OptionTradeCancel
An option trade cancellation referencing a previously executed trade.
▶Proto definition.proto
message OptionTradeCancel { string trade_id = 1; string option_symbol = 2; int64 executed_at = 3; int64 trade_cancel_executed_at = 4; }
Fields
trade_id
string
1
UUID of the option trade being canceled.
option_symbol
string
2
Option contract symbol in OSI format, for example SPY241227C00480000.
executed_at
int64
3
Time at which the canceled trade originally executed in Unix epoch milliseconds.
trade_cancel_executed_at
int64
4
Time at which the cancel was reported in Unix epoch milliseconds.