus put drift, which rises when premium flows into calls or out of puts (bullish) and falls in the opposite case. Direction comes from the aggressor side of each print; mid-market and unknown prints add nothing. Buckets that have not started yet are not returned.

Example request

curl -sS --get "https://api.ordermap.si/v1/options/flow/premium-drift" \
  -H "Authorization: Bearer $ORDERMAP_API_KEY" \
  --data-urlencode underlying_symbol=SPXW

const params = new URLSearchParams({
  underlying_symbol: "SPXW",
});
const res = await fetch(`https://api.ordermap.si/v1/options/flow/premium-drift?${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

22 parameters, 1 required.

Parameter	Type and limits	Description
`underlying_symbol`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 ...
`interval`queryoptional	string1m5m15m30m1hdefault 5m	Bucket length: 1m, 5m, 15m, 30m or 1h.
`date`queryoptional	stringdate	Trading date (YYYY-MM-DD). Default: the current session, else the most recent completed one. Overnight prints belong to the next trading date.
`session`queryoptional	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_time`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_time`queryoptional	integerunix-msmin 946684800000max 4102444800000	End of the window (exclusive).
`contract_type`queryoptional	stringcallput	Calls or puts. Omit for both.
`date_of_expiry`queryoptional	stringdate	Only contracts expiring on this date.
`min_dte`queryoptional	integermin 0max 3650	Minimum days to expiration (0 = expires on the trading date).
`max_dte`queryoptional	integermin 0max 3650	Maximum days to expiration.
`min_premium`queryoptional	numbermin 0max 1000000000000	Minimum premium in US dollars of a print (price x size x multiplier).
`max_premium`queryoptional	numbermin 0max 1000000000000	Maximum premium in US dollars of a print.
`min_size`queryoptional	integermin 1max 1000000000	Minimum print size in contracts.
`max_size`queryoptional	integermin 1max 1000000000	Maximum print size in contracts.
`trade_type`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.
`side`queryoptional	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.
`sentiment`queryoptional	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_only`queryoptional	boolean	Only out-of-the-money contracts (strike beyond the underlying price). Prints without a known underlying price are excluded.
`include_complex`queryoptional	boolean	Include multi-leg (complex order) prints. Default false.
`unusual_only`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_strike`queryoptional	number> 0max 1000000	Lowest strike in dollars.
`max_strike`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 inside
- call_driftnumber | nullrequiredCumulative call premium bought at the ask side minus sold at the bid side, in US dollars.
- put_driftnumber | nullrequiredCumulative put premium bought at the ask side minus sold at the bid side, in US dollars.
- sentiment_driftnumber | nullrequiredcall_drift minus put_drift: rises when premium flows into calls or out of puts (bullish).
- timestampintegerunix-msrequiredStart of the bucket. Unix epoch milliseconds (UTC).
- underlying_pricenumber | nullrequiredUnderlying price during the bucket; null when unknown.
metaobjectrequiredMeta object

Example response

{
  "data": [
    {
      "call_drift": 12400000,
      "put_drift": -4100000,
      "sentiment_drift": 16500000,
      "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.