Name | Type | Description |
---|---|---|
contract | Character | The option contract |
underlying_symbol | Character | The ticker symbol |
timestamp | POSIXlt | The UTC timestamp at the time of the trade. |
price | Numeric | The price of the trade. |
size | Numeric | The size of the trade. |
total_volume | Numeric | The total volume of the symbol for the day up to the timestamp point in time. |
ask_price_at_execution | Numeric | The price of ask quote at the time of the trade. |
bid_price_at_execution | Numeric | The price of bid quote at the time of the trade. |
exchange | Character | The exchange for the trade. |
conditions | Character | The condition of the trade. |
sequence_id | Numeric | The sequential ID for the trade, ordered as temporally received from the exchange. |