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Messagefields36used byStockScreenerState

Fields

The number on the right of each row is the protobuf field number.
call_volumeint641
Call option contracts traded on the parent state date.
put_volumeint642
Put option contracts traded on the parent state date.
call_premiumDecimal3
Total call option premium in US dollars on the parent state date.
put_premiumDecimal4
Total put option premium in US dollars on the parent state date.
bearish_premiumDecimal5
Bearish premium in US dollars. This is call bid-side premium plus put ask-side premium. Mid-side and unclassified trades are excluded.
bullish_premiumDecimal6
Bullish premium in US dollars. This is call ask-side premium plus put bid-side premium. Mid-side and unclassified trades are excluded.
avg_3_day_call_volumeDecimal7
Arithmetic mean call contract volume over up to the three most recent earlier stored state dates. The parent state date is excluded.
avg_3_day_put_volumeDecimal8
Arithmetic mean put contract volume over up to the three most recent earlier stored state dates. The parent state date is excluded.
avg_7_day_call_volumeDecimal9
Arithmetic mean call contract volume over up to the seven most recent earlier stored state dates. The parent state date is excluded.
avg_7_day_put_volumeDecimal10
Arithmetic mean put contract volume over up to the seven most recent earlier stored state dates. The parent state date is excluded.
avg_30_day_call_volumeDecimal11
Arithmetic mean call contract volume over up to the 30 most recent earlier stored state dates. The parent state date is excluded.
avg_30_day_put_volumeDecimal12
Arithmetic mean put contract volume over up to the 30 most recent earlier stored state dates. The parent state date is excluded.
call_volume_ask_sideint6413
Call option contracts classified on the ask side.
call_volume_bid_sideint6414
Call option contracts classified on the bid side.
put_volume_ask_sideint6415
Put option contracts classified on the ask side.
put_volume_bid_sideint6416
Put option contracts classified on the bid side.
call_volume_mid_sideint6417
Call option contracts classified between the bid and ask.
put_volume_mid_sideint6418
Put option contracts classified between the bid and ask.
call_premium_mid_sideDecimal19
Call premium in US dollars classified between the bid and ask.
put_premium_mid_sideDecimal20
Put premium in US dollars classified between the bid and ask.
cum_dir_gammasint6421
Sum of floor(sign * abs(gamma * contracts * 100)) by trade. Ask-side trades are positive, bid-side trades are negative, and other trades contribute zero.
cum_dir_vegasint6422
Sum of floor(sign * abs(vega * contracts * 100)) by trade. Ask-side trades are positive, bid-side trades are negative, and other trades contribute zero.
cum_dir_deltasint6423
Sum of floor(sign * abs(delta * contracts * 100)) by trade. Call ask and put bid trades are positive. Call bid and put ask trades are negative. Other trades contribute zero.
net_call_premiumDecimal25
Net call premium in US dollars. Each contributing trade is capped at 2000000 dollars before ask-side premium is added and bid-side premium is subtracted.
net_put_premiumDecimal26
Net put premium in US dollars. Each contributing trade is capped at 2000000 dollars before ask-side premium is added and bid-side premium is subtracted.
call_premium_bid_sideDecimal28
Call premium in US dollars classified on the bid side.
put_premium_bid_sideDecimal29
Put premium in US dollars classified on the bid side.
call_premium_ask_sideDecimal30
Call premium in US dollars classified on the ask side.
put_premium_ask_sideDecimal31
Put premium in US dollars classified on the ask side.
prev_call_volumeint64optional32
Call contract volume from the prior available screener state. Absent when no prior option-flow state is available.
prev_put_volumeint64optional33
Put contract volume from the prior available screener state. Absent when no prior option-flow state is available.
prev_day_option_volumeint64optional34
Call plus put contracts traded in the previous trading session before the parent state date. Weekends and market holidays are skipped. Absent when unavailable.
prev_2_day_option_volumeint64optional35
Call plus put contracts traded in the session two trading days before the parent state date, not a two day sum. Absent when unavailable.
prev_3_day_option_volumeint64optional36
Call plus put contracts traded in the session three trading days before the parent state date, not a three day sum. Absent when unavailable.
prev_4_day_option_volumeint64optional37
Call plus put contracts traded in the session four trading days before the parent state date, not a four day sum. Absent when unavailable.
repeated_hitsint6438
Flow alerts from the RepeatedHits, RepeatedHitsAscendingFill and RepeatedHitsDescendingFill rules on the ticker’s option contracts created on the parent state date in New York time. An alert that is resent with more fills counts once.
Last modified on October 10, 2026