Trade Message Fields
The Trade message is used to provide trade price and total executed volume across all options exchanges contributing to OPRA. A trade cancel will be published as a trade message with the volume populated to offset the canceled volume, and an appropriate trade cancellation condition.
| Field Name | Value/Type | Description |
|---|---|---|
| Symbol | Alphanumeric | OSI Symbol |
| Sequence Number | Integer | Published sequence number from Cboe, monotonically increasing |
| Source Sequence Number | Integer | Sequence number corresponding to the underlying source trade of the bid or ask data present. |
| Publish Timestamp | Integer | Nanoseconds since epoch, corresponding to the time at which the AVRO message was encoded |
| Source Timestamp | Integer | Nanoseconds since epoch corresponding to the underlying source trade of the bid or ask data present |
| Message Flags | Bit Field |
|
| Eligibility Flags | Bit Field |
|
| Trade Price | Price | Execution price of trade |
| Trade Size | Integer | Execution volume of trade. A negative trade size indicates a cancellation of the trade in question |
| Trade Exchange | Alphanumeric | Execution exchange of trade |
| Trade Condition | Alphanumeric | Provided trading condition of trade passed through from source trade |