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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 = strangle×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
01a0b51f-e4b7-7d10-962c-e810324026b1VIX2026-09-18 11:25strangle21993180726.00shortbid15.23000.0900["17","22"]["0.6407","1.4913"]["15.18","23.82"]["XCBO"]17.000022.00003333falsefalsefalsetruetruemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T15:26:04Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b06c-eff3-7e81-b833-679336f18f20VIX2026-09-17 13:32strangle212000356000.00unknown15.66000.0800["17","23"]["0.6490","1.4292"][]["XCBO"]17.000023.00003434falsefalsefalsetruetruemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T17:32:13Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b01d-ce23-7f30-88b7-db7cb9e6cf66VIX2026-09-17 12:05strangle215000575003.00shortbid15.67000.0700["15","40"]["0.2412","1.4289"]["13.85","41.15"]["XCBO"]15.000040.00009090falsetruefalsetruetruemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T16:05:37Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b002-52fb-7f81-8256-a1a60b8f07d8VIX2026-09-17 11:35strangle211128133104.00unknown15.74000.0900["16","24.5"]["0.1501","1.4892"][]["XCBO"]16.000024.50003434falsefalsefalsetruetruemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T15:35:54Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0afba-41c2-7bb3-98cd-7ae8f71075e5VIX2026-09-17 10:16strangle21100095000.00unknown15.80000.0500["16","30"]["0.1842","1.6464"][]["XCBO"]16.000030.00003434falsefalsefalsetruetruemlattrackeduw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T14:17:06Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a090d4-f860-71a0-a6bd-c0b453fdfbd5VIX2026-09-11 10:17strangle2122501053000.00longask15.97000.2100["20","30"]["0.5649","1.0634"]["15.32","34.68"]["XCBO"]20.000030.0000187187falsefalsefalsetruetruemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-11T14:17:53Z"}2026-09-112026-09-11 17:152026-09-11 17:15