OptionChain

Show Proto definition

schema.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

The number on the right of each row is the protobuf field number.

idint321

Unique id of the option contract.

option_symbolstring2

OSI option symbol, e.g. AAPL260116C00150000.

strikeint323

Strike price in thousandths of a dollar.

tickerTicker4

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

expirystring5

Expiration date in YYYY-MM-DD.

typeOptionType6

Call or put.

root_tickerTicker7

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

first_time_options_todaybool8

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_todaybool9

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

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