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Messagefields47topicall-option-trades

Fields

The number on the right of each row is the protobuf field number.
idstring1
Unique UUID of the trade.
underlying_symbolstring2
The underlying ticker symbol.
executed_atint643
The time at which the trade executed in milliseconds since 1970 (unix)
nbbo_bidstring4
The NBBO bid at the time of the trade.
nbbo_askstring5
The NBBO ask at the time of the trade.
sizeint326
The size of the trade in number of contracts.
pricestring7
The price at which the trade executed.
option_chain_idstring8
OptionSymbol in the OSI format, SPY241227C00480000
alert_scorestring9
Deprecated, don’t use
created_atint6410
The time the trade record was created in milliseconds since 1970 (unix)
report_flagsstringrepeated11
Trade report flags from the upstream feed.
tagsstringrepeated12
Classification tags assigned to the trade.
expirystring13
The expiration date of the option contract.
option_typestring14
The option type, call or put.
open_interestint3215
The OI of the chain
strikestring16
The strike price of the option contract.
premiumstring17
The premium of the trade (size * price * contract multiplier).
volumeint6419
The total market volume of the option symbol at the time of the trade.
underlying_pricestring20
The price of the underlying at the time of the trade.
ewma_nbbo_askstring21
The EWMA smoothed NBBO ask.
ewma_nbbo_bidstring22
The EWMA smoothed NBBO bid.
implied_volatilitystring23
The implied volatility of the option.
deltastring24
The delta of the option.
thetastring25
The theta of the option.
gammastring26
The gamma of the option.
vegastring27
The vega of the option.
rhostring28
The rho of the option.
theostring29
The theoretical price of the option.
upstream_cond_detailsstring30
The upstream trade code of the transaction.
market_center_locateint3231
Deprecated, dont use
exchangestring32
The exchange on which the trade executed.
ask_volint6433
The total ask side volume of the option symbol at the time of the trade.
bid_volint6434
The total bid side volume of the option symbol at the time of the trade.
no_side_volint6435
The total no side volume of the option symbol at the time of the trade.
mid_volint6436
The total mid volume of the option symbol at the time of the trade.
multi_volint6437
The total multi leg volume of the option symbol at the time of the trade.
stock_multi_volint6438
The total stock multi leg volume of the option symbol at the time of the trade.
option_symbol_idint3239
Internal unique ID for the option contract.
ticker_idint3240
Internal unique ID for the given ticker.
root_ticker_idint3241
Internal unique ID for the root ticker (indices).
ticker_infoTickerInfooptional42
Information about the ticker such as sector, industry, next earnings date and more.
execution_exchangeOptionExchangeoptional43
The exchange on which the trade executed.
nbbo_bid_exchangeOptionExchangeoptional44
The exchange publishing the NBBO bid at the time of the trade.
nbbo_ask_exchangeOptionExchangeoptional45
The exchange publishing the NBBO ask at the time of the trade.
nbbo_bid_quoteOptionContractQuoteoptional46
The NBBO bid at the time of the trade.
nbbo_ask_quoteOptionContractQuoteoptional47
The NBBO ask at the time of the trade.
trading_hoursTradingHours48
Trading session (GTH/RTH/Curb).
Last modified on September 23, 2026