Trade Fields

Fields	Type	Description
size	int	Trade size
price	$	Trade price
exch	string	Trade exchange
time	hh:mm:ss.sss	Trade time
date	yyyy-mm-dd	Trade date
usymbol	string	Underlying symbol
expiry	yyyy-mm-dd	Expiration date
strike	real	Strike price
put_call	P=Put, C=Call	Option type
shares	int	Shares per contract
cash	real	Cash per contract
nonstd	int	Non-standard contract number
flex	int	Flex Trade
root	string	Option root
ex_style	A=American, E=European, S=Asian, C=Cliquet	Option exercise style
am_pm	A=AM, P=PM	Settlement AM/PM
settle	C=Cash, P=Physical	Settlement Type
dtx	int	Number of days until expiration
dow	int	Trading day of the week (1-5)
leap	bool	Option is a LEAP
symbol	string	Security symbol
gth	bool	GTH trade;
osi_symbol	string	Security OSI symbol
amer	bool	American exercise style
euro	bool	European exercise style
asian	bool	Asian exercise style
cliquet	bool	Cliquet exercise style
am	bool	AM settlent
pm	bool	PM settlent
cash_settled	bool	Cash Settlement
physical	bool	Physical Settlement
normal	bool	Normal trade as indicated by OPRA cond code
spread	bool	Spread trade as indicated by OPRA cond code
tied	bool	Tied trade as indicated by exchange cond code
late	bool	Late trade as indicated by OPRA cond code
iso	bool	Intermarket sweep trade as indicated by OPRA cond code
auction	bool	Auction trade as indicated by OPRA cond code
cross	bool	Cross trade as indicated by OPRA cond code
floor	bool	Floor trade as indicated by OPRA cond code
cob	bool	COB trade as indicated by OPRA cond code
legged	bool	Legged trade as indicated by OPRA cond code
compress	bool	Compression trade as indicated by OPRA cond code
extend	bool	Extended trade as indicated by OPRA cond code
deriv_priced	bool	Derivatively priced trade as indicated by stock cond code
tied_to_options	bool	Contingent trade indicated by stock cond code
burst	bool	Intermarket sweep trade as indicated by stock cond code
qualified_contingent_trade	bool	Qualified Contingent trade as indicated by stock cond code
intermarket_sweep	bool	Intermarket Sweep Order as indicated by stock cond code
exchange	string	Trade exchange mnemonic ("CBOE","ISE","AMEX",etc)
mktside	string	Market NBBO side of trade ("AskSide", "BidSide", "MidMkt" )
timestamp	string	Timestamp as hh:mm:ss:sss
amex	bool	Traded on AMEX
arca	bool	Traded on ARCA
box	bool	Traded on BOX
bxo	bool	Traded on BXO
bzx	bool	Traded on BZX
c2	bool	Traded on C2
cboe	bool	Traded on CBOE
edgx	bool	Traded on EDGX
emld	bool	Traded on EMLD
gem	bool	Traded on GEM
ise	bool	Traded on ISE
nom	bool	Traded on NOM
merc	bool	Traded on MERC
miax	bool	Traded on MIAX
pearl	bool	Traded on PEARL
phlx	bool	Traded on PHLX
memx	bool	Traded on MEMX
sphr	bool	Traded on SPHR
buyer	bool	Trade was an assumed buyer
seller	bool	Trade was an assumed seller
combo	int	Spread is a combo
riskreversal	int	Spread is a riskreversal
vertical	int	Spread is a vertical
timespread	int	Spread is a timespread
diagonal	int	Spread is a diagonal
straddle	int	Spread is a straddle
strangle	int	Spread is a strangle
gutstrangle	int	Spread is a gutstrangle
butterfly	int	Spread is a butterfly
timebutterfly	int	Spread is a timebutterfly
condor	int	Spread is a condor
ironcondor	int	Spread is a ironcondor
boxspread	int	Spread is a boxspread
straddleswap	int	Spread is a straddleswap
strangleswap	int	Spread is a strangleswap
ratiospread	int	Spread is a ratiospread
ironbutterfly	int	Spread is a ironbutterfly
jellyroll	int	Spread is a jellyroll
putcollar	int	Spread is a putcollar
callcollar	int	Spread is a callcollar
putratiocollar	int	Spread is a putratiocollar
callratiocollar	int	Spread is a callratiocollar
ratioriskreversal	int	Spread is a ratioriskreversal
tiedoutright	int	Spread is a tiedoutright
tiedspread	int	Spread is a tiedspread
revcon	int	Spread is a revcon
otherspread	int	Spread cannot be identified
legs	int	Number of legs
tied_stock	bool	Spread tied to stock
strategy	int	Order strategy code
strategy_name	string	Order strategy name
spread_root	string	Spread root(s)
spread_side	string	Spread side (B/S/X/2)
size1	int	Leg 1 size
expiry1	yyyy-mm-dd	Leg 1 expiration date
strike1	real	Leg 1 strike price
pc1	P=Put, C=Call	Leg 1 option type
price1	real	Leg 1 price for revcon
size2	int	Leg 2 size
expiry2	yyyy-mm-dd	Leg 2 expiration date
strike2	real	Leg 2 strike price
pc2	P=Put, C=Call	Leg 2 option type
price2	real	Leg 2 price for revcon
size3	int	Leg 3 size
expiry3	yyyy-mm-dd	Leg 3 expiration date
strike3	real	Leg 3 strike price
pc3	P=Put, C=Call	Leg 3 option type
size4	int	Leg 4 size
expiry4	yyyy-mm-dd	Leg 4 expiration date
strike4	real	Leg 4 strike price
pc4	P=Put, C=Call	Leg 4 option type
stock_size	int	Stock leg size
stock_time	string	Stock leg time
stock_price	real	Stock leg price
stock_exch	string	Stock leg exch
rate	real	Revcon borrow rate or BoxSpread risk-free rate
weekly	bool	Expiry is a weekly
quarterly	bool	Expiry is a quarterly
third_friday	bool	Expiry is a third Friday
jan	bool	Expiry is 3rd Friday in Jan
feb	bool	Expiry is 3rd Friday in Feb
mar	bool	Expiry is 3rd Friday in Mar
apr	bool	Expiry is 3rd Friday in Apr
may	bool	Expiry is 3rd Friday in May
jun	bool	Expiry is 3rd Friday in Jun
jul	bool	Expiry is 3rd Friday in Jul
aug	bool	Expiry is 3rd Friday in Aug
sep	bool	Expiry is 3rd Friday in Sep
oct	bool	Expiry is 3rd Friday in Oct
nov	bool	Expiry is 3rd Friday in Nov
dec	bool	Expiry is 3rd Friday in Dec
comments	string	Comments on trade context (Pre-Earnings, ExDiv, 52WeekHigh, etc)
condition	string	Trade condition mnemonic (LATE, SPD, TIED, etc)
opt_close	$	Option closing price
next_day_oi	int	Option open interest on next day
next_day_oi_chg	int	Option open interest chg on next day
sector	string	Underlying sector
subsector	string	Underlying subsector