{ "info": { "title": "Instruments", "version": "0.0.1" }, "swagger": "2.0", "produces": [ "application/json" ], "host": "api.tastyworks.com", "tags": [ { "name": "futures-option-chains", "description": "Operations about futures-option-chains" }, { "name": "instruments", "description": "Operations about instruments" }, { "name": "option-chains", "description": "Operations about option-chains" }, { "name": "Instruments", "description": "Allows an API client to fetch data about instruments." } ], "paths": { "/futures-option-chains/{symbol}": { "get": { "description": "Returns a futures option chain given a futures product code, i.e. `ES`", "produces": [ "application/json" ], "parameters": [ { "in": "path", "name": "symbol", "type": "integer", "format": "int32", "required": true } ], "responses": { "200": { "description": "Returns a futures option chain given a futures product code, i.e. `ES`", "schema": { "type": "array", "items": { "$ref": "#/definitions/FutureOption" } } } }, "tags": [ "futures-option-chains" ], "operationId": "getFuturesOptionChainsSymbol" } }, "/futures-option-chains/{symbol}/nested": { "get": { "description": "Returns a futures option chain given a futures product code in a nested form to minimize redundant processing", "produces": [ "application/json" ], "parameters": [ { "in": "path", "name": "symbol", "type": "integer", "format": "int32", "required": true } ], "responses": { "200": { "description": "Returns a futures option chain given a futures product code in a nested form to minimize redundant processing", "schema": { "$ref": "#/definitions/FuturesNestedOptionChainSerializer" } } }, "tags": [ "futures-option-chains" ], "operationId": "getFuturesOptionChainsSymbolNested" } }, "/instruments/cryptocurrencies": { "get": { "description": "Retrieve a set of cryptocurrencies given an array of one or more symbols.", "produces": [ "application/json" ], "parameters": [ { "in": "query", "name": "symbol", "description": "Symbol(s) (example: symbol[]={value1}&symbol[]={value2})", "type": "array", "items": { "type": "string" }, "required": false } ], "responses": { "200": { "description": "Retrieve a set of cryptocurrencies given an array of one or more symbols.", "schema": { "type": "array", "items": { "$ref": "#/definitions/Cryptocurrency" } } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsCryptocurrencies" } }, "/instruments/cryptocurrencies/{symbol}": { "get": { "description": "Retrieve a cryptocurrency given a symbol.", "produces": [ "application/json" ], "parameters": [ { "in": "path", "name": "symbol", "description": "Symbol", "type": "string", "required": true } ], "responses": { "200": { "description": "Retrieve a cryptocurrency given a symbol.", "schema": { "$ref": "#/definitions/Cryptocurrency" } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsCryptocurrenciesSymbol" } }, "/instruments/equities": { "get": { "description": "Returns a set of equity definitions given an array of one or more symbols", "produces": [ "application/json" ], "parameters": [ { "in": "query", "name": "page-offset", "type": "integer", "format": "int32", "default": 0, "required": false }, { "in": "query", "name": "per-page", "type": "integer", "format": "int32", "default": 1000, "minimum": 1, "maximum": 1000, "required": false }, { "in": "query", "name": "is-etf", "description": "Flag indicating if equity is an etf instrument", "type": "boolean", "required": false }, { "in": "query", "name": "is-index", "description": "Flag indicating if equity is an index instrument", "type": "boolean", "required": false }, { "in": "query", "name": "lendability", "description": "Lendability", "type": "string", "enum": [ "Easy To Borrow", "Locate Required", "Preborrow" ], "required": false }, { "in": "query", "name": "symbol", "description": "The symbol of the equity(s), i.e `AAPL` (example: symbol[]={value1}&symbol[]={value2})", "type": "array", "items": { "type": "string" }, "required": false } ], "responses": { "200": { "description": "Returns a set of equity definitions given an array of one or more symbols", "schema": { "type": "array", "items": { "$ref": "#/definitions/Equity" } } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsEquities" } }, "/instruments/equities/active": { "get": { "description": "Returns all active equities in a paginated fashion", "produces": [ "application/json" ], "parameters": [ { "in": "query", "name": "page-offset", "type": "integer", "format": "int32", "default": 0, "required": false }, { "in": "query", "name": "per-page", "type": "integer", "format": "int32", "default": 1000, "minimum": 1, "maximum": 5000, "required": false }, { "in": "query", "name": "lendability", "description": "Lendability. i.e. `Easy To Borrow`, `Locate Required` or `Preborrow`", "type": "string", "enum": [ "Easy To Borrow", "Locate Required", "Preborrow" ], "required": false } ], "responses": { "200": { "description": "Returns all active equities in a paginated fashion", "schema": { "type": "array", "items": { "$ref": "#/definitions/Equity" } } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsEquitiesActive" } }, "/instruments/equities/{symbol}": { "get": { "description": "Returns a single equity definition for the provided symbol", "produces": [ "application/json" ], "parameters": [ { "in": "path", "name": "symbol", "description": "The symbol of the equity, i.e. `AAPL`", "type": "string", "required": true } ], "responses": { "200": { "description": "Returns a single equity definition for the provided symbol", "schema": { "$ref": "#/definitions/Equity" } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsEquitiesSymbol" } }, "/instruments/equity-options/{symbol}": { "get": { "description": "Get equity option by symbol", "produces": [ "application/json" ], "parameters": [ { "in": "path", "name": "symbol", "description": "The symbol of the equity option using OCC Symbology, i.e. `FB 180629C00200000`", "type": "string", "required": true }, { "in": "query", "name": "active", "description": "Whether an option is available for trading with the broker.\n Terminology is somewhat misleading as this is generally used to filter non-standard / flex options out.", "type": "boolean", "required": false } ], "responses": { "200": { "description": "Get equity option by symbol", "schema": { "$ref": "#/definitions/EquityOption" } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsEquityOptionsSymbol" } }, "/instruments/future-option-products": { "get": { "description": "Returns metadata for all supported future option products", "produces": [ "application/json" ], "parameters": [ { "in": "query", "name": "page-offset", "type": "integer", "format": "int32", "default": 0, "required": false }, { "in": "query", "name": "per-page", "type": "integer", "format": "int32", "default": 1000, "minimum": 1, "maximum": 1000, "required": false } ], "responses": { "200": { "description": "Returns metadata for all supported future option products", "schema": { "type": "array", "items": { "$ref": "#/definitions/FutureOptionProduct" } } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsFutureOptionProducts" } }, "/instruments/future-option-products/{exchange}/{root_symbol}": { "get": { "description": "Get a future option product by exchange and root symbol", "produces": [ "application/json" ], "parameters": [ { "in": "path", "name": "exchange", "type": "string", "required": true }, { "in": "path", "name": "root_symbol", "type": "string", "required": true } ], "responses": { "200": { "description": "Get a future option product by exchange and root symbol", "schema": { "$ref": "#/definitions/FutureOptionProduct" } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsFutureOptionProductsExchangeRootSymbol" } }, "/instruments/future-option-products/{root_symbol}": { "get": { "description": "Get a future option product by root symbol", "produces": [ "application/json" ], "parameters": [ { "in": "path", "name": "root_symbol", "type": "string", "required": true } ], "responses": { "200": { "description": "Get a future option product by root symbol", "schema": { "$ref": "#/definitions/FutureOptionProduct" } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsFutureOptionProductsRootSymbol", "deprecated": true } }, "/instruments/future-options/{symbol}": { "get": { "description": "Returns a future option given a symbol. Uses TW symbology: `./ESZ9 EW4U9 190927P2975`", "produces": [ "application/json" ], "parameters": [ { "in": "path", "name": "symbol", "description": "The symbol of the future option", "type": "string", "required": true } ], "responses": { "200": { "description": "Returns a future option given a symbol. Uses TW symbology: `./ESZ9 EW4U9 190927P2975`", "schema": { "$ref": "#/definitions/FutureOption" } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsFutureOptionsSymbol" } }, "/instruments/future-products": { "get": { "description": "Returns metadata for all supported futures products", "produces": [ "application/json" ], "parameters": [ { "in": "query", "name": "page-offset", "type": "integer", "format": "int32", "default": 0, "required": false }, { "in": "query", "name": "per-page", "type": "integer", "format": "int32", "default": 1000, "minimum": 1, "maximum": 1000, "required": false } ], "responses": { "200": { "description": "Returns metadata for all supported futures products", "schema": { "type": "array", "items": { "$ref": "#/definitions/FutureProduct" } } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsFutureProducts" } }, "/instruments/future-products/{exchange}/{code}": { "get": { "description": "Get future product from exchange and product code", "produces": [ "application/json" ], "parameters": [ { "in": "path", "name": "exchange", "description": "The exchange code", "type": "string", "enum": [ "CBOED", "CFE", "CME", "SMALLS" ], "required": true }, { "in": "path", "name": "code", "description": "The product code, i.e. `ES`", "type": "string", "required": true } ], "responses": { "200": { "description": "Get future product from exchange and product code", "schema": { "$ref": "#/definitions/FutureProduct" } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsFutureProductsExchangeCode" } }, "/instruments/futures": { "get": { "description": "Returns a set of outright futures given an array of one or more symbols.", "produces": [ "application/json" ], "parameters": [ { "in": "query", "name": "page-offset", "type": "integer", "format": "int32", "default": 0, "required": false }, { "in": "query", "name": "per-page", "type": "integer", "format": "int32", "default": 1000, "minimum": 1, "maximum": 1000, "required": false }, { "in": "query", "name": "exchange", "description": "Name of the exchange for the product. Only used to avoid security id collisions if that is also given.", "type": "string", "required": false }, { "in": "query", "name": "only-active-futures", "description": "If true (defaults to true), only active futures are returned.", "type": "boolean", "required": false }, { "in": "query", "name": "product-code", "description": "The product code of the future(s), i.e. `product-code[]=ES&product-code[]=6A`. \\\n Ignored if `symbol` parameter is given. (example: product-code[]={value1}&product-code[]={value2})", "type": "array", "items": { "type": "string" }, "required": false }, { "in": "query", "name": "security-id", "description": "Exchange-specific ID used for order routing (example: security-id[]={value1}&security-id[]={value2})", "type": "array", "items": { "type": "string" }, "required": false }, { "in": "query", "name": "symbol", "description": "The symbol of the future(s), i.e. `symbol[]=ESZ9`. Leading forward slash is not required. (example: symbol[]={value1}&symbol[]={value2})", "type": "array", "items": { "type": "string" }, "required": false } ], "responses": { "200": { "description": "Returns a set of outright futures given an array of one or more symbols.", "schema": { "type": "array", "items": { "$ref": "#/definitions/Future" } } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsFutures" } }, "/instruments/futures/{symbol}": { "get": { "description": "Returns an outright future given a symbol.", "produces": [ "application/json" ], "parameters": [ { "in": "path", "name": "symbol", "description": "The symbol of the future, i.e. `ESZ9`. Leading forward slash is not required.", "type": "string", "required": true } ], "responses": { "200": { "description": "Returns an outright future given a symbol.", "schema": { "$ref": "#/definitions/Future" } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsFuturesSymbol" } }, "/instruments/quantity-decimal-precisions": { "get": { "description": "Retrieve all quantity decimal precisions.", "produces": [ "application/json" ], "responses": { "200": { "description": "Retrieve all quantity decimal precisions.", "schema": { "type": "array", "items": { "$ref": "#/definitions/QuantityDecimalPrecision" } } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsQuantityDecimalPrecisions" } }, "/instruments/search": { "get": { "description": "Search instruments by symbol, description, or tags", "produces": [ "application/json" ], "parameters": [ { "in": "query", "name": "category", "description": "Comma-separated categories to filter (case-insensitive)", "type": "string", "required": false }, { "in": "query", "name": "exchange", "description": "Comma-separated exchanges to filter (case-insensitive)", "type": "string", "required": false }, { "in": "query", "name": "from-date", "description": "Lower bound on stops_trading_at; surfaces expired events that stopped trading on/after this date", "type": "string", "format": "date", "required": false }, { "in": "query", "name": "limit", "description": "Maximum number of results", "type": "integer", "format": "int32", "default": 25, "minimum": 1, "maximum": 100, "required": false }, { "in": "query", "name": "query", "description": "Search query", "type": "string", "required": false }, { "in": "query", "name": "type", "description": "Comma-separated instrument types to filter", "type": "string", "required": false } ], "responses": { "200": { "description": "Search instruments by symbol, description, or tags", "schema": { "type": "array", "items": { "$ref": "#/definitions/SearchableInstrumentDeserializer" } } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsSearch" } }, "/instruments/warrants": { "get": { "description": "Returns a set of warrant definitions that can be filtered by parameters", "produces": [ "application/json" ], "parameters": [ { "in": "query", "name": "symbol", "description": "The symbol of the warrant(s), i.e `NKLAW` (example: symbol[]={value1}&symbol[]={value2})", "type": "array", "items": { "type": "string" }, "required": false } ], "responses": { "200": { "description": "Returns a set of warrant definitions that can be filtered by parameters", "schema": { "type": "array", "items": { "$ref": "#/definitions/Warrant" } } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsWarrants" } }, "/instruments/warrants/{symbol}": { "get": { "description": "Returns a single warrant definition for the provided symbol", "produces": [ "application/json" ], "parameters": [ { "in": "path", "name": "symbol", "type": "string", "required": true } ], "responses": { "200": { "description": "Returns a single warrant definition for the provided symbol", "schema": { "$ref": "#/definitions/Warrant" } } }, "tags": [ "instruments" ], "operationId": "getInstrumentsWarrantsSymbol" } }, "/option-chains/{symbol}": { "get": { "description": "Returns an option chain given an underlying symbol, i.e. `AAPL`", "produces": [ "application/json" ], "parameters": [ { "in": "path", "name": "symbol", "type": "integer", "format": "int32", "required": true } ], "responses": { "200": { "description": "Returns an option chain given an underlying symbol, i.e. `AAPL`", "schema": { "type": "array", "items": { "$ref": "#/definitions/EquityOption" } } } }, "tags": [ "option-chains" ], "operationId": "getOptionChainsSymbol" } }, "/option-chains/{symbol}/compact": { "get": { "description": "Returns an option chain given an underlying symbol, i.e. `AAPL` in a compact form to minimize content size", "produces": [ "application/json" ], "parameters": [ { "in": "path", "name": "symbol", "type": "integer", "format": "int32", "required": true } ], "responses": { "200": { "description": "Returns an option chain given an underlying symbol, i.e. `AAPL` in a compact form to minimize content size", "schema": { "$ref": "#/definitions/CompactOptionChainSerializer" } } }, "tags": [ "option-chains" ], "operationId": "getOptionChainsSymbolCompact" } }, "/option-chains/{symbol}/nested": { "get": { "description": "Returns an option chain given an underlying symbol, \\\n i.e. `AAPL` in a nested form to minimize redundant processing", "produces": [ "application/json" ], "parameters": [ { "in": "path", "name": "symbol", "type": "integer", "format": "int32", "required": true } ], "responses": { "200": { "description": "Returns an option chain given an underlying symbol, \\\n i.e. `AAPL` in a nested form to minimize redundant processing", "schema": { "$ref": "#/definitions/NestedOptionChainSerializer" } } }, "tags": [ "option-chains" ], "operationId": "getOptionChainsSymbolNested" } } }, "definitions": { "FutureOption": { "type": "object", "properties": { "active": { "description": "", "type": "boolean" }, "days-to-expiration": { "description": "", "type": "integer", "format": "int32" }, "display-factor": { "description": "", "type": "number", "format": "double" }, "exchange": { "description": "", "type": "string" }, "exercise-style": { "description": "", "type": "string" }, "expiration-date": { "description": "", "type": "string", "format": "date" }, "expires-at": { "description": "", "type": "string", "format": "date-time" }, "future-price-ratio": { "description": "", "type": "number", "format": "double" }, "is-closing-only": { "description": "", "type": "boolean" }, "is-confirmed": { "description": "", "type": "boolean" }, "is-exercisable-weekly": { "description": "", "type": "boolean" }, "is-primary-deliverable": { "description": "", "type": "boolean" }, "is-vanilla": { "description": "", "type": "boolean" }, "last-trade-time": { "description": "", "type": "string" }, "maturity-date": { "description": "", "type": "string", "format": "date" }, "multiplier": { "description": "", "type": "number", "format": "double" }, "notional-value": { "description": "", "type": "number", "format": "double" }, "option-root-symbol": { "description": "", "type": "string" }, "option-type": { "description": "", "type": "string" }, "product-code": { "description": "", "type": "string" }, "root-symbol": { "description": "", "type": "string" }, "security-id": { "description": "", "type": "string" }, "settlement-type": { "description": "", "type": "string" }, "stops-trading-at": { "description": "", "type": "string", "format": "date-time" }, "streamer-symbol": { "description": "", "type": "string" }, "strike-factor": { "description": "", "type": "number", "format": "double" }, "strike-price": { "description": "", "type": "number", "format": "double" }, "symbol": { "description": "", "type": "string" }, "underlying-count": { "description": "", "type": "number", "format": "double" }, "underlying-symbol": { "description": "", "type": "string" }, "future-option-product": { "description": "", "type": "object", "properties": { "cash-settled": { "description": "", "type": "boolean" }, "code": { "description": "", "type": "string" }, "display-factor": { "description": "", "type": "number", "format": "double" }, "exchange": { "description": "", "type": "string" }, "expiration-type": { "description": "", "type": "string" }, "is-am-settled": { "description": "", "type": "boolean" }, "itm-rule": { "description": "", "type": "string" }, "market-sector": { "description": "", "type": "string" }, "product-subtype": { "description": "", "type": "string" }, "product-type": { "description": "", "type": "string" }, "root-symbol": { "description": "", "type": "string" }, "settlement-delay-days": { "description": "", "type": "integer", "format": "int32" }, "supported": { "description": "", "type": "boolean" } } } }, "description": "FutureOption model" }, "FuturesNestedOptionChainSerializer": { "type": "object", "properties": { "futures": { "description": "", "type": "object", "properties": { "symbol": { "description": "", "type": "string" }, "root-symbol": { "description": "", "type": "string" }, "streamer-symbol": { "description": "", "type": "string" }, "maturity-date": { "description": "", "type": "string", "format": "date" }, "expiration-date": { "description": "", "type": "string", "format": "date" }, "days-to-expiration": { "description": "", "type": "integer", "format": "int32" }, "active-month": { "description": "", "type": "boolean" }, "next-active-month": { "description": "", "type": "boolean" }, "stops-trading-at": { "description": "", "type": "string", "format": "date-time" }, "expires-at": { "description": "", "type": "string", "format": "date-time" } } }, "option-chains": { "description": "", "type": "object", "properties": { "underlying-symbol": { "description": "", "type": "string" }, "root-symbol": { "description": "", "type": "string" }, "exercise-style": { "description": "", "type": "string" }, "expirations": { "description": "", "type": "object", "properties": { "underlying-symbol": { "description": "", "type": "string" }, "root-symbol": { "description": "", "type": "string" }, "option-root-symbol": { "description": "", "type": "string" }, "option-contract-symbol": { "description": "", "type": "string" }, "asset": { "description": "", "type": "string" }, "expiration-date": { "description": "", "type": "string", "format": "date" }, "days-to-expiration": { "description": "", "type": "integer", "format": "int32" }, "expiration-type": { "description": "", "type": "string" }, "settlement-type": { "description": "", "type": "string" }, "notional-value": { "description": "", "type": "number", "format": "double" }, "display-factor": { "description": "", "type": "number", "format": "double" }, "strike-factor": { "description": "", "type": "number", "format": "double" }, "stops-trading-at": { "description": "", "type": "string", "format": "date-time" }, "expires-at": { "description": "", "type": "string", "format": "date-time" }, "tick-sizes": { "description": "", "type": "object", "properties": { "symbol": { "description": "", "type": "string" }, "threshold": { "description": "", "type": "number", "format": "double" }, "value": { "description": "", "type": "number", "format": "double" } } }, "strikes": { "description": "", "type": "object", "properties": { "strike-price": { "description": "", "type": "number", "format": "double" }, "call": { "description": "", "type": "string" }, "call-streamer-symbol": { "description": "", "type": "string" }, "put": { "description": "", "type": "string" }, "put-streamer-symbol": { "description": "", "type": "string" } } } } } } } }, "description": "FuturesNestedOptionChainSerializer model" }, "Cryptocurrency": { "type": "object", "properties": { "id": { "description": "", "type": "integer", "format": "int32" }, "active": { "description": "", "type": "boolean" }, "description": { "description": "", "type": "string" }, "instrument-type": { "description": "", "type": "string" }, "is-closing-only": { "description": "", "type": "boolean" }, "short-description": { "description": "", "type": "string" }, "streamer-symbol": { "description": "", "type": "string" }, "symbol": { "description": "", "type": "string" }, "tick-size": { "description": "", "type": "number", "format": "double" } }, "description": "Cryptocurrency model" }, "Equity": { "type": "object", "properties": { "active": { "description": "", "type": "boolean" }, "borrow-rate": { "description": "", "type": "number", "format": "double" }, "bypass-manual-review": { "description": "", "type": "boolean" }, "country-of-incorporation": { "description": "", "type": "string" }, "country-of-taxation": { "description": "", "type": "string" }, "description": { "description": "", "type": "string" }, "halted-at": { "description": "", "type": "string", "format": "date-time" }, "instrument-sub-type": { "description": "", "type": "string" }, "instrument-type": { "description": "", "type": "string" }, "is-closing-only": { "description": "", "type": "boolean" }, "is-etf": { "description": "", "type": "boolean" }, "is-fractional-quantity-eligible": { "description": "", "type": "boolean" }, "is-illiquid": { "description": "", "type": "boolean" }, "is-index": { "description": "", "type": "boolean" }, "is-options-closing-only": { "description": "", "type": "boolean" }, "lendability": { "description": "", "type": "string" }, "listed-market": { "description": "", "type": "string" }, "market-time-instrument-collection": { "description": "", "type": "string" }, "overnight-trading-permitted": { "description": "", "type": "boolean" }, "short-description": { "description": "", "type": "string" }, "stops-trading-at": { "description": "", "type": "string", "format": "date-time" }, "streamer-symbol": { "description": "", "type": "string" }, "symbol": { "description": "", "type": "string" }, "underlying-product-type": { "description": "", "type": "string" }, "option-tick-sizes": { "description": "", "type": "object", "properties": { "symbol": { "description": "", "type": "string" }, "threshold": { "description": "", "type": "number", "format": "double" }, "value": { "description": "", "type": "number", "format": "double" } } }, "tick-sizes": { "description": "", "type": "object", "properties": { "symbol": { "description": "", "type": "string" }, "threshold": { "description": "", "type": "number", "format": "double" }, "value": { "description": "", "type": "number", "format": "double" } } } }, "description": "Equity model" }, "EquityOption": { "type": "object", "properties": { "active": { "description": "", "type": "boolean" }, "days-to-expiration": { "description": "", "type": "integer", "format": "int32" }, "exercise-style": { "description": "", "type": "string" }, "expiration-date": { "description": "", "type": "string", "format": "date" }, "expiration-type": { "description": "", "type": "string" }, "expires-at": { "description": "", "type": "string", "format": "date-time" }, "halted-at": { "description": "", "type": "string", "format": "date-time" }, "instrument-type": { "description": "", "type": "string" }, "is-closing-only": { "description": "", "type": "boolean" }, "listed-market": { "description": "", "type": "string" }, "market-time-instrument-collection": { "description": "", "type": "string" }, "old-security-number": { "description": "", "type": "string" }, "option-chain-type": { "description": "", "type": "string" }, "option-type": { "description": "", "type": "string" }, "root-symbol": { "description": "", "type": "string" }, "settlement-type": { "description": "", "type": "string" }, "shares-per-contract": { "description": "", "type": "integer", "format": "int32" }, "stops-trading-at": { "description": "", "type": "string", "format": "date-time" }, "streamer-symbol": { "description": "", "type": "string" }, "strike-price": { "description": "", "type": "number", "format": "double" }, "symbol": { "description": "", "type": "string" }, "underlying-symbol": { "description": "", "type": "string" } }, "description": "EquityOption model" }, "Future": { "type": "object", "properties": { "active": { "description": "", "type": "boolean" }, "active-month": { "description": "", "type": "boolean" }, "back-month-first-calendar-symbol": { "description": "", "type": "boolean" }, "closing-only-date": { "description": "", "type": "string", "format": "date" }, "contract-size": { "description": "", "type": "number", "format": "double" }, "display-factor": { "description": "", "type": "number", "format": "double" }, "exchange": { "description": "", "type": "string" }, "exchange-data": { "description": "", "type": "object" }, "expiration-date": { "description": "", "type": "string", "format": "date" }, "expires-at": { "description": "", "type": "string", "format": "date-time" }, "first-notice-date": { "description": "", "type": "string", "format": "date" }, "product-group": { "description": "", "type": "string" }, "is-closing-only": { "description": "", "type": "boolean" }, "last-trade-date": { "description": "", "type": "string", "format": "date" }, "main-fraction": { "description": "", "type": "number", "format": "double" }, "next-active-month": { "description": "", "type": "boolean" }, "notional-multiplier": { "description": "", "type": "number", "format": "double" }, "product-code": { "description": "", "type": "string" }, "roll-target-symbol": { "description": "", "type": "string" }, "security-id": { "description": "", "type": "string" }, "stops-trading-at": { "description": "", "type": "string", "format": "date-time" }, "streamer-exchange-code": { "description": "", "type": "string" }, "streamer-symbol": { "description": "", "type": "string" }, "sub-fraction": { "description": "", "type": "number", "format": "double" }, "symbol": { "description": "", "type": "string" }, "tick-size": { "description": "", "type": "number", "format": "double" }, "is-tradeable": { "description": "", "type": "boolean" }, "true-underlying-symbol": { "description": "", "type": "string" }, "future-etf-equivalent": { "description": "", "type": "object", "properties": { "share-quantity": { "description": "", "type": "integer", "format": "int32" }, "symbol": { "description": "", "type": "string" } } }, "future-product": { "description": "", "type": "object", "properties": { "active-months": { "description": "", "type": "string" }, "back-month-first-calendar-symbol": { "description": "", "type": "boolean" }, "base-tick": { "description": "", "type": "integer", "format": "int32" }, "cash-settled": { "description": "", "type": "boolean" }, "code": { "description": "", "type": "string" }, "contract-limit": { "description": "", "type": "integer", "format": "int32" }, "description": { "description": "", "type": "string" }, "display-factor": { "description": "", "type": "number", "format": "double" }, "exchange": { "description": "", "type": "string" }, "first-notice": { "description": "", "type": "boolean" }, "listed-months": { "description": "", "type": "string" }, "market-sector": { "description": "", "type": "string" }, "notional-multiplier": { "description": "", "type": "number", "format": "double" }, "price-format": { "description": "", "type": "string" }, "product-subtype": { "description": "", "type": "string" }, "product-type": { "description": "", "type": "string" }, "security-group": { "description": "", "type": "string" }, "small-notional": { "description": "", "type": "boolean" }, "streamer-exchange-code": { "description": "", "type": "string" }, "sub-tick": { "description": "", "type": "integer", "format": "int32" }, "supported": { "description": "", "type": "boolean" }, "root-symbol": { "description": "", "type": "string" }, "tick-size": { "description": "", "type": "number", "format": "double" }, "true-underlying-code": { "description": "", "type": "string" }, "underlying-description": { "description": "", "type": "string" }, "underlying-identifier": { "description": "", "type": "string" } } }, "option-tick-sizes": { "description": "", "type": "object", "properties": { "symbol": { "description": "", "type": "string" }, "threshold": { "description": "", "type": "number", "format": "double" }, "value": { "description": "", "type": "number", "format": "double" } } }, "spread-tick-sizes": { "description": "", "type": "object", "properties": { "symbol": { "description": "", "type": "string" }, "threshold": { "description": "", "type": "number", "format": "double" }, "value": { "description": "", "type": "number", "format": "double" } } }, "tick-sizes": { "description": "", "type": "object", "properties": { "symbol": { "description": "", "type": "string" }, "threshold": { "description": "", "type": "number", "format": "double" }, "value": { "description": "", "type": "number", "format": "double" } } } }, "description": "Future model" }, "FutureOptionProduct": { "type": "object", "properties": { "cash-settled": { "description": "", "type": "boolean" }, "code": { "description": "", "type": "string" }, "display-factor": { "description": "", "type": "number", "format": "double" }, "exchange": { "description": "", "type": "string" }, "expiration-type": { "description": "", "type": "string" }, "is-am-settled": { "description": "", "type": "boolean" }, "itm-rule": { "description": "", "type": "string" }, "market-sector": { "description": "", "type": "string" }, "product-subtype": { "description": "", "type": "string" }, "product-type": { "description": "", "type": "string" }, "root-symbol": { "description": "", "type": "string" }, "settlement-delay-days": { "description": "", "type": "integer", "format": "int32" }, "supported": { "description": "", "type": "boolean" } }, "description": "FutureOptionProduct model" }, "FutureProduct": { "type": "object", "properties": { "active-months": { "description": "", "type": "string" }, "back-month-first-calendar-symbol": { "description": "", "type": "boolean" }, "base-tick": { "description": "", "type": "integer", "format": "int32" }, "cash-settled": { "description": "", "type": "boolean" }, "code": { "description": "", "type": "string" }, "contract-limit": { "description": "", "type": "integer", "format": "int32" }, "description": { "description": "", "type": "string" }, "display-factor": { "description": "", "type": "number", "format": "double" }, "exchange": { "description": "", "type": "string" }, "first-notice": { "description": "", "type": "boolean" }, "listed-months": { "description": "", "type": "string" }, "market-sector": { "description": "", "type": "string" }, "notional-multiplier": { "description": "", "type": "number", "format": "double" }, "price-format": { "description": "", "type": "string" }, "product-subtype": { "description": "", "type": "string" }, "product-type": { "description": "", "type": "string" }, "security-group": { "description": "", "type": "string" }, "small-notional": { "description": "", "type": "boolean" }, "streamer-exchange-code": { "description": "", "type": "string" }, "sub-tick": { "description": "", "type": "integer", "format": "int32" }, "supported": { "description": "", "type": "boolean" }, "root-symbol": { "description": "", "type": "string" }, "tick-size": { "description": "", "type": "number", "format": "double" }, "true-underlying-code": { "description": "", "type": "string" }, "underlying-description": { "description": "", "type": "string" }, "underlying-identifier": { "description": "", "type": "string" } }, "description": "FutureProduct model" }, "QuantityDecimalPrecision": { "type": "object", "properties": { "instrument-type": { "description": "", "type": "string" }, "minimum-increment-precision": { "description": "", "type": "integer", "format": "int32" }, "symbol": { "description": "", "type": "string" }, "value": { "description": "", "type": "integer", "format": "int32" } }, "description": "QuantityDecimalPrecision model" }, "SearchableInstrumentDeserializer": { "type": "object", "properties": { "category": { "description": "", "type": "string" }, "description": { "description": "", "type": "string" }, "event-product-external-id": { "description": "", "type": "string" }, "exchange": { "description": "", "type": "string" }, "external-id": { "description": "", "type": "string" }, "instrument-type": { "description": "", "type": "string" }, "stops-trading-at": { "description": "", "type": "string", "format": "date-time" }, "symbol": { "description": "", "type": "string" }, "underlying-product": { "description": "", "type": "string" }, "underlying-product-type": { "description": "", "type": "string" } }, "description": "SearchableInstrumentDeserializer model" }, "Warrant": { "type": "object", "properties": { "active": { "description": "", "type": "boolean" }, "cusip": { "description": "", "type": "string" }, "description": { "description": "", "type": "string" }, "instrument-type": { "description": "", "type": "string" }, "is-closing-only": { "description": "", "type": "boolean" }, "listed-market": { "description": "", "type": "string" }, "symbol": { "description": "", "type": "string" } }, "description": "Warrant model" }, "CompactOptionChainSerializer": { "type": "object", "properties": { "underlying-symbol": { "description": "", "type": "string" }, "root-symbol": { "description": "", "type": "string" }, "option-chain-type": { "description": "", "type": "string" }, "settlement-type": { "description": "", "type": "string" }, "shares-per-contract": { "description": "", "type": "integer", "format": "int32" }, "expiration-type": { "description": "", "type": "string" }, "deliverables": { "description": "", "type": "object", "properties": { "id": { "description": "", "type": "integer", "format": "int32" }, "amount": { "description": "", "type": "number", "format": "double" }, "deliverable-type": { "description": "", "type": "string" }, "description": { "description": "", "type": "string" }, "instrument-type": { "description": "", "type": "string" }, "percent": { "description": "", "type": "string" }, "root-symbol": { "description": "", "type": "string" }, "symbol": { "description": "", "type": "string" } } }, "symbols": { "description": "", "type": "string" }, "streamer-symbols": { "description": "", "type": "string" } }, "description": "CompactOptionChainSerializer model" }, "NestedOptionChainSerializer": { "type": "object", "properties": { "underlying-symbol": { "description": "", "type": "string" }, "root-symbol": { "description": "", "type": "string" }, "option-chain-type": { "description": "", "type": "string" }, "shares-per-contract": { "description": "", "type": "integer", "format": "int32" }, "tick-sizes": { "description": "", "type": "object", "properties": { "symbol": { "description": "", "type": "string" }, "threshold": { "description": "", "type": "number", "format": "double" }, "value": { "description": "", "type": "number", "format": "double" } } }, "deliverables": { "description": "", "type": "object", "properties": { "id": { "description": "", "type": "integer", "format": "int32" }, "amount": { "description": "", "type": "number", "format": "double" }, "deliverable-type": { "description": "", "type": "string" }, "description": { "description": "", "type": "string" }, "instrument-type": { "description": "", "type": "string" }, "percent": { "description": "", "type": "string" }, "root-symbol": { "description": "", "type": "string" }, "symbol": { "description": "", "type": "string" } } }, "expirations": { "description": "", "type": "object", "properties": { "expiration-type": { "description": "", "type": "string" }, "expiration-date": { "description": "", "type": "string", "format": "date" }, "days-to-expiration": { "description": "", "type": "integer", "format": "int32" }, "settlement-type": { "description": "", "type": "string" }, "strikes": { "description": "", "type": "object", "properties": { "strike-price": { "description": "", "type": "number", "format": "double" }, "call": { "description": "", "type": "string" }, "call-streamer-symbol": { "description": "", "type": "string" }, "put": { "description": "", "type": "string" }, "put-streamer-symbol": { "description": "", "type": "string" } } } } } }, "description": "NestedOptionChainSerializer model" } } }