Options flow API: every order from the full OPRA tape, with history
By Faizan Ahmad. Updated .
The Tradytics options flow API serves every options order from the full OPRA tape, read live, stitched from its fills into the order it was (sweep, block or split) and tagged bought or sold against the quote.
That is about 58,000 orders a session across about 1,150 underlyings, and every session since March 31, 2025: 19.96 million orders over 404 sessions. It comes with Pro at $69 a month, 300 calls a minute and 50,000 a day, on the same key as ranked dark pool prints, dealer exposure, Probabilities, Signals and the AI Fund's trades.
What the options flow API returns
| Endpoint | What it returns |
|---|---|
GET /options/flow | Any session's orders, newest first, filtered by symbol, call or put, sweep, block, split or single, bought or sold, minimum premium, expiry and opening orders; since returns only what printed after your last read |
GET /options/flow/history | A symbol's orders over any span of up to 30 days since March 31, 2025, with the same filters |
GET /symbols/{symbol}/options/flow | A stock's net call and put premium through today, minute by minute, against its price |
GET /symbols/{symbol}/options/orders | A stock's largest and most unusual orders of the session |
GET /symbols/{symbol}/options/history | A stock's daily bullish and bearish premium, session by session |
GET /market/options/top-prints, /leaders, /unusual | The market's biggest orders, the names with the most net premium, and new opening positions |
Base URL https://tradytics.com/api/public/v1. Every request sends Authorization: Bearer YOUR_KEY. Keys are made on the API keys page.
A real response
NVDA orders over $1 million on November 5, 2026, the day the stock fell 8.5%: two put blocks of 1,500 contracts each, sold at the bid as legs of a spread.
GET /options/flow?symbol=NVDA&min_premium=1000000&limit=2
{
"data": [
{"id": 61329640, "time": "2026-11-05T19:07:00Z", "symbol": "NVDA", "type": "put",
"strike": 160, "expiry": "2028-12-15", "spot": 182.51, "size": 1500, "premium": 3856500,
"price": 25.71, "bid": 25.25, "ask": 26.2, "side": -1, "kind": "block", "condition": "Spread",
"open_interest": 4195, "volume": 1888, "iv": 41.9, "delta": -0.274, "events": ""},
{"id": 61329639, "time": "2026-11-05T19:07:00Z", "symbol": "NVDA", "type": "put",
"strike": 160, "expiry": "2028-01-21", "spot": 182.51, "size": 1500, "premium": 2991000,
"price": 19.94, "bid": 19.75, "ask": 20.2, "side": -1, "kind": "block", "condition": "Spread",
"open_interest": 6173, "volume": 2077, "iv": 44.0, "delta": -0.281, "events": ""}
],
"count": 2,
"next_cursor": "2026-11-05:61329639",
"date": "2026-11-05"
}The fields
| Field | Meaning |
|---|---|
side | 1 bought (at or above the ask), -1 sold (at or below the bid), 0 between |
kind | sweep (filled across exchanges), block (one print), split (one order filled in parts) or single |
condition | The print's condition, such as Spread for a leg of a multi-leg order |
premium, size, price | Dollars paid, contracts and the fill price |
bid, ask, spot | The quote and the stock price at the print |
open_interest, volume | The contract's open interest and its volume so far that day, so size against open interest shows an opening order |
iv, delta | Implied volatility in percent and delta at the print |
events | Earnings or ex-dividend dates the contract spans |
Why the orders are clean
A raw OPRA feed is a stream of fills. On November 3, 2026 the tape carried 9.8 million prints. A sweep that hits 12 exchanges arrives as 12 rows with no side. Tradytics stitches the fills back into the order, prices it against the quote at that moment, marks spreads and multi-leg orders, and filters the noise out; that session became 49,236 orders. The API returns the orders, so a count of bought calls is a count of decisions, not of fills.
How it joins the other datasets
Every dataset on the key uses the same symbols and New York sessions, so one script can line an order up against what else happened in that name:
- Ranked dark pool prints: did a top-ranked block print in the stock that day?
- Dealer exposure: is the strike near the call wall, put wall or gamma flip?
- Signals: which orders matched one of the seven tested flow patterns, and what the contract did after.
- Bars and quotes: the stock's move after the print.
The same history powers the backtester, which runs flow rules in plain words against real option quotes.
From Claude, ChatGPT or Cursor
The Tradytics MCP server at https://tradytics.com/mcp exposes the same data as tools, so an agent can ask for "NVDA put sweeps over $1M today" and read the orders itself. Connect it once with your Tradytics account; it uses your Pro limits. More in the Tradytics API and MCP server.
Limits and plan
| Tradytics Pro | |
|---|---|
| Price | $69 a month or $499 a year, with the full app included |
| Rate limits | 300 calls a minute, 50,000 a day |
| Flow history | Every session since March 31, 2025 |
| Also on the key | Ranked dark pool, dealer gamma, delta, vanna and charm, the options market, Probabilities, Signals, AI Fund trades, the scanner, research and market data |
| MCP server | Included |
How it compares
Checked on each platform's own site, November 5, 2026.
| Platform | Market data APIs compared |
|---|---|
| Tradytics | In Pro, $69 a month with the full app: 300 calls a minute, 50,000 a day; options flow since March 2025, ranked dark pool, dealer exposure, Probabilities, Signals and AI Fund trades; MCP server |
| Unusual Whales | Separate: $99 a month (1-year lookback, 25,000 requests a month), $150 (2 years), $375 (WebSocket); MCP with 100+ tools; Polymarket only |
| Quant Data | $149.99 a month, 365+ days of history, 240 requests a minute; MCP |
| Bullflow | $129 a month or pay per request; flow, dealer gamma and dark pool; MCP |
| Quiver Quantitative | From $30 a month; alternative data, no options flow or dark pool prints; MCP |
| Barchart OnDemand | Usage-based pricing; option history and unusual activity; no MCP |
| Cheddar Flow, SpotGamma, OptionStrat, Market Chameleon, MenthorQ, TradeAlgo, InsiderFinance, BlackBoxStocks, Koyfin | No API |
Common questions
Is there an options flow API with history?
Yes. The Tradytics options flow API returns any session since March 31, 2025, 19.96 million orders in all, with the same filters as today's flow, up to 30 days a call, in Pro for $69 a month.
Does the options flow API say if an order was bought or sold?
Yes. Every order carries side: 1 bought at or above the ask, -1 sold at or below the bid, 0 between, priced against the quote at the moment it printed.
Is it the full OPRA tape?
Yes. Tradytics reads every trade on every US options exchange live, about a second after it prints, and serves the orders it stitches from them with the noise filtered out: about 58,000 a session.
Can I stream new orders?
Poll GET /options/flow with since set to the last id you read and you get only the orders printed after it. At 300 calls a minute that is a fresh read every 200 milliseconds.
Can I use it with ChatGPT or Claude?
Yes. The Tradytics MCP server gives Claude, ChatGPT, Cursor and other agents the options flow, dark pool, dealer exposure and the rest as tools, on the same Pro plan.