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Bullflow Historical Options Flow
x402
Bullflow Historical Options Flow is a paid API for AI agents from api.bullflow.io, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-29).
Retrieves paginated historical unusual options flow and dark pool trade records filtered by ticker, date range, trade type, premium, and other criteria
Price / call$0.01
Success—
StatusUnknown
How this service works
Bullflow.io is a real-time unusual options flow and dark pool tracker with advanced tools to view, filter, and analyze market activity as it happens.
Output
Returns a paginated JSON object containing an array of historical options flow records matching the supplied filters, along with the total count, applied filter echoes (ticker, dates, side, trade type, option type, premium range, size range, score), a boolean hasMore flag, and a nextCursor string for fetching the next page.
Example use cases
Earnings options sweep research
“Show me all unusual options sweeps on NVDA for the 5 days before their last earnings — calls only, traded at the ask, with at least $250,000 in premium. I want to see if there was any smart money positioning.”
Dark pool block trade screening
“Pull historical block trades from Bullflow for SPY and QQQ between July 1 and July 15, 2024, with a minimum premium of $1 million — I want to see the biggest institutional options bets during that window.”
Bearish put flow monitoring
“Get me all put sweeps on TSLA that traded at or above the ask for the past two weeks, sorted by premium, so I can see if there was unusual bearish activity building up.”
Technical details
Endpoint
GEThttps://api.bullflow.io/v1/data/historicalOptionsFlow?utm_source=zero.xyzWhen to prefer
Use this endpoint when you need historical (not real-time) options flow records with flexible filtering by ticker, date range, trade type, side, and premium. It is the right choice for backtesting unusual options signals, researching smart money positioning ahead of events, or scanning for specific large trades on past dates. Prefer this over real-time endpoints when investigating past market activity or building historical datasets up to 30-day windows.
Side effects
- Invalid date format (must be YYYY-MM-DD) returns a validation error
- Supplying both 'date' and 'from'/'to' simultaneously causes a schema conflict error
- Date range exceeding 30 calendar days returns an error
- Invalid enum value for side, tradeType, or optionType returns a 400 bad request
- No data available for requested date (weekend or market holiday) returns empty rows array
- Invalid cursor token results in a pagination error or empty response
- Rate limiting or unpaid x402 payment header returns a 402 Payment Required
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"to": "2026-10-14",
"from": "2026-10-14",
"rows": [],
"side": null,
"count": 0,
"limit": 10,
"symbol": null,
"ticker": "SPY",
"hasMore": false,
"maxSize": null,
"minSize": null,
"minScore": null,
"timezone": "America/New_York",
"tradeType": null,
"maxPremium": null,
"minPremium": null,
"nextCursor": null,
"optionType": null
}
}Tags
x402
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