Raw flow feed for a ticker (Flow Score + FlowBonus per trade)
Returns the most recent options trades for {ticker} within the
requested timeframe, each scored on Skylit’s directional Flow Score
(-100 → +100) and conviction-weighted FlowBonus. The response also
includes timeframe-level VWF / SDF / FIR aggregates.
Authorizations
Skylit API key in the Authorization header
(Authorization: Bearer fs_live_<key>). X-API-Key is also accepted.
Path Parameters
Underlying ticker symbol (uppercase, e.g. SPY, AAPL).
"SPY"
Query Parameters
Trailing window label for the request. Supported values:
5m, 15m, 1h, 4h, 1d.
5m, 15m, 1h, 4h, 1d Max trades returned. Server caps this at 500.
1 <= x <= 500Minimum total premium per trade (USD).
50000
Filter to calls or puts. all returns both.
call, put, all Filter by trade type. Comma-separated for multiple.
sweep, multi_leg, all Moneyness category filter. Comma-separated for multiple
(e.g. otm,deep_otm). Unknown tokens are ignored.
deep_itm, itm, atm, otm, deep_otm, all Optional lower bound for the trade window. Accepts RFC 3339
(2026-05-27T13:30:00Z) or Unix seconds. Omit to use the timeframe.
Optional upper bound (RFC 3339 or Unix seconds).
Maximum total premium per trade (USD).
Minimum contract size per trade.
x >= 0Maximum contract size per trade.
x >= 0If true, exclude trades flagged as part of a multi-leg structure.
Minimum days to expiration.
Maximum days to expiration.
Minimum strike price (inclusive).
Maximum strike price (inclusive).
Filter to a single expiration date (YYYY-MM-DD).
Optional JSON object overriding the Flow Score conviction weights. Weights must be non-negative and sum to within 0.95–1.05, else 400.
Filter to trades with flowScore ≥ this value (-100..100).
-100 <= x <= 100Filter to trades with flowBonus ≥ this value.
x >= 0Filter to trades with relative volume ≥ this multiple.
x >= 02
If true, attach cluster* fields when a trade is part of a
multi-leg cluster (sweep, condor, etc.).
Trading date (YYYY-MM-DD). Defaults to current trading date.
"2026-05-27"

