Options Flow Minute History API - Per-Minute Buckets

Endpoint

GET /v1/flow/options/{symbol}/history

Auth required (X-Api-Key) Rate Limited: Yes Alpha plan+

Parameters

Name	In	Required	Default	Description
`symbol`	path	yes	-	Underlying symbol
`minutes`	query	no	60	Window size, clamped to `1..10080`

curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://lab.flashalpha.com/v1/flow/options/SPY/history?minutes=120"

import requests

resp = requests.get(
    "https://lab.flashalpha.com/v1/flow/options/SPY/history",
    headers={"X-Api-Key": "YOUR_API_KEY"}
)
data = resp.json()
print(f"{data['count']} buckets over {data['minutes']} minutes")

const resp = await fetch(
  "https://lab.flashalpha.com/v1/flow/options/SPY/history",
  { headers: { "X-Api-Key": "YOUR_API_KEY" } }
);
const data = await resp.json();
console.log(data.count + " buckets over " + data.minutes + " minutes");

API Key

Response

{
  "symbol": "SPY",
  "minutes": 120,
  "count": 3,
  "buckets": [
    {
      "ts": "2026-05-12T18:42:00Z",
      "buyVolume": 12450,
      "sellVolume": 9820,
      "midVolume": 845,
      "netVolume": 2630,
      "tradeCount": 4825,
      "biggestTrade": 1500,
      "vwap": 1.42,
      "high": 1.92,
      "low": 0.68
    },
    {
      "ts": "2026-05-12T18:41:00Z",
      "buyVolume": 10220,
      "sellVolume": 11480,
      "midVolume": 720,
      "netVolume": -1260,
      "tradeCount": 4108,
      "biggestTrade": 800,
      "vwap": 1.38,
      "high": 1.85,
      "low": 0.71
    },
    {
      "ts": "2026-05-12T18:40:00Z",
      "buyVolume": 9450,
      "sellVolume": 8990,
      "midVolume": 612,
      "netVolume": 460,
      "tradeCount": 3812,
      "biggestTrade": 600,
      "vwap": 1.35,
      "high": 1.80,
      "low": 0.74
    }
  ]
}

Key Response Fields

Field	Type	Description
`symbol`	string	Uppercase underlying symbol
`minutes`	integer	Requested/effective minute window
`count`	integer	Number of buckets returned
`buckets[]`	array	Minute buckets: `ts`, `buyVolume`, `sellVolume`, `midVolume`, `netVolume`, `tradeCount`, `biggestTrade`, `vwap`, `high`, `low`

Errors

Status	Description
`403`	Requires Alpha plan or higher
`502`	Upstream flow data source unavailable

About

Returns minute-aggregated trade-flow buckets for an underlying's option tape, newest first. VWAP is in premium dollars per contract. minutes requests how far back to look, clamped to a week (10080 minutes).

Common Use Cases

Minute-resolution flow chart for backtesting
Intraday divergence: compare option net volume against underlying minute returns
Volatility-event scan: look for minutes with elevated biggestTrade or trade count
VWAP overlay: chart premium-VWAP against the same buckets
Alerting: trigger on rolling net-volume thresholds