Signals API Reference

This REST API returns structured data for various signals such as unusual options activity.

Best Practices

For optimal performance, we have a few recommendations.

Limit query, improve performance

Limiting the scope of the query will directly improve the latency of the API. This can be accomplished by using parameters such as parameters[tickers] and parameters[date], or (preferably) by using parameters[updated] for deltas.

Using Deltas

A common pattern is to use a delta to query for the latest change in a dataset. By reducing the amount of data available in the query, it will produce results with the least amount of latency and limited data an application will have to traverse.

In our case, we recommend tracking and querying by the latest updated timestamp.

One caveat to allow for some latency and second-only timestamps: when querying, set parameters[updated] to a value 5 seconds earlier than you actually want. A query may look like:

/signal/option_activity?parameters[updated]=LAGGED_TIMESTAMP Where LAGGED_TIMESTAMP is set to be five seconds less than the maximum value of the updated field in rows already pulled from our API.

API Endpoint

https://api.benzinga.com/api/v1

Response Content-Types

application/json, application/xml (deprecated)

Schemes

https, http

Version

1.0.0

Authentication

`token` authentication

Type:: apiKey
Name:: token
In:: query

Playground

Endpoints

GET /signal/option_activity

Returns option activity signals

Parameters

Name	Type	Location	Description
`accept`	string , x ∈ { application/json (default) , application/xml (deprecated) }	header	Specifies return format. Query parameters work the same for both formats.
`page`	integer	query	Page offset.
`pagesize`	integer	query	Number of results returned. Limit 1000
`parameters[date]`	string (YYYY-MM-DD)	query	Date to query for data. Shorthand for date_from and date_to if they are the same. Defaults for latest.
`parameters[date_from]`	string (YYYY-MM-DD)	query	Date to query from point in time.
`parameters[date_to]`	string (YYYY-MM-DD)	query	Date to query to point in time.
`parameters[tickers]`	string (csv)	query	One or more ticker symbols separated by a comma.
`parameters[updated]`	integer (int64)	query	Records last Updated Unix timestamp (UTC). This will force the sort order to be Greater Than or Equal to the timestamp indicated.

Responses

Code	Model	Description
`200 OK`	option-activity	success

Response (200 OK)

[
  {
    "id": "string",
    "date": "string (YYYY-MM-DD)",
    "time": "string (HH:MM:SS)",
    "ticker": "string",
    "exchange": "string",
    "description": "string",
    "description_extended": "string",
    "updated": "integer",
    "sentiment": "string",
    "aggressor_ind": "string (float)",
    "option_symbol": "string (SPY190826P00292000)",
    "underlying_type": "string",
    "underlying_price": "string (float)",
    "cost_basis": "string (float)",
    "put_call": "string",
    "strike_price": "string (float)",
    "price": "string (float)",
    "size": "string (integer)",
    "date_expiration": "string (YYYY-MM-DD)",
    "option_activity_type": "string",
    "trade_count": "string (integer)",
    "open_interest": "string (integer)",
    "volume": "string (integer)",
    "bid": "string (float)",
    "ask": "string (float)",
    "midpoint": "string (float)",
    "execution_estimate": "string"
  }
]


token

Models

option-activity: object

Property	Type	Description
`id`	string	Unique ID of this signal shared across all signal types
`date`	string (YYYY-MM-DD)	The date the signal was created
`time`	string (HH:MM:SS)	The time the signal was created
`ticker`	string	Ticker Symbol (F, MSFT, etc...)
`exchange`	string	Exchange (NYSE, NASDAQ, etc...)
`description`	string	A human readable description of the signal. This description may updated at any time without notice
`description_extended`	string	An extended human readable description of the signal that may include exchange restricted fields. This description may updated at any time without notice. Due to its inclusion of restricted fields, description_extended is available based on vendor and exchange agreement.
`updated`	integer	Last updated timestamp, UTC.
`sentiment`	string , x ∈ { BULLISH , BEARISH }	Indicates whether the trade or sweep was bullish or bearish (i.e., how near the bid or ask it was exected at)
`aggressor_ind`	string (float)	0.0 = 100% trades were at the bid, 1.0 = 100% of trades were at the ask. The value can exceed 1.0 or 0.0 because trades can be executed above or below the current bid or ask at the time.
`option_symbol`	string (SPY190826P00292000)	Option symbol
`underlying_type`	string , x ∈ { ETF , STOCK }	Security type of the underlying symbol
`underlying_price`	string (float)	Price of the underlying security. Field is available based on vendor and exchange agreement.
`cost_basis`	string (float)	Cost outlay of the entire sweep or block option trade
`put_call`	string , x ∈ { CALL , PUT }	Indicates PUT or CALL
`strike_price`	string (float)	Strike price of the option
`price`	string (float)	Last price of a trade, or last price of last trade in a sweep. Field is available based on vendor and exchange agreement.
`size`	string (integer)	Total order size (either of the 1 trade, or the sum of trade sizes for a sweep)
`date_expiration`	string (YYYY-MM-DD)	Expiration date of the option
`option_activity_type`	string , x ∈ { SWEEP , TRADE }	Type of unusual option.
`trade_count`	string (integer)	Number of trades involved in the sweep or trade. Always 1 when optionActivityType = TRADE. Always > 1 when optionActivityType = SWEEP
`open_interest`	string (integer)	Current open interest
`volume`	string (integer)	Day volume
`bid`	string (float)	Bid price at the time of trade, or last trade in case of a sweep. Field is available based on vendor and exchange agreement.
`ask`	string (float)	Ask price at the time of trade, or last trade in case of a sweep. Field is available based on vendor and exchange agreement.
`midpoint`	string (float)	Midpoint price at the time of trade, or last trade in case of a sweep
`execution_estimate`	string , x ∈ { UNKNOWN , BELOW_BID , AT_BID , AT_MIDPOINT , AT_ASK , ABOVE_ASK }	Price in relation to the Bid/Ask.

Structure (JSON)

{
  "id": "string",
  "date": "string (YYYY-MM-DD)",
  "time": "string (HH:MM:SS)",
  "ticker": "string",
  "exchange": "string",
  "description": "string",
  "description_extended": "string",
  "updated": "integer",
  "sentiment": "string",
  "aggressor_ind": "string (float)",
  "option_symbol": "string (SPY190826P00292000)",
  "underlying_type": "string",
  "underlying_price": "string (float)",
  "cost_basis": "string (float)",
  "put_call": "string",
  "strike_price": "string (float)",
  "price": "string (float)",
  "size": "string (integer)",
  "date_expiration": "string (YYYY-MM-DD)",
  "option_activity_type": "string",
  "trade_count": "string (integer)",
  "open_interest": "string (integer)",
  "volume": "string (integer)",
  "bid": "string (float)",
  "ask": "string (float)",
  "midpoint": "string (float)",
  "execution_estimate": "string"
}

Documentation