Name Description Type Additional information SIP Provider
timestamp

Timestamp

 string

None

None
symbol

Company symbol

 string

None

None
implied_underlying_bid

Option Implied Underlying Bid

 decimal number

Available for live or delayed requests.

Returns null for historical requests.

None
implied_underlying_ask

Option Implied Underlying Ask

 decimal number

Available for live or delayed requests.

Returns null for historical requests.

None
implied_underlying_bid_size

Option Implied Underlying Bid Size

 integer

Available for live or delayed requests.

Returns null for historical requests.

None
implied_underlying_ask_size

Option Implied Underlying Ask Size

 integer

Available for live or delayed requests.

Returns null for historical requests.

None
implied_underlying_mid

Option Implied Underlying Mid-point

 decimal number

Available for live or delayed requests.

Returns null for historical requests.

None
implied_underlying_indicator

Implied Underlying Indicator: green/yellow/red

 string

Indicates the width of the implied bid ask spread relative to implied price.

If the implied bid-ask spread < 0.01, returns 'green';

If between 0.01 and 0.02, returns ‘yellow’;

If > 0.02, returns ‘red’.

None
underlying_mid

Underlying Mid-point

 decimal number

For NASDAQ listed securities, for live or delayed requests, field requires subscription to UTP; otherwise, returns null

CTA & UTP

CSMI
underlying_last_trade_price

Underlying last trade price

 decimal number

includes after hours

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI
underlying_last_trade_size

Underlying last trade size

 integer

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI
underlying_bid

Underlying bid

 decimal number

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI
underlying_ask

Underlying ask

 decimal number

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI
underlying_bid_size

Underlying bid size

 integer

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI
underlying_ask_size

Underlying ask size

 integer

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI
underlying_open

Underlying open

 decimal number

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI
underlying_high

Underlying high

 decimal number

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI
underlying_low

Underlying low

 decimal number

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI
underlying_close

Underlying close

 decimal number

Returns null during market hours, close if after hours

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI
underlying_prev_day_close

Underlying previous day's close

 decimal number

None

None
underlying_volume

Underlying Volume

 integer

None

None
iv30

30 day average implied volatility

 decimal number

None

None
iv30_change

30 day implied volatility change

 decimal number

None

None
iv30_change_percent

30 day implied volatility change percent

 decimal number

None

None
seq_no

Sequence number

 integer

None

None