Message

TickerOiStatsDay

Open interest and historical option activity statistics for one trading date.

fields10 used byTickerOiStats

▶Proto definition.proto

message TickerOiStatsDay {
  Date date = 1;
  optional int64 call_open_interest = 2;
  optional int64 put_open_interest = 3;
  Decimal avg_3_day_call_volume = 4;
  Decimal avg_3_day_put_volume = 5;
  Decimal avg_30_day_call_oi = 6;
  Decimal avg_30_day_put_oi = 7;
  optional int64 new_chains = 8;
  Decimal avg_7_day_call_volume = 9;
  Decimal avg_7_day_put_volume = 10;
}

Fields

date Date 1

Trading date represented by this snapshot.

call_open_interest int64 optional 2

Total call option open interest.

put_open_interest int64 optional 3

Total put option open interest.

avg_3_day_call_volume Decimal 4

Average call option volume over the previous three trading days.

avg_3_day_put_volume Decimal 5

Average put option volume over the previous three trading days.

avg_30_day_call_oi Decimal 6

Average call option open interest over the previous 30 trading days.

avg_30_day_put_oi Decimal 7

Average put option open interest over the previous 30 trading days.

new_chains int64 optional 8

Number of option chains that did not exist on the previous trading date.

avg_7_day_call_volume Decimal 9

Average call option volume over the previous seven trading days.

avg_7_day_put_volume Decimal 10

Average put option volume over the previous seven trading days.