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Multi-leg option trades

core.multileg_trades

Class E accrual with a 24-hour vendor cap - the shortest window in the project.

312,778 rowsCSV — whole table, not this view

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active:code = mlat×strategy = call_calendar×ticker = VIX×
idtexttickertextexecuted_attimestamp with time zonestrategytextleg_countintegertxnsintegersizebiginttotal_premiumnumericdirectiontextnet_sidetextunderlying_pricenumericbid_ask_spreadnumericstrikesjsonbivsjsonbbreakevensjsonbuniq_exchangesjsonbmin_strikenumericmax_strikenumericmin_dteintegermax_dteintegerall_opening_legsbooleanall_otmbooleandiff_expirationsbooleandiff_strikesbooleandiff_typesbooleancodetextkept_bytextsourcetextendpointtextrequest_paramsjsonbas_ofdatevintage_tstimestamp with time zoneretrieved_attimestamp with time zone
01a08cbf-f109-7343-97cd-54f3965e7f03VIX2026-09-10 15:16call_calendar211000255000.00shortbid18.00000.1000["20"]["1.2875"][]["XCBO"]20.000020.0000641falsetruetruefalsefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-10T19:16:43Z"}2026-09-102026-09-10 17:152026-09-10 17:15
01a08bd8-2918-7953-ac48-5375e3d2d3ccVIX2026-09-10 11:03call_calendar21200070000.00shortask17.40000.0600["50"]["2.6070"][]["XCBO"]50.000050.0000641falsetruetruefalsefalsemlattrackeduw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-10T15:03:17Z"}2026-09-102026-09-10 17:152026-09-10 17:15