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.
