Message

FlexOptionState

Daily open interest and mark state for a FLEX option contract.

fields8 topicflex-options

▶Proto definition.proto

message FlexOptionState {
  FlexOption flex_option = 1;
  Date date = 2;
  int32 open_interest = 3;
  optional int32 previous_open_interest = 4;
  optional int32 open_interest_change = 5;
  Decimal mark = 6;
  optional Decimal previous_mark = 7;
  FlexTickerState ticker_state = 8;
}

Fields

flex_option FlexOption 1

FLEX option contract metadata.

date Date 2

The date this data represents

open_interest int32 3

Open interest reported for the contract.

previous_open_interest int32 optional 4

Open interest reported on the previous trading day. Missing when it is the first day this contract trades and there is no previous trading day.

open_interest_change int32 optional 5

Change in open interest from the previous trading day. Missing when it is the first day this contract trades and there is no previous trading day.

mark Decimal 6

Mark price reported for the contract.

previous_mark Decimal optional 7

Mark price reported on the previous trading day. Missing when it is the first day this contract trades and there is no previous trading day.

ticker_state FlexTickerState 8

Aggregate FLEX option state for the contract's underlying ticker.