Symbol

Name	Description	Type	Additional 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.