Options Flow Minute History API

Endpoint

Parameters

Request

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"}
)
resp.raise_for_status()
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" } }
);
if (!resp.ok) throw new Error(`HTTP ${resp.status}`);
const data = await resp.json();
console.log(data.count + " buckets over " + data.minutes + " minutes");

{
  "symbol": "SPY",
  "expiry": null,
  "minutes": 120,
  "count": 120,
  "lastBucketUtc": "2026-10-30T13:45:00Z",
  "staleSeconds": 50,
  "marketOpen": true,
  "stale": false,
  "error": null,
  "message": null,
  "buckets": [
    {
      "ts": "2026-10-30T13:45:00Z",
      "buyVolume": 525,
      "sellVolume": 310,
      "midVolume": 38,
      "netVolume": 215,
      "tradeCount": 171,
      "biggestTrade": 80,
      "vwap": 1.2874,
      "high": 19.03,
      "low": 0.01
    },
    {
      "ts": "2026-10-30T13:44:00Z",
      "buyVolume": 19342,
      "sellVolume": 13955,
      "midVolume": 2735,
      "netVolume": 5387,
      "tradeCount": 4747,
      "biggestTrade": 622,
      "vwap": 1.6554,
      "high": 117.1,
      "low": 0.01
    }
  ],
  "endpoint_version": "2026.09.30",
  "data_as_of": {
    "node": "fa4",
    "equity_feed": "2026-10-30T13:45:50.795Z",
    "equity_options_feed": "2026-10-30T13:45:50Z",
    "index_feed": "2026-10-30T13:45:50.127Z",
    "index_options_feed": "2026-10-30T13:45:47Z",
    "futures_feed": "2026-10-30T13:45:42.97Z",
    "futures_options_feed": "2026-10-30T13:45:43.095Z",
    "flow_feed": "2026-10-30T13:45:00Z",
    "oi_feed": "2026-10-29T20:00:00Z",
    "macro_feed": "2026-10-29T21:00:20Z"
  }
}

Response Fields

Fields of buckets[]

Errors

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

• Backtest a minute-resolution flow chart - plot each bucket's netVolume over ts to replay how directional pressure built through the session
• Detect intraday divergence - compare bucketed option netVolume against underlying minute returns to spot flow leading or fading price
• Scan for volatility events - flag minutes with elevated biggestTrade or tradeCount to pinpoint when activity spiked
• Overlay premium VWAP - chart per-bucket vwap with high/low to track where premium was actually trading each minute
• Trigger rolling alerts - sum netVolume across a trailing window of buckets and fire when it crosses a threshold
• Measure buy/sell balance over time - track the buyVolume/sellVolume split per bucket to see conviction shift intraday

Related

Related reading

• Options flow API: recent trades, blocks & leaderboard - how the raw tape endpoints fit together end to end

Complementary endpoints

• Options Cumulative - running session totals built from the same minute flow
• Options Summary - the day's aggregate totals these buckets roll up to
• Options Recent - the individual prints behind each minute bucket
• Flow Summary - higher-level flow analytics tie-in