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Connect with symbols and premium filters server-side.
Options flow
Options Flow API (Chinese: 期权流 API)
Stream the U.S. options tape for flow scanners and alerts. This page is the Chinese-intent hub for 期权流 API buyers and researchers.
Same WebSocket as /realtime_data and /options-flow-api — optimized copy for Chinese-language search and HK/TW Google.
Build a flow alert pipeline
From subscribe → filter → score → backtest.
Score prints
Use premium, side, Greeks, and trade_count in AGGREGATED mode.
Add chain context
Pull option-chain snapshots for IV and OI.
Validate in SQL
Replay similar days on historical options data.
When 期权流 API is the right product
- Intraday unusual activity and premium alerts
- Underlying-level subscribe (not only OCC symbols)
- AGGREGATED sweeps vs RAW tape
- OPRA-licensed commercial feed
- Pairs with historical SQL for research
- See full docs: /docs/realtime-option-trades-api/
Example: large premium SPY/QQQ flow
const ws = new WebSocket(
'wss://ws.optiondata.io?token=YOUR_API_KEY&symbols=SPY,QQQ&premium=[100000,null]&aggregation_mode=AGGREGATED'
);Related
English and Chinese flow surfaces.
Options flow API FAQ
What is 期权流 API?
An options flow API streams individual option trades (the tape). OptionData exposes OPRA-licensed U.S. equity option trades over WebSocket with filters and analytics fields.
AGGREGATED vs RAW?
AGGREGATED merges same-second same-contract prints for block/sweep visibility. RAW is one message per exchange print.
How do I start in Chinese UI?
Open /realtime_data/?lang=zh or this hub, then start a free trial from the portal.