NameDescriptionTypeAdditional information
timestamp

Timestamp

string

None.

symbol

Company symbol

string

None.

implied_underlying_bid

Option Implied Underlying Bid

decimal number

Available for live or delayed requests; returns null for historical requests.

implied_underlying_ask

Option Implied Underlying Ask

decimal number

Available for live or delayed requests; returns null for historical requests.

implied_underlying_bid_size

Option Implied Underlying Bid Size

integer

Available for live or delayed requests; returns null for historical requests.

implied_underlying_ask_size

Option Implied Underlying Ask Size

integer

Available for live or delayed requests; returns null for historical requests.

implied_underlying_mid

Option Implied Underlying Mid-point

decimal number

Available for live or delayed requests; returns null for historical requests.

underlying_mid

Underlying Mid-point

decimal number

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

For NASDAQ listed securities, field requires subscription to UTP; otherwise, returns null.

underlying_last_trade_price

Underlying last trade price (includes after hours)

decimal number

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

includes after hours

underlying_last_trade_size

Underlying last trade size

integer

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

underlying_bid

Underlying bid

decimal number

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

underlying_ask

Underlying ask

decimal number

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

underlying_bid_size

Underlying bid size

integer

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

underlying_ask_size

Underlying ask size

integer

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

underlying_open

Underlying open

decimal number

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

underlying_high

Underlying high

decimal number

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

underlying_low

Underlying low

decimal number

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

underlying_close

Underlying close

decimal number

Field requires subscription from licensed data provider(s) for live or delayed requests; otherwise, returns null.

null during market hours, close if after hours

underlying_prev_day_close

Underlying previous day's close

decimal number

None.

underlying_volume

Underlying Volume

integer

None.

iv30

30 day average implied volatility

decimal number

None.

iv30_change

30 day implied volatility change

decimal number

None.

iv30_change_percent

30 day implied volatility change percent

decimal number

None.

seq_no

Sequence number

integer

None.