Option Full Trades

Streams every option trade print across the entire OPRA universe — one subscription, no per-contract management. Each execution delivers a Trade event; read the contract identity off the event.

The snippets below assume a connected client with streaming started — see Getting Started for the connect-and-stream ladder.

use thetadatadx::fpss::protocol::SecTypeExt;
use thetadatadx::fpss::{FpssData, FpssEvent};
use thetadatadx::SecType;

tdx.start_streaming(|event: &FpssEvent| {
    if let FpssEvent::Data(FpssData::Trade { contract, price, size, .. }) = event {
        println!("{} price={price} size={size}", contract.symbol);
    }
})?;

let sub = SecType::Option.full_trades();
tdx.subscribe(sub.clone())?;

// Remove this stream; the session stays open for other subscriptions.
tdx.unsubscribe(sub)?;

from thetadatadx import SecType

def on_event(event):
    if event.kind == "trade":
        print(event.contract.symbol, event.price, event.size)

tdx.start_streaming(on_event)

sub = SecType.OPTION.full_trades()
tdx.subscribe(sub)

# Remove this stream; the session stays open for other subscriptions.
tdx.unsubscribe(sub)

import { SecType } from 'thetadatadx';

tdx.startStreaming((event) => {
  if (event.kind === 'trade') {
    const e = event.trade!;
    console.log(e.contract.symbol, e.price, e.size);
  }
});

const sub = SecType.option().fullTrades();
tdx.subscribe(sub);

// Remove this stream; the session stays open for other subscriptions.
tdx.unsubscribe(sub);

client.set_callback([](const tdx::FpssEvent& event) {
    if (event.kind == TDX_FPSS_TRADE) {
        auto& e = event.trade;
        std::cout << e.contract.symbol << " price=" << e.price << " size=" << e.size << "\n";
    }
});

auto sub = tdx::SecType::option().full_trades();
client.subscribe(sub);

// Remove this stream; the session stays open for other subscriptions.
client.unsubscribe(sub);

GET ws://127.0.0.1:25520/v1/events

WebSocket streaming from the bundled server binary. Send one JSON envelope per command; set "add": false to unsubscribe.

Example

websocat ws://127.0.0.1:25520/v1/events
{"msg_type": "STREAM", "sec_type": "OPTION", "req_type": "FULL_TRADES", "id": 1, "add": true}

Event fields

Each update arrives as a Trade event with these fields:

Field	Type	Description
contract	contract	Resolved contract identity (symbol, security type, and option fields).
ms_of_day	i32	Milliseconds since midnight Eastern Time.
sequence	i32	Exchange-assigned trade sequence number.
ext_condition1	i32	Additional trade condition code.
ext_condition2	i32	Additional trade condition code.
ext_condition3	i32	Additional trade condition code.
ext_condition4	i32	Additional trade condition code.
condition	i32	Trade condition code.
size	i32	Number of contracts or shares traded.
exchange	i32	Exchange code where the trade executed.
price	f64	Trade price.
condition_flags	i32	Trade condition flags bitmap.
price_flags	i32	Trade price flags bitmap.
volume_type	i32	Volume reporting mode: 0 = incremental, 1 = cumulative.
records_back	i32	Offset of this record behind the most recent record.
date	i32	Trading date as a YYYYMMDD integer.
received_at_ns	u64	Local receive timestamp, nanoseconds since the Unix epoch.

The contract field carries symbol, the security type, and — for options — expiration, right, and the strike. See Handling Events for the full event catalogue and per-language field shapes.