Tape and trades

Every print, sweep and order.

The tape

GET/v1/tape

Option prints with the exchange and the quote at the time: the last minutes live, or any kept session.

Parameters

symbolstringdefault all
One symbol.
datestring
A kept session, YYYY-MM-DD; from and to then bound the window.
fromintegerdefault the session
Epoch milliseconds; to is exclusive.
tointegerdefault the session
Epoch milliseconds; to is exclusive.
sincestringdefault 5m
Live window, 30s to 60m.
limitintegerdefault 500
At most 2,000.

Response fields8

prints[].ts, ts_mstimestamp
Exchange timestamp of the print.
prints[].symbol, expiration, strike, rightUSD for strike
The contract.
prints[].sizenumbercontracts
prints[].pricenumberUSD per share
prints[].premiumnumberUSD
size × price × 100.
prints[].exchangestringISO 10383 MIC
XCBO, XISX, MPRL, ...; null if unknown.
prints[].bid, asknumberUSD per share
Best bid and offer at the print; 0 when no quote.
count, since
Rows returned and the window start.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/tape" \-d "symbol=SPY" \-d "since=1m" \-d "limit=3"

Response

{"data": {"prints": [{"ts": "2026-10-02T13:31:59.244Z","symbol": "SPY","expiration": "2026-10-02","strike": 765.0,"right": "C","size": 2,"price": 4.86,"premium": 972.0,"exchange": "XNDQ","bid": 4.86,"ask": 4.88},…],"count": 3,"since": "2026-10-02T13:30:59.252Z"},"meta": {"symbol": "SPY", "as_of": "2026-10-02T13:31:59.252Z"}}

Sweeps

GET/v1/sweeps

Prints in one contract across several exchanges within a fraction of a second, reported as one sweep with its side.

Parameters

symbolstring
One symbol.
datestring
A kept session's sweeps; from and to in epoch milliseconds.
frominteger
A kept session's sweeps; from and to in epoch milliseconds.
tointeger
A kept session's sweeps; from and to in epoch milliseconds.
sincestringdefault 15m
Live window, 30s to 240m.
window_msinteger
Window from the first print, 50 to 1,000,000.
min_exchangesinteger
Distinct exchanges, 2 to 99.
sideenumdefault all
buy, sell or mixed.

Response fields8

sweeps[].ts, ts_mstimestamp
First print of the sweep.
sweeps[].symbol, expiration, strike, right
The contract.
sweeps[].sizenumbercontracts
Total.
sweeps[].avg_pricenumberUSD per share
Size-weighted.
sweeps[].premiumnumberUSD
Total.
sweeps[].exchanges, tradesinteger
Distinct exchanges and prints in the sweep.
sweeps[].sidestring
buy, sell or mixed.
window_ms, min_exchanges, side, since, count
Parameters applied and rows returned (side null when not filtered).

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/sweeps" \-d "since=5m"

Response

{"data": {"sweeps": [{"ts": "2026-10-02T13:31:59.242Z","symbol": "IWM","expiration": "2026-10-05","strike": 281.0,"right": "P","size": 29,"avg_price": 1.07,"premium": 3103.0,"exchanges": 7,"trades": 8,"side": "sell"},…],"count": 257,"since": "2026-10-02T13:26:59.253Z","side": null},"meta": {"as_of": "2026-10-02T13:31:59.253Z"}}

The trade store

GET/v1/trades

GET/v1/trades/stats

Every print of a session, or the orders built from them (sweeps, splits, blocks), filtered, sorted and paged; or grouped totals over the same prints.

Parameters

datestringdefault today
A session, YYYY-MM-DD.
frominteger
Epoch milliseconds; to is exclusive.
tointeger
Epoch milliseconds; to is exclusive.
viewstringdefault prints
prints or orders.
tickersstring
Comma lists of tickers or OSI contract symbols.
osistring
Comma lists of tickers or OSI contract symbols.
typesstring
C, P; ITM, ATM, OTM.
moneystring
C, P; ITM, ATM, OTM.
sidesstring
ABOVE_ASK, ASK, MID_MARKET, BID, BELOW_BID.
sentimentsstring
BULLISH, BEARISH, NEUTRAL.
exchangesstring
Comma lists: venue codes, sector and industry names.
consolidationstring
SWEEP,SPLIT,BLOCK
sectorsstring
Comma lists: venue codes, sector and industry names.
industriesstring
Comma lists: venue codes, sector and industry names.
strikesstring
Comma lists: strikes in USD, dates YYYY-MM-DD.
expirationsstring
Comma lists: strikes in USD, dates YYYY-MM-DD.
premium_minnumber
USD; contracts.
premium_maxnumber
USD; contracts.
size_mininteger
USD; contracts.
goldenstring
1 or 0.
unusualstring
1 or 0.
sortstringdefault by the group columns, desc, 20000, 0
tradeTime, premium, size, volume, openInterest, strikePrice, dte …; desc or asc. Default tradeTime, desc.
dirstringdefault by the group columns, desc, 20000, 0
tradeTime, premium, size, volume, openInterest, strikePrice, dte …; desc or asc. Default tradeTime, desc.
limitintegerdefault by the group columns, desc, 20000, 0
Rows, 1 to 1,000, default 50; after is the previous page's next.
afterstringdefault 50
Rows, 1 to 1,000, default 50; after is the previous page's next.
statsstring
1: totals by leg and side; orders with their prints.
comprisingstring
1: totals by leg and side; orders with their prints.
bystring
/stats: group by type, side, ticker, exchange, class, expiration, strike, contract, sentiment, bucket; a bucket's length in ms, default 60000.
periodintegerdefault 60000
/stats: group by type, side, ticker, exchange, class, expiration, strike, contract, sentiment, bucket; a bucket's length in ms, default 60000.
ivstringdefault 0
/stats: 1 adds mean IV per group; groups to skip, default 0.
offsetintegerdefault 0
/stats: 1 adds mean IV per group; groups to skip, default 0.

Fields of /trades23

trades[].idstring
Stable within the session.
trades[].ticker, osi, sector, industrystring
trades[].rightstring
C or P.
trades[].expirationdate
trades[].dtenumbercalendar days
At the print.
trades[].strikenumberUSD
trades[].exchangestring
ISO 10383 MIC of the exchange; null when unknown.
trades[].premiumnumberUSD
size × price × 100 (an order: its prints summed).
trades[].size, volume, open_interestintegercontracts
volume is the contract's volume so far that day, this print included.
trades[].price, bid, ask, spreadnumberUSD per share
The price and the best bid and offer at the print.
trades[].spotnumberUSD
Spot at that moment.
trades[].ivnumberfraction
Implied volatility of the print's price; null when there is none.
trades[].sidestring
Where the print hit the quote: ABOVE_ASK, ASK, MID_MARKET, BID, BELOW_BID; null without a quote.
trades[].sentimentstring
BULLISH (a call bought or a put sold), BEARISH (the reverse), NEUTRAL (unclassified).
trades[].order_typestring
Orders: SWEEP, SPLIT, BLOCK; prints: null.
trades[].golden_sweep, unusual, index, volume_over_oiboolean
Flags: a large aggressive sweep, an unusually active print, an index option; and the contract's volume over its open interest.
trades[].greeksobjectraw Greeks (Units table)
At the print.
trades[].moneynessobject
distance (spot − strike, USD), ratio (spot / strike − 1, fraction), type (ITM, ATM, OTM).
trades[].trade_time, trade_time_mstimestamp, integer
The print's moment, UTC; epoch ms twin.
trades[].prints[]array
With comprising=1 on orders: id, exchange, size, price, side, trade_time, trade_time_ms.
countinteger
Rows matching before paging.
nextarray
[sort value, id] for the next page, or null.
statisticsobject
With stats=1: by right (C, P) and side: premium, volume, count.

Fields of /trades/stats23

trades[].idstring
Stable within the session.
trades[].ticker, osi, sector, industrystring
trades[].rightstring
C or P.
trades[].expirationdate
trades[].dtenumbercalendar days
At the print.
trades[].strikenumberUSD
trades[].exchangestring
ISO 10383 MIC of the exchange; null when unknown.
trades[].premiumnumberUSD
size × price × 100 (an order: its prints summed).
trades[].size, volume, open_interestintegercontracts
volume is the contract's volume so far that day, this print included.
trades[].price, bid, ask, spreadnumberUSD per share
The price and the best bid and offer at the print.
trades[].spotnumberUSD
Spot at that moment.
trades[].ivnumberfraction
Implied volatility of the print's price; null when there is none.
trades[].sidestring
Where the print hit the quote: ABOVE_ASK, ASK, MID_MARKET, BID, BELOW_BID; null without a quote.
trades[].sentimentstring
BULLISH (a call bought or a put sold), BEARISH (the reverse), NEUTRAL (unclassified).
trades[].order_typestring
Orders: SWEEP, SPLIT, BLOCK; prints: null.
trades[].golden_sweep, unusual, index, volume_over_oiboolean
Flags: a large aggressive sweep, an unusually active print, an index option; and the contract's volume over its open interest.
trades[].greeksobjectraw Greeks (Units table)
At the print.
trades[].moneynessobject
distance (spot − strike, USD), ratio (spot / strike − 1, fraction), type (ITM, ATM, OTM).
trades[].trade_time, trade_time_mstimestamp, integer
The print's moment, UTC; epoch ms twin.
trades[].prints[]array
With comprising=1 on orders: id, exchange, size, price, side, trade_time, trade_time_ms.
countinteger
Rows matching before paging.
nextarray
[sort value, id] for the next page, or null.
statisticsobject
With stats=1: by right (C, P) and side: premium, volume, count.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/trades" \-d "date=2026-10-14" \-d "tickers=SPY" \-d "limit=2"

Response

{"data": {"trades": [{"id": "1099514871224","ticker": "SPY","osi": "SPY261014P00767000","right": "P","expiration": "2026-10-14","strike": 767.0,"exchange": "EMLD","premium": 10.0,"size": 2,"price": 0.05,"bid": 0.04,"ask": 0.05,"spot": 769.54,"side": "ASK","sentiment": "BEARISH","order_type": null,"greeks": {…},"moneyness": {"distance": 2.54, "ratio": 0.0033, "type": "OTM"},"trade_time": "2026-10-14T19:59:59.969Z",…},…],"count": 658572,"next": ["1792008899929.0", "1099514871223"]},"meta": {"date": "2026-10-14", "prints": 9966337, "orders": 1476963, …}}

Tape and trades

Every print, sweep and order.

The tape

GET/v1/tape

Option prints with the exchange and the quote at the time: the last minutes live, or any kept session.

Parameters

symbolstringdefault all
One symbol.
datestring
A kept session, YYYY-MM-DD; from and to then bound the window.
fromintegerdefault the session
Epoch milliseconds; to is exclusive.
tointegerdefault the session
Epoch milliseconds; to is exclusive.
sincestringdefault 5m
Live window, 30s to 60m.
limitintegerdefault 500
At most 2,000.

Response fields8

prints[].ts, ts_mstimestamp
Exchange timestamp of the print.
prints[].symbol, expiration, strike, rightUSD for strike
The contract.
prints[].sizenumbercontracts
prints[].pricenumberUSD per share
prints[].premiumnumberUSD
size × price × 100.
prints[].exchangestringISO 10383 MIC
XCBO, XISX, MPRL, ...; null if unknown.
prints[].bid, asknumberUSD per share
Best bid and offer at the print; 0 when no quote.
count, since
Rows returned and the window start.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/tape" \-d "symbol=SPY" \-d "since=1m" \-d "limit=3"

Response

{"data": {"prints": [{"ts": "2026-10-02T13:31:59.244Z","symbol": "SPY","expiration": "2026-10-02","strike": 765.0,"right": "C","size": 2,"price": 4.86,"premium": 972.0,"exchange": "XNDQ","bid": 4.86,"ask": 4.88},…],"count": 3,"since": "2026-10-02T13:30:59.252Z"},"meta": {"symbol": "SPY", "as_of": "2026-10-02T13:31:59.252Z"}}

Sweeps

GET/v1/sweeps

Prints in one contract across several exchanges within a fraction of a second, reported as one sweep with its side.

Parameters

symbolstring
One symbol.
datestring
A kept session's sweeps; from and to in epoch milliseconds.
frominteger
A kept session's sweeps; from and to in epoch milliseconds.
tointeger
A kept session's sweeps; from and to in epoch milliseconds.
sincestringdefault 15m
Live window, 30s to 240m.
window_msinteger
Window from the first print, 50 to 1,000,000.
min_exchangesinteger
Distinct exchanges, 2 to 99.
sideenumdefault all
buy, sell or mixed.

Response fields8

sweeps[].ts, ts_mstimestamp
First print of the sweep.
sweeps[].symbol, expiration, strike, right
The contract.
sweeps[].sizenumbercontracts
Total.
sweeps[].avg_pricenumberUSD per share
Size-weighted.
sweeps[].premiumnumberUSD
Total.
sweeps[].exchanges, tradesinteger
Distinct exchanges and prints in the sweep.
sweeps[].sidestring
buy, sell or mixed.
window_ms, min_exchanges, side, since, count
Parameters applied and rows returned (side null when not filtered).

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/sweeps" \-d "since=5m"

Response

{"data": {"sweeps": [{"ts": "2026-10-02T13:31:59.242Z","symbol": "IWM","expiration": "2026-10-05","strike": 281.0,"right": "P","size": 29,"avg_price": 1.07,"premium": 3103.0,"exchanges": 7,"trades": 8,"side": "sell"},…],"count": 257,"since": "2026-10-02T13:26:59.253Z","side": null},"meta": {"as_of": "2026-10-02T13:31:59.253Z"}}

The trade store

GET/v1/trades

GET/v1/trades/stats

Every print of a session, or the orders built from them (sweeps, splits, blocks), filtered, sorted and paged; or grouped totals over the same prints.

Parameters

datestringdefault today
A session, YYYY-MM-DD.
frominteger
Epoch milliseconds; to is exclusive.
tointeger
Epoch milliseconds; to is exclusive.
viewstringdefault prints
prints or orders.
tickersstring
Comma lists of tickers or OSI contract symbols.
osistring
Comma lists of tickers or OSI contract symbols.
typesstring
C, P; ITM, ATM, OTM.
moneystring
C, P; ITM, ATM, OTM.
sidesstring
ABOVE_ASK, ASK, MID_MARKET, BID, BELOW_BID.
sentimentsstring
BULLISH, BEARISH, NEUTRAL.
exchangesstring
Comma lists: venue codes, sector and industry names.
consolidationstring
SWEEP,SPLIT,BLOCK
sectorsstring
Comma lists: venue codes, sector and industry names.
industriesstring
Comma lists: venue codes, sector and industry names.
strikesstring
Comma lists: strikes in USD, dates YYYY-MM-DD.
expirationsstring
Comma lists: strikes in USD, dates YYYY-MM-DD.
premium_minnumber
USD; contracts.
premium_maxnumber
USD; contracts.
size_mininteger
USD; contracts.
goldenstring
1 or 0.
unusualstring
1 or 0.
sortstringdefault by the group columns, desc, 20000, 0
tradeTime, premium, size, volume, openInterest, strikePrice, dte …; desc or asc. Default tradeTime, desc.
dirstringdefault by the group columns, desc, 20000, 0
tradeTime, premium, size, volume, openInterest, strikePrice, dte …; desc or asc. Default tradeTime, desc.
limitintegerdefault by the group columns, desc, 20000, 0
Rows, 1 to 1,000, default 50; after is the previous page's next.
afterstringdefault 50
Rows, 1 to 1,000, default 50; after is the previous page's next.
statsstring
1: totals by leg and side; orders with their prints.
comprisingstring
1: totals by leg and side; orders with their prints.
bystring
/stats: group by type, side, ticker, exchange, class, expiration, strike, contract, sentiment, bucket; a bucket's length in ms, default 60000.
periodintegerdefault 60000
/stats: group by type, side, ticker, exchange, class, expiration, strike, contract, sentiment, bucket; a bucket's length in ms, default 60000.
ivstringdefault 0
/stats: 1 adds mean IV per group; groups to skip, default 0.
offsetintegerdefault 0
/stats: 1 adds mean IV per group; groups to skip, default 0.

Fields of /trades23

trades[].idstring
Stable within the session.
trades[].ticker, osi, sector, industrystring
trades[].rightstring
C or P.
trades[].expirationdate
trades[].dtenumbercalendar days
At the print.
trades[].strikenumberUSD
trades[].exchangestring
ISO 10383 MIC of the exchange; null when unknown.
trades[].premiumnumberUSD
size × price × 100 (an order: its prints summed).
trades[].size, volume, open_interestintegercontracts
volume is the contract's volume so far that day, this print included.
trades[].price, bid, ask, spreadnumberUSD per share
The price and the best bid and offer at the print.
trades[].spotnumberUSD
Spot at that moment.
trades[].ivnumberfraction
Implied volatility of the print's price; null when there is none.
trades[].sidestring
Where the print hit the quote: ABOVE_ASK, ASK, MID_MARKET, BID, BELOW_BID; null without a quote.
trades[].sentimentstring
BULLISH (a call bought or a put sold), BEARISH (the reverse), NEUTRAL (unclassified).
trades[].order_typestring
Orders: SWEEP, SPLIT, BLOCK; prints: null.
trades[].golden_sweep, unusual, index, volume_over_oiboolean
Flags: a large aggressive sweep, an unusually active print, an index option; and the contract's volume over its open interest.
trades[].greeksobjectraw Greeks (Units table)
At the print.
trades[].moneynessobject
distance (spot − strike, USD), ratio (spot / strike − 1, fraction), type (ITM, ATM, OTM).
trades[].trade_time, trade_time_mstimestamp, integer
The print's moment, UTC; epoch ms twin.
trades[].prints[]array
With comprising=1 on orders: id, exchange, size, price, side, trade_time, trade_time_ms.
countinteger
Rows matching before paging.
nextarray
[sort value, id] for the next page, or null.
statisticsobject
With stats=1: by right (C, P) and side: premium, volume, count.

Fields of /trades/stats23

trades[].idstring
Stable within the session.
trades[].ticker, osi, sector, industrystring
trades[].rightstring
C or P.
trades[].expirationdate
trades[].dtenumbercalendar days
At the print.
trades[].strikenumberUSD
trades[].exchangestring
ISO 10383 MIC of the exchange; null when unknown.
trades[].premiumnumberUSD
size × price × 100 (an order: its prints summed).
trades[].size, volume, open_interestintegercontracts
volume is the contract's volume so far that day, this print included.
trades[].price, bid, ask, spreadnumberUSD per share
The price and the best bid and offer at the print.
trades[].spotnumberUSD
Spot at that moment.
trades[].ivnumberfraction
Implied volatility of the print's price; null when there is none.
trades[].sidestring
Where the print hit the quote: ABOVE_ASK, ASK, MID_MARKET, BID, BELOW_BID; null without a quote.
trades[].sentimentstring
BULLISH (a call bought or a put sold), BEARISH (the reverse), NEUTRAL (unclassified).
trades[].order_typestring
Orders: SWEEP, SPLIT, BLOCK; prints: null.
trades[].golden_sweep, unusual, index, volume_over_oiboolean
Flags: a large aggressive sweep, an unusually active print, an index option; and the contract's volume over its open interest.
trades[].greeksobjectraw Greeks (Units table)
At the print.
trades[].moneynessobject
distance (spot − strike, USD), ratio (spot / strike − 1, fraction), type (ITM, ATM, OTM).
trades[].trade_time, trade_time_mstimestamp, integer
The print's moment, UTC; epoch ms twin.
trades[].prints[]array
With comprising=1 on orders: id, exchange, size, price, side, trade_time, trade_time_ms.
countinteger
Rows matching before paging.
nextarray
[sort value, id] for the next page, or null.
statisticsobject
With stats=1: by right (C, P) and side: premium, volume, count.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/trades" \-d "date=2026-10-14" \-d "tickers=SPY" \-d "limit=2"

Response

{"data": {"trades": [{"id": "1099514871224","ticker": "SPY","osi": "SPY261014P00767000","right": "P","expiration": "2026-10-14","strike": 767.0,"exchange": "EMLD","premium": 10.0,"size": 2,"price": 0.05,"bid": 0.04,"ask": 0.05,"spot": 769.54,"side": "ASK","sentiment": "BEARISH","order_type": null,"greeks": {…},"moneyness": {"distance": 2.54, "ratio": 0.0033, "type": "OTM"},"trade_time": "2026-10-14T19:59:59.969Z",…},…],"count": 658572,"next": ["1792008899929.0", "1099514871223"]},"meta": {"date": "2026-10-14", "prints": 9966337, "orders": 1476963, …}}