OptMarkData
# | Message Name | Description |
---|---|---|
3140 | OptionCloseMark | OptionCloseMark records are published immediately after the market close - 5 min and again when exchanges publish official marks. OptionCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final |
3230 | OptionOpenInterest | Open interest for each option series. Records are from the live OPRA feed. |
3145 | OptionOpenMark | OptionOpenMark records are created during the end-of-day rotation for each product and intended for use the following trading day. |