DteTide

Messagefields11topicnet-flow

Show Proto definition

schema.proto

message DteTide {
  TideType tideType = 1;
  TideMoneyness moneyness = 2;
  TideExpiration expiration = 3;
  int64 netCallVolume = 4;
  string netCallPremium = 5;
  int64 netPutVolume = 6;
  string netPutPremium = 7;
  int32 transactions = 8;
  int64 startTime = 9;
  int64 timestamp = 10;
  string ticker = 11;
}

Fields

The number on the right of each row is the protobuf field number.

tideTypeTideType1

Which underlying types this bucket counts.

moneynessTideMoneyness2

Which moneyness this bucket counts.

expirationTideExpiration3

Whether this bucket counts same day or same week expirations.

netCallVolumeint644

Net (ask side minus bid side) call contracts.

netCallPremiumstring5

Net (ask side minus bid side) call premium. Decimal string.

netPutVolumeint646

Net (ask side minus bid side) put contracts.

netPutPremiumstring7

Net (ask side minus bid side) put premium. Decimal string.

transactionsint328

Number of trades aggregated into this message.

startTimeint649

The minute bucket the trades fall into, in milliseconds since 1970 (unix).

timestampint6410

Execution time of the latest trade in the bucket, in milliseconds since 1970 (unix).

tickerstring11

Not populated.

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