3585-option-pricing
| # | Message Name | Description |
|---|---|---|
| 3590 | GlobalDividends | GlobalDividend records contain projected future discrete dividend payment dates and amounts for dividend paying equities. These records are the composite of SRVendorDividends and GlobalDividendOverride records and can influence LiveExpiryDividends. Option pricing is based off LiveExpiryDividends records (implied from call/put alignment). LiveTickerDividends records are a composite of all LiveExpiryDividend records for each ticker |
| 3595 | GlobalRates | |
| 3655 | LiveExpiryDividends | LiveExpiryDividend records contain all announced and projected discrete dividend payment dates and amounts for dividend paying equities. These records are the dividend values that are incorporated into option pricing calculations. LiveExpiryDividend records are published by PricingGrid servers about once every 2 minutes during trading hours or immediately if dividend announcements occur during trading hours. |
| 3620 | StockEarningsCalendar | StockEarningsCalendar records contain a historical (prior 12) earnings dates and future (next 12) projected dates. |
| 3630 | UserDividendOverride | Records in this table overrides GlobalDividends values in theo option pricing calculations. Note: Missing/empty DateAmt strings are interpreted as non-dividend paying |
| 3635 | UserRateOverride | Records in this table override SpiderRock global discount rate values in option pricing calculations. Note: Expiry dates that fall between years values below will be interpolated using a cubic spline on (days * rate) |
| 3640 | UserSDivOverride | Records in this table override SpiderRock global implied sdiv values in option pricing calculations. |