- Live API Reference
- Trade Flow Data
- Stocks
- Block Trades
Stocks Block Trades API
Large stock trades for a symbol, newest first, filtered by minimum share size.
Endpoint
X-Api-Key)
Rate Limited: Yes
Plan: Alpha+
Parameters
| Name | In | Type | Required | Default | Description |
|---|---|---|---|---|---|
symbol |
path | string | required | - | Stock symbol |
minSize |
query | integer | 10000 | Minimum share size. Non-numeric values return a 400 problem-details body. Values below 1 are treated as 1. |
Request
curl -H "X-Api-Key: YOUR_API_KEY" \
"https://lab.flashalpha.com/v1/flow/stocks/SPY/blocks?minSize=25000"import requests
resp = requests.get(
"https://lab.flashalpha.com/v1/flow/stocks/SPY/blocks",
headers={"X-Api-Key": "YOUR_API_KEY"}
)
resp.raise_for_status()
data = resp.json()
print(f"{data['count']} blocks at minSize {data['minSize']}")const resp = await fetch(
"https://lab.flashalpha.com/v1/flow/stocks/SPY/blocks",
{ 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 + " blocks at minSize " + data.minSize);Try it live
Runs on live market data and uses 1 request from your daily quota.
Response
{
"symbol": "SPY",
"minSize": 25000,
"count": 0,
"blocks": [],
"endpoint_version": "2026.09.30",
"data_as_of": {
"node": "fa5",
"equity_feed": "2026-10-30T13:46:02.995Z",
"equity_options_feed": "2026-10-30T13:46:02Z",
"index_feed": "2026-10-30T13:46:02.132Z",
"index_options_feed": "2026-10-30T13:45:59Z",
"futures_feed": "2026-10-30T13:45:51.589Z",
"futures_options_feed": "2026-10-30T13:45:51.596Z",
"flow_feed": "2026-10-30T13:45:00Z",
"oi_feed": "2026-10-29T20:00:00Z",
"macro_feed": "2026-10-29T21:00:20Z"
}
}Sending request…
See this endpoint on live data
Send this exact request and the real response shows up here, right next to the example.
Response Fields
| Field | Type | Description |
|---|---|---|
symbol | string | Uppercase stock symbol |
minSize | integer | Minimum block size applied |
count | integer | Number of block trades returned |
blocks[] | array | Block rows: ts, price, size, side, bid, ask |
blocks[].ts | string | Timestamp of the trade (UTC) |
blocks[].price | number | Price |
blocks[].size | number | Size |
blocks[].side | string | Side |
blocks[].bid | number | Bid |
blocks[].ask | number | Ask |
endpoint_version, data_as_of | string, object | Response envelope, see Response envelope. |
Errors
| Status | Error | When |
|---|---|---|
400 | - | A query value has the wrong type, or a required value is missing. The body is an RFC 7807 problem-details object with errors.<param>. |
401 | - | Missing or invalid X-Api-Key. The body is empty; check the status code before parsing JSON. |
403 | tier_restricted | Your plan is below Alpha. The body includes current_plan and required_plan. |
429 | Quota exceeded | Daily quota used up. Retry-After gives the seconds until the reset at 00:00 UTC. Rejected requests (including 403) count toward the quota. |
502 | - | Upstream flow data source unavailable. |
About
Filters the equity tape to prints at or above minSize shares. Default is 10,000 shares; raise for institutional-only filtering. Each row carries the prevailing bid/ask so you can see how aggressively the print crossed the spread.
Common Use Cases
- Track institutional prints in real time - stream
blocks[]to surface every trade at or above theminSizeshare threshold as it crosses the tape - Tune the size filter to the name - raise
minSize(echoed back as the applied threshold) to isolate genuinely institutional flow on liquid tickers and lower it on thin ones - Classify the spread aggressor - compare each block's
priceto itsbid/askto label buyer-initiated (at/above ask) vs seller-initiated (at/below bid) prints - Read directional bias - tally
sizebysideacross the returned blocks to see whether large prints lean accumulation or distribution - Build a volume-at-price profile - bucket
sizebypricelevel to map where the big lots transacted for VWAP and support/resistance context - Flag fresh blocks - watch the newest
tsto alert only on prints that just landed rather than replaying the whole buffer
Related
Related reading
- Options flow API: recent trades, blocks & leaderboard - the block-detection workflow applied to the options tape
Complementary endpoints
- Stocks Recent - the full unfiltered tape these blocks are drawn from
- Stocks Summary - headline buy/sell/net totals, including
biggestSingleTrade - Stocks Leaderboard - rank the universe by net notional to find where blocks are clustering
- Options Blocks - the matching block-size prints on the options tape
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