/trade-review
Delayed
https://sandbox.livevol.com/api/v1/delayed/trade-review
Name | Description | Type | Additional information |
---|---|---|---|
buy_or_sell |
Trade operation |
string |
Allowed values are [ BUY, SELL, UNKNOWN ] Default value is: UNKNOWN |
trade_price |
Trade price, may be omitted if seq_number specified |
decimal number |
Default value is: 0 Range: inclusive between 0 and 1.79769313486232E+308 |
trade_size |
Trade size, may be omitted if seq_number specified |
integer |
Default value is: 0 Range: inclusive between 0 and 2147483647 |
seq_number |
Exchange sequence number of trade. Can be used instead of trade_price/trade_size. |
integer |
Default value is: 0 Range: inclusive between 0 and 2147483647 |
expiry |
Expiration date |
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 21:08:01.195) |
market_width_scale |
The user override for the default 1x-Wide limit to allow for Xx-Wide quote width limits when identifying “Valid” markets for use in calculating a theoretical price. |
unsigned integer |
Default value is: 1 Range: inclusive between 1 and 100 |
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 ] |
[ { "buy_or_sell": "UNKNOWN", "trade_price": 8.9, "trade_size": 18, "seq_number": 282836659, "expiry": "2019-01-18", "time_stamp": "2019-01-18 11:45:23.467", "market_width_scale": 1, "root": "AMZN", "strike": 1702.5, "option_type": "C" }, { "buy_or_sell": "BUY", "trade_price": 23.35, "trade_size": 2, "seq_number": 292133, "expiry": "2019-03-15", "time_stamp": "2019-01-18 09:30:00.670", "market_width_scale": 2, "root": "AAPL", "strike": 180.0, "option_type": "P" } ]
<ArrayOfinput_option_trade xmlns:i="http://www.w3.org/2001/XMLSchema-instance"> <input_option_trade> <option_type>C</option_type> <root>AMZN</root> <strike>1702.5</strike> <time_stamp>2019-01-18 11:45:23.467</time_stamp> <buy_or_sell>UNKNOWN</buy_or_sell> <market_width_scale>1</market_width_scale> <seq_number>282836659</seq_number> <trade_price>8.9</trade_price> <trade_size>18</trade_size> </input_option_trade> <input_option_trade> <option_type>P</option_type> <root>AAPL</root> <strike>180</strike> <time_stamp>2019-01-18 09:30:00.670</time_stamp> <buy_or_sell>BUY</buy_or_sell> <market_width_scale>2</market_width_scale> <seq_number>292133</seq_number> <trade_price>23.35</trade_price> <trade_size>2</trade_size> </input_option_trade> </ArrayOfinput_option_trade>
Collection of TradeReviewDetailedResponse
Name | Description | Type | Additional information |
---|---|---|---|
used_input |
Used input for trade review |
InputOptionTrade |
None. |
is_obvious_error |
Obvious error indication |
boolean |
None. |
supporting_evidence |
Supporting evidence |
string |
None. |
course_of_action |
Recommended course of action |
string |
None. |
detailed_log |
Detailed analysis log |
string |
None. |
trade_condition |
Trade condition information |
string |
None. |
parity |
Parity information |
string |
None. |
notional_value |
Notional value |
decimal number |
None. |
underlying_bid |
Underlying symbol bid at trade time |
decimal number |
None. |
underlying_ask |
Underlying symbol ask at trade time |
decimal number |
None. |
sequence_number |
Exchange sequence number of a reviewed trade |
integer |
None. |
trade_size |
Size of a reviewed trade |
integer |
None. |
trade_price |
Price of a reviewed trade |
decimal number |
None. |
trade_time |
Trade time. HH:MM:SS.SSS (Eastern Standard Time) Actual time when trade happened. |
time interval |
None. |
trade_exchange | byte |
None. |
|
market_width_scale |
The user override for the default 1x-Wide limit to allow for Xx-Wide quote width limits when identifying “Valid” markets for use in calculating a theoretical price. |
unsigned integer |
None. |
record_number |
Record number of a reviewed trade |
integer |
None. |
market_state_at_trade_time |
Market state at trade time: - WIDE - CROSSED - NOT_VALID - LEGAL - ADJUSTED_FROM_LEVEL2 |
string |
None. |
nbbo_bid_at_trade |
Nbbo bid at trade |
decimal number |
None. |
nbbo_ask_at_trade |
Nbbo ask at trade |
decimal number |
None. |
nbbo_bid_size_at_trade |
Nbbo bid size at trade |
integer |
None. |
nbbo_ask_size_at_trade |
Nbbo ask size at trade |
integer |
None. |
tr_nbbo_bid |
Used for trade review Nbbo ask |
decimal number |
None. |
tr_nbbo_ask |
Used for trade review Nbbo ask |
decimal number |
None. |
intrinsic_value |
Intrinsic value |
decimal number |
None. |
parity_type |
Market state at trade time: - ABOVE_PARITY - BELOW_PARITY - AT_PARITY |
string |
None. |
delivery_code |
Delivery code for nonstandard options |
string |
None. |
threshold |
Used threshold |
decimal number |
None. |
adjustment_modifier |
Used adjustment modifier |
decimal number |
None. |
price_adjustment |
Used price adjustment |
decimal number |
None. |
theo_price_generation |
Theoretical market details |
TheoCalcResult |
None. |
[ { "used_input": { "buy_or_sell": "UNKNOWN", "trade_price": 8.9, "trade_size": 18, "seq_number": 282836659, "expiry": "2019-01-18", "time_stamp": "2019-01-18 11:45:23.467", "market_width_scale": 1, "root": "AMZN", "strike": 1702.5, "option_type": "C" }, "is_obvious_error": false, "supporting_evidence": null, "course_of_action": null, "detailed_log": null, "trade_condition": null, "parity": null, "notional_value": 0.0, "underlying_bid": 0.0, "underlying_ask": 0.0, "sequence_number": 0, "trade_size": 0, "trade_price": 0.0, "trade_time": "00:00:00", "trade_exchange": 0, "market_width_scale": 2, "record_number": 0, "market_state_at_trade_time": "LEGAL", "nbbo_bid_at_trade": 0.0, "nbbo_ask_at_trade": 0.0, "nbbo_bid_size_at_trade": 0, "nbbo_ask_size_at_trade": 0, "tr_nbbo_bid": 0.0, "tr_nbbo_ask": 0.0, "intrinsic_value": 0.0, "parity_type": "BELOW_PARITY", "delivery_code": "sample string 3", "threshold": 0.0, "adjustment_modifier": 0.0, "price_adjustment": 0.0, "theo_price_generation": { "time_stamp": "2016-11-17 10:12:33.000", "first_sibling": { "strike": 150.0, "option_type": "C", "mid_iv": 0.02, "bid": 3.2, "ask": 4.5, "theo": 4.0, "time_stamp": "2016-11-17 10:12:33.000", "stock": 4.0 }, "second_sibling": { "strike": 150.0, "option_type": "C", "mid_iv": 0.02, "bid": 3.2, "ask": 4.5, "theo": 4.0, "time_stamp": "2016-11-17 10:12:33.000", "stock": 4.0 }, "target": { "strike": 150.0, "option_type": "C", "mid_iv": 0.02, "bid": 3.2, "ask": 4.5, "theo": 4.0, "time_stamp": "2016-11-17 10:12:33.000", "stock": 4.0 }, "method": 0, "method_name": "BUTTERFLY_1", "error_message": "Sibling strike expected." } } ]
<trade_review_responses xmlns:i="http://www.w3.org/2001/XMLSchema-instance"> <obv_err_response> <adjustment_modifier>0</adjustment_modifier> <course_of_action i:nil="true" /> <delivery_code>sample string 3</delivery_code> <detailed_log i:nil="true" /> <intrinsic_value>0</intrinsic_value> <is_obvious_error>false</is_obvious_error> <market_state_at_trade_time>LEGAL</market_state_at_trade_time> <market_width_scale>2</market_width_scale> <nbbo_ask_at_trade>0</nbbo_ask_at_trade> <nbbo_ask_size_at_trade>0</nbbo_ask_size_at_trade> <nbbo_bid_at_trade>0</nbbo_bid_at_trade> <nbbo_bid_size_at_trade>0</nbbo_bid_size_at_trade> <notional_value>0</notional_value> <parity i:nil="true" /> <parity_type>BELOW_PARITY</parity_type> <price_adjustment>0</price_adjustment> <record_number>0</record_number> <sequence_number>0</sequence_number> <supporting_evidence i:nil="true" /> <theo_price_generation> <error_message>Sibling strike expected.</error_message> <first_sibling> <ask>4.5</ask> <bid>3.2</bid> <mid_iv>0.02</mid_iv> <option_type>C</option_type> <stock>4</stock> <strike>150</strike> <theo>4</theo> <time_stamp>2016-11-17 10:12:33.000</time_stamp> </first_sibling> <method>0</method> <method_name>BUTTERFLY_1</method_name> <second_sibling> <ask>4.5</ask> <bid>3.2</bid> <mid_iv>0.02</mid_iv> <option_type>C</option_type> <stock>4</stock> <strike>150</strike> <theo>4</theo> <time_stamp>2016-11-17 10:12:33.000</time_stamp> </second_sibling> <target> <ask>4.5</ask> <bid>3.2</bid> <mid_iv>0.02</mid_iv> <option_type>C</option_type> <stock>4</stock> <strike>150</strike> <theo>4</theo> <time_stamp>2016-11-17 10:12:33.000</time_stamp> </target> <time_stamp>2016-11-17 10:12:33.000</time_stamp> </theo_price_generation> <threshold>0</threshold> <tr_nbbo_ask>0</tr_nbbo_ask> <tr_nbbo_bid>0</tr_nbbo_bid> <trade_condition i:nil="true" /> <trade_exchange>0</trade_exchange> <trade_price>0</trade_price> <trade_size>0</trade_size> <trade_time>PT0S</trade_time> <underlying_ask>0</underlying_ask> <underlying_bid>0</underlying_bid> <used_input> <option_type>C</option_type> <root>AMZN</root> <strike>1702.5</strike> <time_stamp>2019-01-18 11:45:23.467</time_stamp> <buy_or_sell>UNKNOWN</buy_or_sell> <market_width_scale>1</market_width_scale> <seq_number>282836659</seq_number> <trade_price>8.9</trade_price> <trade_size>18</trade_size> </used_input> </obv_err_response> </trade_review_responses>