Options Recent Trades API

Endpoint

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

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

Parameters

Name	In	Required	Default	Description
`symbol`	path	yes	-	Underlying symbol
`limit`	query	no	50	Number of trades, clamped to `1..500`
`expiry`	query	no	-	Filter to a single expiration cycle, `YYYY-MM-DD`. Omit to include all expiries.

curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://lab.flashalpha.com/v1/flow/options/SPY/recent?limit=10"

import requests

resp = requests.get(
    "https://lab.flashalpha.com/v1/flow/options/SPY/recent",
    headers={"X-Api-Key": "YOUR_API_KEY"}
)
data = resp.json()
print(f"{data['count']} of {data['totalAvailable']} buffered trades")

const resp = await fetch(
  "https://lab.flashalpha.com/v1/flow/options/SPY/recent",
  { headers: { "X-Api-Key": "YOUR_API_KEY" } }
);
const data = await resp.json();
console.log(data.count + " of " + data.totalAvailable + " buffered trades");

API Key

Response

{
  "symbol": "SPY",
  "count": 3,
  "totalAvailable": 482,
  "trades": [
    {
      "ts": "2026-05-12T18:42:09.812Z",
      "instrumentId": 12345678,
      "expiry": "2026-05-15",
      "strike": 600.0,
      "right": "C",
      "price": 1.85,
      "size": 250,
      "side": "buy",
      "isBlock": true,
      "bid": 1.83,
      "ask": 1.86
    },
    {
      "ts": "2026-05-12T18:42:08.441Z",
      "instrumentId": 12345701,
      "expiry": "2026-05-15",
      "strike": 595.0,
      "right": "P",
      "price": 0.72,
      "size": 12,
      "side": "sell",
      "isBlock": false,
      "bid": 0.71,
      "ask": 0.73
    },
    {
      "ts": "2026-05-12T18:42:07.205Z",
      "instrumentId": 12345689,
      "expiry": "2026-05-15",
      "strike": 597.0,
      "right": "C",
      "price": 1.20,
      "size": 5,
      "side": "mid",
      "isBlock": false,
      "bid": 1.19,
      "ask": 1.21
    }
  ]
}

Key Response Fields

Field	Type	Description
`symbol`	string	Uppercase underlying symbol
`count`	integer	Number of trades returned
`totalAvailable`	integer	Trades available in the in-memory buffer
`trades[]`	array	Recent trade rows: `ts`, `instrumentId`, `expiry`, `strike`, `right`, `price`, `size`, `side`, `isBlock`, `bid`, `ask`

Errors

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

About

Returns the most recent option trades for an underlying across all of its contracts in a single stream, newest first. Trades come from the in-memory buffer fed by the ingest service, and totalAvailable reports how deep that buffer currently is. Useful for a live time-and-sales feed or for sampling the most recent activity on a name.

Common Use Cases

Render a live time-and-sales feed - stream the newest trades[] rows (ts, strike, right, price, size) into a tape widget for a watched symbol
Read buy/sell pressure at a glance - tally side (buy vs sell vs mid) across recent prints to judge whether the tape is aggressively bid or offered right now
Flag institutional prints - filter isBlock=true rows to surface large single-ticket trades the moment they cross
Classify aggressor side from quotes - compare price against bid/ask to confirm whether a fill lifted the offer or hit the bid for sweep/toxic-flow detection
Gauge tape depth - watch totalAvailable versus count to see how active a name is and how far back the in-memory buffer reaches
Feed downstream classifiers - sample the latest trades by instrumentId and expiry to seed real-time sweep, repeat-hitter, or unusual-activity models

Complementary endpoints

Options Blocks - isolate only the large block and sweep prints from the same tape
Options Summary - aggregate the tape into call/put and buy/sell totals
Options Leaderboard - rank the most-active contracts behind these prints
Flow Signals - scored unusual-activity layer built on this raw flow