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OptionUnusualTrade.md

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OptionUnusualTrade

Properties

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  

Enum: SentimentEnum

Name Value
BULLISH "bullish"
BEARISH "bearish"
NEUTRAL "neutral"