Please note that some fields are only present in an option quote. These fields are only relevant to options.
| Field | Description |
|---|---|
| symbol | Security symbol |
| description | Security detailed name or description |
| exch | Exchange code of the security |
| type | Type, one of: stock, option, etf, index, mutual_fund |
| last | Last price |
| change | Change (in dollars) |
| volume | Current day's volume |
| open | Open price of the current session |
| high | High price of the current session |
| low | Low price of the current session |
| close | Close price of the current session |
| bid | Bid price |
| ask | Ask price |
| underlying | Underlying security of the option (if applicable) |
| strike | Strike price of the option (if applicable) |
| change_percentage | Change (in percent) |
| average_volume | 90 day average volume of the security |
| last_volume | Volume of the last price |
| trade_date | Most recent trade date |
| prevclose | Previous close price |
| week_52_high | 52 week high price |
| week_52_low | 52 week low price |
| bidsize | Size of bid (in hundreds) |
| bidexch | Bid exchange code |
| bid_date | Date of bid price |
| asksize | Size of ask (in hundreds) |
| askexch | Ask exchange code |
| ask_date | Date of ask price |
| open_interest | Open interest in option (if applicable) |
| contract_size | Size of the option contract (typically 100) |
| expiration_date | Expiration date of option (if applicable) |
| expiration_type | Expiration type of option (if applicable) |
| option_type | Type of the option, one of: put, call |
| root_symbols | Comma-delimited list of option root symbols for an underlier |
| root_symbol | Root symbol of the option (if applicable) |
| greeks.delta | Delta |
| greeks.gamma | Gamma |
| greeks.theta | Theta |
| greeks.vega | Vega |
| greeks.rho | Rho |
| greeks.phi | Phi |
| greeks.bid_iv | Bid implied volatility |
| greeks.mid_iv | Mid implied volatility |
| greeks.ask_iv | Ask implied volatility |
| greeks.smv_vol | ORATS final implied volatility |
| greeks.updated_at | Date volatility data was last updated |