NameDescriptionTypeAdditional information
exchange_id

Exchange id

byte

None.

condition_id

Condition id

byte

None.

underlying_bid

Underlying bid

decimal number

None.

underlying_ask

Underlying ask

decimal number

None.

sequence_number

Sequence number

integer

None.

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.