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"
}
]