NameDescriptionTypeAdditional information
calculation_method

Calculation method

string

Allowed values are [ AUTO, BUTTERFLY_1, BUTTERFLY_2, EXTRAPOLATION, INTRADAY_LOOK_BACK, PREV_DAY_VOLATILITY, SIBLING_MARKET ]

Default value is: AUTO

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. 2019-11-13 15:52:14.785)

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 ]