Trade Fields
FieldsTypeDescription
sizeintTrade size
price$Trade price
exchstringTrade exchange
timehh:mm:ss.sssTrade time
dateyyyy-mm-ddTrade date
usymbolstringUnderlying symbol
expiryyyyy-mm-ddExpiration date
strikerealStrike price
put_callP=Put, C=CallOption type
sharesintShares per contract
cashrealCash per contract
nonstdintNon-standard contract number
flexintFlex Trade
rootstringOption root
ex_styleA=American, E=European, S=Asian, C=CliquetOption exercise style
am_pmA=AM, P=PMSettlement AM/PM
settleC=Cash, P=PhysicalSettlement Type
dtxintNumber of days until expiration
dowintTrading day of the week (1-5)
leapboolOption is a LEAP
symbolstringSecurity symbol
gthboolGTH trade;
osi_symbolstringSecurity OSI symbol
amerboolAmerican exercise style
euroboolEuropean exercise style
asianboolAsian exercise style
cliquetboolCliquet exercise style
amboolAM settlent
pmboolPM settlent
cash_settledboolCash Settlement
physicalboolPhysical Settlement
normalboolNormal trade as indicated by OPRA cond code
spreadboolSpread trade as indicated by OPRA cond code
tiedboolTied trade as indicated by exchange cond code
lateboolLate trade as indicated by OPRA cond code
isoboolIntermarket sweep trade as indicated by OPRA cond code
auctionboolAuction trade as indicated by OPRA cond code
crossboolCross trade as indicated by OPRA cond code
floorboolFloor trade as indicated by OPRA cond code
cobboolCOB trade as indicated by OPRA cond code
leggedboolLegged trade as indicated by OPRA cond code
compressboolCompression trade as indicated by OPRA cond code
extendboolExtended trade as indicated by OPRA cond code
deriv_pricedboolDerivatively priced trade as indicated by stock cond code
tied_to_optionsboolContingent trade indicated by stock cond code
burstboolIntermarket sweep trade as indicated by stock cond code
qualified_contingent_tradeboolQualified Contingent trade as indicated by stock cond code
intermarket_sweepboolIntermarket Sweep Order as indicated by stock cond code
exchangestringTrade exchange mnemonic ("CBOE","ISE","AMEX",etc)
mktsidestringMarket NBBO side of trade ("AskSide", "BidSide", "MidMkt" )
timestampstringTimestamp as hh:mm:ss:sss
amexboolTraded on AMEX
arcaboolTraded on ARCA
boxboolTraded on BOX
bxoboolTraded on BXO
bzxboolTraded on BZX
c2boolTraded on C2
cboeboolTraded on CBOE
edgxboolTraded on EDGX
emldboolTraded on EMLD
gemboolTraded on GEM
iseboolTraded on ISE
nomboolTraded on NOM
mercboolTraded on MERC
miaxboolTraded on MIAX
pearlboolTraded on PEARL
phlxboolTraded on PHLX
memxboolTraded on MEMX
sphrboolTraded on SPHR
buyerboolTrade was an assumed buyer
sellerboolTrade was an assumed seller
combointSpread is a combo
riskreversalintSpread is a riskreversal
verticalintSpread is a vertical
timespreadintSpread is a timespread
diagonalintSpread is a diagonal
straddleintSpread is a straddle
strangleintSpread is a strangle
gutstrangleintSpread is a gutstrangle
butterflyintSpread is a butterfly
timebutterflyintSpread is a timebutterfly
condorintSpread is a condor
ironcondorintSpread is a ironcondor
boxspreadintSpread is a boxspread
straddleswapintSpread is a straddleswap
strangleswapintSpread is a strangleswap
ratiospreadintSpread is a ratiospread
ironbutterflyintSpread is a ironbutterfly
jellyrollintSpread is a jellyroll
putcollarintSpread is a putcollar
callcollarintSpread is a callcollar
putratiocollarintSpread is a putratiocollar
callratiocollarintSpread is a callratiocollar
ratioriskreversalintSpread is a ratioriskreversal
tiedoutrightintSpread is a tiedoutright
tiedspreadintSpread is a tiedspread
revconintSpread is a revcon
otherspreadintSpread cannot be identified
legsintNumber of legs
tied_stockboolSpread tied to stock
strategyintOrder strategy code
strategy_namestringOrder strategy name
spread_rootstringSpread root(s)
spread_sidestringSpread side (B/S/X/2)
size1intLeg 1 size
expiry1yyyy-mm-ddLeg 1 expiration date
strike1realLeg 1 strike price
pc1P=Put, C=CallLeg 1 option type
price1realLeg 1 price for revcon
size2intLeg 2 size
expiry2yyyy-mm-ddLeg 2 expiration date
strike2realLeg 2 strike price
pc2P=Put, C=CallLeg 2 option type
price2realLeg 2 price for revcon
size3intLeg 3 size
expiry3yyyy-mm-ddLeg 3 expiration date
strike3realLeg 3 strike price
pc3P=Put, C=CallLeg 3 option type
size4intLeg 4 size
expiry4yyyy-mm-ddLeg 4 expiration date
strike4realLeg 4 strike price
pc4P=Put, C=CallLeg 4 option type
stock_sizeintStock leg size
stock_timestringStock leg time
stock_pricerealStock leg price
stock_exchstringStock leg exch
raterealRevcon borrow rate or BoxSpread risk-free rate
weeklyboolExpiry is a weekly
quarterlyboolExpiry is a quarterly
third_fridayboolExpiry is a third Friday
janboolExpiry is 3rd Friday in Jan
febboolExpiry is 3rd Friday in Feb
marboolExpiry is 3rd Friday in Mar
aprboolExpiry is 3rd Friday in Apr
mayboolExpiry is 3rd Friday in May
junboolExpiry is 3rd Friday in Jun
julboolExpiry is 3rd Friday in Jul
augboolExpiry is 3rd Friday in Aug
sepboolExpiry is 3rd Friday in Sep
octboolExpiry is 3rd Friday in Oct
novboolExpiry is 3rd Friday in Nov
decboolExpiry is 3rd Friday in Dec
commentsstringComments on trade context (Pre-Earnings, ExDiv, 52WeekHigh, etc)
conditionstringTrade condition mnemonic (LATE, SPD, TIED, etc)
opt_close$Option closing price
next_day_oiintOption open interest on next day
next_day_oi_chgintOption open interest chg on next day
sectorstringUnderlying sector
subsectorstringUnderlying subsector