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'Protobuf files change'
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Build System committed Mar 26, 2024
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Showing 1 changed file with 82 additions and 1 deletion.
83 changes: 82 additions & 1 deletion src/systemathics/apis/services/daily/v1/daily_market_data.proto
Original file line number Diff line number Diff line change
Expand Up @@ -130,7 +130,88 @@ message DailyMarketData
// Underlying value of the sampling period
double underlying = 18;

// The implied volatility for a 30-day call option
double implied_volatility_30_call = 19;

// The implied volatility for a 30-day put option
double implied_volatility_30_put = 20;

// The mean implied volatility for a 30-day period.
double implied_volatility_30_mean = 21;

// The implied volatility for a 60-day call option
double implied_volatility_60_call = 22;

// The implied volatility for a 60-day put option
double implied_volatility_60_put = 23;

// The mean implied volatility for a 60-day period.
double implied_volatility_60_mean = 24;

// The implied volatility for a 90-day call option
double implied_volatility_90_call = 25;

// The implied volatility for a 90-day put option
double implied_volatility_90_put = 26;

// The mean implied volatility for a 90-day period.
double implied_volatility_90_mean = 27;

// The implied volatility for a 120-day call option
double implied_volatility_120_call = 28;

// The implied volatility for a 120-day put option
double implied_volatility_120_put = 29;

// The mean implied volatility for a 120-day period.
double implied_volatility_120_mean = 30;

// The implied volatility for a 150-day call option
double implied_volatility_150_call = 31;

// The implied volatility for a 150-day put option
double implied_volatility_150_put = 32;

// The mean implied volatility for a 150-day period.
double implied_volatility_150_mean = 33;

// The implied volatility for a 180-day call option
double implied_volatility_180_call = 34;

// The implied volatility for a 180-day put option
double implied_volatility_180_put = 35;

// The mean implied volatility for a 180-day period.
double implied_volatility_180_mean = 36;

// The implied volatility for a 360-day call option
double implied_volatility_360_call = 37;

// The implied volatility for a 360-day put option
double implied_volatility_360_put = 38;

// The mean implied volatility for a 360-day period.
double implied_volatility_360_mean = 39;

// The volume of call options traded for the current day.
double call_volume = 40;

// The volume of put options traded for the current day.
double put_volume = 41;

// The total volume of options traded for the current day.
double total_volume = 42;

// The call Open Interest (number of open call contracts) at the beginning of the trading session.
double call_open_interest = 43;

// The put Open Interest (number of open put contracts) at the beginning of the trading session.
double put_open_interest = 44;

// The Open Interest (number of open put and call contracts) at the beginning of the trading session.
double total_open_interest = 45;

// The data quality scoring : from 0 (bad) to 100 (good)
double score = 19;
double score = 46;
}

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