Basic Tick Types
Standard tick types returned to the user upon requesting data by default.
| Tick Name | Topic String | Description |
|---|---|---|
| Bid Size | ”BidSize” | Number of contracts (or lots) offered at the bid price. |
| Bid Price | ”Bid” | Highest bid price for the contract. |
| Ask Price | ”Ask” | Lowest offer price for the contract. |
| Ask Size | ”AskSize” | Number of contracts (or lots) offered at the ask price. |
| Last Price | ”Last” | Last price at which the contract traded. |
| Last Size | ”LastSize” | Number of contracts or lots traded at the last price. |
| High | ”High” | High price for the day. |
| Low | ”Low” | Low price for the day. |
| Volume | ”Volume” | Trading volume for the day for the selected contract (Volume for US Stocks are quoted in lots. The actual number of shares in volume can be calculated by multiplying 100). |
| Close Price | ”Close” | The last available closing price for the previous day. For US Equities, we use corporate action processing to get the closing price, so the close price is adjusted to reflect forward and reverse splits and cash and stock dividends. |
| Open Price | ”Open” | Today’s opening price. The official opening price requires a market data subscription to the native exchange of a contract. |
| Last Exchange | ”LastExch” | The exchange where the Last Price is provided from. |
| Bid Exchange | ”BidExch” | The exchange where the Bid Price is provided from. |
| Ask Exchange | ”AskExch” | The exchange where the Ask Price is provided from. |
| Last Timestamp | ”LastTime” | Time of the last trade (in UNIX time). |
| Halted | ”Halted” | Indicates if a contract is halted. |
| Bid Implied Volatility | ”BidImpliedVol” | Implied volatility calculated from option bid prices. |
| Bid Delta | ”BidDelta” | Delta calculated from the option bid prices. |
| Bid Option Price | ”BidOptPrice” | Current bid price for the option contract. |
| Bid PV Dividend | ”BidPvDividend” | The present value of dividends expected on the option’s underlying. |
| Bid Gamma | ”BidGamma” | The option gamma value calculated from the option bid prices. |
| Bid Vega | ”BidVega” | The option vega value calculated from the option bid prices. |
| Bid Theta | ”BidTheta” | The option theta value calculated from the option bid prices. |
| Bid Price of Underlying | ”BidUndPrice” | The current bid price of the option underlying. |
| Ask Implied Volatility | ”AskImpliedVol” | Implied volatility calculated from option ask prices. |
| Ask Delta | ”AskDelta” | Delta calculated from the option ask prices. |
| Ask Option Price | ”AskOptPrice” | Current ask price for the option contract. |
| Ask PV Dividend | ”AskPvDividend” | The present value of dividends expected on the option’s underlying. |
| Ask Gamma | ”AskGamma” | The option gamma value calculated from the option ask prices. |
| Ask Vega | ”AskVega” | The option vega value calculated from the option ask prices. |
| Ask Theta | ”AskTheta” | The option theta value calculated from the option ask prices. |
| Ask Price of Underlying | ”AskUndPrice” | The current ask price of the option underlying. |
| Last Implied Volatility | ”LastImpliedVol” | Implied volatility calculated from option last prices. |
| Last Delta | ”LastDelta” | Delta calculated from the option last prices. |
| Last Option Price | ”LastOptPrice” | Current last price for the option contract. |
| Last PV Dividend | ”LastPvDividend” | The present value of dividends expected on the option’s underlying. |
| Last Gamma | ”LastGamma” | The option gamma value calculated from the option last prices. |
| Last Vega | ”LastVega” | The option vega value calculated from the option last prices. |
| Last Theta | ”LastTheta” | The option theta value calculated from the option last prices. |
| Last Price of Underlying | ”LastUndPrice” | The current last price of the option underlying. |
| Model Implied Volatility | ”ModelImpliedVol” | Implied volatility calculated from option model prices. |
| Model Delta | ”ModelDelta” | Delta calculated from the option model prices. |
| Model Option Price | ”ModelOptPrice” | Current model price for the option contract. |
| Model PV Dividend | ”ModelPvDividend” | The present value of dividends expected on the option’s underlying. |
| Model Gamma | ”ModelGamma” | The option gamma value calculated from the option model prices. |
| Model Vega | ”ModelVega” | The option vega value calculated from the option model prices. |
| Model Theta | ”ModelTheta” | The option theta value calculated from the option model prices. |
| Model Price of Underlying | ”ModelUndPrice” | The current model price of the option underlying. |