Message

FlexConsolidation

A FLEX option position being consolidated into a standard option contract.

fields6 topicflex-options
Proto definition.proto
message FlexConsolidation {
  Ticker ticker = 1;
  FlexOption flex_option = 2;
  OptionChain standard_option = 3;
  Decimal underlying_price = 4;
  int32 transferred_oi = 5;
  Date effective_date = 6;
}
Fields
ticker Ticker 1
Underlying ticker of the standard option contract.
flex_option FlexOption 2
Source FLEX option contract.
standard_option OptionChain 3
Destination standard option contract.
underlying_price Decimal 4
Latest underlying price when the event is published.
transferred_oi int32 5
Open interest transferred from the FLEX option contract.
effective_date Date 6
Date when the consolidation becomes effective.