> ## Documentation Index > Fetch the complete documentation index at: https://gb.mintlify.site/llms.txt > Use this file to discover all available pages before exploring further. # Messages | 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 | | | 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 | | | 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 | | | 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 | | 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 | | | 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\` | | 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 | | 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 | | | 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 | | | 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 | | 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 | | | 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 | | | 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) | | 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) | | 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 | | | 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 | | | 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 | | 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 | | | 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 | | 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 | | | 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 | | | 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 | | | 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 | | | 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 | | | 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 | | | 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 | | 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 | | mToken | Field Number | Field Name | Field Type | Field Description | | ------- | ------------ | ---------- | ---------- | ----------------- | | MLinkWs | 100 | state | Enum | | | MLinkWs | 103 | detail | Text1 | | | mToken | Field Number | Field Name | Field Type | Field Description | | --------- | ------------ | ---------- | ---------- | ----------------- | | MLinkRest | 100 | count | Long | | | 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 | | | mToken | Field Number | Field Name | Field Type | Field Description | | ------- | ------------ | ---------- | ---------- | ----------------- | | MLinkWs | 100 | seqNum | Int | | | MLinkWs | 103 | timestamp | DateTime | | | 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 | | 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 | | 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) | | | 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 | | | 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 | | | 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) | | 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 | | | 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 | | | 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) | | mToken | Field Number | Field Name | Field Type | Field Description | | --------- | ------------ | ---------- | ---------- | ----------------- | | MLinkRest | 100 | expiryKey | ExpiryKey | | | mToken | Field Number | Field Name | Field Type | Field Description | | --------- | ------------ | ---------- | ---------- | ----------------- | | MLinkRest | 100 | optionKey | OptionKey | | | mToken | Field Number | Field Name | Field Type | Field Description | | --------- | ------------ | ---------- | ---------- | ----------------- | | MLinkRest | 100 | tickerKey | TickerKey | | | 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 | | 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 | | | 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) | | 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 | | 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 | | 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 | | | 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 | | mToken | Field Number | Field Name | Field Type | Field Description | | ----------- | ------------ | ---------- | ---------- | ----------------- | | OptMarkData | 10 | okey | OptionKey | | | OptMarkData | 100 | openInt | Int | | | OptMarkData | 103 | timestamp | DateTime | | | 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 | | | 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 | | | 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) | | 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 | | 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) | | 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 | | | 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 | | | 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 | | | 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 | | 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 | | 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) | | 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) | | 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 | | | 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 | | | 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 | | | 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 | | 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 | | 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 | | 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) | | 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 | | 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 | | | 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 | | 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 | | | 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 | | | 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) | | 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) | | 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 | |