Name | Description | Type | Additional information |
---|---|---|---|
trade_type |
Trade type |
string |
None. |
exchange_code | string |
None. |
|
record_id |
Trade record id |
integer |
None. |
underlying_price |
Underlying price |
decimal number |
Returns 0 if user is not subscribed to stock data. |
root |
Root |
string |
None. |
expiry |
Expiration date |
string |
None. |
strike |
Strike |
decimal number |
None. |
option_type |
Option type |
string |
None. |
time |
Time (Eastern Standard Time) |
string |
None. |
nbbo_bid |
NBBO bid |
decimal number |
None. |
nbbo_ask |
NBBO ask |
decimal number |
None. |
size |
Size |
integer |
None. |
price |
Price |
decimal number |
None. |
flag |
Cancel flag (0=normal, 1=canceled trade, 2=cancel trade message) |
integer |
None. |
exch_sequence_number |
Exchange sequence number |
integer |
None. |
trade_iv |
Trade implied volatility |
decimal number |
None. |