option-quotes

Topicmessages1routingsingle typeencodingprotobuf

Messages on this topic

all messagesOptionContractNbboThe current NBBO of an option contract. A contract is published at most once per second, and only after its NBBO changed. The Kafka message key contains the option contract ID as a 4 byte big endian signed integer. The payload does not. Use the contract ID mapping that Unusual Whales provides to look up the option symbol of an ID.6 fields→

All messages on this topic are of a single type.

Consume the topic

Python

from confluent_kafka import Consumer
from unusualwhales.schema_pb2 import OptionContractNbbo

# CONFIG comes from the Connecting section of the Kafka overview.
consumer = Consumer(CONFIG | {"group.id": "my-option-quotes-consumer"})
consumer.subscribe(["option-quotes"])

while True:
    msg = consumer.poll(1.0)
    if msg is None or msg.error():
        continue

    event = OptionContractNbbo()
    event.ParseFromString(msg.value())
    print(event)

Overview

Topics

Messages

Enums

Messages on this topic

Consume the topic