NameDescriptionTypeAdditional information
iv

Implied Volatility

decimal number

None.

delta

Delta"

decimal number

None.

vega

Vega

decimal number

None.

theta

Theta

decimal number

None.

rho

Rho

decimal number

None.

gamma

Gamma

decimal number

None.

dollar_delta

$Delta"

decimal number

None.

dollar_vega

$Vega

decimal number

None.

dollar_theta

$Theta

decimal number

None.

underlying_bid

Underlying bid

decimal number

None.

underlying_ask

Underlying 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.

time

Time (Eastern Standard Time)

string

None.

exchange_id

Exchange id

byte

None.

condition_id

Condition id

byte

None.

sequence_number

Sequence number

integer

None.

nbbo_bid

NBBO bid

decimal number

None.

nbbo_bid_size

NBBO bid size

integer

None.

nbbo_ask

NBBO ask

decimal number

None.

nbbo_ask_size

NBBO ask size

integer

None.