NameDescriptionTypeAdditional information
time_stamp

Trade date in yyyy-MM-dd HH:mm:ss.fff format (Eastern Standard Time)

string

None.

first_sibling

First sibling market info

SiblingInfo

None.

second_sibling

Second sibling market information

SiblingInfo

None.

target

Market information for the target trade

SiblingInfo

None.

method

The Calculation Method to get a volatility: 0 - Butterfly1; 1 - Butterfly2; 2 - Extrapolation; 3 - Sibling market; 4 - Previous day volatility; 5 - User defined volatility; 6 - Intraday lookback.

CalculationMethod

Range: inclusive between 0 and 6

method_name

The Calculation Method name: 0 - Butterfly1; 1 - Butterfly2; 2 - Extrapolation; 3 - Sibling market; 4 - Previous day volatility; 5 - User defined volatility; 6 - Intraday lookback.

string

None.

error_message

Error message

string

None.