Messages

AggregateCount

mToken	Field Number	Field Name	Field Type	Field Description
MLinkRest	100	key1	String	bucket key for the 1st field in the ‘group’ clause
MLinkRest	103	key2	String	bucket key for the 2nd field in the ‘group’ clause
MLinkRest	106	key3	String	bucket key for the 3rd field in the ‘group’ clause
MLinkRest	109	key4	String	bucket key for the 4th field in the ‘group’ clause
MLinkRest	112	recCount	Int

AggregateNumeric

mToken	Field Number	Field Name	Field Type	Field Description
MLinkRest	100	key1	String	bucket key for the 1st field in the ‘group’ clause
MLinkRest	103	key2	String	bucket key for the 2nd field in the ‘group’ clause
MLinkRest	106	key3	String	bucket key for the 3rd field in the ‘group’ clause
MLinkRest	109	key4	String	bucket key for the 4th field in the ‘group’ clause
MLinkRest	112	name	String	measure field name
MLinkRest	115	fNum	UShort
MLinkRest	118	recCount	Int
MLinkRest	121	error	String
MLinkRest	124	cnt	Int	number of items in this composite bucket
MLinkRest	127	sum	Double
MLinkRest	130	avg	Double
MLinkRest	133	min	Double
MLinkRest	136	max	Double

AggregateString

mToken	Field Number	Field Name	Field Type	Field Description
MLinkRest	100	key1	String	bucket key for the 1st field in the ‘group’ clause
MLinkRest	103	key2	String	bucket key for the 2nd field in the ‘group’ clause
MLinkRest	106	key3	String	bucket key for the 3rd field in the ‘group’ clause
MLinkRest	109	key4	String	bucket key for the 4th field in the ‘group’ clause
MLinkRest	112	name	String	measure field name
MLinkRest	115	fNum	UShort
MLinkRest	118	recCount	Int
MLinkRest	121	error	String
MLinkRest	124	Value	Repeater
MLinkRest	127	value	String
MLinkRest	130	cnt	Int

BucketRange

mToken	Field Number	Field Name	Field Type	Field Description
MLinkRest	100	name	String	field name from the ‘group’ clause
MLinkRest	103	fNum	UShort
MLinkRest	106	key	String	is one of key1, key2, key3, or key4 from an aggregate composite bucket result
MLinkRest	109	min	String	bucket range is [min, max); might be an int, double, string, or datetime (all encoded as strings)
MLinkRest	112	max	String
MLinkRest	115	cnt	Int	number of items in this bucket

CCodeDefinition

mToken	Field Number	Field Name	Field Type	Field Description
FutureDefinition	10	ccode	TickerKey
FutureDefinition	100	futexch	Enum	listing exchange
FutureDefinition	103	ticker	TickerKey	master underlying
FutureDefinition	106	settleTime	Enum	Settlement time: None; PM; AM
FutureDefinition	109	positionLimit	Int	max contract limit
FutureDefinition	112	tickValue	Float	$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)
FutureDefinition	115	pointValue	Float	$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)
FutureDefinition	118	pointCurrency	Enum
FutureDefinition	121	priceScaling	Float	underlying price scale factor - products where the underlying quotes in cents will have 0.01
FutureDefinition	124	underliersPerCn	Int	shares, bond, or index units underlying the future (contract size)
FutureDefinition	127	underlierType	Enum	Underlying type; None; Equity; Other; FX
FutureDefinition	130	clearingCode	String	GMI/Clearing code
FutureDefinition	133	ricCode	String	RIC Code
FutureDefinition	136	bbgRoot	String	Bloomberg root
FutureDefinition	139	bbgGroup	Enum	Bloomberg Yellow Key
FutureDefinition	142	gmiExchange	String	GMI (Sungard) exchange code
FutureDefinition	145	gmiProduct	String	GMI (Sungard) product code
FutureDefinition	148	gmiSubType	String	GMI (Sungard) subtype code
FutureDefinition	151	displayPriceScaling	Float	internal display price scale factor override
FutureDefinition	154	strikeScaling	Float	internal strike price scale factor override
FutureDefinition	157	description	String	product description
FutureDefinition	160	marketCenter	String	market center, eg “ICE Market Type”, “CME MarketGroup”
FutureDefinition	163	timestamp	DateTime

FieldDesc

mToken	Field Number	Field Name	Field Type	Field Description
MLinkRest	100	pos	UShort	position in message (1…N)
MLinkRest	103	name	String	field name
MLinkRest	106	fNum	UShort	protobuf field number
MLinkRest	109	isPkey	Enum	YesNo enum (if field is a primary key)
MLinkRest	112	inRepeater	String	if field is in a repeating group, the repeater’s name
MLinkRest	115	fType	Enum	Field Type
MLinkRest	118	jsonEncType	String	overriden type specifically for JSON encoding
MLinkRest	121	protoEncType	String	overriden type specifically for protobuf encoding
MLinkRest	124	sLen	UShort	string length (if fType is string)
MLinkRest	127	eName	String	enum name (if fType is enum)
MLinkRest	130	eSet	Text2	comma separated list of enum or string values (can be specific for a given user; default complete set)
MLinkRest	133	defaultVal	String	from Core.def: (…) can be a string, number, xKey, or partial xKey
MLinkRest	136	desc	Text2	from core.def: … # comment line
MLinkRest	139	fCtrl	Enum	None = should not be visible; View = view only; Edit = View/Edit; Hide = Suppress on UI (form level directive)
MLinkRest	142	minV	Double	form edit number range min bound (if field is a numeric type) [enforced on edit]
MLinkRest	145	maxV	Double	form edit number range max bound (if field is a numeric type) [enforced on edit]
MLinkRest	148	metaType	String	metatype associated with field
MLinkRest	151	label	Text2	column (grid) and widget (form) label
MLinkRest	154	group	Text2	form flow groups
MLinkRest	157	format	Text2	numeric format string (eg. ’#,###.00’) (both grid and form)
MLinkRest	160	cColor	Byte	grid column color number (color palette number) (0 means undefined)
MLinkRest	163	contextQuery	Text2	`context query for pseudo enum fields with format of contextQuery= otherMsgType	selectField	contextField	contextField	…	contextField`

FutureBookQuote

mToken	Field Number	Field Name	Field Type	Field Description
FutMktData	10	fkey	ExpiryKey
FutMktData	100	updateType	Enum
FutMktData	103	marketStatus	Enum	market status (open, halted, etc)
FutMktData	106	bidPrice1	Double	bid price
FutMktData	109	askPrice1	Double	ask price
FutMktData	112	bidSize1	Int	bid size in contracts
FutMktData	115	askSize1	Int	ask size in contracts
FutMktData	118	bidOrders1	UShort	number of participating orders at the bid price
FutMktData	121	askOrders1	UShort	number of participating orders at the ask price
FutMktData	124	bidPrice2	Double	bid price
FutMktData	127	askPrice2	Double	ask price
FutMktData	130	bidSize2	Int	bid size in contracts
FutMktData	133	askSize2	Int	ask size in contracts
FutMktData	136	bidOrders2	UShort	number of participating orders at the bid price
FutMktData	139	askOrders2	UShort	number of participating orders at the ask price
FutMktData	142	bidPrice3	Double	bid price
FutMktData	145	askPrice3	Double	ask price
FutMktData	148	bidSize3	Int	bid size in contracts
FutMktData	151	askSize3	Int	ask size in contracts
FutMktData	154	bidOrders3	UShort	number of participating orders at the bid price
FutMktData	157	askOrders3	UShort	number of participating orders at the ask price
FutMktData	160	bidPrice4	Double	bid price
FutMktData	163	askPrice4	Double	ask price
FutMktData	166	bidSize4	Int	bid size in contracts
FutMktData	169	askSize4	Int	ask size in contracts
FutMktData	172	bidOrders4	UShort	number of participating orders at the bid price
FutMktData	175	askOrders4	UShort	number of participating orders at the ask price
FutMktData	178	srcTimestamp	Long	source high precision timestamp (if available)
FutMktData	181	netTimestamp	Long	inbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock

FutureCloseMark

mToken	Field Number	Field Name	Field Type	Field Description
FutMarkData	10	fkey	ExpiryKey
FutMarkData	100	tradeDate	DateKey
FutMarkData	103	clsMarkState	Enum	Close mark state: None; LastPrt; SRClose; ExchClose; Final
FutMarkData	106	opnPrc	Double	Opening price
FutMarkData	109	minPrc	Double	Low price
FutMarkData	112	maxPrc	Double	High Price
FutMarkData	115	openInterest	Int	Open interest
FutMarkData	118	prtCount	Int	print count
FutMarkData	121	prtVolume	Int	print volume
FutMarkData	124	realizedCnt	Int	number of minute bar segments used in realizedVar calc
FutMarkData	127	realizedVar	Float	realizedVar = SUM[ LOG( qteTwap(T) / qteTwap(T+1) ) ^ 2 ] / realizedCnt @ 1 minute intervals during market hours
FutMarkData	130	avgMktSize	Float	MEAN[0.5 * (bidSize + askSize) ] @ 1 minute intervals during market hours
FutMarkData	133	avgMktWidth	Float	MEAN[ askPrice - bidPrice ] @ 1 minute intervals during market hours
FutMarkData	136	bidPrc	Double	bid price (close - 1min)
FutMarkData	139	askPrc	Double	ask price (close - 1min)
FutMarkData	142	srClsPrc	Double	sr close mark (close - 1min)
FutMarkData	145	closePrc	Double	official exchange closing mark (last print;then official close)
FutMarkData	148	hasSRClsPrc	Enum
FutMarkData	151	hasClosePrc	Enum
FutMarkData	154	srCloseMarkDttm	DateTime	from MarketCloseQuote.srCloseMarkDttm
FutMarkData	157	timestamp	DateTime

FutureMarketSummary

mToken	Field Number	Field Name	Field Type	Field Description
FutSummaryData	10	fkey	ExpiryKey
FutSummaryData	100	opnPrice	Double	first print price of the day during regular market hours
FutSummaryData	103	mrkPrice	Double	last print handled during regular market hours
FutSummaryData	106	clsPrice	Double	official exchange closing price
FutSummaryData	109	minPrice	Double	minimum print price within market hours
FutSummaryData	112	maxPrice	Double	maximum print price within market hours
FutSummaryData	115	openInt	Int	open interest
FutSummaryData	118	bidCount	Int	num prints less than or equals to quote.bid
FutSummaryData	121	bidVolume	Int	volume when prtPrice less than or equals to quote.bid
FutSummaryData	124	askCount	Int	num prints greater than or equals to quote.ask
FutSummaryData	127	askVolume	Int	volume when prtPrice greater than or equals to quote.ask
FutSummaryData	130	midCount	Int	num prints inside quote.bid / quote.ask
FutSummaryData	133	midVolume	Int	volume inside quote.bid / quote.ask
FutSummaryData	136	prtCount	Int	number of distinct print reports
FutSummaryData	139	prtPrice	Double	last print price
FutSummaryData	142	expCount	Int	number of updates included in exponential average
FutSummaryData	145	expWidth	Double	exponential average market width (10 minute 1/2 life)
FutSummaryData	148	expBidSize	Float	exponential average bid size (10 minute 1/2 life)
FutSummaryData	151	expAskSize	Float	exponential average ask size (10 minute 1/2 life)
FutSummaryData	154	lastPrint	DateTime
FutSummaryData	157	timestamp	DateTime

FutureMinuteBar

mToken	Field Number	Field Name	Field Type	Field Description
FutSummaryData	10	fkey	ExpiryKey
FutSummaryData	100	date	String	Trade Date
FutSummaryData	103	time	String	Trade Time end of period (Bar)
FutSummaryData	106	prtOpen	Double	Print at open of period (Bar)
FutSummaryData	109	prtHigh	Double	High price during period (Bar)
FutSummaryData	112	prtLow	Double	Low price during period (Bar)
FutSummaryData	115	prtLast	Double	Print at close of period (Bar)
FutSummaryData	118	prtVWap	Double	Period (Bar) VWap
FutSummaryData	121	prtVolume	Int	Period (Bar) number of contracts
FutSummaryData	124	prtCount	Int	Number of prints during the period
FutSummaryData	127	qteHiBid	Double	Quote bid high
FutSummaryData	130	qteLoAsk	Double	Quote ask low
FutSummaryData	133	qteTwap	Double	Quote Twap
FutSummaryData	136	qteCount	Int	Quote number of contracts
FutSummaryData	139	bid	Double	Bid at the time of the print
FutSummaryData	142	ask	Double	Ask at the time of the print
FutSummaryData	145	bidSz	Int	Bid size at the time of print
FutSummaryData	148	askSz	Int	Ask size at the time of print
FutSummaryData	151	width	Float	reference point for expWidth (SR debug use)
FutSummaryData	154	isEOB	Enum	is end-of-bar (every 10 minutes)
FutSummaryData	157	isEOH	Enum	is end-of-hour
FutSummaryData	160	timestamp	DateTime	same as date + time

FutureOpenMark

mToken	Field Number	Field Name	Field Type	Field Description
FutMarkData	10	fkey	ExpiryKey
FutMarkData	100	tradeDate	DateKey
FutMarkData	103	srClsPrc	Double	SR open mark; [SR close mark (close - 1min) from previous day]
FutMarkData	106	closePrc	Double	exchange open mark; [exchange close mark from previous day]
FutMarkData	109	bidPrc	Double	bid price (SR bid price from previous day)
FutMarkData	112	askPrc	Double	ask price (SR ask price from previous day)
FutMarkData	115	timestamp	DateTime

FuturePrint

mToken	Field Number	Field Name	Field Type	Field Description
FutMktData	10	fkey	ExpiryKey
FutMktData	100	prtExch	Enum	print exchange
FutMktData	103	prtSize	Int	print size [contracts]
FutMktData	106	prtPrice	Double	print price
FutMktData	109	prtClusterNum	Int	incremental print cluster counter (one counter per fkey; used to group prints into clusters)
FutMktData	112	prtClusterSize	Int	cumulative size of prints in this sequence (sequence of prints @ same or better price with less than 25 ms elapsing since first print)
FutMktData	115	prtType	Byte	print type [exchange specific]
FutMktData	118	prtOrders	UShort	number of orders participating in this print
FutMktData	121	prtQuan	Int	cumulative (electronic) print size at current price level
FutMktData	124	prtVolume	Int	cumulative day (electronic) print volume in contracts
FutMktData	127	bid	Float	exchange bid (@ print time)
FutMktData	130	ask	Float	exchange ask (@ print time)
FutMktData	133	bsz	Int	cumulative bid size (@ print time)
FutMktData	136	asz	Int	cumulative ask size (@ print time)
FutMktData	139	age	Float	age of prevailing quote at time of print
FutMktData	142	prtSide	Enum	implied print side (from bid/ask)
FutMktData	145	prtTimestamp	Long	exchange high precision timestamp (if available)
FutMktData	148	netTimestamp	Long	inbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock
FutMktData	151	timestamp	DateTime

FuturePrintProbability

mToken	Field Number	Field Name	Field Type	Field Description
FutProbModel	10	fkey	ExpiryKey
FutProbModel	11	stateModel	Enum
FutProbModel	100	prtPrice	Double
FutProbModel	103	prtSize	Int
FutProbModel	106	prtProb	Float	probability that this print will result in positive PnL
FutProbModel	109	prtSide	Enum
FutProbModel	112	bidPrice	Double	nbbo bid price
FutProbModel	115	askPrice	Double	nbbo ask price
FutProbModel	118	bidSize	Int	cumulative size @ bid price
FutProbModel	121	askSize	Int	cumulative size @ ask price
FutProbModel	124	avgBLink1m	Float	average buy link value (trailing 10)
FutProbModel	127	maeBLink1m	Float	buy link value mean abs err (trailing 1000)
FutProbModel	130	avgSLink1m	Float	average sell link value (trailing 10)
FutProbModel	133	maeSLink1m	Float	sell link value mean abs err (trailing 1000)
FutProbModel	136	avgBLink10m	Float	average buy link value (trailing 100)
FutProbModel	139	maeBLink10m	Float	bid link value mean abs err (trailing 1000)
FutProbModel	142	avgSLink10m	Float	average ask link value (trailing 100)
FutProbModel	145	maeSLink10m	Float	ask link value mean abs err (trailing 1000)
FutProbModel	148	bCounter	Int	buy counter
FutProbModel	151	sCounter	Int	sell counter
FutProbModel	154	prtTimestamp	Long	feed timestamp from the packet
FutProbModel	157	netTimestamp	Long	inbound packet PTP timestamp from SR gateway switch (from FuturePrint)
FutProbModel	160	smsTimestamp	Long	state model server timestamp (just before publish)

FutureQuoteProbability

mToken	Field Number	Field Name	Field Type	Field Description
FutProbModel	10	fkey	ExpiryKey
FutProbModel	11	stateModel	Enum
FutProbModel	100	bidPrice	Double	best bid price
FutProbModel	103	askPrice	Double	best ask price
FutProbModel	106	bidSize	Int	cumulative size @ bid price
FutProbModel	109	askSize	Int	cumulative size @ ask price
FutProbModel	112	bidTakeProb	Float	bid take probability of current nbbo market (zero exchange fee) [average size print]
FutProbModel	115	askTakeProb	Float	ask take probability of current nbbo market (zero exchange fee) [average size print]
FutProbModel	118	bidTakeRv	Enum	model result code
FutProbModel	121	askTakeRv	Enum	model result code
FutProbModel	124	bidImprPrice	Float	trial improvement price (usually 1 tick or 1/2 spread inside bidPrice)
FutProbModel	127	askImprPrice	Float	trial improvement price (usually 1 tick or 1/2 spread inside askPrice)
FutProbModel	130	bidTkImProb	Float	bid take imprv probability of current nbbo market (zero exchange fee) [prob to sell (take) @ bid + imprIncrement]
FutProbModel	133	askTkImProb	Float	ask take imprv probability of current nbbo market (zero exchange fee) [prob to buy (take) @ ask - imprIncrement]
FutProbModel	136	bidTkImRv	Enum	model result code
FutProbModel	139	askTkImRv	Enum	model result code
FutProbModel	142	midPrice	Double	price corresponding to 0.50 probability
FutProbModel	145	avgBidLink1m	Float	average bid link value (~1 min)
FutProbModel	148	maeBidLink1m	Float	bid link value mean abs err (~10 min)
FutProbModel	151	avgAskLink1m	Float	average ask link value (~1 min)
FutProbModel	154	maeAskLink1m	Float	ask link value mean abs err (~1 min)
FutProbModel	157	avgBidLink10m	Float	average bid link value (~10 min)
FutProbModel	160	maeBidLink10m	Float	bid link value mean abs err (~10 min)
FutProbModel	163	avgAskLink10m	Float	average ask link value (~10 min)
FutProbModel	166	maeAskLink10m	Float	ask link value mean abs err (~10 min)
FutProbModel	169	avgMktWidth1m	Float	askPrice - bidPrice (~1 min)
FutProbModel	172	avgMktWidth10m	Float	askPrice - bidPrice (~10 min)
FutProbModel	175	counter	Int	record update counter (zero @ start of period;per fkey)
FutProbModel	178	qpSource	Enum
FutProbModel	181	srcTimestamp	Long	feed timestamp from the packet
FutProbModel	184	netTimestamp	Long	inbound packet PTP timestamp from SR gateway switch (from FutureBookQuote);zero = size only change
FutProbModel	187	smsTimestamp	Long	state model server timestamp (just before publish)

GetOptionPrice

mToken	Field Number	Field Name	Field Type	Field Description
RiskCalc	100	root	TickerKey
RiskCalc	103	expiry	DateKey
RiskCalc	106	strike	Double
RiskCalc	109	callPut	Enum
RiskCalc	112	vol	Double	volatility (will be SR surface volatility if not supplied)
RiskCalc	115	uPrc	Double	underlying price
RiskCalc	118	years	Double	years-to-expiration (default uses SR volatility time value)
RiskCalc	121	sdiv	Double	continuous stock dividend using for pricing
RiskCalc	124	rate	Double	discount rate used for pricing
RiskCalc	127	exType	Enum	exercise type of the option (American or European)
RiskCalc	130	exTime	Enum	exercise time (AM or PM)
RiskCalc	133	timeMetric	Enum	time metric (D252, D365, etc.)
RiskCalc	145	modelType	Enum
RiskCalc	148	calcEngine	Enum	underlying calc engine: FastHybrid (listed strikes + SR discrtete dividends only). NumericX works for any strike/expiry + discrete dividend set but is significantly slower.
RiskCalc	151	incGreeks	Enum	default (No)
RiskCalc	154	price	Double	price (premium)
RiskCalc	157	effStrike	Double	effective strike used to for pricing calc
RiskCalc	160	dividendAmount	Float	sum of discrete dividend amounts payable prior to exercise (if any) (simple; not net present value)
RiskCalc	163	delta	Float	delta
RiskCalc	166	gamma	Float	gamma
RiskCalc	169	theta	Float	theta
RiskCalc	172	vega	Float	vega
RiskCalc	175	volga	Float	volga
RiskCalc	178	vanna	Float	vanna
RiskCalc	181	deDecay	Float	delta decay
RiskCalc	184	rho	Float	rho
RiskCalc	187	phi	Float	phi
RiskCalc	190	error	String
RiskCalc	193	pricerModel	String
RiskCalc	196	timestamp	DateTime
RiskCalc	136	DiscreteDividend	Repeater
RiskCalc	139	date	DateTime
RiskCalc	142	amount	Float

GetOptionVolatility

mToken	Field Number	Field Name	Field Type	Field Description
RiskCalc	100	root	TickerKey
RiskCalc	103	expiry	DateKey
RiskCalc	106	strike	Double
RiskCalc	109	callPut	Enum
RiskCalc	112	price	Double	option price (premium)
RiskCalc	115	uPrc	Double	underlying price
RiskCalc	118	years	Double	years-to-expiration (default uses SR volatility time value)
RiskCalc	121	sdiv	Double	continuous stock dividend using for pricing
RiskCalc	124	rate	Double	discount rate used for pricing
RiskCalc	127	exType	Enum	exercise type of the option (American or European)
RiskCalc	130	exTime	Enum	exercise time (AM or PM)
RiskCalc	133	timeMetric	Enum	time metric (D252, D365, etc.)
RiskCalc	145	modelType	Enum
RiskCalc	148	calcEngine	Enum	underlying calc engine: FastHybrid (listed strikes + SR discrtete dividends only). NumericX works for any strike/expiry + discrete dividend set but is significantly slower.
RiskCalc	151	incGreeks	Enum	default (No)
RiskCalc	154	vol	Double	volatility (implied)
RiskCalc	157	effStrike	Double	effective strike used to for pricing calc
RiskCalc	160	dividendAmount	Float	sum of discrete dividend amounts payable prior to exercise (if any) (simple; not net present value)
RiskCalc	163	delta	Float	delta
RiskCalc	166	gamma	Float	gamma
RiskCalc	169	theta	Float	theta
RiskCalc	172	vega	Float	vega
RiskCalc	175	volga	Float	volga
RiskCalc	178	vanna	Float	vanna
RiskCalc	181	deDecay	Float	delta decay
RiskCalc	184	rho	Float	rho
RiskCalc	187	phi	Float	phi
RiskCalc	190	error	String
RiskCalc	193	pricerModel	String
RiskCalc	196	timestamp	DateTime
RiskCalc	136	DiscreteDividend	Repeater
RiskCalc	139	date	DateTime
RiskCalc	142	amount	Float

GlobalDividends

mToken	Field Number	Field Name	Field Type	Field Description
GlobalDefinition	10	ticker	TickerKey
GlobalDefinition	100	timestamp	DateTime	publish time (GlobalDividend.timestamp = SRPricingCalcRecord.timestamp @ publish)
GlobalDefinition	103	lastModified	DateTime	last dividend data modify timestamp
GlobalDefinition	106	text	Text1	extra text (if any)
GlobalDefinition	109	DateAmt	Repeater
GlobalDefinition	112	divDate	DateKey	ex-dividend date
GlobalDefinition	115	divValue	Float	dividend amount
GlobalDefinition	118	divCurrency	String
GlobalDefinition	121	divKind	Enum	dividend type
GlobalDefinition	124	divSource	Enum	dividend source
GlobalDefinition	127	divFreq	Enum
GlobalDefinition	130	divOverrideSource	Enum	dividend override source if any

GlobalRates

mToken	Field Number	Field Name	Field Type	Field Description
GlobalDefinition	10	rateSource	Enum
GlobalDefinition	100	timestamp	DateTime
GlobalDefinition	103	Curve	Repeater
GlobalDefinition	106	days	Int	calendar days to expiration (actual/365 days per year)
GlobalDefinition	109	rate	Float

HistoricalVolatilities

mToken	Field Number	Field Name	Field Type	Field Description
OptSurface	10	ticker	TickerKey
OptSurface	11	windowType	String	eg. cc, ccCen, ccClCen, hl, hlCen, iv63, iv126, etc
OptSurface	100	date	String	most recent closing date
OptSurface	103	securityID	Int
OptSurface	106	value	Float	most recent historical value
OptSurface	109	mv_5d	Float	historical mean value (5 day window)
OptSurface	112	sd_5d	Float	historical std dev (5 day window)
OptSurface	115	mv_10d	Float
OptSurface	118	sd_10d	Float
OptSurface	121	mv_21d	Float
OptSurface	124	sd_21d	Float
OptSurface	127	mv_42d	Float
OptSurface	130	sd_42d	Float
OptSurface	133	mv_63d	Float
OptSurface	136	sd_63d	Float
OptSurface	139	mv_84d	Float
OptSurface	142	sd_84d	Float
OptSurface	145	mv_105d	Float
OptSurface	148	sd_105d	Float
OptSurface	151	mv_126d	Float
OptSurface	154	sd_126d	Float
OptSurface	157	mv_189d	Float
OptSurface	160	sd_189d	Float
OptSurface	163	mv_252d	Float
OptSurface	166	sd_252d	Float
OptSurface	169	mv_378d	Float
OptSurface	172	sd_378d	Float
OptSurface	175	mv_504d	Float
OptSurface	178	sd_504d	Float
OptSurface	181	timestamp	DateTime	record update timestamp

LiveAtmVol

mToken	Field Number	Field Name	Field Type	Field Description
OptSurface	10	ekey	ExpiryKey
OptSurface	100	ticker	TickerKey	underlying tickerKey (stock or product group) that this option expiration is associated with
OptSurface	103	uPrc	Double	effective underlier price
OptSurface	106	years	Float	SR years to expiry metric
OptSurface	109	rate	Float	average expected interest rate to expiry (SR global rate curve)
OptSurface	112	ddiv	Float	(expected) cumulative discrete dividend $ amounts prior to expiration (if any)
OptSurface	115	ddivPv	Float	(expected) cumulative npv of discrete dividend $ amounts prior to expiration (SR global rate curve) (if any)
OptSurface	118	ddivSource	Enum	Forecast if any of the dividends prior to expiry are forecast rather than announced
OptSurface	121	atmVol	Float	atm vol (xAxis = 0)
OptSurface	124	atmEMA	Float	atm vol exp moving average (half-life ~ 30 seconds)
OptSurface	127	uPrcRatio	Double	uPrc = uPrcDriver * uPrcRatio (when priceType = Future); uPrc = uPrcDriver (when priceType = Equity)
OptSurface	130	uPrcRatioEMA	Double	time smoothed implied uPrcRatio (half-life ~ 30 seconds)
OptSurface	133	sdiv	Float	stock dividend (borrow rate) (derived from call/put balance when priceType=Stock; =rate otherwise)
OptSurface	136	sdivEMA	Float	sdiv exp moving average (half-life ~ 30 seconds)
OptSurface	139	minCPAdjVal	Double	minimum cpAdjVal (sdiv or uPrcRatio)
OptSurface	142	maxCPAdjVal	Double	minimum cpAdjVal (sdiv or uPrcRatio)
OptSurface	145	cpAdjType	Enum	adjustment used to align calls/puts
OptSurface	148	priceType	Enum	[Equity] has independent uPrc and rate with sdiv derived from call/put balance; [Future] has sdiv = rate with uPrc’ derived from call/put balance
OptSurface	151	uPrcDriverKey	ExpiryKey	underlier driver key
OptSurface	154	uPrcDriverType	Enum	underlier driver key type (stock or future)
OptSurface	157	uPrcDriver	Double	underlier driver (mid-market)
OptSurface	160	axisFUPrc	Float	forward underlier price; also at-the-money (xAxis = 0) synthetic strike
OptSurface	163	synSpot	Double	Synthetic spot price (market-derived spot when the underlying is not a traded instrument)
OptSurface	166	vWidth	Float	atm volatility market width (estimated from near expiries)
OptSurface	169	numAtmStrikes	Byte
OptSurface	172	tradeableStatus	Enum	indicates whether the surface is currently tradeable or not (all server surface integrity checks pass)
OptSurface	175	surfaceResult	Enum
OptSurface	178	netTimestamp	Long	most recent unix timestamp (all option quotes)
OptSurface	181	timestamp	DateTime

LiveAtmVolV4

mToken	Field Number	Field Name	Field Type	Field Description
OptSurface	10	ekey	ExpiryKey
OptSurface	100	ticker	TickerKey	underlying tickerKey (stock or product group) that this option expiration is associated with
OptSurface	103	uPrc	Double	effective underlier price
OptSurface	106	years	Float	SR years to expiry metric
OptSurface	109	rate	Float	average expected interest rate to expiry (SR global rate curve)
OptSurface	112	ddiv	Float	(expected) cumulative discrete dividend $ amounts prior to expiration (if any)
OptSurface	115	ddivPv	Float	(expected) cumulative npv of discrete dividend $ amounts prior to expiration (SR global rate curve) (if any)
OptSurface	118	ddivSource	Enum	Forecast if any of the dividends prior to expiry are forecast rather than announced
OptSurface	121	atmVol	Float	atm vol (xAxis = 0)
OptSurface	124	atmEMA	Float	atm vol exp moving average (half-life ~ 30 seconds)
OptSurface	127	uPrcRatio	Double	uPrc = uPrcDriver * uPrcRatio (when priceType = Future); uPrc = uPrcDriver (when priceType = Equity)
OptSurface	130	uPrcRatioEMA	Double	time smoothed implied uPrcRatio (half-life ~ 30 seconds)
OptSurface	133	sdiv	Float	stock dividend (borrow rate) (derived from call/put balance when priceType=Stock; =rate otherwise)
OptSurface	136	sdivEMA	Float	sdiv exp moving average (half-life ~ 30 seconds)
OptSurface	139	minCPAdjVal	Double	minimum cpAdjVal (sdiv or uPrcRatio)
OptSurface	142	maxCPAdjVal	Double	minimum cpAdjVal (sdiv or uPrcRatio)
OptSurface	145	cpAdjType	Enum	adjustment used to align calls/puts
OptSurface	148	priceType	Enum	[Equity] has independent uPrc and rate with sdiv derived from call/put balance; [Future] has sdiv = rate with uPrc’ derived from call/put balance
OptSurface	151	uPrcDriverKey	ExpiryKey	underlier driver key
OptSurface	154	uPrcDriverType	Enum	underlier driver key type (stock or future)
OptSurface	157	uPrcDriver	Double	underlier driver (mid-market)
OptSurface	160	axisFUPrc	Float	forward underlier price; also at-the-money (xAxis = 0) synthetic strike
OptSurface	163	spotUPrc	Double	spotUPrc = uPrc if priceType = Equity; spotUPrc != uPrc priceType = Future
OptSurface	166	vWidth	Float	atm volatility market width (estimated from near expiries)
OptSurface	169	numAtmStrikes	Byte
OptSurface	172	tradeableStatus	Enum	indicates whether the surface is currently tradeable or not (all server surface integrity checks pass)
OptSurface	175	surfaceResult	Enum
OptSurface	178	netTimestamp	Long	most recent unix timestamp (all option quotes)
OptSurface	181	timestamp	DateTime

LiveImpliedQuote

mToken	Field Number	Field Name	Field Type	Field Description
OptAnalytics	10	okey	OptionKey
OptAnalytics	100	ticker	TickerKey	SR Ticker that this option rolls up to
OptAnalytics	103	uPrc	Float	underlier price (usually mid-market)
OptAnalytics	106	uOff	Float	implied underlier price offset (if any)
OptAnalytics	109	years	Float	years to expiration
OptAnalytics	112	xAxis	Float	option moneyness
OptAnalytics	115	rate	Float	discount rate
OptAnalytics	118	sdiv	Float	sdiv (continuous stock dividend) rate
OptAnalytics	121	ddiv	Float	cumulative discrete dividend value
OptAnalytics	124	oBid	Float	option bid price
OptAnalytics	127	oAsk	Float	option ask price
OptAnalytics	130	oBidIv	Float	volatility implied by option bid price
OptAnalytics	133	oAskIv	Float	volatility implied by option ask price
OptAnalytics	136	atmVol	Float	option atm volatility (from SR surface)
OptAnalytics	139	sVol	Float	option surface volatility (SR surface fit model)
OptAnalytics	142	sPrc	Float	option surface price; ie. PRICE(sVol, uPrc + uOff, years, rate, sDiv, {discrete dividends, if any})
OptAnalytics	145	sMark	Float	option surface mark (option surface price w/bounding rules; always between bid/ask)
OptAnalytics	148	veSlope	Float	veSlope = dVol / dUprc (assuming vol @ xAxis = 0 remains constant); hedgeDelta = (de + ve * 100 * veSlope) if hedging with this assumption
OptAnalytics	151	de	Float	option delta
OptAnalytics	154	ga	Float	option gamma
OptAnalytics	157	th	Float	option theta
OptAnalytics	160	ve	Float	option vega
OptAnalytics	163	va	Float	option vanna
OptAnalytics	166	vo	Float	option volga
OptAnalytics	169	ro	Float	option rho
OptAnalytics	172	ph	Float	option phi
OptAnalytics	175	deDecay	Float	option delta decay
OptAnalytics	178	up50	Float	underlier up 50% slide
OptAnalytics	181	dn50	Float	underlier dn 50% slide
OptAnalytics	184	up15	Float	underlier up 15% slide
OptAnalytics	187	dn15	Float	underlier dn 15% slide
OptAnalytics	190	up06	Float	underlier up 6% slide
OptAnalytics	193	dn08	Float	underlier dn 8% slide
OptAnalytics	196	synSpot	Double	Synthetic spot price (market-derived spot when the underlying is not a traded instrument)
OptAnalytics	199	priceType	Enum	Equity or Future (Black76) pricing framework; if Future then uPrc is the forwardUPrc and sdiv = rate
OptAnalytics	202	calcErr	Enum	option pricing calculation error (if any)
OptAnalytics	205	calcSource	Enum
OptAnalytics	208	srcTimestamp	Long	OPRA source timestamp (nanoseconds since epoch); will be zero if calcSource != Tick
OptAnalytics	211	netTimestamp	Long	SR timestamp @ publish time
OptAnalytics	214	timestamp	DateTime

LiveImpliedQuoteAdj

mToken	Field Number	Field Name	Field Type	Field Description
OptAnalytics	10	okey	OptionKey
OptAnalytics	100	ticker	TickerKey
OptAnalytics	103	uprc	Float	underlier price (usually mid-market)
OptAnalytics	106	years	Float	years to expiration
OptAnalytics	109	rate	Float	interest rate
OptAnalytics	112	sdiv	Float	sdiv (stock dividend) rate
OptAnalytics	115	ddiv	Float	cumulative discrete dividend values
OptAnalytics	118	obid	Float	option bid price
OptAnalytics	121	oask	Float	option ask price
OptAnalytics	124	obiv	Float	volatility implied by option bid price
OptAnalytics	127	oaiv	Float	volatility implied by option ask price
OptAnalytics	130	satm	Float	option atm volatility (from SR surface)
OptAnalytics	133	smny	Float	option moneyness
OptAnalytics	136	svol	Float	option surface volatility
OptAnalytics	139	sprc	Float	option surface price
OptAnalytics	142	smrk	Float	option surface price (w/bounding rules)
OptAnalytics	145	veSlope	Float	veSlope = dVol / dUprc (assuming vol @ xAxis = 0 remains constant);hedgeDelta = (de + ve * 100 * veSlope) if hedging with this assumption
OptAnalytics	148	de	Float	option delta
OptAnalytics	151	ga	Float	option gamma
OptAnalytics	154	th	Float	option theta
OptAnalytics	157	ve	Float	option vega
OptAnalytics	160	va	Float	option vanna
OptAnalytics	163	vo	Float	option volga
OptAnalytics	166	ro	Float	option rho
OptAnalytics	169	ph	Float	option phi
OptAnalytics	172	deDecay	Float	option delta decay
OptAnalytics	175	up50	Float	underlier up 50% slide
OptAnalytics	178	dn50	Float	underlier dn 50% slide
OptAnalytics	181	up15	Float	underlier up 15% slide
OptAnalytics	184	dn15	Float	underlier dn 15% slide
OptAnalytics	187	up06	Float	underlier up 6% slide
OptAnalytics	190	dn08	Float	underlier dn 8% slide
OptAnalytics	193	synSpot	Double	Synthetic spot price (market-derived spot when the underlying is not a traded instrument)
OptAnalytics	196	priceType	Enum	Equity or Future (Black76) pricing framework; if Future then uPrc is the forwardUPrc and sdiv = rate
OptAnalytics	199	calcErr	String	option pricing error (if any)
OptAnalytics	202	calcSource	Enum
OptAnalytics	205	uPrcAdjResult	Enum
OptAnalytics	208	timestamp	DateTime

LiveSurfaceCurve

mToken	Field Number	Field Name	Field Type	Field Description
OptSurface	10	ekey	ExpiryKey
OptSurface	11	surfaceType	Enum
OptSurface	100	ticker	TickerKey	underlying stock key that this option expiration attaches to
OptSurface	103	fkey	ExpiryKey	underlying future key (if any)
OptSurface	106	uPrcDriverKey	ExpiryKey	underlier driver key
OptSurface	109	uPrcDriverType	Enum	underlier driver key type (stock or future)
OptSurface	112	uPrcDriver	Double	underlier driver (mid-market)
OptSurface	115	uPrc	Double	effective uPrc used for surface fitting
OptSurface	118	uBid	Double	effective uBid
OptSurface	121	uAsk	Double	effective uAsk
OptSurface	124	years	Float	time to expiration (in years)
OptSurface	127	rate	Float	average interest rate to expiration (SR global rate curve)
OptSurface	130	sdiv	Float	stock dividend (borrow rate)
OptSurface	133	ddiv	Float	(expected) cumulative discrete dividend $ amounts prior to expiration
OptSurface	136	ddivPv	Float	(expected) cumulative npv of discrete dividend $ amounts prior to expiration (SR global rate curve)
OptSurface	139	ddivSource	Enum	Forecast if any of the dividends prior to expiry are forecast rather than announced
OptSurface	142	symbolRatio	Float	underlier price ratio (usually 1.0 or a multi-hedge option price ratio; if one exists)
OptSurface	145	exType	Enum	exercise type (American or European)
OptSurface	148	modelType	Enum	option pricing model used for price calcs (Normal, LogNormal, etc.)
OptSurface	151	priceType	Enum	Equity has independent sdiv and rate, Future has sdiv = rate
OptSurface	154	earnCnt	Float	number of qualifying earnings events prior to expiration [can be fractional] (from StockEarningsCalendar)
OptSurface	157	earnCntAdj	Float	number of qualifying earnings events prior to expiration [adjusted] (from StockEarningsCalendar + LiveSurfaceTerm)
OptSurface	160	axisVolRT	Float	axis volatility x sqrt(years) (used to compute xAxis) [usually 4m atm vol]
OptSurface	163	axisFUPrc	Float	axis FwdUPrc (fwd underlying price used to compute xAxis)
OptSurface	164	synSpot	Double	Synthetic spot price (market-derived spot when the underlying is not a traded instrument)
OptSurface	165	synCarry	Double	Synthetic carry rate; corresponds to the relationship between uPrc and synSpot (set when the underlying is not a traded instrument)
OptSurface	166	atmStrike	Float	synthetic strike with cPrice = pPrice
OptSurface	169	moneynessType	Enum	moneyness (xAxis) convention
OptSurface	172	underlierMode	Enum	underlier pricing mode (None=use spot/stock market; FrontMonth=use front month future market * uPrcRatio; Actual = use actual underlier future market)
OptSurface	175	cpAdjType	Enum	adjustment used to align calls/puts (if any)
OptSurface	178	priceQuoteType	Enum	Price or Vol
OptSurface	181	atmVol	Float	atm vol (xAxis = 0)
OptSurface	184	atmCen	Float	atm vol (xAxis = 0) (eMove/earnCntAdj censored)
OptSurface	187	atmVolHist	Float	historical realized volatility (includes eMoveHist x earnCntAdj adjustment). Note that this is the default atmVol if no implied markets existed previous day.
OptSurface	190	atmCenHist	Float	censored (earnings events removed) historical realized volatility. Trailing periods is 2x forward time to expiration. From HistoricalVolatility(windowType=hlCen).mv_nnn
OptSurface	193	eMove	Float	implied earnings move (from LiveSurfaceTerm)
OptSurface	196	eMoveHist	Float	historical earnings move (avg of trailing 8 moves). From StockEarningsCalendar.eMoveHist
OptSurface	199	uPrcRatio	Double	uPrcAdj = uPrc * uPrcRatioFit
OptSurface	202	minAtmVol	Float	minimum estimated atm vol
OptSurface	205	maxAtmVol	Float	maximum estimated atm vol
OptSurface	208	minCPAdjVal	Double	minimum cpAdjVal (sdiv or uPrcRatio)
OptSurface	211	maxCPAdjVal	Double	minimum cpAdjVal (sdiv or uPrcRatio)
OptSurface	214	atmFixedMove	Float	fixed strike atm move from prior period
OptSurface	217	atmPhi	Float	surface phi @ xAxis = 0
OptSurface	220	atmRho	Float	surface rho @ xAxis = 0
OptSurface	223	atmVega	Float	surface vega @ xAxis = 0
OptSurface	226	slope	Float	volatility surface slope (dVol / dXAxis) @ ATM (xAxis=0)
OptSurface	229	varSwapFV	Float	variance swap fair value (estimated by numerical integration over OTM price surface)
OptSurface	232	gridType	Enum	gridType defines skew curve coeff points + spline type
OptSurface	235	knotShift	Float	constant that should be added to each base knot location [-3.0 - +3.0]
OptSurface	238	fitPowerC	Float	fit power of the vol fit (call wing)
OptSurface	241	fitPowerP	Float	fit power of the vol fit (put wing)
OptSurface	244	minXAxis	Float	minimum xAxis value; xAxis values to the left extrapolate horizontally
OptSurface	247	maxXAxis	Float	maximum xAxis value; xAxis values to the right extrapolate horizontally
OptSurface	250	asymptoticVolC	Float	asymptotic volatility (call wing)
OptSurface	253	asymptoticVolP	Float	asymptotic volatility (put wing)
OptSurface	256	minCurvValue	Float	minimum curvature (2nd derivative) of skew curve (can be negative if curve is not strictly convex)
OptSurface	259	minCurvXAxis	Float	xAxis of minimum curvature point
OptSurface	262	maxCurvValue	Float	maximum curvature (2nd derivative) of skew curve
OptSurface	265	maxCurvXAxis	Float	xAxis of maximum curvature point
OptSurface	268	skewMinX	Float	xAxis = (effStrike / effAxisFUPrc - 1.0) / axisVolRT; effStrike = strike * strikeRatio; effAxisFUPrc = axisFUPrc * symbolRatio
OptSurface	271	skewMinY	Float	skewMinX / skewMinY are the skew curve minimum point (usually a positive x value and a negative y value)
OptSurface	274	surfaceFit	Enum
OptSurface	277	skewC00	Float	curve coeff[0]
OptSurface	280	skewC01	Float	curve coeff[1]
OptSurface	283	skewC02	Float
OptSurface	286	skewC03	Float
OptSurface	289	skewC04	Float
OptSurface	292	skewC05	Float
OptSurface	295	skewC06	Float
OptSurface	298	skewC07	Float
OptSurface	301	skewC08	Float
OptSurface	304	skewC09	Float
OptSurface	307	skewC10	Float
OptSurface	310	skewC11	Float
OptSurface	313	skewC12	Float
OptSurface	316	skewC13	Float
OptSurface	319	skewC14	Float
OptSurface	322	skewC15	Float
OptSurface	325	skewC16	Float
OptSurface	328	skewC17	Float
OptSurface	331	skewC18	Float
OptSurface	334	skewC19	Float
OptSurface	337	skewC20	Float
OptSurface	340	skewC21	Float
OptSurface	343	skewC22	Float
OptSurface	346	skewC23	Float
OptSurface	349	skewC24	Float
OptSurface	352	skewC25	Float
OptSurface	355	skewC26	Float
OptSurface	358	skewC27	Float
OptSurface	361	skewC28	Float
OptSurface	364	ivAdjD07	Float	xAxis = -5.0
OptSurface	367	ivAdjD06	Float	xAxis = -4.0
OptSurface	370	ivAdjD05	Float	xAxis = -3.0
OptSurface	373	ivAdjD04	Float	xAxis = -2.0
OptSurface	376	ivAdjD03	Float	xAxis = -1.5
OptSurface	379	ivAdjD02	Float	xAxis = -1.0
OptSurface	382	ivAdjD01	Float	xAxis = -0.5
OptSurface	385	ivAdjU01	Float	xAxis = +0.5
OptSurface	388	ivAdjU02	Float	xAxis = +1.0
OptSurface	391	ivAdjU03	Float	xAxis = +1.5
OptSurface	394	ivAdjU04	Float	xAxis = +2.0
OptSurface	397	ivAdjU05	Float	xAxis = +3.0
OptSurface	400	ivAdjU06	Float	xAxis = +4.0
OptSurface	403	ivAdjU07	Float	xAxis = +5.0
OptSurface	406	cpAdjD04	Float	xAxis = -4.0
OptSurface	409	cpAdjD03	Float	xAxis = -3.0
OptSurface	412	cpAdjD02	Float	xAxis = -2.0
OptSurface	415	cpAdjD01	Float	xAxis = -1.0
OptSurface	418	cpAdjU01	Float	xAxis = +1.0
OptSurface	421	cpAdjU02	Float	xAxis = +2.0
OptSurface	424	cpAdjU03	Float	xAxis = +3.0
OptSurface	427	cpAdjU04	Float	xAxis = +4.0
OptSurface	430	pwidth	Float	minimum mkt premium width
OptSurface	433	vwidth	Float	minimum mkt volatility width
OptSurface	436	cCnt	Byte	num call strikes in base fit
OptSurface	439	pCnt	Byte	num put strikes in base fit
OptSurface	442	cBidMiss	Byte	number of call bid violations (surface outside the market)
OptSurface	445	cAskMiss	Byte	number of call ask violations (surface outside the market)
OptSurface	448	pBidMiss	Byte	number of put bid violations
OptSurface	451	pAskMiss	Byte	number of put ask violations
OptSurface	454	fitAvgErr	Float	average error (sPrc - midPrc)
OptSurface	457	fitAvgAbsErr	Float	average absolute error (sPrc - midPrc)
OptSurface	460	fitMaxPrcErr	Float	worst case surface premium violation
OptSurface	463	fitErrXX	Float	okey_xx of the option with the largest fit error in this expiration
OptSurface	466	fitErrCP	Enum	okey_cp of the option with the largest fit error in this expiration
OptSurface	469	fitErrDe	Float	delta of fixErrXX
OptSurface	472	fitErrBid	Float	bid of the option with the largest fit error
OptSurface	475	fitErrAsk	Float	ask of the option with the largest fit error
OptSurface	478	fitErrPrc	Float	surface prc of the option with the largest fit error
OptSurface	481	fitErrVol	Float	surface vol of the option with the largest fit error
OptSurface	484	numSaddlePts	Byte	number of saddle points
OptSurface	487	minSaddleSpan	Float	smallest distance between saddle points
OptSurface	490	maxSaddleCurvature	Float	maximum saddle point curvature
OptSurface	493	skewCounter	Int	skew surface fit counter
OptSurface	496	sdivCounter	Int	sdiv surface fit counter
OptSurface	499	marketSession	Enum	market session this surface is from
OptSurface	502	tradeableStatus	Enum	indicates whether the surface is currently tradeable or not (all server surface integrity checks pass)
OptSurface	505	surfaceResult	Enum
OptSurface	508	sTimestamp	DateTime	last surface curve fit timestamp
OptSurface	511	time	TimeSpan
OptSurface	514	timestamp	DateTime

LiveSurfaceCurveV4

mToken	Field Number	Field Name	Field Type	Field Description
OptSurface	10	ekey	ExpiryKey
OptSurface	11	surfaceType	Enum
OptSurface	100	ticker	TickerKey	underlying stock key that this option expiration attaches to
OptSurface	103	fkey	ExpiryKey	underlying future key (if any)
OptSurface	106	uPrcDriverKey	ExpiryKey	underlier driver key
OptSurface	109	uPrcDriverType	Enum	underlier driver key type (stock or future)
OptSurface	112	uPrcDriver	Double	underlier driver (mid-market)
OptSurface	115	uPrc	Double	effective uPrc used for surface fitting
OptSurface	118	uBid	Double	effective uBid
OptSurface	121	uAsk	Double	effective uAsk
OptSurface	124	years	Float	time to expiration (in years)
OptSurface	127	rate	Float	average interest rate to expiration (SR global rate curve)
OptSurface	130	sdiv	Float	stock dividend (borrow rate)
OptSurface	133	ddiv	Float	(expected) cumulative discrete dividend $ amounts prior to expiration
OptSurface	136	ddivPv	Float	(expected) cumulative npv of discrete dividend $ amounts prior to expiration (SR global rate curve)
OptSurface	139	ddivSource	Enum	Forecast if any of the dividends prior to expiry are forecast rather than announced
OptSurface	142	symbolRatio	Float	underlier price ratio (usually 1.0 or a multi-hedge option price ratio; if one exists)
OptSurface	145	exType	Enum	exercise type (American or European)
OptSurface	148	modelType	Enum	option pricing model used for price calcs (Normal, LogNormal, etc.)
OptSurface	151	priceType	Enum	Equity has independent sdiv and rate, Future has sdiv = rate
OptSurface	154	earnCnt	Float	number of qualifying earnings events prior to expiration [can be fractional] (from StockEarningsCalendar)
OptSurface	157	earnCntAdj	Float	number of qualifying earnings events prior to expiration [adjusted] (from StockEarningsCalendar + LiveSurfaceTerm)
OptSurface	160	axisVolRT	Float	axis volatility x sqrt(years) (used to compute xAxis) [usually the minimum curve volatility]
OptSurface	163	axisFUPrc	Float	axis FwdUPrc (fwd underlying price used to compute xAxis)
OptSurface	166	moneynessType	Enum	moneyness (xAxis) convention
OptSurface	169	priceQuoteType	Enum	Price or Vol
OptSurface	172	atmVol	Float	atm vol (xAxis = 0)
OptSurface	175	atmCen	Float	atm vol (xAxis = 0) (eMove/earnCntAdj censored)
OptSurface	178	atmVolHist	Float	historical realized volatility (includes eMoveHist x earnCntAdj adjustment). Note that this is the default atmVol if no implied markets existed previous day.
OptSurface	181	atmCenHist	Float	censored (earnings events removed) historical realized volatility. Trailing periods is 2x forward time to expiration. From HistoricalVolatility(windowType=hlCen).mv_nnn
OptSurface	184	eMove	Float	implied earnings move (from LiveSurfaceTerm)
OptSurface	187	eMoveHist	Float	historical earnings move (avg of trailing 8 moves). From StockEarningsCalendar.eMoveHist
OptSurface	190	uPrcRatio	Double	uPrcAdj = uPrc * uPrcRatioFit
OptSurface	193	minAtmVol	Float	minimum estimated atm vol
OptSurface	196	maxAtmVol	Float	maximum estimated atm vol
OptSurface	199	minCPAdjVal	Double	minimum cpAdjVal (sdiv or uPrcRatio)
OptSurface	202	maxCPAdjVal	Double	minimum cpAdjVal (sdiv or uPrcRatio)
OptSurface	205	atmFixedMove	Float	fixed strike atm move from prior period
OptSurface	208	atmPhi	Float	surface phi @ xAxis = 0
OptSurface	211	atmRho	Float	surface rho @ xAxis = 0
OptSurface	214	atmVega	Float	surface vega @ xAxis = 0
OptSurface	217	slope	Float	volatility surface slope (dVol / dXAxis) @ ATM (xAxis=0)
OptSurface	220	varSwapFV	Float	variance swap fair value (estimated by numerical integration over OTM price surface)
OptSurface	223	minXAxis	Float	minimum xAxis value; left most point with a valid supporting strike
OptSurface	226	maxXAxis	Float	maximum xAxis value; right most point with a valid supporting strike
OptSurface	229	skewTicker	TickerKey	references a SkewBasisCurve record
OptSurface	232	xShift	Double
OptSurface	235	xMult	Double
OptSurface	238	skewMult	Double	SVOL = skewMult * BasisSkewFn(xShift + xMult * xAxis) + IVolBias(xAxis)
OptSurface	241	skewC00	Float	curve coeff[0]
OptSurface	244	skewC01	Float	curve coeff[1]
OptSurface	247	skewC02	Float
OptSurface	250	skewC03	Float
OptSurface	253	skewC04	Float
OptSurface	256	skewC05	Float
OptSurface	259	skewC06	Float
OptSurface	262	skewC07	Float
OptSurface	265	skewC08	Float
OptSurface	268	skewC09	Float
OptSurface	271	skewC10	Float
OptSurface	274	skewC11	Float
OptSurface	277	skewC12	Float
OptSurface	280	skewC13	Float
OptSurface	283	skewC14	Float
OptSurface	286	skewC15	Float
OptSurface	289	skewC16	Float
OptSurface	292	skewC17	Float
OptSurface	295	skewC18	Float
OptSurface	298	skewC19	Float
OptSurface	301	skewC20	Float
OptSurface	304	skewC21	Float
OptSurface	307	skewC22	Float
OptSurface	310	skewC23	Float
OptSurface	313	skewC24	Float
OptSurface	316	skewC25	Float
OptSurface	319	skewC26	Float
OptSurface	322	skewC27	Float
OptSurface	325	skewC28	Float
OptSurface	328	skewC29	Float
OptSurface	331	skewC30	Float
OptSurface	334	cpAdjD04	Float	xAxis = -4.0
OptSurface	337	cpAdjD03	Float	xAxis = -3.0
OptSurface	340	cpAdjD02	Float	xAxis = -2.0
OptSurface	343	cpAdjD01	Float	xAxis = -1.0
OptSurface	346	cpAdjU01	Float	xAxis = +1.0
OptSurface	349	cpAdjU02	Float	xAxis = +2.0
OptSurface	352	cpAdjU03	Float	xAxis = +3.0
OptSurface	355	cpAdjU04	Float	xAxis = +4.0
OptSurface	358	pwidth	Float	minimum mkt premium width
OptSurface	361	vwidth	Float	minimum mkt volatility width
OptSurface	364	cCnt	Byte	num call strikes in base fit
OptSurface	367	pCnt	Byte	num put strikes in base fit
OptSurface	370	cBidMiss	Byte	number of call bid violations (surface outside the market)
OptSurface	373	cAskMiss	Byte	number of call ask violations (surface outside the market)
OptSurface	376	pBidMiss	Byte	number of put bid violations
OptSurface	379	pAskMiss	Byte	number of put ask violations
OptSurface	382	fitAvgErr	Float	average error (sPrc - midPrc)
OptSurface	385	fitAvgAbsErr	Float	average absolute error (sPrc - midPrc)
OptSurface	388	fitMaxPrcErr	Float	worst case surface premium violation
OptSurface	391	fitErrXX	Float	okey_xx of the option with the largest fit error in this expiration
OptSurface	394	fitErrCP	Enum	okey_cp of the option with the largest fit error in this expiration
OptSurface	397	fitErrDe	Float	delta of fixErrXX
OptSurface	400	fitErrBid	Float	bid of the option with the largest fit error
OptSurface	403	fitErrAsk	Float	ask of the option with the largest fit error
OptSurface	406	fitErrPrc	Float	surface prc of the option with the largest fit error
OptSurface	409	fitErrVol	Float	surface vol of the option with the largest fit error
OptSurface	412	numSaddlePts	Byte	number of saddle points
OptSurface	415	minSaddleSpan	Float	smallest distance between saddle points
OptSurface	418	maxSaddleCurvature	Float	maximum saddle point curvature
OptSurface	421	marketSession	Enum	market session this surface is from
OptSurface	424	tradeableStatus	Enum	indicates whether the surface is currently tradeable or not (all server surface integrity checks pass)
OptSurface	427	surfaceResult	Enum
OptSurface	430	timestamp	DateTime

LiveSurfaceFixedGrid

mToken	Field Number	Field Name	Field Type	Field Description
OptSurface	10	ticker	TickerKey
OptSurface	11	days	Short	days to expiration [5, 21, 42, 63, 84, 105, 126, 189, 252, 378, 504]
OptSurface	12	surfaceType	Enum
OptSurface	100	date	String
OptSurface	103	time	String
OptSurface	106	sDiv	Float	Interpolated implied sdiv rate (from LiveSurfaceFixedTerm.sDiv_N)
OptSurface	109	fwdUPrc	Float	Interpolated implied forward price (from LiveSurfaceFixedTerm.fwdUPrc_N)
OptSurface	112	eCnt	Int	Number of expected earnings dates (from LiveSurfaceFixedTerm.eCnt_N)
OptSurface	115	eMove	Float	Implied earnings move (from LiveSurfaceFixedTerm.eMove)
OptSurface	118	eMoveHist	Float	Historical earnings move (from LiveSurfaceFixedTerm.eMoveHist)
OptSurface	121	volD45	Float	xde = -45 (censored volatility)
OptSurface	124	volD40	Float	xde = -40
OptSurface	127	volD35	Float	xde = -35
OptSurface	130	volD30	Float	xde = -30
OptSurface	133	volD25	Float	xde = -25
OptSurface	136	volD20	Float	xde = -20
OptSurface	139	volD15	Float	xde = -15
OptSurface	142	volD10	Float	xde = -10
OptSurface	145	volD05	Float	xde = -5
OptSurface	148	volA00	Float	xde = 0
OptSurface	151	volU05	Float	xde = +5
OptSurface	154	volU10	Float	xde = +10
OptSurface	157	volU15	Float	xde = +15
OptSurface	160	volU20	Float	xde = +20
OptSurface	163	volU25	Float	xde = +25
OptSurface	166	volU30	Float	xde = +30
OptSurface	169	volU35	Float	xde = +35
OptSurface	172	volU40	Float	xde = +40
OptSurface	175	volU45	Float	xde = +45
OptSurface	178	vWidth	Float	atm volatility width (from LiveSurfaceFixedTerm.vWidth_N)
OptSurface	181	vSlope	Float	atm volatility slope (from LiveSurfaceFixedTerm.vSlope_N)
OptSurface	184	loYears	Float	LiveSurfaceCurve.years before days [-1 = none]
OptSurface	187	hiYears	Float	LiveSurfaceCurve.years after days [-1 = none]
OptSurface	190	minDelta	Float	minimum valid strike delta
OptSurface	193	maxDelta	Float	maximum valid strike delta
OptSurface	196	timestamp	DateTime	surface fit timestamp

LiveSurfaceFixedTerm

mToken	Field Number	Field Name	Field Type	Field Description
OptSurface	10	ticker	TickerKey
OptSurface	11	surfaceType	Enum
OptSurface	50	synSpot	Double	Synthetic spot price (market-derived spot when the underlying is not a traded instrument)
OptSurface	100	hEMove	Float	expected forward earnings move (average of the last 8-12 underlier earnings moves; w/max clipping)
OptSurface	103	hEMoveNum	Byte	num historical earnings moves in historical window
OptSurface	106	hEMoveAvg	Float	avg historical earnings move (last 8-12 underlier earnings moves)
OptSurface	109	hEMoveStd	Float	std historical earnings move (last 8-12 underlier earnings moves)
OptSurface	112	hEMoveMin	Float	max historical earnings move (last 8-12 underlier earnings moves)
OptSurface	115	hEMoveMax	Float	min historical earnings move (last 8-12 underlier earnings moves)
OptSurface	118	iEMove	Float	implied earnings move (implied move; all earnings events)
OptSurface	121	iEFitCode	Enum	implied EFit Code
OptSurface	124	iEFitError	Float	eMove fit error (term surface fit error)
OptSurface	127	expiryCount	Byte	number of actual expirations involved
OptSurface	130	iEMoveAvg	Float	average eMove today
OptSurface	133	iEMoveStd	Float	eMove std dev today
OptSurface	136	iEMoveMin	Float	eMove min today
OptSurface	139	iEMoveMax	Float	emove max today
OptSurface	142	iEMoveCnt	Int	number of surface term fits today
OptSurface	145	eMoveExpAdj1	Int	number of expirations (+/-) that the next earn date was moved to best fit market term structure (if any)
OptSurface	148	eMoveYrsAdj1	Float	number of trading years (+/-) that the next earn date was moved to best fit market term structure (if any)
OptSurface	151	eMoveYears1	Float	years to expiration from LiveSurfaceCurve.pkey.ekey = eMoveFKey1
OptSurface	154	eMoveEKey1	ExpiryKey	LiveSurfaceCurve.pkey.ekey immediately after 1st implied earnings move (note: this will not match the base earnings calendar if eMoveDtAdj1 != 0)
OptSurface	157	eMoveExpAdj2	Int	number of expirations (+/-) that the 2nd earn date was moved to best fit market term structure (if any)
OptSurface	160	eMoveYrsAdj2	Float	number of trading years (+/-) that the 2nd earn date was moved to best fit market term structure (if any)
OptSurface	163	eMoveYears2	Float	years to expiration from LiveSurfaceCurve.pkey.fkey = eMoveFKey2
OptSurface	166	eMoveEKey2	ExpiryKey	LiveSurfaceCurve.pkey.ekey immediately after 2nd implied earnings move (note: this will not match the base earnings calendar if eMoveDtAdj2 != 0)
OptSurface	169	atmCenI_st	Float	short term (5 day) model atm volatility (censored using iEMult)
OptSurface	172	atmCenI_lt	Float	long term (504 day) model atm volatility
OptSurface	175	atmCenI_decay	Float	model decay parameter
OptSurface	178	atmCenI_5d	Float	Interpolated 5 day atm vol (censored using iEMult)
OptSurface	181	atmCenI_10d	Float	Interpolated 10 day atm vol
OptSurface	184	atmCenI_21d	Float	Interpolated 21 day atm vol
OptSurface	187	atmCenI_42d	Float	Interpolated 42 day atm vol
OptSurface	190	atmCenI_63d	Float	Interpolated 63 day atm vol
OptSurface	193	atmCenI_84d	Float	Interpolated 84 day atm vol
OptSurface	196	atmCenI_105d	Float	Interpolated 105 day atm vol
OptSurface	199	atmCenI_126d	Float	Interpolated 126 day atm vol
OptSurface	202	atmCenI_189d	Float	Interpolated 189 day atm vol
OptSurface	205	atmCenI_252d	Float	Interpolated 252 day atm vol
OptSurface	208	atmCenI_378d	Float	Interpolated 378 day atm vol
OptSurface	211	atmCenI_504d	Float	Interpolated 504 day atm vol
OptSurface	214	atmCenH_st	Float	short term (5 day) model atm volatility (censored using hEMult)
OptSurface	217	atmCenH_lt	Float	long term (504 day) model atm volatility
OptSurface	220	atmCenH_decay	Float	model decay parameter
OptSurface	223	atmCenH_5d	Float	Interpolated 5 day atm vol (censored using hEMult)
OptSurface	226	atmCenH_10d	Float	Interpolated 10 day atm vol
OptSurface	229	atmCenH_21d	Float	Interpolated 21 day atm vol
OptSurface	232	atmCenH_42d	Float	Interpolated 42 day atm vol
OptSurface	235	atmCenH_63d	Float	Interpolated 63 day atm vol
OptSurface	238	atmCenH_84d	Float	Interpolated 84 day atm vol
OptSurface	241	atmCenH_105d	Float	Interpolated 105 day atm vol
OptSurface	244	atmCenH_126d	Float	Interpolated 126 day atm vol
OptSurface	247	atmCenH_189d	Float	Interpolated 189 day atm vol
OptSurface	250	atmCenH_252d	Float	Interpolated 252 day atm vol
OptSurface	253	atmCenH_378d	Float	Interpolated 378 day atm vol
OptSurface	256	atmCenH_504d	Float	Interpolated 504 day atm vol
OptSurface	259	sDiv_5d	Float	Interpolated 5 day implied sdiv rate
OptSurface	262	sDiv_10d	Float	Interpolated 10 day implied sdiv rate
OptSurface	265	sDiv_21d	Float	Interpolated 21 day implied sdiv rate
OptSurface	268	sDiv_42d	Float	Interpolated 42 day implied sdiv rate
OptSurface	271	sDiv_63d	Float	Interpolated 63 day implied sdiv rate
OptSurface	274	sDiv_84d	Float	Interpolated 84 day implied sdiv rate
OptSurface	277	sDiv_105d	Float	Interpolated 105 day implied sdiv rate
OptSurface	280	sDiv_126d	Float	Interpolated 126 day implied sdiv rate
OptSurface	283	sDiv_189d	Float	Interpolated 189 day implied sdiv rate
OptSurface	286	sDiv_252d	Float	Interpolated 252 day implied sdiv rate
OptSurface	289	sDiv_378d	Float	Interpolated 378 day implied sdiv rate
OptSurface	292	sDiv_504d	Float	Interpolated 504 day implied sdiv rate
OptSurface	295	fwdUPrc_5d	Float	Interpolated 5 day implied forward price
OptSurface	298	fwdUPrc_10d	Float	Interpolated 10 day implied forward price
OptSurface	301	fwdUPrc_21d	Float	Interpolated 21 day implied forward price
OptSurface	304	fwdUPrc_42d	Float	Interpolated 42 day implied forward price
OptSurface	307	fwdUPrc_63d	Float	Interpolated 63 day implied forward price
OptSurface	310	fwdUPrc_84d	Float	Interpolated 84 day implied forward price
OptSurface	313	fwdUPrc_105d	Float	Interpolated 105 day implied forward price
OptSurface	316	fwdUPrc_126d	Float	Interpolated 126 day implied forward price
OptSurface	319	fwdUPrc_189d	Float	Interpolated 189 day implied forward price
OptSurface	322	fwdUPrc_252d	Float	Interpolated 252 day implied forward price
OptSurface	325	fwdUPrc_378d	Float	Interpolated 378 day implied forward price
OptSurface	328	fwdUPrc_504d	Float	Interpolated 504 day implied forward price
OptSurface	331	vWidth_5d	Float	Interpolated 5 day market vwidth
OptSurface	334	vWidth_10d	Float	Interpolated 10 day market vwidth
OptSurface	337	vWidth_21d	Float	Interpolated 21 day market vwidth
OptSurface	340	vWidth_42d	Float	Interpolated 42 day market vwidth
OptSurface	343	vWidth_63d	Float	Interpolated 63 day market vwidth
OptSurface	346	vWidth_84d	Float	Interpolated 84 day market vwidth
OptSurface	349	vWidth_105d	Float	Interpolated 105 day market vwidth
OptSurface	352	vWidth_126d	Float	Interpolated 126 day market vwidth
OptSurface	355	vWidth_189d	Float	Interpolated 189 day market vwidth
OptSurface	358	vWidth_252d	Float	Interpolated 252 day market vwidth
OptSurface	361	vWidth_378d	Float	Interpolated 378 day market vwidth
OptSurface	364	vWidth_504d	Float	Interpolated 504 day market vwidth
OptSurface	367	vSlope_5d	Float	Interpolated 5 day atm vol slope
OptSurface	370	vSlope_10d	Float	Interpolated 10 day atm vol slope
OptSurface	373	vSlope_21d	Float	Interpolated 21 day atm vol slope
OptSurface	376	vSlope_42d	Float	Interpolated 42 day atm vol slope
OptSurface	379	vSlope_63d	Float	Interpolated 63 day atm vol slope
OptSurface	382	vSlope_84d	Float	Interpolated 84 day atm vol slope
OptSurface	385	vSlope_105d	Float	Interpolated 105 day atm vol slope
OptSurface	388	vSlope_126d	Float	Interpolated 126 day atm vol slope
OptSurface	391	vSlope_189d	Float	Interpolated 189 day atm vol slope
OptSurface	394	vSlope_252d	Float	Interpolated 252 day atm vol slope
OptSurface	397	vSlope_378d	Float	Interpolated 378 day atm vol slope
OptSurface	400	vSlope_504d	Float	Interpolated 504 day atm vol slope
OptSurface	403	eCnt_5d	Byte	number of expected earnings events
OptSurface	406	eCnt_10d	Byte	number of expected earnings events
OptSurface	409	eCnt_21d	Byte	number of expected earnings events
OptSurface	412	eCnt_42d	Byte	number of expected earnings events
OptSurface	415	eCnt_63d	Byte	number of expected earnings events
OptSurface	418	eCnt_84d	Byte	number of expected earnings events
OptSurface	421	eCnt_105d	Byte	number of expected earnings events
OptSurface	424	eCnt_126d	Byte	number of expected earnings events
OptSurface	427	eCnt_189d	Byte	number of expected earnings events
OptSurface	430	eCnt_252d	Byte	number of expected earnings events
OptSurface	433	eCnt_378d	Byte	number of expected earnings events
OptSurface	436	eCnt_504d	Byte	number of expected earnings events
OptSurface	439	status	Enum
OptSurface	442	time	TimeSpan
OptSurface	445	timestamp	DateTime	update timestamp

MLinkAdmin

mToken	Field Number	Field Name	Field Type	Field Description
MLinkWs	100	state	Enum
MLinkWs	103	detail	Text1

MLinkCount

mToken	Field Number	Field Name	Field Type	Field Description
MLinkRest	100	count	Long

MLinkDataAck

mToken	Field Number	Field Name	Field Type	Field Description
MLinkWs	100	msgType	UShort	message type of the data object being ack’d
MLinkWs	103	sendTs	Long	send timestamp of the data object being ack’d (note: MessageType + SendTimestamp should be unique)
MLinkWs	106	result	Enum
MLinkWs	109	detail	Text1

MLinkHeartbeat

mToken	Field Number	Field Name	Field Type	Field Description
MLinkWs	100	seqNum	Int
MLinkWs	103	timestamp	DateTime

MLinkLogon

mToken	Field Number	Field Name	Field Type	Field Description
MLinkWs	100	userName	Text1	SR UserName
MLinkWs	103	password	Text1	client supplied secret (optional; required if supplied previously)
MLinkWs	106	pin	String	SR Mfa Pin
MLinkWs	109	apiKey	String	SR generated API key
MLinkWs	112	jwtToken	Text1	Cognito JWT token

MLinkSignalReady

mToken	Field Number	Field Name	Field Type	Field Description
MLinkWs	100	sessionID	Short	(optional) subscription sessionID (if missing or -1 will signal all sessionIDs for this websocket connection)
MLinkWs	103	signalID	Long	(optional) will be reflected back in xCheckPt.signalID fields that indicates that a specified signal ready triggered active send is complete.
MLinkWs	106	readyScan	Enum	(optional; default is Incremental) Incremental = messages w/changes (all fields; cumulative changes) since previous MLinkSignalReady; FullScan = all messages

MLinkStream

mToken	Field Number	Field Name	Field Type	Field Description
MLinkWs	100	msgName	String	(required) a SpiderRock message name (topic channel) (can be string name or protobuf message number)
MLinkWs	103	where	Text2	(optional) where clause; eg. “(bidexch:eq:AMEX	bidexch:eq:CBOE) & bidsize:ge:100” (default is all records)
MLinkWs	106	view	Text2	(optional) list (subset) of field names to return with this message (eg. bidprice,askprice,bidsize,asksize) (default is all names)
MLinkWs	109	unsubscribe	Enum	(optional) if set to Yes the specified message type will be unsubscribed and thus no longer return
MLinkWs	112	sessionID	Short	(optional) actions below apply only to the sessionID virtual session; should be zero for non-multiplexed web-socket connections.
MLinkWs	115	queryID	Long	(optional) queryID will be reflected back in the corresponding MLinkStreamAck message; nothing is assumed about structure of this number
MLinkWs	118	queryLabel	String	(optional) query label; used for logging and query tracking
MLinkWs	121	activeLatency	Int	(optional) number of milliseconds between active send attempts (1 = minimum delay, 0 = wait for SignalReady) [default = 0]
MLinkWs	124	sysEnvironment	Enum	(optional) records cannot have [sysEnvironment + sysRealm] in their route history (no loops)
MLinkWs	127	sysRealm	Enum
MLinkWs	130	highwaterTs	Long	(optional) records must have a header.sentTs that is later than this value (nanoseconds after the UNIX epoch) [-1 means start from current server side highwaterTs]
MLinkWs	133	stripeFilter	Text1	(optional) if supplied records must be within the specified stripe
MLinkWs	136	schemaHash	Long	(optional) message schema hash [if supplied and matches server schema hash for this message binary encoding will be used]
MLinkWs	139	localMsgType	UShort	(optional) if != 0 the msgType number will be translated from msgType to localMsgType in the mlink server (protobuf and binary messages)
MLinkWs	142	localMsgName	String	(optional) if exists the message name will be translated from msgName to localMsgName in the mlink server (json messages)

MLinkStreamAck

mToken	Field Number	Field Name	Field Type	Field Description
MLinkWs	100	sessionID	Short	from MLinkStream.sessionID
MLinkWs	103	queryID	Long	from MLinkStream.queryID
MLinkWs	106	querySendTs	Long	MLinkStream.header.sentTs (should be unique)
MLinkWs	109	queryLabel	String	from MLinkStream.queryLabel
MLinkWs	112	unsubscribe	Enum	from MLinkStream.unsubscribe
MLinkWs	115	msgName	String	(required) a SpiderRock message name (topic channel) (can be string name or protobuf message number)
MLinkWs	118	result	Enum
MLinkWs	121	detail	String

MLinkStreamCheckPt

mToken	Field Number	Field Name	Field Type	Field Description
MLinkWs	100	sessionID	Short	from MLinkStream.sessionID
MLinkWs	103	queryID	Long	from MLinkStream.queryID
MLinkWs	106	signalID	Long	from MLinkSignalReady.signalID (if send sequence triggered by an MLinkSignalReady message)
MLinkWs	109	state	Enum
MLinkWs	112	detail	Text1
MLinkWs	115	highwaterTs	Long
MLinkWs	118	numBytesSent	Long
MLinkWs	121	numMessagesSent	Int
MLinkWs	124	waitElapsed	Double	wait time between active send operations (SRC or timer)
MLinkWs	127	queryElapsed	Double	total time spent in active send loop
MLinkWs	130	tryFwdElapsed	Double	total time spent scan/skipping
MLinkWs	133	sendElapsed	Double	total time spend encoding/copying to send buffer
MLinkWs	136	flushElapsed	Double	total time spend sending/blocking on web socket
MLinkWs	139	timestamp	DateTime

MLinkSubscribe

mToken	Field Number	Field Name	Field Type	Field Description
MLinkWs	100	sessionID	Short	(optional) actions below apply only to the sessionID virtual channel; should be zero for non-multiplexed web-socket connections.
MLinkWs	103	subscribeID	Long	(optional) subscribeD will be reflected back in the corresponding MLinkSubscribeAck message; nothing is assumed about structure of this number
MLinkWs	106	activeLatency	Int	(optional) number of milliseconds between active send attempts (1 = minimum delay, 0 = wait for SignalReady) [default = 0]
MLinkWs	109	compression	Enum	(optional) FieldChangesOnly will supress fields in messages that have not changed since the previous send (resets automatically after every subscription)
MLinkWs	112	doReset	Enum	if Yes all current subscriptions will be removed prior to applying the actions below
MLinkWs	133	Subscribe	Repeater
MLinkWs	136	msgName	String	(required) a SpiderRock message name (topic channel) (can be string name or protobuf message number)
MLinkWs	139	msgPKey	String	(required) must be an existing message.pkey; can be in either flat string or JSON format
MLinkWs	124	Unsubscribe	Repeater
MLinkWs	127	msgName	String	(required) a SpiderRock message name (topic channel) (can be string name or protobuf message number)
MLinkWs	130	msgPKey	String	# an existing message.pkey; can be in either flat string or JSON format; if missing/empty all active msgName subscriptions will be removed
MLinkWs	115	View	Repeater
MLinkWs	118	msgName	String	a SpiderRock message name (topic channel) (can be string name or protobuf message number)
MLinkWs	121	view	String	list (subset) of field names to return with this message type (eg. bidprice,askprice,bidsize,asksize)

MLinkSubscribeAck

mToken	Field Number	Field Name	Field Type	Field Description
MLinkWs	100	sessionID	Short	from MLinkSubscribe.sessionID
MLinkWs	103	subscribeID	Long	from MLinkSubscribe.subscribeID
MLinkWs	106	numActiveSubscriptions	Int
MLinkWs	109	didReset	Enum	if Yes all current subscriptions were removed prior to applying the actions below
MLinkWs	139	Subscribe	Repeater
MLinkWs	142	msgName	String	(required) a SpiderRock message name (topic channel)
MLinkWs	145	msgPKey	String	(required) must be an existing message.pkey; can be in either flat string or JSON format
MLinkWs	148	result	Enum
MLinkWs	151	detail	String
MLinkWs	127	Unsubscribe	Repeater
MLinkWs	130	msgName	String	(required) a SpiderRock message name (topic channel)
MLinkWs	133	msgPKey	String	an existing message.pkey; can be in either flat string or JSON format; if missing/empty all active msgName subscriptions will be removed
MLinkWs	136	result	Enum
MLinkWs	112	View	Repeater
MLinkWs	115	msgName	String	a SpiderRock message name (topic channel) (can be string name or protobuf message number)
MLinkWs	118	view	String	list (subset) of field names to return with this message type (eg. bidprice,askprice,bidsize,asksize)
MLinkWs	121	result	Enum
MLinkWs	124	detail	String

MLinkSubscribeCheckPt

mToken	Field Number	Field Name	Field Type	Field Description
MLinkWs	100	sessionID	Short	from MLinkSubscribe.sessionID
MLinkWs	103	subscribeID	Long	from MLinkSubscribe.subscribeID
MLinkWs	106	signalID	Long	MLinkSignalReady.signalID (if send sequence triggered by an MLinkSignalReady message)
MLinkWs	109	state	Enum
MLinkWs	112	detail	Text1

MsgDesc

mToken	Field Number	Field Name	Field Type	Field Description
MLinkRest	100	name	String	message name
MLinkRest	103	mNum	UShort	protobuf message number
MLinkRest	106	schemaHash	String	schema hash (changes each time the schema is modified)
MLinkRest	109	actions	String	’SIURD’
MLinkRest	112	hasTKey	Enum	message contains a ‘TickerKey’ x-ray field
MLinkRest	115	hasEKey	Enum	message contains an ‘ExpiryKey’ x-ray field
MLinkRest	118	hasOKey	Enum	message contains an ‘OptionKey’ x-ray field
MLinkRest	121	hasCF	Enum	message has a ‘ClientFirm’ fields (message has client firm visiblity restrictions)
MLinkRest	124	mToken	Enum	the mlink token this message is associated with
MLinkRest	127	desc	Text2	message description (if any)
MLinkRest	130	priTimeField	String	this is the primary time field for the time control and histogram
MLinkRest	133	secTimeField	String	this is the Top10 field for the stacked bar / label on the time control histogram (blank if none)
MLinkRest	136	defaultGridFields	Text2	comma separated list of (default) visible grid fields (in grid order)
MLinkRest	139	staticFilterFields	Text2	comma separated list of (default) static filter fields (in display order)

MsgExpiryKey

mToken	Field Number	Field Name	Field Type	Field Description
MLinkRest	100	expiryKey	ExpiryKey

MsgOptionKey

mToken	Field Number	Field Name	Field Type	Field Description
MLinkRest	100	optionKey	OptionKey

MsgTickerKey

mToken	Field Number	Field Name	Field Type	Field Description
MLinkRest	100	tickerKey	TickerKey

OpraPrintType

mToken	Field Number	Field Name	Field Type	Field Description
OptionDefinition	10	opraPrintType	Byte
OptionDefinition	100	printTypeChar	String	character value of printType
OptionDefinition	103	printCode	String	eg, AUTO, CANC
OptionDefinition	106	printCodeString	Text1	longer string
OptionDefinition	109	printCodeDescription	Text1	full description

OptExpiryDefinition

mToken	Field Number	Field Name	Field Type	Field Description
OptionDefinition	10	ekey	ExpiryKey	option root+expiration
OptionDefinition	100	ticker	TickerKey	master ticker
OptionDefinition	103	fkey	ExpiryKey	settlement future (if any)
OptionDefinition	106	uPrcDriverKey	ExpiryKey	underlier price driver for this option expiry (default is fkey; if it exists)
OptionDefinition	109	uPrcDriverKeyType	Enum	Stock or Future
OptionDefinition	112	uPrcBoundFKey	ExpiryKey	underlier price bounding future (if any) for this option expiry
OptionDefinition	115	expiration	DateTime	option expiration date and time
OptionDefinition	118	maturityDate	DateTime
OptionDefinition	121	displayFactor	Double
OptionDefinition	124	cabPrice	Double
OptionDefinition	127	priceFormat	Enum
OptionDefinition	130	minTickSize	Double
OptionDefinition	133	timestamp	DateTime

OptionAtmMinuteBarData

mToken	Field Number	Field Name	Field Type	Field Description
OptSurface	10	ekey	ExpiryKey
OptSurface	11	tradingDate	DateTime
OptSurface	12	minute	Int	minutes since 2000-01-01
OptSurface	100	ticker	TickerKey
OptSurface	103	startTime	DateTime	Start of trading period for this product (note: this field will only be populated in the first message sent)
OptSurface	106	startTimeMinute	String	Minute representation of startTime (note: this field will only be populated in the first message sent)
OptSurface	109	endTime	DateTime	End of trading period for this product (note: this field will only be populated in the first message sent)
OptSurface	112	endTimeMinute	String	Minute representation of endTime (note: this field will only be populated in the first message sent)
OptSurface	115	uPrc	Double	Underlying price
OptSurface	118	years	Float	Years to expiry
OptSurface	121	rate	Float	Interest rate
OptSurface	124	sdiv	Float	Continuous stock dividend
OptSurface	127	ddiv	Float	Discrete stock dividend value
OptSurface	130	uPrcRatio	Double	Implied underlying price offset. For options with futures underlyings, this is like sDiv for futures.
OptSurface	133	ivol	Float	atm ivol (atm: strike = fUPrc)
OptSurface	136	ivxx	Float	fixed strike ivol (ivol @ refStrike)
OptSurface	139	ivCen	Float	atm ivol (atm: strike = fUPrc) [eMove/earnings censored]
OptSurface	142	slope	Float	dVol / dXAxis
OptSurface	145	vWidth	Float	implied volatility width (best market)
OptSurface	148	refStrike	Float	reference strike (usually prior day closing uPrc)
OptSurface	151	ivolHi	Float	Implied Volatility high value (during bar)
OptSurface	154	ivolLo	Float	Implied Volatility low value (during bar)
OptSurface	157	ivxxHi	Float	Implied Volatility of Previous Day’s ATM strike, high value (during bar)
OptSurface	160	ivxxLo	Float	Implied Volatility of Previous Day’s ATM strike, low value (during bar)
OptSurface	163	ivCenHi	Float	Censored implied volatility high value (during bar)
OptSurface	166	ivCenLo	Float	Censored implied volatility low value (during bar)
OptSurface	169	sdivHi	Float	Continuous carry rate, high value (during bar)
OptSurface	172	sdivLo	Float	Continuous carry rate, low value (during bar)
OptSurface	175	uPrcRatioHi	Double	Underlying price offset value, high value (during bar)
OptSurface	178	uPrcRatioLo	Double	Underlying price offset value, low value (during bar)
OptSurface	181	slopeHi	Float	Slope high value (during bar). The difference between the put and call at 1/2 standard deviation from the ATM point.
OptSurface	184	slopeLo	Float	Slope low value (during bar). The difference between the put and call at 1/2 standard deviation from the ATM point.
OptSurface	187	varSwapFV	Float	variance swap fair value (estimated by numerical integration over OTM price surface)
OptSurface	190	maxDIVol	Float	maximum change in IVol (between LSA rec publishes)
OptSurface	193	maxDSDiv	Float	maximum change is SDiv (between LSA rec publishes)
OptSurface	196	uPrcSPY	Double	SPY underlying price
OptSurface	199	ivolSPY	Float	SPY atm ivol
OptSurface	202	ivxxSPY	Float	SPY fixed strike ivol
OptSurface	205	marketSegment	Enum
OptSurface	208	ts	DateTime	last update time (Date)

OptionCloseMark

mToken	Field Number	Field Name	Field Type	Field Description
OptMarkData	10	okey	OptionKey
OptMarkData	100	tradeDate	DateKey
OptMarkData	103	clsMarkState	Enum	LastPrt = last print received; SRClose = SpiderRock snapshot; ExchClose = official exchange close price; Final = Final close mark
OptMarkData	106	uBid	Double	SpiderRock closing underlier bid (C - 1m)
OptMarkData	109	uAsk	Double	SpiderRock closing underlier ask (C - 1m)
OptMarkData	112	uSrCls	Double	SpiderRock underlier closing mark (C - 1m)
OptMarkData	115	uClose	Double	exchange underlier closing mark
OptMarkData	118	bidPrc	Float	SpiderRock closing option bid (C - 1m)
OptMarkData	121	askPrc	Float	SpiderRock closing option ask (C - 1m)
OptMarkData	124	srClsPrc	Double	SpiderRock close mark (close - 1min)
OptMarkData	127	closePrc	Double	official exchange closing mark (last print;then official close)
OptMarkData	130	hasSRClsPrc	Enum
OptMarkData	133	hasClosePrc	Enum
OptMarkData	136	bidIV	Float	implied vol of SpiderRock closing bid price (C - 1m)
OptMarkData	139	askIV	Float	implied vol of SpiderRock closing ask price (C - 1m)
OptMarkData	142	srPrc	Float	SpiderRock surface price (always within bidPx/askPx) (C - 1m)
OptMarkData	145	srVol	Float	SpiderRock surface volatility (C - 1m)
OptMarkData	148	srSrc	Enum	SpiderRock price source [NbboMid, SRVol, LoBound, HiBound, SRPricer, SRQuote, CloseMark]
OptMarkData	151	de	Float	delta (SR surface)
OptMarkData	154	ga	Float	gamma (SR surface)
OptMarkData	157	th	Float	theta (SR surface)
OptMarkData	160	ve	Float	vega (SR surface)
OptMarkData	163	vo	Float	volga (SR surface)
OptMarkData	166	va	Float	vanna (SR surface)
OptMarkData	169	rh	Float	rho (SR surrface)
OptMarkData	172	ph	Float	phi (SR surface)
OptMarkData	175	srSlope	Float	surface slope (SR surface)
OptMarkData	178	deDecay	Float	delta decay (SR surface)
OptMarkData	181	sdiv	Float	SpiderRock sdiv rate
OptMarkData	184	ddiv	Float	SpiderRock ddiv rate (sum of discrete dividend amounts)
OptMarkData	187	rate	Float	SpiderRock interest rate
OptMarkData	190	years	Float	years to expiration
OptMarkData	193	error	Byte	SpiderRock pricing library calculation error code
OptMarkData	196	openInterest	Int	Open Interest
OptMarkData	199	prtCount	Int	print count
OptMarkData	202	prtVolume	Int	total printed volume
OptMarkData	205	srCloseMarkDttm	DateTime	from MarketCloseQuote.srCloseMarkDttm
OptMarkData	208	timestamp	DateTime	record timestamp

OptionFlexEvent

mToken	Field Number	Field Name	Field Type	Field Description
OptMktData	10	sequenceNumber	Int	sequence of the flex event message counting from the start of day or last restart of the feed handler
OptMktData	100	eventId	Int	unique id of the event assigned by SpiderRock, subsequent messages on the event will use the same id
OptMktData	103	prtExch	Enum	exchange code that produced this flex event
OptMktData	106	prtRoot	String	security symbol of the FLEX option
OptMktData	109	requestId	Int	request identifier associated with this trade assigned by the exchange (these appear to not be 100% reliable, particularly for PHLX)
OptMktData	112	eventType	Enum	type of event this message represents, e.g., RFQ, QTE, LST
OptMktData	115	totalQuantity	Int	total quantity of the flex trade
OptMktData	118	packagePrice	Double	total price of the flex trade inclusive of all legs
OptMktData	121	netTimestamp	Long	timestamp of when this message was received
OptMktData	124	srcTimestamp	Long	timestamp from the exchange of when this message was sent
OptMktData	127	Legs	Repeater
OptMktData	130	okey	OptionKey	OptionKey of the instrument, if available
OptMktData	133	flexType	Enum	European or American exercise, AM or PM exercise time
OptMktData	136	quantity	Int	quantity of contracts in this leg of the event
OptMktData	139	price	Double	price of this leg of the event, could be quoted in percentage of closing price
OptMktData	142	priceType	Enum	price type of the event
OptMktData	145	delta	Double	delta supplied with the event for delta adjusted at close events
OptMktData	148	refPrice	Double	reference price of the event, for use in delta ajusting the final price
OptMktData	151	closePrice	Double	close price used for both percentage adjusted and delta adjusted events
OptMktData	154	priceAdj	Double	final adjusted price, made available after the event is marked as PctAdjApplied or DeltaAdjApplied
OptMktData	157	strikeAdj	Double	final adjusted strike, made available after the event is marked PctAdjApplied
OptMktData	160	bidPrice	Double	bid price from QTE messages
OptMktData	163	bidSize	Double	bid size from QTE messages
OptMktData	166	askPrice	Double	ask price from QTE messages
OptMktData	169	askSize	Double	ask size from QTE messages
OptMktData	172	rawText	String	raw text of the flex event

OptionMarketSummary

mToken	Field Number	Field Name	Field Type	Field Description
OptSummaryData	10	okey	OptionKey
OptSummaryData	100	opnPrice	Double	start of day (SR) open mark
OptSummaryData	103	opnVolatility	Double	start of day (SR) open mark (volatility)
OptSummaryData	106	clsPrice	Double	end of day (SR) close mark
OptSummaryData	109	clsVolatility	Double	end of day (SR) close mark (volatility)
OptSummaryData	112	minPrtPrc	Double	minimum print price within market hours
OptSummaryData	115	minPrtVol	Double	minimum print volatility within market hours
OptSummaryData	118	maxPrtPrc	Double	maximum print price within market hours
OptSummaryData	121	maxPrtVol	Double	maximum print volatility within market hours
OptSummaryData	124	openInterest	Int
OptSummaryData	127	bidCount	Int	num prints less than or equals to SR surface mark
OptSummaryData	130	bidVolume	Int	volume when prtPrice less than or equals to quote.bid
OptSummaryData	133	askCount	Int	num prints greater than or equals to SR surface mark
OptSummaryData	136	askVolume	Int	volume when prtPrice greater than or equals to quote.ask
OptSummaryData	139	midCount	Int	num prints inside quote.ebid / quote.eask
OptSummaryData	142	midVolume	Int	volume inside quote.ebid / quote.eask
OptSummaryData	145	prtCount	Int	number of distinct print reports
OptSummaryData	148	lastPrtPrice	Double	last print price
OptSummaryData	151	lastPrtVolatility	Float	last print volatility
OptSummaryData	154	avgWidth	Double	average market width (time weighted)
OptSummaryData	157	avgBidSize	Float	average bid size (time weighted)
OptSummaryData	160	avgAskSize	Float	average ask size (time weighted)
OptSummaryData	163	lastPrint	DateTime
OptSummaryData	166	timestamp	DateTime

OptionNbboQuote

mToken	Field Number	Field Name	Field Type	Field Description
OptMktData	10	okey	OptionKey
OptMktData	100	updateType	Enum
OptMktData	103	bidPrice	Float	bid price
OptMktData	106	askPrice	Float	ask price
OptMktData	109	bidSize	Int	bid size in contracts (largest exch quote)
OptMktData	112	askSize	Int	ask size in contracts (largest exch quote)
OptMktData	115	cumBidSize	Int	bid size in contracts (total nbbo size)
OptMktData	118	cumAskSize	Int	ask size in contracts (total nbbo size)
OptMktData	121	bidExch	Enum	first (or largest remaining) exchange at bid price
OptMktData	124	askExch	Enum	first (or largest remaining) exchange at ask price
OptMktData	127	bidMask	UInt	exchange bid bit mask
OptMktData	130	askMask	UInt	exchange ask bit mask
OptMktData	133	bidMktType	Flag	bid side quote flags (if any)
OptMktData	136	askMktType	Flag	ask side quote flags (if any)
OptMktData	139	bidPrice2	Float	2nd best bid price
OptMktData	142	askPrice2	Float	2nd best ask price
OptMktData	145	cumBidSize2	Int	cumulative size at 2nd price
OptMktData	148	cumAskSize2	Int	cumulative size at 2nd price
OptMktData	151	bidTime	Int	last bid price change (milliseconds since midnight) calculated from the srcTimestamp
OptMktData	154	askTime	Int	last ask price change (milliseconds since midnight) calculated from the srcTimestamp
OptMktData	157	srcTimestamp	Long	source high precision timestamp (if available)
OptMktData	160	netTimestamp	Long	inbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock

OptionOpenInterest

mToken	Field Number	Field Name	Field Type	Field Description
OptMarkData	10	okey	OptionKey
OptMarkData	100	openInt	Int
OptMarkData	103	timestamp	DateTime

OptionOpenMark

mToken	Field Number	Field Name	Field Type	Field Description
OptMarkData	10	okey	OptionKey
OptMarkData	100	tradeDate	DateKey
OptMarkData	103	uBid	Double	SR open uBid; (SR close uBid overnight adjusted)
OptMarkData	106	uAsk	Double	SR open uAsk; (SR close uAsk overnight adjusted)
OptMarkData	109	uSrCls	Double	SR open uMark; [SR close uMark (C - 1m) overnight adjusted]
OptMarkData	112	uClose	Double	exchange open uMark; [exchange close uMark overnight adjusted]
OptMarkData	115	bidPrc	Float	SR open bid; [SR close bid overnight adjusted]
OptMarkData	118	askPrc	Float	SR open ask; [SR close ask overnight adjusted]
OptMarkData	121	srClsPrc	Double	SR open mark; [SR close mark (close - 1min) overnight adjusted]
OptMarkData	124	closePrc	Double	exchange open mark; [exchange close mark overnight adjusted] [if available]
OptMarkData	127	bidIV	Float	implied vol of SR closing bid price
OptMarkData	130	askIV	Float	implied vol of SR closing ask price
OptMarkData	133	srPrc	Float	SR open surface price; [SR close surface price overnight adjusted]
OptMarkData	136	srVol	Float	SR surface volatility
OptMarkData	139	srSrc	Enum
OptMarkData	142	de	Float	greeks from SR surface volatility
OptMarkData	145	ga	Float
OptMarkData	148	th	Float
OptMarkData	151	ve	Float
OptMarkData	154	vo	Float	volga (SR surface)
OptMarkData	157	va	Float	vanna (SR surface)
OptMarkData	160	rh	Float
OptMarkData	163	ph	Float
OptMarkData	166	srSlope	Float	surface slope (SR surface)
OptMarkData	169	deDecay	Float
OptMarkData	172	sdiv	Float	SR live sdiv rate
OptMarkData	175	ddiv	Float	SR live ddiv rate
OptMarkData	178	rate	Float	SR live int rate
OptMarkData	181	years	Float	years to expiration
OptMarkData	184	error	Byte	SRPricingLib.CalcError
OptMarkData	187	corpAction	Text1
OptMarkData	190	timestamp	DateTime

OptionPrint

mToken	Field Number	Field Name	Field Type	Field Description
OptMktData	10	okey	OptionKey
OptMktData	100	prtExch	Enum
OptMktData	103	prtSize	Int	print size [contracts]
OptMktData	106	prtPrice	Float	print price
OptMktData	109	prtClusterNum	Int	incremental print cluster counter (one counter per okey; used to group prints into clusters)
OptMktData	112	prtClusterSize	Int	cumulative size of prints in this sequence (sequence of prints @ same or more aggressive price with less than 25 ms elapsing since first print; can span exchanges)
OptMktData	115	prtType	Enum	print type
OptMktData	118	prtOrders	UShort	number of participating orders
OptMktData	121	prtVolume	Int	day print volume in contracts [this exchange]
OptMktData	124	cxlVolume	Int	day print/cancel volume (num of contracts printed and then cancelled)
OptMktData	127	bidCount	UShort	number of bid prints
OptMktData	130	askCount	UShort	number of ask prints
OptMktData	133	bidVolume	Int	bid print volume in contracts
OptMktData	136	askVolume	Int	ask print volume in contracts
OptMktData	139	ebid	Float	exchange bid (@ print time)
OptMktData	142	eask	Float	exchange ask (@ print time)
OptMktData	145	ebsz	Int	exchange bid size
OptMktData	148	easz	Int	exchange ask size
OptMktData	151	eage	Float	age of prevailing quote at time of print
OptMktData	154	bidPrice	Float	nbbo bid price (@ print time)
OptMktData	157	askPrice	Float	nbbo ask price (@ print time)
OptMktData	160	bidPrice2	Float	2nd best bid price (@ print time)
OptMktData	163	askPrice2	Float	2nd best ask price (@ print time)
OptMktData	166	bidSize	Int	bid size in contracts (largest exch quote)
OptMktData	169	askSize	Int	ask size in contracts (largest exch quote)
OptMktData	172	cumBidSize	Int	bid size in contracts (total nbbo size)
OptMktData	175	cumAskSize	Int	ask size in contracts (total nbbo size)
OptMktData	178	cumBidSize2	Int	cumulative size at 2nd price
OptMktData	181	cumAskSize2	Int	cumulative size at 2nd price
OptMktData	184	bidMask	UInt	exchange bid bit mask
OptMktData	187	askMask	UInt	exchange ask bit mask
OptMktData	190	prtSide	Enum	implied print side (based on ebid/eask and nbbo market)
OptMktData	193	prtTimestamp	Long	exchange high precision timestamp (if available)
OptMktData	196	netTimestamp	Long	inbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock
OptMktData	199	oqNetTimestamp	Long	inbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock
OptMktData	202	timestamp	DateTime

OptionPrintProbability

mToken	Field Number	Field Name	Field Type	Field Description
OptProbModel	10	okey	OptionKey
OptProbModel	11	stateModel	Enum
OptProbModel	100	prtPrice	Float
OptProbModel	103	prtSize	Int
OptProbModel	106	prtProb	Float	probability that this print will result in positive PnL
OptProbModel	109	prtSide	Enum
OptProbModel	112	bidPrice	Float	nbbo bid price
OptProbModel	115	askPrice	Float	nbbo ask price
OptProbModel	118	bidSize	Int	cumulative size @ bid price
OptProbModel	121	askSize	Int	cumulative size @ ask price
OptProbModel	124	avgBLink1m	Float	average buy link value (trailing 10)
OptProbModel	127	maeBLink1m	Float	buy link value mean abs err (trailing 1000)
OptProbModel	130	avgSLink1m	Float	average sell link value (trailing 10)
OptProbModel	133	maeSLink1m	Float	sell link value mean abs err (trailing 1000)
OptProbModel	136	avgBLink10m	Float	average buy link value (trailing 100)
OptProbModel	139	maeBLink10m	Float	bid link value mean abs err (trailing 1000)
OptProbModel	142	avgSLink10m	Float	average ask link value (trailing 100)
OptProbModel	145	maeSLink10m	Float	ask link value mean abs err (trailing 1000)
OptProbModel	148	bCounter	Int	buy counter
OptProbModel	151	sCounter	Int	sell counter
OptProbModel	154	prtTimestamp	Long	feed timestamp from the packet
OptProbModel	157	netTimestamp	Long	inbound packet PTP timestamp from SR gateway switch (from OptionPrint)
OptProbModel	160	smsTimestamp	Long	state model server timestamp (just before publish)

OptionPrintSet

mToken	Field Number	Field Name	Field Type	Field Description
OptAnalytics	10	okey	OptionKey
OptAnalytics	11	prtNumber	Long	Unique print set identifier, will increment but not guaranteed to be sequential
OptAnalytics	100	fkey	ExpiryKey	underlying fkey (if any)
OptAnalytics	103	ticker	TickerKey	underlying ticker
OptAnalytics	106	prtExch	Enum	exchange on which print took place
OptAnalytics	109	prtSize	Int	print size [contracts]
OptAnalytics	112	prtPrice	Float	print price
OptAnalytics	115	prtType	Enum	print type
OptAnalytics	118	prtOrders	UShort	number of participating orders (future exchanges only)
OptAnalytics	121	prtClusterNum	Int	incremental print cluster counter (one counter per okey; used to group prints into clusters)
OptAnalytics	124	prtClusterSize	Int	cumulative size of prints in this sequence (prints @ same or more aggressive price with less than 25 ms elapsing since first print; can span exchanges)
OptAnalytics	127	prtVolume	Int	day print volume in contracts
OptAnalytics	130	cxlVolume	Int	day print/cancel volume (num of contracts printed and then cancelled)
OptAnalytics	133	bidCount	UShort	number of bid prints
OptAnalytics	136	askCount	UShort	number of ask prints
OptAnalytics	139	bidVolume	Int	bid print volume in contracts
OptAnalytics	142	askVolume	Int	ask print volume in contracts
OptAnalytics	145	ebid	Float	exchange bid (@ print time)
OptAnalytics	148	eask	Float	exchange ask (@ print time)
OptAnalytics	151	ebsz	Int	exchange bid size
OptAnalytics	154	easz	Int	exchange ask size
OptAnalytics	157	eage	Float	age of prevailing quote at time of print
OptAnalytics	160	prtSide	Enum
OptAnalytics	163	prtTimestamp	Long	exchange high precision timestamp (if available)
OptAnalytics	166	netTimestamp	Long	inbound packet PTP timestamp from SR gateway switch; usually syncronized with facility grandfather clock
OptAnalytics	169	timestamp	DateTime
OptAnalytics	172	oBid	Float	Option NBBO bid a the time the print was received
OptAnalytics	175	oAsk	Float	Option NBBO ask a the time the print was received
OptAnalytics	178	oBidSz	Int	Option NBBO cumulative bid size at the time the print was received
OptAnalytics	181	oAskSz	Int	Option NBBO cumulative ask size at the time the print was received
OptAnalytics	184	oBidEx	Enum	First (or largest) option exchange on the bid
OptAnalytics	187	oAskEx	Enum	First (or largest) option exchange on the ask
OptAnalytics	190	oBidExSz	Int	Option bid size of the largest exchange on the bid at the time the print was received
OptAnalytics	193	oAskExSz	Int	Option ask size of the largest exchange on the ask at the time the print was received
OptAnalytics	196	oBidCnt	Byte	Number of exchanges on the NBBO bid
OptAnalytics	199	oAskCnt	Byte	Number of exchanges on the NBBO ask
OptAnalytics	202	oBid2	Float	Second level bid price
OptAnalytics	205	oAsk2	Float	Second level ask price
OptAnalytics	208	oBidSz2	Int	Cumulative size on the second level bid price
OptAnalytics	211	oAskSz2	Int	Cumulative size on the second level ask price
OptAnalytics	214	uBid	Double	underlier bid
OptAnalytics	217	uAsk	Double	underlier ask
OptAnalytics	220	uPrc	Double	underlier price
OptAnalytics	223	yrs	Float	years to expiry
OptAnalytics	226	rate	Float	interest rate
OptAnalytics	229	sdiv	Float	continuous stock dividend
OptAnalytics	232	ddiv	Float	discrete stock dividend value (sum of dividends less than or equals to expiration)
OptAnalytics	235	xDe	Float	xDelta
OptAnalytics	238	xAxis	Float	SR surface xAxis value
OptAnalytics	241	multihedge	Enum	Distinguishes options that have a single underlying security from those that are more complex: multiple securities,cash components, binary options,etc: ‘None’,‘Simple’,‘Complex’,‘AllCash’,‘Binary’
OptAnalytics	244	flexType	Enum
OptAnalytics	247	flexRoot	String
OptAnalytics	250	prtIv	Float	print implied vol
OptAnalytics	253	prtDe	Float	print delta
OptAnalytics	256	prtGa	Float	print gamma
OptAnalytics	259	prtTh	Float	print theta
OptAnalytics	262	prtVe	Float	print vega
OptAnalytics	265	prtRo	Float	print rho
OptAnalytics	268	calcErr	String	calc error flag
OptAnalytics	271	surfVol	Float	SR surface volatility
OptAnalytics	274	surfOpx	Float	SR surface price
OptAnalytics	277	surfAtm	Float	SR surface ATM vol
OptAnalytics	280	prtProbability	Float	[M1] probability that buying prtSize contracts @ prtPrice will have positive m10 pnl (prtPriceM10 greater than or equals to prtPrice) [recorded at time of print]
OptAnalytics	283	prtProbabilityM2	Float	alternate probability model
OptAnalytics	286	prtProbabilityM3	Float	alternate probability model
OptAnalytics	289	oBidM1	Float	NBBO option bid 1 minute after print was received
OptAnalytics	292	oAskM1	Float	NBBO option ask 1 minute after print was received
OptAnalytics	295	uBidM1	Double	NBBO underlying bid 1 minute after print was received
OptAnalytics	298	uAskM1	Double	NBBO underlying ask 1 minute after print was received
OptAnalytics	301	uPrcM1	Double	Underlying price 1 minute after print was received
OptAnalytics	304	sVolM1	Float	Suface volatility 1 minute after print was received
OptAnalytics	307	sOpxM1	Float	Surface option price 1 minute after print was received
OptAnalytics	310	sDivM1	Float	sDiv 1 minute after print was received
OptAnalytics	313	sErrM1	String	Surface error condition (if any) 1 minute after print was received
OptAnalytics	316	pnlM1	Float	pnl after 1 minute
OptAnalytics	319	pnlM1Err	Enum	Error condition for PnL calculated over the first 1 minute after the print was received
OptAnalytics	322	oBidM10	Float	NBBO option bid 10 minutes after print was received
OptAnalytics	325	oAskM10	Float	NBBO option ask 10 minutes after print was received
OptAnalytics	328	uBidM10	Double	NBBO underlying bid 10 minutes after print was received
OptAnalytics	331	uAskM10	Double	NBBO underlying ask 10 minutes after print was received
OptAnalytics	334	uPrcM10	Double	Underlying price 10 minutes after print was received
OptAnalytics	337	sVolM10	Float	Suface volatility 10 minutes after print was received
OptAnalytics	340	sOpxM10	Float	Surface option price 10 minutes after print was received
OptAnalytics	343	sDivM10	Float	sDiv 10 minutes after print was received
OptAnalytics	346	sErrM10	String	Surface error condition (if any) 10 minutes after print was received
OptAnalytics	349	pnlM10	Float	pnl after 10 minutes
OptAnalytics	352	pnlM10Err	Enum	Error condition for PnL calculated 10 minutes after the print was received

OptionQuoteProbability

mToken	Field Number	Field Name	Field Type	Field Description
OptProbModel	10	okey	OptionKey
OptProbModel	11	stateModel	Enum
OptProbModel	100	uMid	Double	reference underlier midPrice (0.5 prob price)
OptProbModel	103	uPrc	Double	reference underlier price (mid-quote)
OptProbModel	106	bidPrice	Float	nbbo bid price
OptProbModel	109	askPrice	Float	nbbo ask price
OptProbModel	112	bidSize	Int	cumulative size @ bid price
OptProbModel	115	askSize	Int	cumulative size @ ask price
OptProbModel	118	bidTakeProb	Float	bid take probability of current nbbo market (zero exchange fee) [average size print]
OptProbModel	121	askTakeProb	Float	ask take probability of current nbbo market (zero exchange fee) [average size print]
OptProbModel	124	bidTakeRv	Enum	model result code
OptProbModel	127	askTakeRv	Enum	model result code
OptProbModel	130	bidImprPrice	Float	trial improvement price (usually 1 tick or 1/2 spread inside bidPrice)
OptProbModel	133	askImprPrice	Float	trial improvement price (usually 1 tick or 1/2 spread inside askPrice)
OptProbModel	136	bidTkImProb	Float	bid take imprv probability of current nbbo market (zero exchange fee) [prob to sell (take) @ bid + imprIncrement]
OptProbModel	139	askTkImProb	Float	ask take imprv probability of current nbbo market (zero exchange fee) [prob to buy (take) @ ask - imprIncrement]
OptProbModel	142	bidTkImRv	Enum	model result code
OptProbModel	145	askTkImRv	Enum	model result code
OptProbModel	148	surfPrice	Double	surface price
OptProbModel	151	surfVol	Double	surface volatility
OptProbModel	154	sdiv	Double	expiry sdiv
OptProbModel	157	surfBuyProb	Float	surface buy take probability (zero exchange fee) [average size print]
OptProbModel	160	surfSellProb	Float	surface sell take probability (zero exchange fee) [average size print]
OptProbModel	163	bSurfRv	Enum	model result code
OptProbModel	166	sSurfRv	Enum	model result code
OptProbModel	169	vega	Float	option vega
OptProbModel	172	delta	Float	option delta
OptProbModel	175	midPrice	Float	price corresponding to 0.50 probability
OptProbModel	178	avgBidLink10m	Float	average bid take prob link value (~10 min)
OptProbModel	181	maeBidLink10m	Float	bid link value mean abs err (~10 min)
OptProbModel	184	avgAskLink10m	Float	average ask take prob link value (~10 min)
OptProbModel	187	maeAskLink10m	Float	ask link value mean abs err (~10 min)
OptProbModel	190	avgMktWidth10m	Float	askPrice - bidPrice (~10 min)
OptProbModel	193	counter	Int	record update counter (zero @ start of period;per okey)
OptProbModel	196	qpSource	Enum
OptProbModel	199	srcTimestamp	Long	feed timestamp from the packet
OptProbModel	202	netTimestamp	Long	inbound packet PTP timestamp from SR gateway switch (from OptionNbboQuote)
OptProbModel	205	smsTimestamp	Long	state model server timestamp (just before publish)

OptionRiskFactor

mToken	Field Number	Field Name	Field Type	Field Description
OptAnalytics	10	okey	OptionKey
OptAnalytics	100	ticker	TickerKey
OptAnalytics	103	svol	Float	option surface volatility
OptAnalytics	106	years	Float	years to expiration
OptAnalytics	109	up50	Float	underlier up 50% slide
OptAnalytics	112	dn50	Float	underlier dn 50% slide
OptAnalytics	115	up15	Float	underlier up 15% slide
OptAnalytics	118	dn15	Float	underlier dn 15% slide
OptAnalytics	121	up12	Float	underlier up 12% slide
OptAnalytics	124	dn12	Float	underlier dn 12% slide
OptAnalytics	127	up09	Float	underlier up 9% slide
OptAnalytics	130	dn09	Float	underlier dn 9% slide
OptAnalytics	133	dn08	Float	underlier dn 8% slide
OptAnalytics	136	up06	Float	underlier up 6% slide
OptAnalytics	139	dn06	Float	underlier dn 6% slide
OptAnalytics	142	up03	Float	underlier up 3% slide
OptAnalytics	145	dn03	Float	underlier dn 3% slide
OptAnalytics	148	calcErr	String	option pricing error, otherwise, an empty string.
OptAnalytics	151	calcSource	Enum
OptAnalytics	154	timestamp	DateTime

PostAck

mToken	Field Number	Field Name	Field Type	Field Description
MLinkRest	100	msgType	UShort	message type of the data object being ack’d
MLinkRest	103	sendTs	Long	send timestamp of the data object being ack’d (note: MessageType + SendTimestamp should be unique)
MLinkRest	106	pkey	Text1	pkey (string) of the message being ack’d
MLinkRest	109	result	Enum
MLinkRest	112	detail	Text1

ProductDefinitionV2

mToken	Field Number	Field Name	Field Type	Field Description
FutureDefinition	10	secKey	OptionKey	SR Security Key [can be partially filled in (look at secType)]
FutureDefinition	11	secType	Enum	Security Type [Stock, Future, Option]
FutureDefinition	100	securityID	String	unique exchange id (exch assigned)
FutureDefinition	103	ticker	TickerKey	master underlier
FutureDefinition	106	productClass	Enum
FutureDefinition	109	underlierID	Long	underlier product id (option only) [securityID of undKey/undType product]
FutureDefinition	112	undKey	ExpiryKey	SR Underlier Security Key [can be partially filled in (look at undType)] (option only)
FutureDefinition	115	undType	Enum	Underlier Security Type [Stock, Future] (option only)
FutureDefinition	118	productGroup	String	Underlying product code. I.E. All GE (Eurodollar) spreads, options, futures will be in the same productGroup - This is the Asset field from the SecurityDefinition message
FutureDefinition	121	securityGroup	String	Exchange specific code for a group of related securities that are all affected by market events. I.E. All E-mini weekly options (EW) - This is SecurityGroup field from the SecurityDefinition messages
FutureDefinition	124	marketSegmentID	Int	Exchange specific market segment identifier
FutureDefinition	127	securityDesc	String	full exchange symbol
FutureDefinition	130	exchange	String	listing exchange
FutureDefinition	133	productType	Enum
FutureDefinition	136	productTerm	Enum
FutureDefinition	139	productIndexType	Enum
FutureDefinition	142	productRate	Float
FutureDefinition	145	contractSize	Float
FutureDefinition	148	contractUnit	Enum
FutureDefinition	151	priceFormat	Enum
FutureDefinition	154	minTickSize	Double
FutureDefinition	157	displayFactor	Double
FutureDefinition	160	strikeScale	Double	manual strike price adjustment multiplier (used for some CME products if set, otherwise displayFactor is used) (okey_xx = strikePrice * manualStrikeScale)
FutureDefinition	163	minLotSize	Short	minimum lot size
FutureDefinition	166	bookDepth	Short	levels in the Globex quote book
FutureDefinition	169	impliedBookDepth	Short	levels in the globex implied quote book (0 if no implied depth)
FutureDefinition	172	impMarketInd	Short	implied market type (0 = no implied, 1 = implied in, 2 = implied out, 3 = implied in & out)
FutureDefinition	175	minPriceIncrementAmount	Float	(depricate) minimum price amount (points per handle)
FutureDefinition	178	parValue	Float	per contract par value
FutureDefinition	181	contMultiplier	Float	contract deliverable multipler
FutureDefinition	184	cabPrice	Double	(depricate) cabinet price (minimum closing price for OOM options)
FutureDefinition	187	tradeCurr	Enum
FutureDefinition	190	settleCurr	Enum
FutureDefinition	193	strikeCurr	Enum
FutureDefinition	196	expiration	DateTime	future expiration or option expiration (if product is an option). we use the last TRADING day as the expiration date.
FutureDefinition	199	maturity	DateKey	future maturity date or option maturity date. this is the delivery month.
FutureDefinition	202	exerciseType	Enum	(depricate; in RootDefinition) Exercise style
FutureDefinition	205	userDefined	Enum
FutureDefinition	208	decayStartYear	Short
FutureDefinition	211	decayStartMonth	Byte
FutureDefinition	214	decayStartDay	Byte
FutureDefinition	217	decayQty	Int	daily decay quantity
FutureDefinition	220	priceRatio	Double	price ratio for interest rate intercommodity spreads
FutureDefinition	247	timestamp	DateTime
FutureDefinition	223	Legs	Repeater
FutureDefinition	226	legID	String	leg SecurityId (exch assigned)
FutureDefinition	229	secKey	OptionKey
FutureDefinition	232	secType	Enum
FutureDefinition	235	side	Enum
FutureDefinition	238	ratio	UShort
FutureDefinition	241	refDelta	Float
FutureDefinition	244	refPrc	Double

QueryResult

mToken	Field Number	Field Name	Field Type	Field Description
MLinkRest	100	numBytesSent	Long	num bytes sent
MLinkRest	103	numMessagesSent	Long	num messages sent
MLinkRest	106	numMessagesScanned	Long	num messages scanned
MLinkRest	109	queryElapsed	Float	query elapsed time (seconds)
MLinkRest	112	result	Enum	query result
MLinkRest	115	detail	Text1	query result detail

RootDefinition

mToken	Field Number	Field Name	Field Type	Field Description
OptionDefinition	10	root	TickerKey
OptionDefinition	100	ticker	TickerKey	master underlying (can be a stock/product group; eg. @ES)
OptionDefinition	103	osiRoot	String	long version of the root. the short version is used in the TickerKey (for example RYAAY1, not RYAA1)
OptionDefinition	106	ccode	TickerKey
OptionDefinition	109	uPrcDriverKey	ExpiryKey	(optional) option underlier price driver (all option expiries) (overrides optExpiryDefinition)
OptionDefinition	112	uPrcDriverType	Enum	Stock or Future (note: if Future and uPrcDriverKey does not have an expiry month then FrontMonth will be used)
OptionDefinition	115	uPrcDriverKey2	ExpiryKey	(optional) alternate option underlier price driver (all option expiries) (overrides optExpiryDefinition)
OptionDefinition	118	uPrcDriverType2	Enum	Stock or Future (note: if Future and uPrcDriverKey does not have an expiry month then FrontMonth will be used)
OptionDefinition	121	uPrcBoundCCode	Enum	if Yes and if a future exists with ccode=CCode and futExpiry = optExpiry the use this future as a pricing bound
OptionDefinition	124	expirationMap	Enum	determines the underlying future (if any)
OptionDefinition	127	underlierMode	Enum
OptionDefinition	130	optionType	Enum	indicator for option type
OptionDefinition	133	multihedge	Enum	indicates type of multihedge
OptionDefinition	136	exerciseTime	Enum	Exercise time type
OptionDefinition	139	exerciseType	Enum	Exercise style
OptionDefinition	142	timeMetric	Enum	trading time metric - 252 or 365 trading days or a weekly cycle type
OptionDefinition	145	pricingModel	Enum
OptionDefinition	148	moneynessType	Enum	moneyness (xAxis) convention: PctStd = (K / fUPrc - 1) / (axisVol * RT), LogStd = LOG(K/fUPrc) / (axisVol * RT), NormStd = (K - fUPrc) / (axisVol * RT)
OptionDefinition	151	priceQuoteType	Enum	quoting style for the option series on the exchange, price (standard price quote) or volatility quoted (vol points)
OptionDefinition	154	volumeTier	Enum
OptionDefinition	157	positionLimit	Int	max contract limit
OptionDefinition	160	exchanges	String	exchange codes
OptionDefinition	163	tickValue	Float	$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)
OptionDefinition	166	pointValue	Float	$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)
OptionDefinition	169	pointCurrency	Enum
OptionDefinition	172	strikeScale	Double	manual strike price adjustment multiplier (used for some CME products if set, otherwise displayFactor is used) (okey_xx = strikePrice * manualStrikeScale)
OptionDefinition	175	strikeRatio	Float	note: effective strike = strike * strikeRatio - cashOnExercise
OptionDefinition	178	cashOnExercise	Float	note: cashOnExercise is positive if it decreases the effective strike price
OptionDefinition	181	underliersPerCn	Int	note: always 100 if underlying list is in use
OptionDefinition	184	premiumMult	Double	note: OCC premium/strike multiplier (usually 100)
OptionDefinition	187	adjConvention	Enum
OptionDefinition	190	optPriceInc	Enum
OptionDefinition	193	priceFormat	Enum	price display format
OptionDefinition	196	tradeCurr	Enum
OptionDefinition	199	settleCurr	Enum
OptionDefinition	202	strikeCurr	Enum
OptionDefinition	205	defaultSurfaceRoot	TickerKey	fallback ticker to use for option surfaces if no native surfaces are available
OptionDefinition	208	timestamp	DateTime
OptionDefinition	211	Underlying	Repeater
OptionDefinition	214	ticker	TickerKey
OptionDefinition	217	spc	Float	note: _root basket = sum(spc * ticker) / 100

SkewBasisCurveV4

mToken	Field Number	Field Name	Field Type	Field Description
OptSurface	10	ticker	TickerKey
OptSurface	100	minX	Double	typically: -30
OptSurface	103	maxX	Double	typically: +30
OptSurface	106	numPoints	Int	typically: 601 (skew points are 0.10 xAxis pts apart)
OptSurface	115	timestamp	DateTime
OptSurface	109	Point	Repeater
OptSurface	112	yy	Double	skew fn value at grid point (usually; yy= 1.0 @ x= 0.0)

SpdrAuctionState

mToken	Field Number	Field Name	Field Type	Field Description
OptExchAuction	10	secKey	OptionKey
OptExchAuction	11	secType	Enum
OptExchAuction	12	auctionExch	Enum	exchange handling the auction
OptExchAuction	13	auctionExDest	String	external exDest of auction (usually means auction is off-exchange)
OptExchAuction	100	srAuctionID	Long	unique SR AUCTION ID (required when responding to an auction notice)
OptExchAuction	103	exchAuctionId	String
OptExchAuction	106	exchAuctionType	String
OptExchAuction	109	isTestAuction	Enum	test auction (should only respond from T.accnts)
OptExchAuction	112	auctionState	Enum
OptExchAuction	115	auctionShape	Enum
OptExchAuction	118	auctionType	Enum
OptExchAuction	121	auctionSide	Enum	Market side (client/imbalance side of auction; if known) [responder should be opposite side]
OptExchAuction	124	auctionSize	Int	size available to trade
OptExchAuction	127	auctionPrice	Double	auction price (can be positive or negative)
OptExchAuction	130	isAuctionPriceValid	Enum
OptExchAuction	133	auctionDuration	Int	expected auction / imbalance action duration (ms)
OptExchAuction	136	auctionStartSize	Int	initial (starting) auction size
OptExchAuction	139	auctionStartPrice	Double	initial (starting) auction price
OptExchAuction	142	auctionStartTimestamp	Long	auction start timestamp
OptExchAuction	145	minResponseSize	Int	minimum size of the response order
OptExchAuction	148	limitType	Enum	client / imbalance limit type (if available)
OptExchAuction	151	firmType	Enum	firm type of the client side of auction (if available)
OptExchAuction	154	memberMPID	String	exchange member initiating auction (if available)
OptExchAuction	157	clientAccnt	String	client account designation (if known)
OptExchAuction	160	otherDetail	String	additional auction detail (exchange specific)
OptExchAuction	163	matchedSize	Int	size already matched (may still be available to trade at a better price)
OptExchAuction	166	numUpdates	Byte	number of auction updates received (not counting auction termination message)
OptExchAuction	169	numResponses	Byte	as reported by exchange (if available)
OptExchAuction	172	bestResponseSize	Int
OptExchAuction	175	bestResponsePrice	Double
OptExchAuction	178	cumFillQuantity	Int	as reported by exchange (if available)
OptExchAuction	181	avgFillPrice	Double
OptExchAuction	184	marketStatus	Enum	market status (pre-open, open, closed, etc)
OptExchAuction	187	srcTimestamp	Long	source timestamp (nanoseconds) if available
OptExchAuction	190	netTimestamp	Long	network timestamp message arrival @ direct exchange gateway
OptExchAuction	193	dgwTimestamp	Long	network timestamp mbus message send @ direct exchange gateway
OptExchAuction	196	timestamp	DateTime
OptExchAuction	199	Legs	Repeater
OptExchAuction	202	legSecKey	OptionKey
OptExchAuction	205	legSecType	Enum
OptExchAuction	208	legSide	Enum
OptExchAuction	211	legRatio	UShort	leg ratio (1, 2, etc)

SpreadBookMarkup

mToken	Field Number	Field Name	Field Type	Field Description
SpreadMktData	10	skey	TickerKey	SR Spread Key (should have corresponding ProductDefinition record)
SpreadMktData	11	isTest	Enum	Yes indicates that response is made of entirely of isTest=Yes SpreadExchOrders
SpreadMktData	100	ticker	TickerKey	common spread underlier
SpreadMktData	103	priceFormat	Enum
SpreadMktData	106	bidPrice1	Double	bid price
SpreadMktData	109	isBidPrice1Valid	Enum
SpreadMktData	112	askPrice1	Double	ask price
SpreadMktData	115	isAskPrice1Valid	Enum
SpreadMktData	118	bidSize1	Int	cumulative size at bidPrice
SpreadMktData	121	askSize1	Int	cumulative size at askPrice
SpreadMktData	124	bidMask1	UInt	exchange bid bit mask (OptExch mask for NMS spreads; zero for single exchange spreads)
SpreadMktData	127	askMask1	UInt	exchange ask bit mask (OptExch mask for NMS spreads; zero for single exchange spreads)
SpreadMktData	130	bidExch1	Enum	exchange at bid price with the largest size (if any)
SpreadMktData	133	askExch1	Enum	exchange at ask price with the largest size (if any)
SpreadMktData	136	bidTime	DateTime	last bid price or size change
SpreadMktData	139	askTime	DateTime	last ask price or size change
SpreadMktData	142	updateType	Enum
SpreadMktData	145	numStkLegs	Byte
SpreadMktData	148	numFutLegs	Byte
SpreadMktData	151	numOptLegs	Byte
SpreadMktData	154	allLegsValid	Enum
SpreadMktData	157	userDefined	Enum
SpreadMktData	160	spreadType	Enum	option spread type
SpreadMktData	163	ratioType	Enum
SpreadMktData	166	legBidPrc	Double
SpreadMktData	169	legAskPrc	Double
SpreadMktData	172	legBidSz	Int
SpreadMktData	175	legAskSz	Int
SpreadMktData	178	surfPrc	Double
SpreadMktData	181	surfDelta	Float
SpreadMktData	184	surfGamma	Float
SpreadMktData	187	surfVega	Float
SpreadMktData	190	surfWtVega	Float
SpreadMktData	193	surfError	Byte	error code from surface price calc (if any)
SpreadMktData	196	minExpiry	DateTime	expiry of earliest option leg(s)
SpreadMktData	199	maxExpiry	DateTime	expiry of latest option leg(s)
SpreadMktData	202	minYears	Float
SpreadMktData	205	maxYears	Float
SpreadMktData	208	refUPrc	Float	reference underlier price
SpreadMktData	211	printPrice	Float	last spread print price (if any)
SpreadMktData	214	printTime	DateTime
SpreadMktData	217	printSize	Int	last spread print size (if any)
SpreadMktData	220	printVolume	Int
SpreadMktData	223	grpNum	Int
SpreadMktData	226	securityDesc	String
SpreadMktData	229	filterId	Long	tool server filter request ID
SpreadMktData	232	timestamp	DateTime
SpreadMktData	235	MarkupLegs	Repeater
SpreadMktData	238	legSecKey	OptionKey
SpreadMktData	241	legSecType	Enum
SpreadMktData	244	legPriceFormat	Enum
SpreadMktData	247	legSecurityDesc	String	Security description
SpreadMktData	250	legSide	Enum
SpreadMktData	253	legRatio	UShort	leg ratio (1, 2, etc)
SpreadMktData	256	legBidPrice	Double	leg market bid
SpreadMktData	259	legBidSize	Int
SpreadMktData	262	legAskPrice	Double	leg market ask
SpreadMktData	265	legAskSize	Int
SpreadMktData	268	legYears	Float
SpreadMktData	271	legUPrc	Double
SpreadMktData	274	legOptMult	Float	SPC if equity, 1 if option/future
SpreadMktData	277	legFutMult	Float	1 if equity, uMult if option/future
SpreadMktData	280	legSurfVol	Float	leg surface volatility
SpreadMktData	283	legSurfPrice	Float	surface price as of message arrival
SpreadMktData	286	legSurfDe	Float
SpreadMktData	289	legSurfGa	Float
SpreadMktData	292	legSurfVe	Float
SpreadMktData	295	legSurfErr	Byte

SpreadBookQuote

mToken	Field Number	Field Name	Field Type	Field Description
SpreadMktData	10	skey	TickerKey	SR Spread Key (should have corresponding ProductDefinition record)
SpreadMktData	11	isTest	Enum	Yes indicates that response is made of entirely of isTest=Yes SpreadExchOrders
SpreadMktData	100	ticker	TickerKey	common spread underlier
SpreadMktData	103	bidPrice1	Double	bid price
SpreadMktData	106	isBidPrice1Valid	Enum
SpreadMktData	109	askPrice1	Double	ask price
SpreadMktData	112	isAskPrice1Valid	Enum
SpreadMktData	115	bidSize1	Int	cumulative size at bidPrice
SpreadMktData	118	askSize1	Int	cumulative size at askPrice
SpreadMktData	121	bidPrice2	Double	2nd best bid price
SpreadMktData	124	isBidPrice2Valid	Enum
SpreadMktData	127	askPrice2	Double	2nd best ask price
SpreadMktData	130	isAskPrice2Valid	Enum
SpreadMktData	133	bidSize2	Int	cumulative size at 2nd price
SpreadMktData	136	askSize2	Int	cumulative size at 2nd price
SpreadMktData	139	bidExch1	Enum	exchange at bid price with the largest size (if any)
SpreadMktData	142	askExch1	Enum	exchange at ask price with the largest size (if any)
SpreadMktData	145	bidMask1	UInt	exchange bid bit mask (OptExch mask for NMS spreads; zero for single exchange spreads)
SpreadMktData	148	askMask1	UInt	exchange ask bit mask (OptExch mask for NMS spreads; zero for single exchange spreads)
SpreadMktData	151	bidTime	DateTime	last bid price or size change
SpreadMktData	154	askTime	DateTime	last ask price or size change
SpreadMktData	157	updateType	Enum
SpreadMktData	160	srcTimestamp	Long	source high precision timestamp (if available)
SpreadMktData	163	netTimestamp	Long	inbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock
SpreadMktData	166	timestamp	DateTime

SpreadExchOrder

mToken	Field Number	Field Name	Field Type	Field Description
SpreadExchData	10	skey	TickerKey	SR or exchange assigned Spread TickerKey (ProductDefinition.pkey) (might be null)
SpreadExchData	11	exch	Enum
SpreadExchData	12	side	Enum
SpreadExchData	13	isTest	Enum
SpreadExchData	100	ticker	TickerKey	underlier (or product group) tickerKey
SpreadExchData	103	orderID	String	exchange order ID
SpreadExchData	106	size	Int	total spreads available
SpreadExchData	109	price	Double
SpreadExchData	112	isPriceValid	Enum
SpreadExchData	115	origOrderSize	Int	original order size (if available)
SpreadExchData	118	orderType	Enum
SpreadExchData	121	orderStatus	Enum
SpreadExchData	124	marketQualifier	Enum
SpreadExchData	127	execQualifier	Enum
SpreadExchData	130	timeInForce	Enum
SpreadExchData	133	firmType	Enum
SpreadExchData	136	clearingFirm	String
SpreadExchData	139	clearingAccnt	String
SpreadExchData	142	srcTimestamp	Long	source high precision timestamp (if available)
SpreadExchData	145	netTimestamp	Long	SpiderRock network PTP timestamp
SpreadExchData	148	dgwTimestamp	Long	SpiderRock data gateway timestamp
SpreadExchData	151	timestamp	DateTime
SpreadExchData	154	Legs	Repeater
SpreadExchData	157	legSecKey	OptionKey
SpreadExchData	160	legSecType	Enum
SpreadExchData	163	legSide	Enum
SpreadExchData	166	legRatio	UInt	leg ratio (1, 2, etc)
SpreadExchData	169	positionType	Enum

StockBeta

mToken	Field Number	Field Name	Field Type	Field Description
OptAnalytics	10	ticker	TickerKey
OptAnalytics	100	status	Enum
OptAnalytics	103	beta	Float	(depricate)
OptAnalytics	106	betaInd	Float	SR beta to IND
OptAnalytics	109	betaSub	Float	SR beta to SUB
OptAnalytics	112	betaGrp	Float	SR beta to GRP
OptAnalytics	115	betaQQQ	Float	SR beta to QQQ [2 year; weekly (fri - fri)]
OptAnalytics	118	betaSPY	Float	SR beta to SPY [2 year; weekly (fri - fri)]
OptAnalytics	121	betaIWM	Float	SR beta to IWM [2 year; weekly (fri - fri)]
OptAnalytics	124	timestamp	DateTime	record update timestamp

StockBookQuote

mToken	Field Number	Field Name	Field Type	Field Description
EqtMktData	10	ticker	TickerKey
EqtMktData	100	updateType	Enum
EqtMktData	103	marketStatus	Enum	market status (open, halted, etc)
EqtMktData	106	bidPrice1	Float	bid price for best price level
EqtMktData	109	bidSize1	Int	bid size for best price level
EqtMktData	112	bidExch1	Enum
EqtMktData	115	bidMask1	UInt	bid exchange bit mask for best bid price level
EqtMktData	118	askPrice1	Float	ask price for best price level
EqtMktData	121	askSize1	Int	ask size for best price level
EqtMktData	124	askExch1	Enum	exchange
EqtMktData	127	askMask1	UInt	ask exchange bit mask for best ask price level
EqtMktData	130	bidPrice2	Float	bid price for next best price level
EqtMktData	133	bidSize2	Int	bid size for next best price level
EqtMktData	136	bidExch2	Enum	exchange
EqtMktData	139	bidMask2	UInt	bid exchange bit mask for next best bid price level
EqtMktData	142	askPrice2	Float	ask price for next best price level
EqtMktData	145	askSize2	Int	ask size for next best price level
EqtMktData	148	askExch2	Enum	exchange
EqtMktData	151	askMask2	UInt	ask exchange bit mask for next best ask price level
EqtMktData	154	haltMask	UInt	bit mask of halted exchanges
EqtMktData	157	srcTimestamp	Long	source high precision timestamp (if available)
EqtMktData	160	netTimestamp	Long	inbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock

StockCloseMark

mToken	Field Number	Field Name	Field Type	Field Description
EqtMarkData	10	ticker	TickerKey
EqtMarkData	100	tradeDate	DateKey
EqtMarkData	103	clsMarkState	Enum	Close mark state. None; LastPrt; SRClose; ExchClose; Final
EqtMarkData	106	opnPrc	Float	Open price
EqtMarkData	109	minPrc	Float	Low price
EqtMarkData	112	maxPrc	Float	High price
EqtMarkData	115	sharesOutstanding	Int	Shares outstanding
EqtMarkData	118	prtCount	Int	Print count
EqtMarkData	121	prtVolume	Int	Print volume
EqtMarkData	124	realizedVol	Float	Realized vol
EqtMarkData	127	avgMktSize	Float	Average market size
EqtMarkData	130	avgMktWidth	Float	Average market width
EqtMarkData	133	bidPrc	Float	bid price (close - 1min)
EqtMarkData	136	askPrc	Float	ask price (close - 1min)
EqtMarkData	139	srClsPrc	Float	SR close mark (close - 1min)
EqtMarkData	142	closePrc	Float	official exchange closing mark (last print; then official close)
EqtMarkData	145	hasSRClsPrc	Enum
EqtMarkData	148	hasClosePrc	Enum
EqtMarkData	151	srCloseMarkDttm	DateTime	from MarketCloseQuote.srCloseMarkDttm
EqtMarkData	154	timestamp	DateTime	record publish/update timestamp

StockEarningsCalendar_Extern

mToken	Field Number	Field Name	Field Type	Field Description
GlobalDefinition	10	ticker	TickerKey
GlobalDefinition	11	source	Enum	Live=currentEarningsDate; priorDay=previousEarningsDate
GlobalDefinition	100	eMoveHist	Float	historical average (trailing 8) earnings moves prior to today
GlobalDefinition	103	timestamp	DateTime	timestamp of record
GlobalDefinition	106	Event	Repeater
GlobalDefinition	109	eventDate	DateKey
GlobalDefinition	112	eventTime	String
GlobalDefinition	115	earnStatus	Enum
GlobalDefinition	118	guidanceIssued	Enum
GlobalDefinition	121	earnFiscalQtr	DateKey
GlobalDefinition	124	earnChange	Enum
GlobalDefinition	127	earnPctMove	Float	underlying move in the trading period including the event (only available when eventStatus = ‘Actual’)
GlobalDefinition	130	prvClose	Float	closing price prior to earnings announcement
GlobalDefinition	133	open	Float	opening price (on moveDate)
GlobalDefinition	136	high	Float	high price (on moveDate)
GlobalDefinition	139	low	Float	low price (on moveDate)
GlobalDefinition	142	close	Float	close price (on moveDate)
GlobalDefinition	145	moveDate	DateKey	date corresponding to larger daily change (OHLC data taken from the same date or the date following each earnings announcement)
GlobalDefinition	148	hEMove	Float	historical average (trailing 8) earnings moves prior to announcement (historical only)

StockExchImbalanceV2

mToken	Field Number	Field Name	Field Type	Field Description
EqtExchImbalance	10	ticker	TickerKey
EqtExchImbalance	11	auctionTime	DateTime	Projected Auction Time (hhmm).
EqtExchImbalance	12	auctionType	Enum
EqtExchImbalance	13	exchange	Enum
EqtExchImbalance	100	referencePx	Float	For Pillar-powered markets, the Reference Price is used to calculate the Indicative Match Price.
EqtExchImbalance	103	pairedQty	Int	For Pillar-powered markets, the number of shares paired off at the Indicative Match Price.
EqtExchImbalance	106	totalImbalanceQty	Int	For Pillar-powered markets, the total imbalance quantity at the Indicative Match Price.
EqtExchImbalance	109	marketImbalanceQty	Int	For Pillar-powered markets, the total market order imbalance quantity at the Indicative Match Price.
EqtExchImbalance	112	imbalanceSide	Enum	The side of the TotalImbalanceQty.
EqtExchImbalance	115	continuousBookClrPx	Float	For Pillar-powered markets, the price at which all interest on the book can trade, including auction and imbalance offset interest, and disregarding auction collars.
EqtExchImbalance	118	closingOnlyClrPx	Float	For Pillar-powered markets, the price at which all eligible auction-only interest would trade, subject to auction collars.
EqtExchImbalance	121	ssrFillingPx	Float	For Pillar-powered markets, not supported and defaulted to 0.
EqtExchImbalance	124	indicativeMatchPx	Float	For Pillar-powered markets, the price that has the highest executable volume of auction-eligible shares, subject to auction collars. It includes the non-displayed quantity of Reserve Orders.
EqtExchImbalance	127	upperCollar	Float	If the IndicativeMatchPrice is not strictly between the UpperCollar and the LowerCollar, special auction rules apply. See Rule 7.35P for details.
EqtExchImbalance	130	lowerCollar	Float	If the IndicativeMatchPrice is not strictly between the UpperCollar and the LowerCollar, special auction rules apply. See Rule 7.35P for details.
EqtExchImbalance	133	auctionStatus	Enum	Indicates whether the auction will run.
EqtExchImbalance	136	freezeStatus	Enum
EqtExchImbalance	139	numExtensions	Byte	Number of times the halt period has been extended.
EqtExchImbalance	142	netTimestamp	Long	PTP timestamp

StockMarketSummary

mToken	Field Number	Field Name	Field Type	Field Description
EqtSummaryData	10	ticker	TickerKey
EqtSummaryData	100	opnPrice	Double	first print price of the day during regular market hours
EqtSummaryData	103	mrkPrice	Double	last print handled during regular market hours
EqtSummaryData	106	clsPrice	Double	official exchange closing price
EqtSummaryData	109	minPrice	Double	minimum print price within market hours
EqtSummaryData	112	maxPrice	Double	maximum print price within market hours
EqtSummaryData	115	sharesOutstanding	Int	shares outstanding
EqtSummaryData	118	bidCount	Int	num prints less than or equals to quote.bid
EqtSummaryData	121	bidVolume	Int	volume when prtPrice less than or equals to quote.bid
EqtSummaryData	124	askCount	Int	num prints greater than or equals to quote.ask
EqtSummaryData	127	askVolume	Int	volume when prtPrice greater than or equals to quote.ask
EqtSummaryData	130	midCount	Int	num prints inside quote.bid / quote.ask
EqtSummaryData	133	midVolume	Int	volume inside quote.bid / quote.ask
EqtSummaryData	136	prtCount	Int	number of distinct print reports
EqtSummaryData	139	prtPrice	Double	last print price
EqtSummaryData	142	expCount	Int	number of updates included in exponential average
EqtSummaryData	145	expWidth	Double	exponential average market width (10 minute 1/2 life)
EqtSummaryData	148	expBidSize	Float	exponential average bid size (10 minute 1/2 life)
EqtSummaryData	151	expAskSize	Float	exponential average ask size (10 minute 1/2 life)
EqtSummaryData	154	lastPrint	DateTime
EqtSummaryData	157	timestamp	DateTime

StockMinuteBar

mToken	Field Number	Field Name	Field Type	Field Description
EqtSummaryData	10	ticker	TickerKey
EqtSummaryData	100	date	String
EqtSummaryData	103	time	String
EqtSummaryData	106	prtOpen	Double	Open print
EqtSummaryData	109	prtHigh	Double	High print
EqtSummaryData	112	prtLow	Double	Low print
EqtSummaryData	115	prtLast	Double	Last print
EqtSummaryData	118	prtVWap	Double	VWap (print)
EqtSummaryData	121	prtVolume	Int	Print volume
EqtSummaryData	124	prtCount	Int	Print count
EqtSummaryData	127	qteHiBid	Double	Quote high bid
EqtSummaryData	130	qteLoAsk	Double	Quote low ask
EqtSummaryData	133	qteTwap	Double	Quote TWap
EqtSummaryData	136	qteCount	Int	Quote count
EqtSummaryData	139	bid	Double	Bid
EqtSummaryData	142	ask	Double	Ask
EqtSummaryData	145	bidSz	Int	Bid size
EqtSummaryData	148	askSz	Int	Ask size
EqtSummaryData	151	width	Float	Bid/ask spread
EqtSummaryData	154	isEOB	Enum	is end-of-bar (every 10 minutes)
EqtSummaryData	157	isEOH	Enum	is end-of-hour
EqtSummaryData	160	timestamp	DateTime	same as date + time

StockOpenMark

mToken	Field Number	Field Name	Field Type	Field Description
EqtMarkData	10	ticker	TickerKey
EqtMarkData	100	tradeDate	DateKey
EqtMarkData	103	srClsPrc	Float	SR open mark; [SR close market (close - 1 min) from previous day; overnight adjusted]
EqtMarkData	106	closePrc	Float	exchange open mark; [exchange close mark from previous day; overnight adjusted]
EqtMarkData	109	bidPrc	Float	bid price [SR closing bid (close - 1 min) from previous day; overnight adjusted]
EqtMarkData	112	askPrc	Float	ask price [SR closing ask (close - 1 min) from previous day; overnight adjusted]
EqtMarkData	115	corpAction	Text1
EqtMarkData	118	timestamp	DateTime

StockPrint

mToken	Field Number	Field Name	Field Type	Field Description
EqtMktData	10	ticker	TickerKey
EqtMktData	100	prtExch	Enum	print exch
EqtMktData	103	prtSize	Int	print size
EqtMktData	106	prtPrice	Float	print price level
EqtMktData	109	prtClusterNum	Int	incremental print cluster counter (one counter per ticker; used to group prints into clusters)
EqtMktData	112	prtClusterSize	Int	cumulative size of prints in this sequence (prints @ same or more aggressive price with less than 25 ms elapsing since first print; can span exchanges)
EqtMktData	115	prtVolume	Int	cumulative print size today
EqtMktData	118	mrkPrice	Float	last regular market print price
EqtMktData	121	clsPrice	Float	official closing price (if available)
EqtMktData	124	prtType	Enum
EqtMktData	127	prtCond1	Byte	print condition (from SIP feed)
EqtMktData	130	prtCond2	Byte
EqtMktData	133	prtCond3	Byte
EqtMktData	136	prtCond4	Byte
EqtMktData	139	ebid	Float	exchange bid (@ print time) [SIP feed]
EqtMktData	142	eask	Float	exchange ask (@ print time) [SIP feed]
EqtMktData	145	ebsz	Int	exchange bid size
EqtMktData	148	easz	Int	exchange ask size
EqtMktData	151	eage	Float	age of prevailing quote at time of print
EqtMktData	154	prtSide	Enum
EqtMktData	157	prtTimestamp	Long	exchange high precision timestamp (if available)
EqtMktData	160	netTimestamp	Long	inbound packet PTP timestamp from SR gateway switch; usually syncronized with facility grandfather clock
EqtMktData	163	timestamp	DateTime

StockPrintProbability

mToken	Field Number	Field Name	Field Type	Field Description
StkProbModel	10	ticker	TickerKey
StkProbModel	11	stateModel	Enum
StkProbModel	100	prtPrice	Float
StkProbModel	103	prtSize	Int
StkProbModel	106	prtProb	Float	probability that this print will result in positive PnL
StkProbModel	109	prtSide	Enum
StkProbModel	112	bidPrice	Float	nbbo bid price
StkProbModel	115	askPrice	Float	nbbo ask price
StkProbModel	118	bidSize	Int	cumulative size @ bid price
StkProbModel	121	askSize	Int	cumulative size @ ask price
StkProbModel	124	avgBLink1m	Float	average buy link value (trailing 10)
StkProbModel	127	maeBLink1m	Float	buy link value mean abs err (trailing 1000)
StkProbModel	130	avgSLink1m	Float	average sell link value (trailing 10)
StkProbModel	133	maeSLink1m	Float	sell link value mean abs err (trailing 1000)
StkProbModel	136	avgBLink10m	Float	average buy link value (trailing 100)
StkProbModel	139	maeBLink10m	Float	bid link value mean abs err (trailing 1000)
StkProbModel	142	avgSLink10m	Float	average ask link value (trailing 100)
StkProbModel	145	maeSLink10m	Float	ask link value mean abs err (trailing 1000)
StkProbModel	148	bCounter	Int	buy counter
StkProbModel	151	sCounter	Int	sell counter
StkProbModel	154	prtTimestamp	Long	feed timestamp from the packet
StkProbModel	157	netTimestamp	Long	inbound packet PTP timestamp from SR gateway switch (from StockPrint);
StkProbModel	160	smsTimestamp	Long	state model server timestamp (just before publish)

StockQuoteProbability

mToken	Field Number	Field Name	Field Type	Field Description
StkProbModel	10	ticker	TickerKey
StkProbModel	11	stateModel	Enum
StkProbModel	100	bidPrice	Float	nbbo bid price
StkProbModel	103	askPrice	Float	nbbo ask price
StkProbModel	106	bidSize	Int	cumulative size @ bid price
StkProbModel	109	askSize	Int	cumulative size @ ask price
StkProbModel	112	bidTakeProb	Float	bid take probability of current nbbo market (zero exchange fee) [average size print]
StkProbModel	115	askTakeProb	Float	ask take probability of current nbbo market (zero exchange fee) [average size print]
StkProbModel	118	bidTakeRv	Enum
StkProbModel	121	askTakeRv	Enum	model result code
StkProbModel	124	bidImprPrice	Float	trial improvement price (usually 1 tick or 1/2 spread inside bidPrice)
StkProbModel	127	askImprPrice	Float	trial improvement price (usually 1 tick or 1/2 spread inside askPrice)
StkProbModel	130	bidTkImProb	Float	bid take imprv probability of current nbbo market (zero exchange fee) [prob to sell (take) @ bid + imprIncrement]
StkProbModel	133	askTkImProb	Float	ask take imprv probability of current nbbo market (zero exchange fee) [prob to buy (take) @ ask - imprIncrement]
StkProbModel	136	bidTkImRv	Enum	model result code
StkProbModel	139	askTkImRv	Enum	model result code
StkProbModel	142	midPrice	Float	price corresponding to 0.50 probability
StkProbModel	145	avgBidLink1m	Float	average bid link value (~1 min)
StkProbModel	148	maeBidLink1m	Float	bid link value mean abs err (~10 min)
StkProbModel	151	avgAskLink1m	Float	average ask link value (~1 min)
StkProbModel	154	maeAskLink1m	Float	ask link value mean abs err (~1 min)
StkProbModel	157	avgBidLink10m	Float	average bid link value (~10 min)
StkProbModel	160	maeBidLink10m	Float	bid link value mean abs err (~10 min)
StkProbModel	163	avgAskLink10m	Float	average ask link value (~10 min)
StkProbModel	166	maeAskLink10m	Float	ask link value mean abs err (~10 min)
StkProbModel	169	avgMktWidth1m	Float	askPrice - bidPrice (~1 min)
StkProbModel	172	avgMktWidth10m	Float	askPrice - bidPrice (~10 min)
StkProbModel	175	counter	Int	record update counter (zero @ start of period;per ticker)
StkProbModel	178	qpSource	Enum
StkProbModel	181	srcTimestamp	Long	feed timestamp from the packet
StkProbModel	184	netTimestamp	Long	inbound packet PTP timestamp from SR gateway switch (from StockBookQuote);zero = size only change
StkProbModel	187	smsTimestamp	Long	state model server timestamp (just before publish)

TickerDefinition

mToken	Field Number	Field Name	Field Type	Field Description
EquityDefinition	10	ticker	TickerKey
EquityDefinition	100	securityID	Int	Security ID number from the source - Vendor, SR, Feed
EquityDefinition	103	symbolType	Enum
EquityDefinition	106	name	String	Symbol name
EquityDefinition	109	country	String	ISO Issuer Country Code
EquityDefinition	112	parValue	Float	Security Parvalue
EquityDefinition	115	parValueCurrency	String	Security Parvalue currency
EquityDefinition	118	pointValue	Float
EquityDefinition	121	pointCurrency	Enum
EquityDefinition	124	primaryExch	Enum
EquityDefinition	127	altID	Int	Alt Security ID number
EquityDefinition	130	mic	String	ISO Market Identification Code
EquityDefinition	133	micSeg	String	ISO Market Indentification Segment Code
EquityDefinition	136	symbol	String	trading symbol (w/o dot notation)
EquityDefinition	139	issueClass	String	issue class of stock symbol. if no issue class field will be blank.
EquityDefinition	142	sharesOutstanding	Int	symbol shares outstanding, represented in thousands (actualsharesoutstanding = sharesoutstanding * 1000)
EquityDefinition	145	cusip	String	cusip code
EquityDefinition	148	indNum	Int	IND (2 digits)
EquityDefinition	151	subNum	Int	SUB (4 digits)
EquityDefinition	154	grpNum	Int	GRP (6 digits)
EquityDefinition	157	nbrNum	Int	NBR (8 digits)
EquityDefinition	160	sic	String	SIC (Standard Industrial Classification) code
EquityDefinition	163	cik	String	Central Index Key (US specific)
EquityDefinition	166	gics	String	Global Industry Classification Standard
EquityDefinition	169	lei	String	Legal Entity Identifier
EquityDefinition	172	naics	String	North American Industry Classification System
EquityDefinition	175	cfi	String	ISO Classification of Financial Instruments
EquityDefinition	178	cic	String	Complementay Identification Code
EquityDefinition	181	fisn	String	Financial Instrument Short Name
EquityDefinition	184	isin	String	ISIN code
EquityDefinition	187	figi	String	FIGI code
EquityDefinition	190	bbgCompositeTicker	String	Bloomberg Composite Ticker
EquityDefinition	193	bbgExchangeTicker	String	Bloomberg Exchange Ticker
EquityDefinition	196	bbgCompositeGlobalID	String	Bloomberg Composite Global ID
EquityDefinition	199	bbgGlobalID	String	Bloomberg Global ID
EquityDefinition	202	bbgCurrency	String	Bloomberg Trading Currency
EquityDefinition	205	otcPrimaryMarket	Enum
EquityDefinition	208	otcTier	Enum
EquityDefinition	211	otcReportingStatus	String
EquityDefinition	214	otcDisclosureStatus	Int
EquityDefinition	217	otcFlags	Int
EquityDefinition	220	stkPriceInc	Enum	Price increment: None; FullPenny; Nickle
EquityDefinition	223	tkDefSource	Enum	Ticker definition source: None; Vendor; OTC; SR; Exchange
EquityDefinition	226	statusFlag	Enum
EquityDefinition	229	tapeCode	Enum	SIP Tape Code
EquityDefinition	232	stkVolume	Float	trailing average 20D daily stock volume
EquityDefinition	235	futVolume	Float	trailing average 20D daily future volume
EquityDefinition	238	optVolume	Float	trailing average 20D daily option volume
EquityDefinition	241	exchString	String	exchanges listing any options on this underlying
EquityDefinition	244	hasOptions	Enum	Has Options flag
EquityDefinition	247	numOptions	Int	total number of listed options
EquityDefinition	250	timeMetric	Enum	trading time metric - 252 or 365 trading days or a weekly cycle type
EquityDefinition	253	timestamp	DateTime