API TraderAPI QuantAPI DeveloperRequires options add-on

Every options flow print on one underlying - sweeps, blocks and large prints - with the quote it traded against and whether the buyer or the seller initiated it.

Use from_date and to_date to select the US/Eastern sessions (at most 31 days per request); rows are oldest first.

Available Data Points:

• Timestamp: When the print executed, in UTC (ISO 8601, millisecond precision).
• Trade Date: The US/Eastern session date of the print. (YYYY-MM-DD format).
• Contract: The option contract symbol, e.g. TSLA__260909C00360000.
• Option Type: call or put.
• Strike: Strike price of the contract.
• Expiry: Expiration date of the contract. (YYYY-MM-DD format).
• Days To Expiry: Calendar days from the trade date to expiry.
• Print Type: Sweep, Block, Large or Unusual Sweep.
• Size Contracts: Contracts traded.
• Premium USD: Total premium paid, in US dollars.
• Average Price: Average fill price per share of the underlying (premium / contracts / 100).
• Bid At Execution: National best bid for the contract when the print executed.
• Ask At Execution: National best offer for the contract when the print executed.
• Spread At Execution: Ask minus bid at execution.
• Fill Position: Where the average fill sat in the quote: 0 = bid, 1 = ask, outside 0 to 1 = through the quote. Null on a locked or crossed quote.
• Execution Side: above_ask, at_ask, mid, at_bid or below_bid.
• Aggressor: buyer, seller or undetermined (inside the quote).
• Sentiment: bullish (call bought or put sold), bearish (call sold or put bought) or neutral (inside the quote).
• Break Even: Underlying price at expiry where the buyer breaks even: strike plus (call) or minus (put) the average price.
• Underlying Price: The underlying's last traded price in the 20 minutes before the print; null when it did not trade.
• ORTEX Bet Direction: bullish when the break-even is above the underlying price, bearish when below: the per-print sign the ORTEX flow score aggregates. Null without an underlying price.

What a print is

Every row is one qualifying options trade on a US-listed underlying, captured in real time from the consolidated options tape: a single print, or one order that filled as a burst of prints across exchanges. A sweep is one order filled across several exchanges within a short window (from $10k premium); a block a single large, typically negotiated print on one exchange (from $50k); a large print one above the notional threshold that is neither (from $100k); an unusual sweep a sweep far outside the contract's normal size. The side is the average fill compared with the national best bid and offer at execution; sentiment is the side times the contract type, so it can be reproduced from the row. The quote at execution is held from the 19 October 2026 session; earlier prints carry null quote fields, an average price derived from premium and size, and a contract symbol rebuilt from the ticker.

Try it out! You can test the API with the trial key TEST. Simply include it in your request headers; either here, or add the header "Ortex-Api-Key": "TEST" to your http request.

Trial key restrictions: Trial keys may be limited to a specific date range and set of regions. Requests outside the allowed regions or entirely outside the allowed date range are rejected; a date window that partially overlaps the allowed range is trimmed to it, reported in meta.restriction.

Get full access! Get a key at app.ortex.com/apis