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'Protobuf files change'
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Build System committed Jul 16, 2024
1 parent 7769b00 commit 89cb318
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Showing 3 changed files with 29 additions and 2 deletions.
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Expand Up @@ -136,5 +136,14 @@ message DailyImpliedVolatility
// The mean implied volatility for a 360-day period.
double implied_volatility_360_mean = 24;

// The implied volatility bid.
double implied_volatility_bid = 25;

// The implied volatility ask.
double implied_volatility_ask = 26;

// The implied volatility mean.
double implied_volatility_mean = 27;

}

19 changes: 17 additions & 2 deletions src/systemathics/apis/services/daily/v1/daily_market_data.proto
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Expand Up @@ -127,8 +127,8 @@ message DailyMarketData
// OpenInterest value of the sampling period
double open_interest = 17;

// Underlying value of the sampling period
string underlying = 18;
// Underlying price of the sampling period
double underlying = 18;

// The implied volatility for a 30-day call option
double implied_volatility_30_call = 19;
Expand Down Expand Up @@ -213,5 +213,20 @@ message DailyMarketData

// The data quality scoring : from 0 (bad) to 100 (good)
double score = 46;

// The implied volatility bid.
double implied_volatility_bid = 47;

// The implied volatility ask.
double implied_volatility_ask = 48;

// The implied volatility mean.
double implied_volatility_mean = 49;

// The option symbol
string option_symbol = 50;

// The total number of outstanding options contracts that have not been exercised or expired yet, as of the next trading day.
double t1_open_interest = 51;
}

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Expand Up @@ -81,5 +81,8 @@ message DailyOpenInterest

// The Open Interest (number of open put and call contracts) at the beginning of the trading session.
double total_open_interest = 6;

// The total number of outstanding options contracts that have not been exercised or expired yet, as of the next trading day.
double t1_open_interest = 7;
}

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