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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_diagonal_spread×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
01a0a133-4ef0-7c41-a452-237da38565f3VIX2026-09-14 14:34call_diagonal_spread2175002610000.00shortbid16.73000.1200["21","24"]["1.2490","1.0448"][]["XCBO"]21.000024.000037128falsetruetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-14T18:35:18Z"}2026-09-142026-09-14 17:152026-09-14 17:15
01a08ca6-a479-7232-bed2-47f555deacd0VIX2026-09-10 14:48call_diagonal_spread2175002220000.00unknown17.89000.1400["23","27"]["1.2236","1.0606"][]["XCBO"]23.000027.00004197falsetruetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-10T18:49:12Z"}2026-09-102026-09-10 17:152026-09-10 17:15
01a08145-4829-7e12-ad71-0e20a5abe8abVIX2026-09-08 09:46call_diagonal_spread2110000870000.00unknown15.59000.1100["55","60"]["1.7192","1.5293"][]["XCBO"]55.000060.00007199falsetruetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-08T13:46:38Z"}2026-09-082026-09-08 21:502026-09-08 21:50