| ask |
The current ask price. |
double |
| askDate |
The date of the current ask price. |
date |
| askSize |
The size (quantity) of the current ask price. |
int |
| bid |
The current bid price. |
double |
| bidDate |
The date of the current bid price. |
date |
| bidSize |
The size (quantity) of the current bid price. |
int |
| change |
The difference between the last traded price and the previous close. |
double |
| date |
The price date. |
datetime |
| delta |
The option's delta value. |
double |
| exchange |
The name of the exchange the instrument belongs to. |
string |
| expirationDate |
The expiration date. |
date |
| expirationType |
The expiration type. |
string |
| flag |
The option's settled flag) |
string |
| gamma |
The option's gamma value. |
double |
| high |
The highest traded price for the session. |
double |
| last |
The last price the instrument traded. |
double |
| lastTradeDate |
The last trading date for the option |
date |
| low |
The lowest traded price for the session. |
double |
| open |
The opening (first) price for the session. |
double |
| openInterest |
The open intrest for the option |
integer |
| percentChange |
The percent difference between the last traded price and the previous close. |
double |
| premium |
The option's premium |
double |
| rho |
The option's rho value. |
double |
| settlement |
The option's settlement price |
double |
| strike |
The options's strike price. |
double |
| symbol |
A symbol or code that identifies the equity contract. |
string |
| theta |
The option's theta value. |
double |
| type |
Either Call or Put. |
string |
| underlying_symbol |
The actual equity symbol. |
string |
| vega |
The option's vega value. |
double |
| volatility |
The estimated volatility of a security's price. |
double |
| volume |
The trading volume for the option |
integer |