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. |