Appendix 2 - Constituent Series EOI JSON Format Example

{
  "eois" : [
    {
      "index": "VXS",
      "class": "SPX",
      "expiration": "2019-06-21",
      "minStrike": 2600.00,
      "maxStrike": 3300.00,
      "series": [
        {
          "time": "09:22:23",
          "symbolId": "01ani0",
          "putCall": "P",
          "strike": 2600.00,
          "included": true,
          "state": "Pre-Open",
          "openPrice":  0.0,
          "auctionOnlyPrice": 3.90,
          "referencePrice": 3.90,
          "indicativePrice": 3.90,
          "buyContracts": 3210,
          "sellContracts": 2800,
          "openCondition": "O",
          "compositeMarketBid": 3.75,
          "compositeMarketOffer": 4.00
        }, {
          "time": "09:22:23",
          "symbolId": "01ani1",
          "putCall": "P",
          "strike": 2650.00,
          "included": true,
          "state": "Pre-Open",
          "openPrice": 0.0,
          "auctionOnlyPrice": 3.90,
          "referencePrice": 3.90,
          "indicativePrice": 3.90,
          "buyContracts": 3210,
          "sellContracts": 2800,
          "openCondition": "O",
          "compositeMarketBid": 3.75,
          "compositeMarketOffer": 4.00
        }  
        …  
      ]
    }
  ]
}