Name | Type | Description |
---|---|---|
symbol | String | The underlying option security symbol for the trade |
timestamp | LocalDate | The UTC timestamp of order placement |
type | String | The type of unusual trade |
totalValue | BigDecimal | The aggregated value of all option contract premiums included in the trade |
totalSize | BigDecimal | The total number of contracts involved in a single transaction |
averagePrice | BigDecimal | The average premium paid per option contract |
contract | String | The option contract symbol |
askAtExecution | BigDecimal | Ask price at execution |
bidAtExecution | BigDecimal | Bid price at execution |
sentiment | SentimentEnum | Bullish, Bearish, or Neutral Sentiment is estimated based on whether the trade was executed at the bid, ask, or mark price. |
underlyingPriceAtExecution | BigDecimal | Price of the underlying security at execution of trade |
Name | Value |
---|---|
BULLISH | "bullish" |
BEARISH | "bearish" |
NEUTRAL | "neutral" |