Trade FieldsFields | 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 |