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Version: 8.4.12.1

2750-market-data-options

#Message NameDescription
2750OpraPrintType
2760OptionEOPThe expected opening price and opening size for an option. Based on the exchange open auction feed.
2765OptionExchOrder
2770OptionExchPrint
2845OptionFlexEventThe most recent (last) record for each active FLEX option.
2780OptionMarketSummaryThese records represent live market summary snapshots for each active option
2785OptionNbboQuoteThis table contains live option quote records from OPRA (equities) or the listing exchange (futures). Each record contains up to two price levels and represents a live snapshot of the book for a specific option series. There are typically 1mm+ records in this table if all ticker sources are enabled.
2790OptionOpenAuction
2795OptionOpenAuctionSummary
2800OptionPrintThe most recent (last) print record for each active equity and future option series. Quote markup represents quote that existed just prior to the print on the reporting exchange.
2805OptionPrint2The most recent (last) print record for each active equity and future option series. Quote markup represents quote that existed just prior to the print on the reporting exchange.
2810OptionPrintMarkupOptionPrintMarkup records contain every option print along with quote, surface details at print time
2815OptionPrintSetOptionPrintSet records contain every option print along with quote, surface, and SR probability details at print time. These records also contain T+1M and T+10M forward mark details. These records are created for every print at the time of print and are published to the SpiderRock elastic cluster 10 minutes later when T + 10M forward marks are available.
2820OptionPrintSetSummaryOptionPrintSetSummary records are created at the end of each trading period and contain a summary of the activity for the period; Summary of OptionPrintSet records
2825OptionPrintSummaryRoot/Expiration trading summaries. Includes contracts and vega trade in total and on the public bid or offer. Records update live as public trades occur.
2830SOQConstituentSymbolMap
2835SOQStrikeRangeUpdate