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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.

367,592 rowsCSV — whole table, not this view

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active:code = mlat×strategy = call_diagonal_spread×ticker = VLO×
idtexttickertextexecuted_at ↓timestamp 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
01a0b5cf-79f0-7bc0-bc49-7f9abd8f6019VLO2026-09-18 14:37call_diagonal_spread2112228672.00longask411.24005.9000["320","360"]["7.4752","0.4857"][]["XCBO"]320.0000360.00000272falsefalsetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T18:38:05Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b5cf-145f-79c3-80ed-02f93ee16709VLO2026-09-18 14:37call_diagonal_spread2111209616.00longask410.99005.9000["320","360"]["9.5452","0.4872"][]["XCBO"]320.0000360.00000272falsefalsetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T18:37:27Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b5a8-71bf-7fa0-8d53-8411ea3146d9VLO2026-09-18 13:55call_diagonal_spread211021322430.00shortask411.30002.0000["310","430"]["9.0665","0.5153"][]["EDGO"]310.0000430.0000063falsefalsetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T17:55:22Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b531-26af-71c1-92ba-01219741f251VLO2026-09-18 11:44call_diagonal_spread214110700.00unknown—415.50006.5000["320","380"]["0.4144","0.4591"][]["XCBO"]320.0000380.0000490819falsefalsetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T15:45:08Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b05c-0fa3-7dd1-a937-f32d8df2e2ddVLO2026-09-17 13:13call_diagonal_spread21200924200.00shortask411.17005.2000["385","450"]["0.5139","0.5136"][]["AMXO"]385.0000450.00001536falsefalsetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T17:14:03Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0afe2-018b-7d33-99f0-2d61a56c2504VLO2026-09-17 11:00call_diagonal_spread216220098.00shortask406.86005.4000["200","250"]["6.9856","0.4719"][]["XCBO"]200.0000250.0000192falsefalsetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T15:00:24Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0aa89-cbd3-75e0-979c-548aec5c8c66VLO2026-09-16 10:05call_diagonal_spread2112109824.00unknown—394.40005.2000["380","460"]["0.5129","0.5017"][]["XCBO"]380.0000460.0000121184falsefalsetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-16T14:06:07Z"}2026-09-162026-09-16 17:152026-09-16 17:15
01a0a69d-0c26-7842-9211-be9a4cb832daVLO2026-09-15 15:48call_diagonal_spread2115499650.00longask395.95006.6000["240","250"]["0.4557","0.4361"][]["XMIO"]240.0000250.0000122493falsefalsetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-15T19:48:34Z"}2026-09-152026-09-15 19:282026-09-15 19:28
01a0a565-c0be-7cb0-8eaa-1bcbab097595VLO2026-09-15 10:08call_diagonal_spread2120624200.00unknown—389.49006.4000["290","300"]["0.4083","0.4087"][]["XMIO"]290.0000300.0000822857falsefalsetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-15T14:08:44Z"}2026-09-152026-09-15 19:282026-09-15 19:28
01a0877d-1bf9-7353-bed0-a5b776ed699aVLO2026-09-09 14:45call_diagonal_spread217271880.00unknown—384.64006.6000["195","200"]["0.7375","0.4052"][]["XPHO"]195.0000200.0000100464falsefalsetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-09T18:45:36Z"}2026-09-092026-09-09 17:152026-09-09 17:15