/theo-calculator-quotes
Delayed
https://sandbox.livevol.com/api/v1/delayed/theo-calculator-quotes
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. 2021-02-10 21:08:01.069) |
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 ] |
[ { "seq_number": 12345, "mid_stock_price": 105.0, "bid": 10.5, "ask": 11.5, "expiry": "2017-08-18", "time_stamp": "2017-08-14 09:30:01.015", "root": "AMZN", "strike": 1702.5, "option_type": "C" }, { "seq_number": 0, "mid_stock_price": 0.0, "bid": 0.0, "ask": 0.0, "expiry": "2017-09-18", "time_stamp": "2017-08-14 09:31:01.030", "root": "AAPL", "strike": 180.0, "option_type": "P" } ]
<ArrayOfinput_option_quote xmlns:i="http://www.w3.org/2001/XMLSchema-instance"> <input_option_quote> <option_type>C</option_type> <root>AMZN</root> <strike>1702.5</strike> <time_stamp>2017-08-14 09:30:01.015</time_stamp> <ask>11.5</ask> <bid>10.5</bid> <mid_stock_price>105</mid_stock_price> <seq_number>12345</seq_number> </input_option_quote> <input_option_quote> <option_type>P</option_type> <root>AAPL</root> <strike>180</strike> <time_stamp>2017-08-14 09:31:01.030</time_stamp> <ask>0</ask> <bid>0</bid> <mid_stock_price>0</mid_stock_price> <seq_number>0</seq_number> </input_option_quote> </ArrayOfinput_option_quote>
Collection of TheoCalculatorResultOfTheoCalculatorInputsAndTheoCalcResults
Name | Description | Type | Additional information |
---|---|---|---|
inputs |
Inputs used for calculations |
TheoCalculatorInputs |
None. |
results |
Calculation results |
Collection of TheoCalcResult |
None. |
details |
Calculation details |
Collection of string |
None. |