Description
Option Flex Print records capture prints of FLEX (Flexible Exchange) options — exchange-listed contracts with customizable terms such as strike, expiration, and exercise style. Each record identifies the option exchange and its exchange-assigned print identifier, the flex root symbol, the print closure type and status, and package-level quantity and net price, along with the count of legs and a completeness flag. Full per-leg detail (contract key, flex type, quantity, price, analytics, and adjustments) is included for the structure.
Start Dates
US start dates
Delivery Times
| Region | Availability |
|---|
| US | 04:00 CT T+1 |
Schema Definition
| Field Name | Data Type | Description |
|---|
| eventId | bigint | SpiderRock event ID for the flex print |
| optExch | string | Option exchange where the flex print occurred |
| exchangeId | string | Exchange-assigned identifier for the print |
| flexRoot | string | Flex root symbol (underlying root for the flex contract) |
| closureType | string | Type of print closure |
| printClosure | string | Print closure status |
| pkgQty | int | Package quantity (number of structures printed) |
| pkgPrice | double | Package price (net price for the structure) |
| recordIdSet | string | Set of related record IDs comprising this flex print |
| createTime | timestamp | Record creation timestamp (UTC) |
| modifyTime | timestamp | Last modification timestamp (UTC) |
| numLegs | int | Number of legs in the flex package |
| legsComplete | string | Flag indicating whether all legs of the package have been received |
| Legs | list[struct] | Definition of the legs in the structure — including key, flex type, quantity, price, analytics, and adjustments |
Complex Fields
Legs
| Field Name | Data Type | Description |
|---|
| okey | OptionKey | OptionKey of the instrument, if available |
| flexType | string | European or American style |
| quantity | int | Quantity of contracts in this leg of the event |
| price | double | Price of this leg of the event, which could be quoted as a percentage of the closing price |
| priceType | string | Price type of the event |
| delta | double | Delta supplied with the event for delta-adjusted-at-close events |
| refPrice | double | Reference price of the event, used for delta-adjusting the final price |
| closePrice | double | Close price used for both percentage-adjusted and delta-adjusted events |
| priceAdj | double | Final adjusted price, made available once the event is marked PctAdjApplied or DeltaAdjApplied |
| strikeAdj | double | Final adjusted strike, made available once the event is marked PctAdjApplied |
Differences to V7