Lab API
Stocks Outliers
Stocks Flow Outliers API
Cross-symbol stock-flow outliers ranked by absolute net notional, same shape as the options-outliers payload.
Endpoint
Auth required (
X-Api-Key)
Rate Limited: Yes
Alpha plan+
Parameters
| Name | In | Required | Default | Description |
|---|---|---|---|---|
limit |
query | no | 20 | Rows returned, clamped to 1..200 |
minTrades |
query | no | 20 | Minimum trades for a symbol to qualify |
windowMinutes |
query | no | 240 | Lookback window, clamped to 1..10080 |
curl -H "X-Api-Key: YOUR_API_KEY" \
"https://lab.flashalpha.com/v1/flow/stocks/outliers?limit=20&minTrades=100&windowMinutes=240"
import requests
resp = requests.get(
"https://lab.flashalpha.com/v1/flow/stocks/outliers",
headers={"X-Api-Key": "YOUR_API_KEY"}
)
data = resp.json()
print(f"{data['qualified']} of {data['tracked']} symbols qualified")
const resp = await fetch(
"https://lab.flashalpha.com/v1/flow/stocks/outliers",
{ headers: { "X-Api-Key": "YOUR_API_KEY" } }
);
const data = await resp.json();
console.log(data.qualified + " of " + data.tracked + " symbols qualified");
Response
{
"generatedUtc": "2026-05-12T18:42:10Z",
"windowMinutes": 240,
"tracked": 1840,
"qualified": 845,
"limit": 20,
"outliers": [
{
"symbol": "NVDA",
"tradeCount": 184200,
"buyVolume": 2845000,
"sellVolume": 1999800,
"midVolume": 84200,
"netVolume": 845200,
"imbalancePct": 0.42,
"skew": 1.42,
"notional": 5840000000,
"netNotional": 1015800000,
"biggestTrade": 250000,
"biggestTradeUtc": "2026-05-12T17:18:42Z",
"biggestAgeSec": 5008,
"lastVwap": 1202.18,
"lastTradeUtc": "2026-05-12T18:42:08Z",
"lastTradeAgeSec": 2
}
]
}
Key Response Fields
| Field | Type | Description |
|---|---|---|
generatedUtc | string | Generation timestamp |
windowMinutes | integer | Effective lookback window |
tracked | integer | Symbols scanned |
qualified | integer | Symbols that met filters |
limit | integer | Effective output limit |
outliers[] | array | Outlier rows (same shape as options outliers): symbol, tradeCount, buyVolume, sellVolume, midVolume, netVolume, imbalancePct, skew, notional, netNotional, biggestTrade, biggestTradeUtc, biggestAgeSec, lastVwap, lastTradeUtc, lastTradeAgeSec |
Errors
| Status | Description |
|---|---|
403 | Requires Alpha plan or higher |
502 | Upstream flow data source unavailable |
About
Same response shape as options outliers, applied to the equity universe. Use minTrades to filter out thin tape and limit to cap output size. Cached 30 seconds on the server.
Common Use Cases
- Unusual-equity-activity scanner: rank by absolute net notional and skew
- Big-print radar: short
biggestAgeSechighlights recent institutional prints - Universe screening: pair with the equity leaderboard for full top-N and outlier views
- Pairs-trade idea generator: contrast skew across correlated tickers
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