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Messagefields24topicflow-strike

Fields

The number on the right of each row is the protobuf field number.
tickerstring1
The underlying ticker. Also the Kafka message key.
datestring2
The trading date in YYYY-MM-DD format.
strikestring3
The option strike as a decimal string.
call_premiumdouble4
Call premium in dollars in the incremental update.
call_premium_ask_sidedouble5
Ask-side call premium in dollars in the incremental update.
call_premium_bid_sidedouble6
Bid-side call premium in dollars in the incremental update.
call_volumeint647
Call contracts traded in the incremental update.
call_volume_ask_sideint648
Call contracts executed on the ask side in the incremental update.
call_volume_bid_sideint649
Call contracts executed on the bid side in the incremental update.
call_otm_volumeint6410
Out of the money call contracts traded in the incremental update.
call_otm_premiumdouble11
Out of the money call premium in dollars in the incremental update.
put_premiumdouble12
Put premium in dollars in the incremental update.
put_premium_ask_sidedouble13
Ask-side put premium in dollars in the incremental update.
put_premium_bid_sidedouble14
Bid-side put premium in dollars in the incremental update.
put_volumeint6415
Put contracts traded in the incremental update.
put_volume_ask_sideint6416
Put contracts executed on the ask side in the incremental update.
put_volume_bid_sideint6417
Put contracts executed on the bid side in the incremental update.
put_otm_volumeint6418
Out of the money put contracts traded in the incremental update.
put_otm_premiumdouble19
Out of the money put premium in dollars in the incremental update.
call_tradesint6420
Number of call trades in the incremental update.
put_tradesint6421
Number of put trades in the incremental update.
call_otm_tradesint6422
Number of out of the money call trades in the incremental update.
put_otm_tradesint6423
Number of out of the money put trades in the incremental update.
timestampint6424
Execution time of the latest trade in the update in Unix epoch milliseconds.
Last modified on September 23, 2026