/theo-calculator-trades
Live
https://api.livevol.com/v1/live/theo-calculator-trades
Delayed
https://api.livevol.com/v1/delayed/theo-calculator-trades
Name | Description | Type | Additional information |
---|---|---|---|
calculation_method |
Calculation method |
string |
Allowed values are [ AUTO, BUTTERFLY_1, BUTTERFLY_2, EXTRAPOLATION, INTRADAY_LOOK_BACK, PREV_DAY_VOLATILITY, SIBLING_MARKET ] Default value is: AUTO |
market_width_scale |
The user override for the default 1x-Wide limit to allow for Xx-Wide quote width limits when identifying “Valid” markets for use in calculating a theoretical price. |
unsigned integer |
Default value is: 1 Range: inclusive between 1 and 100 |
trade_price |
Trade price, may be omitted if seq_number specified |
decimal number |
Default value is: 0 Range: inclusive between 0 and 1.79769313486232E+308 |
trade_size |
Trade size, may be omitted if seq_number specified |
integer |
Default value is: 0 Range: inclusive between 0 and 2147483647 |
seq_number |
Exchange sequence number of trade. Can be used instead of trade_price/trade_size. |
integer |
Default value is: 0 Range: inclusive between 0 and 2147483647 |
expiry |
Expiration date |
string |
Required Date in yyyy-MM-dd format. (i.e. 2019-01-18) |
time_stamp |
Timestamp (Eastern Standard Time) |
string |
Required DateTime in yyyy-MM-dd HH:mm:ss.fff format. (i.e. 2021-02-11 11:39:47.879) |
root |
Option root |
string |
Required |
strike |
Option strike |
decimal number |
Required Range: inclusive between 0.01 and 1.79769313486232E+308 |
option_type |
Option type |
string |
Required Allowed values are [ C, P ] |
[ { "calculation_method": "AUTO", "market_width_scale": 1, "trade_price": 8.9, "trade_size": 18, "seq_number": 282836659, "expiry": "2019-01-18", "time_stamp": "2019-01-18 11:45:23.467", "root": "AMZN", "strike": 1702.5, "option_type": "C" }, { "calculation_method": "BUTTERFLY_1", "market_width_scale": 2, "trade_price": 23.35, "trade_size": 2, "seq_number": 292133, "expiry": "2019-03-15", "time_stamp": "2019-01-18 09:30:00.670", "root": "AAPL", "strike": 180.0, "option_type": "P" } ]
<ArrayOfinput_option_trade_with_calc_method xmlns:i="http://www.w3.org/2001/XMLSchema-instance"> <input_option_trade_with_calc_method> <option_type>C</option_type> <root>AMZN</root> <strike>1702.5</strike> <time_stamp>2019-01-18 11:45:23.467</time_stamp> <seq_number>282836659</seq_number> <trade_price>8.9</trade_price> <trade_size>18</trade_size> <calculation_method>AUTO</calculation_method> <market_width_scale>1</market_width_scale> </input_option_trade_with_calc_method> <input_option_trade_with_calc_method> <option_type>P</option_type> <root>AAPL</root> <strike>180</strike> <time_stamp>2019-01-18 09:30:00.670</time_stamp> <seq_number>292133</seq_number> <trade_price>23.35</trade_price> <trade_size>2</trade_size> <calculation_method>BUTTERFLY_1</calculation_method> <market_width_scale>2</market_width_scale> </input_option_trade_with_calc_method> </ArrayOfinput_option_trade_with_calc_method>
Collection of TheoCalculatorResultOfTheoCalculatorTradeInputsAndTheoCalcResults
Name | Description | Type | Additional information |
---|---|---|---|
inputs |
Inputs used for calculations |
TheoCalculatorTradeInputs |
None. |
results |
Calculation results |
Collection of TheoCalcResult |
None. |
details |
Calculation details |
Collection of string |
None. |