Name | Type | Description |
---|---|---|
Symbol | string | The underlying option security symbol for the trade |
Timestamp | DateTime? | The UTC timestamp of order placement |
Type | string | The type of unusual trade |
TotalValue | decimal? | The aggregated value of all option contract premiums included in the trade |
TotalSize | decimal? | The total number of contracts involved in a single transaction |
AveragePrice | decimal? | The average premium paid per option contract |
Contract | string | The option contract symbol |
AskAtExecution | decimal? | Ask price at execution |
BidAtExecution | decimal? | Bid price at execution |
Sentiment | string | Bullish, Bearish, or Neutral Sentiment is estimated based on whether the trade was executed at the bid, ask, or mark price. |
UnderlyingPriceAtExecution | decimal? | Price of the underlying security at execution of trade |