Name Description Type Additional information
buy_or_sell

Trade operation

 string

Allowed values are [ BUY, SELL, UNKNOWN ]

Default value is: UNKNOWN
trade_price

Trade price, may be omitted if seq_number specified

 decimal number

Default value is: 0

Range: inclusive between 0 and 1.7976931348623157E+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 9.223372036854776E+18
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. 2025-01-27 16:17:25.514)
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
root

Option root

 string

Required
strike

Option strike

 decimal number

Required

Range: inclusive between 0.01 and 1.7976931348623157E+308
option_type

Option type

 string

Required

Allowed values are [ C, P ]