Name | Description | Type | Additional information |
---|---|---|---|
seq_number |
Livevol sequence number for quote. If provided, it will be used instead of bid/ask. It will help to locate a correct quote if there were several quotes in the same time bucket. |
integer |
Default value is: 0 Range: inclusive between 0 and 2147483647 |
mid_stock_price |
Midpoint of stock price |
decimal number |
Default value is: 0 Range: inclusive between 0 and 1.79769313486232E+308 |
bid |
Bid price |
decimal number |
Range: inclusive between 0 and 1.79769313486232E+308 |
ask |
Ask price |
decimal number |
Range: inclusive between 0 and 1.79769313486232E+308 |
expiry |
Expiration date in yyyy-MM-dd format |
string |
Required Date in yyyy-MM-dd format. (i.e. 2019-01-18) |
time_stamp |
Timestamp (Eastern Standard Time) |
string |
Required DateTime in yyyy-MM-dd HH:mm:ss.fff format. (i.e. 2021-04-03 10:21:44.719) |
root |
Option root |
string |
Required |
strike |
Option strike |
decimal number |
Required Range: inclusive between 0.01 and 1.79769313486232E+308 |
option_type |
Option type |
string |
Required Allowed values are [ C, P ] |