Fields
The number on the right of each row is the protobuf field number.option_symbolstring1
OptionSymbol in the OSI format, SPY241227C00480000
start_timeint642
Start of the 5 minute interval in milliseconds since 1970 (unix).
tape_timeint643
Execution time of the latest trade in the interval in milliseconds since 1970 (unix).
volumeint644
Contracts traded in the interval.
total_volumeint645
The contract’s cumulative volume for the whole day so far.
open_interestint326
The OI of the chain.
premiumstring7
Premium transacted in the interval in dollars. Decimal string.
ask_side_volumeint328
Contracts that transacted on the ask side in the interval.
bid_side_volumeint329
Contracts that transacted on the bid side in the interval.
floor_volumeint3210
Contracts that came from the floor in the interval.
highstring11
Highest trade price of the contract in the interval. Decimal string.
lowstring12
Lowest trade price of the contract in the interval. Decimal string.
openstring13
First trade price of the contract in the interval. Decimal string.
closestring14
Last trade price of the contract in the interval. Decimal string.
ivstring15
The most recent implied volatility of the contract. Decimal string.
tradesint3216
Number of trades in the interval.
avg_pricestring17
Volume weighted average trade price of the interval. Decimal string.
mid_volumeint3218
Contracts that transacted at the mid in the interval.
sweep_volumeint3219
Contracts that were part of sweep transactions in the interval.
cross_volumeint3220
Contracts that were part of cross transactions in the interval.
stock_multi_leg_volumeint3221
Contracts that were part of stock multi leg trades in the interval.
no_side_volint3222
Contracts without a classifiable side in the interval.
multileg_volumeint3223
Contracts that were part of multi leg trades in the interval.
underlying_pricestring24
The price of the underlying at the latest trade. Decimal string.
total_premiumstring25
The contract’s cumulative premium for the whole day so far in dollars. Decimal string.
total_ask_side_volumeint3226
The contract’s cumulative ask side volume for the whole day so far.
total_bid_side_volumeint3227
The contract’s cumulative bid side volume for the whole day so far.
total_mid_volumeint3228
The contract’s cumulative mid volume for the whole day so far.
total_stock_multi_leg_volumeint3229
The contract’s cumulative stock multi leg volume for the whole day so far.
total_neutral_volumeint3230
The contract’s cumulative neutral volume for the whole day so far.
total_multileg_volumeint3231
The contract’s cumulative multi leg volume for the whole day so far.
deltastring32
The delta of the contract at the latest trade. Decimal string.
gammastring33
The gamma of the contract at the latest trade. Decimal string.
thetastring34
The theta of the contract at the latest trade. Decimal string.
vegastring35
The vega of the contract at the latest trade. Decimal string.
iv_startstring36
The implied volatility at the first trade of the interval. Decimal string.
iv_endstring37
The implied volatility at the last trade of the interval. Decimal string.
bidstring38
The EWMA smoothed NBBO bid at the interval close. Decimal string.
askstring39
The EWMA smoothed NBBO ask at the interval close. Decimal string.
