Message

ScreenerFlexState

Open-interest statistics and FLEX aggregates for the ticker. Values can come from stored ticker-day data, live open-interest statistics, or live FLEX state. The message is absent when every field is unavailable.

fields11 used byStockScreenerState

▶Proto definition.proto

message ScreenerFlexState {
  optional int64 total_open_interest = 1;
  optional int64 call_open_interest = 2;
  optional int64 put_open_interest = 3;
  Decimal avg_30_day_call_oi = 4;
  Decimal avg_30_day_put_oi = 5;
  optional int64 flex_oi = 6;
  optional int64 flex_option_chains = 7;
  optional int64 new_chains = 8;
  optional int64 prev_total_oi = 9;
  optional int64 prev_call_oi = 10;
  optional int64 prev_put_oi = 11;
}

Fields

total_open_interest int64 optional 1

Total option contract open interest. This is normally call_open_interest plus put_open_interest. Absent when unavailable.

call_open_interest int64 optional 2

Call option contract open interest for the represented trading date.

put_open_interest int64 optional 3

Put option contract open interest for the represented trading date.

avg_30_day_call_oi Decimal 4

Arithmetic mean of non-null call open interest among up to the 30 most recent earlier stored dates. The value remains absent until the ticker's earliest stored state is at least 30 calendar days old. Eligibility does not require 30 stored observations.

avg_30_day_put_oi Decimal 5

Arithmetic mean of non-null put open interest among up to the 30 most recent earlier stored dates. The value remains absent until the ticker's earliest stored state is at least 30 calendar days old. Eligibility does not require 30 stored observations.

flex_oi int64 optional 6

Sum of open interest across the ticker's FLEX option contract records for the represented date.

flex_option_chains int64 optional 7

Number of FLEX option contract records for the ticker and represented date.

new_chains int64 optional 8

Number of non-expired option symbols present on this trading date with no matching option-state row on the previous trading date. This does not prove an exchange listing event.

prev_total_oi int64 optional 9

Total option open interest from the previous trading-date state.

prev_call_oi int64 optional 10

Call option open interest from the previous trading-date state.

prev_put_oi int64 optional 11

Put option open interest from the previous trading-date state.