Script Example - Options Volume Query:
https://marketdata.theocc.com/volume-query?reportDate=20190531&format=csv&volumeQueryType=O
&symbolType=O&symbol=IBM&reportType=D&accountType=C&productKind=OSTK&porc=C&contractDt=20190531
| reportDate: |
yyyymmdd |
| format: |
csv
txt |
| volumeQueryType: |
O |
| symbolType: |
ALL (both)
O (options)
U (underlying) |
| symbol: |
The symbol to query |
| reportType: |
D (daily)
W (weekly)
M (monthly) |
| accountType: |
ALL
C (customer)
F (firm)
M (market maker) |
| productKind: |
ALL
ODBT
OIND
OSTK |
| porc: |
BOTH
C (call)
P (put) |
| contractDt: |
yyyymmdd |
Script Example - Futures Volume Query:
https://marketdata.theocc.com/volume-query?reportDate=20190531&format=csv&volumeQueryType=F
&symbolType=O&symbol=IBM&reportType=D&accountType=C&contractDt=20190531
| reportDate: |
yyyymmdd |
| format: |
csv
txt |
| volumeQueryType: |
F |
| symbolType: |
ALL (both)
O (futures)
U (underlying) |
| symbol: |
The symbol to query |
| reportType: |
D (daily)
W (weekly)
M (monthly) |
| accountType: |
ALL
C (customer)
F (firm)
M (market maker) |
| contractDt: |
yyyymmdd |