diff --git a/src/systemathics/apis/services/daily/v1/daily_market_data.proto b/src/systemathics/apis/services/daily/v1/daily_market_data.proto index e0a6ff0..1fd63bf 100644 --- a/src/systemathics/apis/services/daily/v1/daily_market_data.proto +++ b/src/systemathics/apis/services/daily/v1/daily_market_data.proto @@ -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; }