NameDescriptionTypeAdditional information
security

Underlying symbol

string

None.

underlying_ask

NBBO ask

decimal number

None.

underlying_ask_size

NBBO ask size

integer

None.

underlying_bid

NBBO bid

decimal number

None.

underlying_bid_size

NBBO bid size

integer

None.

underlying_trade_price

Underlying trade price

decimal number

None.

underlying_trade_size

Underlying trade size

integer

None.

underlying_trade_at

Underlying trade price in relation to underlying market: Below Bid, On Bid, Mid Market, On Ask, Above Ask

string

None.

condition_id

Trade Condition ID

byte

None.

exchange_id

Trade Exchange ID

byte

None.

exchange_seq_no

Exchange sequence number

integer

None.

cancel_flag

Cancel flag (0=normal, 1=canceled trade, 2=cancel trade message)

integer

None.

seq_no

Sequence number

integer

None.

timestamp

Timestamp

string

None.