Message

OptionChain

An option contract with all its meta data.

fields9 used byFlexConsolidation

▶Proto definition.proto

message OptionChain {
  int32 id = 1;
  string option_symbol = 2;
  int32 strike = 3;
  Ticker ticker = 4;
  string expiry = 5;
  OptionType type = 6;
  Ticker root_ticker = 7;
  bool first_time_options_today = 8;
  bool created_today = 9;
}

Fields

id int32 1

Unique id of the option contract.

option_symbol string 2

OSI option symbol, e.g. AAPL260116C00150000.

strike int32 3

Strike price in thousandths of a dollar.

ticker Ticker 4

Underlying ticker of the contract (e.g. SPXW, not the root SPX).

expiry string 5

Expiration date in YYYY-MM-DD.

type OptionType 6

Call or put.

root_ticker Ticker 7

Root ticker of the contract (equals ticker for stocks, parent index for index options).

first_time_options_today bool 8

True when options appear for this ticker for the first time, i.e. it had no other active (non-expired) chains loaded when this chain was created.

created_today bool 9

True when this contract was newly created (it did not exist before).