FlexConsolidation
A FLEX option position being consolidated into a standard option contract.
▶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
Underlying ticker of the standard option contract.
Source FLEX option contract.
Destination standard option contract.
Latest underlying price when the event is published.
transferred_oi
int32
5
Open interest transferred from the FLEX option contract.
Date when the consolidation becomes effective.