| Name | Description | Type | Additional information | SIP Provider |
|---|---|---|---|---|
| security |
Underlying symbol |
string |
None |
None |
| underlying_ask |
NBBO ask |
decimal number |
SIP subscription is required for live or delayed requests |
CTA & UTP CSMI |
| underlying_ask_size |
NBBO ask size |
integer |
SIP subscription is required for live or delayed requests |
CTA & UTP CSMI |
| underlying_bid |
NBBO bid |
decimal number |
SIP subscription is required for live or delayed requests |
CTA & UTP CSMI |
| underlying_bid_size |
NBBO bid size |
integer |
SIP subscription is required for live or delayed requests |
CTA & UTP CSMI |
| underlying_trade_price |
Underlying trade price |
decimal number |
SIP subscription is required for live or delayed requests |
CTA & UTP CSMI |
| underlying_trade_size |
Underlying trade size |
integer |
SIP subscription is required for live or delayed requests |
CTA & UTP CSMI |
| underlying_trade_at |
Underlying trade price in relation to underlying market |
string |
Possible values are [Below Bid, On Bid, Mid Market, On Ask, Above Ask, Crossed Market, No Market] |
None |
| condition_id | byte |
None |
None |
|
| exchange_id | byte |
None |
None |
|
| exchange_seq_no |
Exchange sequence number |
integer |
None |
None |
| cancel_flag |
Cancel flag |
integer |
0=normal, 1=canceled trade, 2=cancel trade message |
None |
| timestamp |
Timestamp |
string |
None |
None |
| seq_no |
Sequence number |
integer |
None |
None |
< API Reference