24-hour TICKER by underlying asset and expiration data
Stream Description#
24hr ticker info by underlying asset and expiration date. E.g.ETH@ticker@220930
Stream Name#
<underlyingAsset>@ticker@<expirationDate>
Update Speed#
1000ms
Response Example#
[{ "e":"24hrTicker", // event type "E":1657706425200, // event time "T":1657706425220, // transaction time "s":"ETH-220930-1600-C", // Option symbol "o":"2000", // 24-hour opening price "h":"2020", // Highest price "l":"2000", // Lowest price "c":"2020", // latest price "V":"1.42", // Trading volume(in contracts) "A":"2841", // trade amount(in quote asset) "P":"0.01", // price change percent "p":"20", // price change "Q":"0.01", // volume of last completed trade(in contracts) "F":"27", // first trade ID "L":"48", // last trade ID "n":22, // number of trades "bo":"2012", // The best buy price "ao":"2020", // The best sell price "bq":"4.9", // The best buy quantity "aq":"0.03", // The best sell quantity "b":"0.1202", // BuyImplied volatility "a":"0.1318", // SellImplied volatility "d":"0.98911", // delta "t":"-0.16961", // theta "g":"0.00004", // gamma "v":"2.66584", // vega "vo":"0.10001", // Implied volatility "mp":"2003.5102", // Mark price "hl":"2023.511", // Buy Maximum price "ll":"1983.511", // Sell Minimum price "eep":"0" // Estimated strike price (return estimated strike price half hour before exercise) }, { "e":"24hrTicker", "E":1663685112123, "s":"ETH-220930-1500-C", "o":"34.9", "h":"44.6", "l":"26.8", "c":"26.8", "V":"11.84", "A":"444.37", "P":"-0.232", "p":"-8.1", "Q":"0", "F":"91", "L":"129", "n":39, "bo":"26.8", "ao":"33.9", "bq":"0.65", "aq":"0.01", "b":"0.88790536", "a":"0.98729014", "d":"0.2621153", "t":"-3.44806807", "g":"0.00158298", "v":"0.7148147", "vo":"0.93759775", "mp":"30.3", "hl":"228.7", "ll":"0.1", "eep":"0" } ]