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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:strategy = call_frontspread×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
01a0c57d-b3a7-7431-bf4b-92393fffe23fVIX2026-09-21 15:42call_frontspread222097139669.00longbid14.85000.0700["25","60"]["1.6328","2.2778"]["25.53"]["XCBO"]25.000060.00003030falsetruefalsetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-21T19:42:46Z"}2026-09-212026-09-21 17:152026-09-21 17:15
01a08bbb-eaa0-7e60-9fde-70dc96e5cbd1VIX2026-09-10 10:32call_frontspread2130071700.00unknown17.41000.1200["18.5","19"]["1.0932","1.1132"][]["XCBO"]18.500019.00004141falsetruefalsetruefalsemfsltrackeduw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-10T14:32:47Z"}2026-09-102026-09-10 17:152026-09-10 17:15
01a08bbb-eaa0-7e60-9fde-70cb1a9a8578VIX2026-09-10 10:32call_frontspread211500358500.00unknown17.41000.1200["18.5","19"]["1.0932","1.1132"][]["XCBO"]18.500019.00004141falsetruefalsetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-10T14:32:47Z"}2026-09-102026-09-10 17:152026-09-10 17:15