@openmarket/market-data-proto 12.67.0 → 12.69.0

package/dist/option_strike_flow_aggregation_pb.d.ts

@@ -0,0 +1,164 @@
+import type { GenFile, GenMessage } from "@bufbuild/protobuf/codegenv2";
+import type { Timestamp } from "./timestamp/timestamp_pb.js";
+import type { Message } from "@bufbuild/protobuf";
+/**
+ * Describes the file option_strike_flow_aggregation.proto.
+ */
+export declare const file_option_strike_flow_aggregation: GenFile;
+/**
+ * Signed option flow of one strike for one sealed minute: one row per (venue,
+ * underlying, expiry, strike, minute), folded server-side by the tsdb-gateway
+ * option_strike_flow cjob from the minute's option prints (TRADE rows of category
+ * OPTION) whose side is BUY or SELL, for the expiries that end after the
+ * minute and within the job's horizon (7 days). Every run folds its newest
+ * minutes again (a 30-minute replay window), so a print, a registry row or a
+ * greek that lands late still counts; a row is final once that window has
+ * passed it.
+ *
+ * The series identity is OPTION_STRIKE_AGG's: the synthetic symbol
+ * "<underlying>|<YYYYMMDD>|<strike>", plus "|AM" for an expiry before noon
+ * New York time, the normalized symbol "<underlying>-USD", category OPTION.
+ *
+ * The side is the print's TRADE side. OPRA prints carry no aggressor, so
+ * streamd sides each contract's prints with the tick rule TradingView's
+ * options footprint uses: a one-second bar that closes above its open is all
+ * BUY, below its open all SELL, and a flat bar compares its close with the
+ * previous bar's close. "Bought" sums the BUY-side prints and "sold" the
+ * SELL-side ones; neither is a quote-based aggressor side.
+ *
+ * Per print, with pointValue the registry's USD value of a 1.0 move per
+ * contract (100 for a standard OPRA equity option), underlying the
+ * underlying's price and side +1 for BUY, -1 for SELL:
+ *
+ *   premium   = price * amount * pointValue
+ *   deltaFlow = side * delta * amount * pointValue * underlying
+ *   gammaFlow = side * gamma * amount * pointValue * underlying^2 * 0.01
+ *
+ * premium and deltaFlow are USD; gammaFlow is the USD of delta that changes
+ * hands per 1% move of the underlying. The sign is the side's alone: a BUY of
+ * a put adds its negative delta, a SELL of a put subtracts it, and gamma is
+ * positive on calls and puts, so a BUY adds gamma either way.
+ *
+ * Greeks are valued at the minute's close, not at each execution: delta,
+ * gamma and underlying come from the contract's OPTION_SUMMARY_AGG row for
+ * the minute (the minute's last non-null values), else its newest earlier
+ * minute of the same New York date. A flow is signed volume valued at those
+ * greeks: a minute that buys one call while its delta is 0.2 and sells one
+ * while it is 0.8 has a call delta flow of 0, not (0.2 - 0.8) * pointValue *
+ * underlying.
+ *
+ * Premium, volume, largestPrint and tradeCount never depend on greeks. A
+ * delta or gamma flow is set only when every contract contributing to it has
+ * that greek and a positive underlying price: one contract without them
+ * leaves the flow unset, never a partial sum.
+ *
+ * @generated from message OptionStrikeFlowAggregation
+ */
+export type OptionStrikeFlowAggregation = Message<"OptionStrikeFlowAggregation"> & {
+    /**
+     * Premium of the BUY-side call prints, in USD. 0 when none traded.
+     *
+     * @generated from field: optional double callPremiumBought = 1;
+     */
+    callPremiumBought?: number;
+    /**
+     * Premium of the SELL-side call prints, in USD. 0 when none traded.
+     *
+     * @generated from field: optional double callPremiumSold = 2;
+     */
+    callPremiumSold?: number;
+    /**
+     * Premium of the BUY-side put prints, in USD. 0 when none traded.
+     *
+     * @generated from field: optional double putPremiumBought = 3;
+     */
+    putPremiumBought?: number;
+    /**
+     * Premium of the SELL-side put prints, in USD. 0 when none traded.
+     *
+     * @generated from field: optional double putPremiumSold = 4;
+     */
+    putPremiumSold?: number;
+    /**
+     * (callPremiumBought + putPremiumBought) - (callPremiumSold +
+     * putPremiumSold).
+     *
+     * @generated from field: optional double netPremium = 5;
+     */
+    netPremium?: number;
+    /**
+     * Contracts in the call prints, both sides.
+     *
+     * @generated from field: optional double callVolume = 6;
+     */
+    callVolume?: number;
+    /**
+     * Contracts in the put prints, both sides.
+     *
+     * @generated from field: optional double putVolume = 7;
+     */
+    putVolume?: number;
+    /**
+     * Sum of the call prints' deltaFlow: 0 when no call traded, unset when a
+     * call contract has no delta or no positive underlying price.
+     *
+     * @generated from field: optional double callDeltaFlow = 8;
+     */
+    callDeltaFlow?: number;
+    /**
+     * Sum of the put prints' deltaFlow: 0 when no put traded, unset when a put
+     * contract has no delta or no positive underlying price.
+     *
+     * @generated from field: optional double putDeltaFlow = 9;
+     */
+    putDeltaFlow?: number;
+    /**
+     * Sum of every print's gammaFlow, calls and puts: unset when a contract has
+     * no gamma or no positive underlying price.
+     *
+     * @generated from field: optional double netGammaFlow = 10;
+     */
+    netGammaFlow?: number;
+    /**
+     * Largest single-print premium, in USD.
+     *
+     * @generated from field: optional double largestPrint = 11;
+     */
+    largestPrint?: number;
+    /**
+     * Prints folded into the row.
+     *
+     * @generated from field: int64 tradeCount = 12;
+     */
+    tradeCount: bigint;
+    /**
+     * Highest positive underlying price across the contracts' greeks; unset
+     * when none has one.
+     *
+     * @generated from field: optional double underlyingPrice = 13;
+     */
+    underlyingPrice?: number;
+    /**
+     * @generated from field: double strikePrice = 14;
+     */
+    strikePrice: number;
+    /**
+     * Expiry instant in microseconds since the Unix epoch, the unit
+     * OptionStrikeAggregation.expirationDate carries.
+     *
+     * @generated from field: int64 expirationDate = 15;
+     */
+    expirationDate: bigint;
+    /**
+     * Start of the minute the row aggregates.
+     *
+     * @generated from field: Timestamp timestamp = 16;
+     */
+    timestamp?: Timestamp;
+};
+/**
+ * Describes the message OptionStrikeFlowAggregation.
+ * Use `create(OptionStrikeFlowAggregationSchema)` to create a new message.
+ */
+export declare const OptionStrikeFlowAggregationSchema: GenMessage<OptionStrikeFlowAggregation>;
+//# sourceMappingURL=option_strike_flow_aggregation_pb.d.ts.map

package/dist/option_strike_flow_aggregation_pb.d.ts.map

@@ -0,0 +1 @@
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package/dist/option_strike_flow_aggregation_pb.js

@@ -0,0 +1,14 @@
+// @generated by protoc-gen-es v2.11.0 with parameter "target=ts,import_extension=.js"
+// @generated from file option_strike_flow_aggregation.proto (syntax proto3)
+/* eslint-disable */
+import { fileDesc, messageDesc } from "@bufbuild/protobuf/codegenv2";
+import { file_timestamp_timestamp } from "./timestamp/timestamp_pb.js";
+/**
+ * Describes the file option_strike_flow_aggregation.proto.
+ */
+export const file_option_strike_flow_aggregation = /*@__PURE__*/ fileDesc("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", [file_timestamp_timestamp]);
+/**
+ * Describes the message OptionStrikeFlowAggregation.
+ * Use `create(OptionStrikeFlowAggregationSchema)` to create a new message.
+ */
+export const OptionStrikeFlowAggregationSchema = /*@__PURE__*/ messageDesc(file_option_strike_flow_aggregation, 0);

package/dist/option_surface_pb.d.ts

@@ -0,0 +1,91 @@
+import type { GenFile, GenMessage } from "@bufbuild/protobuf/codegenv2";
+import type { Timestamp } from "./timestamp/timestamp_pb.js";
+import type { Exchange, OptionForwardSource } from "./enums_pb.js";
+import type { Message } from "@bufbuild/protobuf";
+/**
+ * Describes the file option_surface.proto.
+ */
+export declare const file_option_surface: GenFile;
+/**
+ * One underlying's implied volatility at one expiry, sampled every five
+ * minutes on its option venue (OPRA first, then the crypto option venues).
+ * Field names are the contract's column names and the tags follow its
+ * order; every value is optional. Volatilities are in percent. Later fields
+ * are only ever added.
+ *
+ * @generated from message OptionSurface
+ */
+export type OptionSurface = Message<"OptionSurface"> & {
+    /**
+     * @generated from field: optional Exchange exchange = 1;
+     */
+    exchange?: Exchange;
+    /**
+     * @generated from field: optional string coin = 2;
+     */
+    coin?: string;
+    /**
+     * The expiry's last trading instant, in milliseconds since the Unix epoch.
+     *
+     * @generated from field: optional int64 expiry_ms = 3;
+     */
+    expiryMs?: bigint;
+    /**
+     * The sample's time: the start of its five-minute bucket.
+     *
+     * @generated from field: Timestamp time = 4;
+     */
+    time?: Timestamp;
+    /**
+     * Calendar days from time to the expiry instant, fractional.
+     *
+     * @generated from field: optional double dte_days = 5;
+     */
+    dteDays?: number;
+    /**
+     * The expiry's forward, and where it came from.
+     *
+     * @generated from field: optional double forward = 6;
+     */
+    forward?: number;
+    /**
+     * @generated from field: optional OptionForwardSource forward_source = 7;
+     */
+    forwardSource?: OptionForwardSource;
+    /**
+     * Mean of the at-the-money call and put implied volatility.
+     *
+     * @generated from field: optional double atm_iv = 8;
+     */
+    atmIv?: number;
+    /**
+     * Implied volatility at 25 and 10 delta, of the puts and of the calls.
+     *
+     * @generated from field: optional double iv_put_25d = 9;
+     */
+    ivPut25d?: number;
+    /**
+     * @generated from field: optional double iv_call_25d = 10;
+     */
+    ivCall25d?: number;
+    /**
+     * @generated from field: optional double iv_put_10d = 11;
+     */
+    ivPut10d?: number;
+    /**
+     * @generated from field: optional double iv_call_10d = 12;
+     */
+    ivCall10d?: number;
+    /**
+     * Quotes the sample was fitted on.
+     *
+     * @generated from field: optional int64 n_quotes = 13;
+     */
+    nQuotes?: bigint;
+};
+/**
+ * Describes the message OptionSurface.
+ * Use `create(OptionSurfaceSchema)` to create a new message.
+ */
+export declare const OptionSurfaceSchema: GenMessage<OptionSurface>;
+//# sourceMappingURL=option_surface_pb.d.ts.map

package/dist/option_surface_pb.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"option_surface_pb.d.ts","sourceRoot":"","sources":["../src/gen/option_surface_pb.ts"],"names":[],"mappings":"AAIA,OAAO,KAAK,EAAE,OAAO,EAAE,UAAU,EAAE,MAAM,8BAA8B,CAAC;AAExE,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,6BAA6B,CAAC;AAE7D,OAAO,KAAK,EAAE,QAAQ,EAAE,mBAAmB,EAAE,MAAM,eAAe,CAAC;AAEnE,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,oBAAoB,CAAC;AAElD;;GAEG;AACH,eAAO,MAAM,mBAAmB,EAAE,OAC8wB,CAAC;AAEjzB;;;;;;;;GAQG;AACH,MAAM,MAAM,aAAa,GAAG,OAAO,CAAC,eAAe,CAAC,GAAG;IACrD;;OAEG;IACH,QAAQ,CAAC,EAAE,QAAQ,CAAC;IAEpB;;OAEG;IACH,IAAI,CAAC,EAAE,MAAM,CAAC;IAEd;;;;OAIG;IACH,QAAQ,CAAC,EAAE,MAAM,CAAC;IAElB;;;;OAIG;IACH,IAAI,CAAC,EAAE,SAAS,CAAC;IAEjB;;;;OAIG;IACH,OAAO,CAAC,EAAE,MAAM,CAAC;IAEjB;;;;OAIG;IACH,OAAO,CAAC,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,aAAa,CAAC,EAAE,mBAAmB,CAAC;IAEpC;;;;OAIG;IACH,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf;;;;OAIG;IACH,QAAQ,CAAC,EAAE,MAAM,CAAC;IAElB;;OAEG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;OAEG;IACH,QAAQ,CAAC,EAAE,MAAM,CAAC;IAElB;;OAEG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;;;OAIG;IACH,OAAO,CAAC,EAAE,MAAM,CAAC;CAClB,CAAC;AAEF;;;GAGG;AACH,eAAO,MAAM,mBAAmB,EAAE,UAAU,CAAC,aAAa,CACrB,CAAC"}

package/dist/option_surface_pb.js

@@ -0,0 +1,15 @@
+// @generated by protoc-gen-es v2.11.0 with parameter "target=ts,import_extension=.js"
+// @generated from file option_surface.proto (syntax proto3)
+/* eslint-disable */
+import { fileDesc, messageDesc } from "@bufbuild/protobuf/codegenv2";
+import { file_timestamp_timestamp } from "./timestamp/timestamp_pb.js";
+import { file_enums } from "./enums_pb.js";
+/**
+ * Describes the file option_surface.proto.
+ */
+export const file_option_surface = /*@__PURE__*/ fileDesc("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", [file_timestamp_timestamp, file_enums]);
+/**
+ * Describes the message OptionSurface.
+ * Use `create(OptionSurfaceSchema)` to create a new message.
+ */
+export const OptionSurfaceSchema = /*@__PURE__*/ messageDesc(file_option_surface, 0);

package/dist/option_underlying_stats_pb.d.ts

@@ -0,0 +1,188 @@
+import type { GenFile, GenMessage } from "@bufbuild/protobuf/codegenv2";
+import type { Timestamp } from "./timestamp/timestamp_pb.js";
+import type { Exchange, OptionStatsGrain } from "./enums_pb.js";
+import type { Message } from "@bufbuild/protobuf";
+/**
+ * Describes the file option_underlying_stats.proto.
+ */
+export declare const file_option_underlying_stats: GenFile;
+/**
+ * One underlying's options statistics over one bucket of its grain: a New
+ * York session date for every underlying, and ten minutes for a configured
+ * list. Field names are the contract's column names and the tags follow its
+ * order; every value is optional. Volatilities are in percent; exposures
+ * are in USD on the open-interest basis with the OPTION_STRIKE_AGG sign
+ * conventions. Later fields are only ever added.
+ *
+ * @generated from message OptionUnderlyingStats
+ */
+export type OptionUnderlyingStats = Message<"OptionUnderlyingStats"> & {
+    /**
+     * @generated from field: optional Exchange exchange = 1;
+     */
+    exchange?: Exchange;
+    /**
+     * @generated from field: optional string coin = 2;
+     */
+    coin?: string;
+    /**
+     * The start of the bucket.
+     *
+     * @generated from field: Timestamp time = 3;
+     */
+    time?: Timestamp;
+    /**
+     * @generated from field: optional OptionStatsGrain grain = 4;
+     */
+    grain?: OptionStatsGrain;
+    /**
+     * @generated from field: optional double underlying_price = 5;
+     */
+    underlyingPrice?: number;
+    /**
+     * At-the-money implied volatility at constant maturities in calendar
+     * days: total-variance interpolation between listed expiries, never
+     * anchored on an expiry of the same day, strikes over 20% from the spot
+     * left out.
+     *
+     * @generated from field: optional double atm_iv_1d = 6;
+     */
+    atmIv1d?: number;
+    /**
+     * @generated from field: optional double atm_iv_5d = 7;
+     */
+    atmIv5d?: number;
+    /**
+     * @generated from field: optional double atm_iv_7d = 8;
+     */
+    atmIv7d?: number;
+    /**
+     * @generated from field: optional double atm_iv_14d = 9;
+     */
+    atmIv14d?: number;
+    /**
+     * @generated from field: optional double atm_iv_30d = 10;
+     */
+    atmIv30d?: number;
+    /**
+     * @generated from field: optional double atm_iv_60d = 11;
+     */
+    atmIv60d?: number;
+    /**
+     * @generated from field: optional double atm_iv_90d = 12;
+     */
+    atmIv90d?: number;
+    /**
+     * @generated from field: optional double atm_iv_180d = 13;
+     */
+    atmIv180d?: number;
+    /**
+     * @generated from field: optional double atm_iv_365d = 14;
+     */
+    atmIv365d?: number;
+    /**
+     * 30-day 25-delta risk reversal: the call's implied volatility minus the
+     * put's, in volatility points.
+     *
+     * @generated from field: optional double rr25_30d = 15;
+     */
+    rr2530d?: number;
+    /**
+     * Contracts, premium (USD) and open interest of the calls and the puts.
+     *
+     * @generated from field: optional double call_volume = 16;
+     */
+    callVolume?: number;
+    /**
+     * @generated from field: optional double put_volume = 17;
+     */
+    putVolume?: number;
+    /**
+     * @generated from field: optional double call_premium = 18;
+     */
+    callPremium?: number;
+    /**
+     * @generated from field: optional double put_premium = 19;
+     */
+    putPremium?: number;
+    /**
+     * @generated from field: optional double call_oi = 20;
+     */
+    callOi?: number;
+    /**
+     * @generated from field: optional double put_oi = 21;
+     */
+    putOi?: number;
+    /**
+     * Net exposures over every expiry, and net gamma exposure of the front
+     * expiry.
+     *
+     * @generated from field: optional double net_gex = 22;
+     */
+    netGex?: number;
+    /**
+     * @generated from field: optional double net_dex = 23;
+     */
+    netDex?: number;
+    /**
+     * @generated from field: optional double net_vex = 24;
+     */
+    netVex?: number;
+    /**
+     * @generated from field: optional double net_charm = 25;
+     */
+    netCharm?: number;
+    /**
+     * @generated from field: optional double net_vanna = 26;
+     */
+    netVanna?: number;
+    /**
+     * @generated from field: optional double front_net_gex = 27;
+     */
+    frontNetGex?: number;
+    /**
+     * Strikes with the largest call and put gamma exposure, the price nearest
+     * the underlying where net gamma exposure crosses zero, and the strike of
+     * the largest absolute net gamma exposure.
+     *
+     * @generated from field: optional double call_wall = 28;
+     */
+    callWall?: number;
+    /**
+     * @generated from field: optional double put_wall = 29;
+     */
+    putWall?: number;
+    /**
+     * @generated from field: optional double gamma_flip = 30;
+     */
+    gammaFlip?: number;
+    /**
+     * @generated from field: optional double gamma_magnet = 31;
+     */
+    gammaMagnet?: number;
+    /**
+     * The front expiry's max pain strike.
+     *
+     * @generated from field: optional double max_pain_front = 32;
+     */
+    maxPainFront?: number;
+    /**
+     * 0.85 times the at-the-money straddle of the first expiry after the
+     * session date, in the underlying's price units.
+     *
+     * @generated from field: optional double implied_move_front = 33;
+     */
+    impliedMoveFront?: number;
+    /**
+     * Contracts the bucket's statistics were computed from.
+     *
+     * @generated from field: optional int64 n_contracts = 34;
+     */
+    nContracts?: bigint;
+};
+/**
+ * Describes the message OptionUnderlyingStats.
+ * Use `create(OptionUnderlyingStatsSchema)` to create a new message.
+ */
+export declare const OptionUnderlyingStatsSchema: GenMessage<OptionUnderlyingStats>;
+//# sourceMappingURL=option_underlying_stats_pb.d.ts.map

package/dist/option_underlying_stats_pb.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"option_underlying_stats_pb.d.ts","sourceRoot":"","sources":["../src/gen/option_underlying_stats_pb.ts"],"names":[],"mappings":"AAIA,OAAO,KAAK,EAAE,OAAO,EAAE,UAAU,EAAE,MAAM,8BAA8B,CAAC;AAExE,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,6BAA6B,CAAC;AAE7D,OAAO,KAAK,EAAE,QAAQ,EAAE,gBAAgB,EAAE,MAAM,eAAe,CAAC;AAEhE,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,oBAAoB,CAAC;AAElD;;GAEG;AACH,eAAO,MAAM,4BAA4B,EAAE,OACq4D,CAAC;AAEj7D;;;;;;;;;GASG;AACH,MAAM,MAAM,qBAAqB,GAAG,OAAO,CAAC,uBAAuB,CAAC,GAAG;IACrE;;OAEG;IACH,QAAQ,CAAC,EAAE,QAAQ,CAAC;IAEpB;;OAEG;IACH,IAAI,CAAC,EAAE,MAAM,CAAC;IAEd;;;;OAIG;IACH,IAAI,CAAC,EAAE,SAAS,CAAC;IAEjB;;OAEG;IACH,KAAK,CAAC,EAAE,gBAAgB,CAAC;IAEzB;;OAEG;IACH,eAAe,CAAC,EAAE,MAAM,CAAC;IAEzB;;;;;;;OAOG;IACH,OAAO,CAAC,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,OAAO,CAAC,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,OAAO,CAAC,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,QAAQ,CAAC,EAAE,MAAM,CAAC;IAElB;;OAEG;IACH,QAAQ,CAAC,EAAE,MAAM,CAAC;IAElB;;OAEG;IACH,QAAQ,CAAC,EAAE,MAAM,CAAC;IAElB;;OAEG;IACH,QAAQ,CAAC,EAAE,MAAM,CAAC;IAElB;;OAEG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;OAEG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;;;;OAKG;IACH,OAAO,CAAC,EAAE,MAAM,CAAC;IAEjB;;;;OAIG;IACH,UAAU,CAAC,EAAE,MAAM,CAAC;IAEpB;;OAEG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;OAEG;IACH,WAAW,CAAC,EAAE,MAAM,CAAC;IAErB;;OAEG;IACH,UAAU,CAAC,EAAE,MAAM,CAAC;IAEpB;;OAEG;IACH,MAAM,CAAC,EAAE,MAAM,CAAC;IAEhB;;OAEG;IACH,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf;;;;;OAKG;IACH,MAAM,CAAC,EAAE,MAAM,CAAC;IAEhB;;OAEG;IACH,MAAM,CAAC,EAAE,MAAM,CAAC;IAEhB;;OAEG;IACH,MAAM,CAAC,EAAE,MAAM,CAAC;IAEhB;;OAEG;IACH,QAAQ,CAAC,EAAE,MAAM,CAAC;IAElB;;OAEG;IACH,QAAQ,CAAC,EAAE,MAAM,CAAC;IAElB;;OAEG;IACH,WAAW,CAAC,EAAE,MAAM,CAAC;IAErB;;;;;;OAMG;IACH,QAAQ,CAAC,EAAE,MAAM,CAAC;IAElB;;OAEG;IACH,OAAO,CAAC,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;OAEG;IACH,WAAW,CAAC,EAAE,MAAM,CAAC;IAErB;;;;OAIG;IACH,YAAY,CAAC,EAAE,MAAM,CAAC;IAEtB;;;;;OAKG;IACH,gBAAgB,CAAC,EAAE,MAAM,CAAC;IAE1B;;;;OAIG;IACH,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB,CAAC;AAEF;;;GAGG;AACH,eAAO,MAAM,2BAA2B,EAAE,UAAU,CAAC,qBAAqB,CAC5B,CAAC"}

package/dist/option_underlying_stats_pb.js

@@ -0,0 +1,15 @@
+// @generated by protoc-gen-es v2.11.0 with parameter "target=ts,import_extension=.js"
+// @generated from file option_underlying_stats.proto (syntax proto3)
+/* eslint-disable */
+import { fileDesc, messageDesc } from "@bufbuild/protobuf/codegenv2";
+import { file_timestamp_timestamp } from "./timestamp/timestamp_pb.js";
+import { file_enums } from "./enums_pb.js";
+/**
+ * Describes the file option_underlying_stats.proto.
+ */
+export const file_option_underlying_stats = /*@__PURE__*/ fileDesc("Ch1vcHRpb25fdW5kZXJseWluZ19zdGF0cy5wcm90byLlCgoVT3B0aW9uVW5kZXJseWluZ1N0YXRzEiAKCGV4Y2hhbmdlGAEgASgOMgkuRXhjaGFuZ2VIAIgBARIRCgRjb2luGAIgASgJSAGIAQESGAoEdGltZRgDIAEoCzIKLlRpbWVzdGFtcBIlCgVncmFpbhgEIAEoDjIRLk9wdGlvblN0YXRzR3JhaW5IAogBARIdChB1bmRlcmx5aW5nX3ByaWNlGAUgASgBSAOIAQESFgoJYXRtX2l2XzFkGAYgASgBSASIAQESFgoJYXRtX2l2XzVkGAcgASgBSAWIAQESFgoJYXRtX2l2XzdkGAggASgBSAaIAQESFwoKYXRtX2l2XzE0ZBgJIAEoAUgHiAEBEhcKCmF0bV9pdl8zMGQYCiABKAFICIgBARIXCgphdG1faXZfNjBkGAsgASgBSAmIAQESFwoKYXRtX2l2XzkwZBgMIAEoAUgKiAEBEhgKC2F0bV9pdl8xODBkGA0gASgBSAuIAQESGAoLYXRtX2l2XzM2NWQYDiABKAFIDIgBARIVCghycjI1XzMwZBgPIAEoAUgNiAEBEhgKC2NhbGxfdm9sdW1lGBAgASgBSA6IAQESFwoKcHV0X3ZvbHVtZRgRIAEoAUgPiAEBEhkKDGNhbGxfcHJlbWl1bRgSIAEoAUgQiAEBEhgKC3B1dF9wcmVtaXVtGBMgASgBSBGIAQESFAoHY2FsbF9vaRgUIAEoAUgSiAEBEhMKBnB1dF9vaRgVIAEoAUgTiAEBEhQKB25ldF9nZXgYFiABKAFIFIgBARIUCgduZXRfZGV4GBcgASgBSBWIAQESFAoHbmV0X3ZleBgYIAEoAUgWiAEBEhYKCW5ldF9jaGFybRgZIAEoAUgXiAEBEhYKCW5ldF92YW5uYRgaIAEoAUgYiAEBEhoKDWZyb250X25ldF9nZXgYGyABKAFIGYgBARIWCgljYWxsX3dhbGwYHCABKAFIGogBARIVCghwdXRfd2FsbBgdIAEoAUgbiAEBEhcKCmdhbW1hX2ZsaXAYHiABKAFIHIgBARIZCgxnYW1tYV9tYWduZXQYHyABKAFIHYgBARIbCg5tYXhfcGFpbl9mcm9udBggIAEoAUgeiAEBEh8KEmltcGxpZWRfbW92ZV9mcm9udBghIAEoAUgfiAEBEhgKC25fY29udHJhY3RzGCIgASgDSCCIAQFCCwoJX2V4Y2hhbmdlQgcKBV9jb2luQggKBl9ncmFpbkITChFfdW5kZXJseWluZ19wcmljZUIMCgpfYXRtX2l2XzFkQgwKCl9hdG1faXZfNWRCDAoKX2F0bV9pdl83ZEINCgtfYXRtX2l2XzE0ZEINCgtfYXRtX2l2XzMwZEINCgtfYXRtX2l2XzYwZEINCgtfYXRtX2l2XzkwZEIOCgxfYXRtX2l2XzE4MGRCDgoMX2F0bV9pdl8zNjVkQgsKCV9ycjI1XzMwZEIOCgxfY2FsbF92b2x1bWVCDQoLX3B1dF92b2x1bWVCDwoNX2NhbGxfcHJlbWl1bUIOCgxfcHV0X3ByZW1pdW1CCgoIX2NhbGxfb2lCCQoHX3B1dF9vaUIKCghfbmV0X2dleEIKCghfbmV0X2RleEIKCghfbmV0X3ZleEIMCgpfbmV0X2NoYXJtQgwKCl9uZXRfdmFubmFCEAoOX2Zyb250X25ldF9nZXhCDAoKX2NhbGxfd2FsbEILCglfcHV0X3dhbGxCDQoLX2dhbW1hX2ZsaXBCDwoNX2dhbW1hX21hZ25ldEIRCg9fbWF4X3BhaW5fZnJvbnRCFQoTX2ltcGxpZWRfbW92ZV9mcm9udEIOCgxfbl9jb250cmFjdHNCCloIdHlwZXMvcGJiBnByb3RvMw", [file_timestamp_timestamp, file_enums]);
+/**
+ * Describes the message OptionUnderlyingStats.
+ * Use `create(OptionUnderlyingStatsSchema)` to create a new message.
+ */
+export const OptionUnderlyingStatsSchema = /*@__PURE__*/ messageDesc(file_option_underlying_stats, 0);

package/dist/point_pb.d.ts

@@ -211,6 +211,11 @@ import type { MemecoinTokenState } from "./memecoin_token_state_pb.js";
 import type { MemecoinSwap } from "./memecoin_swap_pb.js";
 import type { ClearedVolume } from "./cleared_volume_pb.js";
 import type { OptionStrikeAggregation } from "./option_strike_aggregation_pb.js";
+import type { OptionPrint } from "./option_print_pb.js";
+import type { OptionPrintAggregation } from "./option_print_aggregation_pb.js";
+import type { OptionSurface } from "./option_surface_pb.js";
+import type { OptionUnderlyingStats } from "./option_underlying_stats_pb.js";
+import type { OptionStrikeFlowAggregation } from "./option_strike_flow_aggregation_pb.js";
 import type { Message } from "@bufbuild/protobuf";
 /**
  * Describes the file point.proto.
@@ -1493,6 +1498,38 @@ export type DataPoint = Message<"DataPoint"> & {
          */
         value: OptionStrikeAggregation;
         case: "optionStrikeAggregation";
+    } | {
+        /**
+         * 248 is unused.
+         *
+         * @generated from field: OptionPrint optionPrint = 249;
+         */
+        value: OptionPrint;
+        case: "optionPrint";
+    } | {
+        /**
+         * @generated from field: OptionPrintAggregation optionPrintAggregation = 250;
+         */
+        value: OptionPrintAggregation;
+        case: "optionPrintAggregation";
+    } | {
+        /**
+         * @generated from field: OptionSurface optionSurface = 251;
+         */
+        value: OptionSurface;
+        case: "optionSurface";
+    } | {
+        /**
+         * @generated from field: OptionUnderlyingStats optionUnderlyingStats = 252;
+         */
+        value: OptionUnderlyingStats;
+        case: "optionUnderlyingStats";
+    } | {
+        /**
+         * @generated from field: OptionStrikeFlowAggregation optionStrikeFlowAggregation = 253;
+         */
+        value: OptionStrikeFlowAggregation;
+        case: "optionStrikeFlowAggregation";
     } | {
         case: undefined;
         value?: undefined;