NameDescriptionTypeAdditional 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 ]