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. 2019-11-11 15:54:04.092)

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 ]