@openmarket/market-data-proto 12.68.0 → 12.70.0

package/dist/off_exchange_aggregation_pb.d.ts

@@ -0,0 +1,196 @@
+import type { GenFile, GenMessage } from "@bufbuild/protobuf/codegenv2";
+import type { Timestamp } from "./timestamp/timestamp_pb.js";
+import type { OffExchangeScope, OptionPrintSide } from "./enums_pb.js";
+import type { Message } from "@bufbuild/protobuf";
+/**
+ * Describes the file off_exchange_aggregation.proto.
+ */
+export declare const file_off_exchange_aggregation: GenFile;
+/**
+ * One US stock's off-exchange activity for one finished New York session,
+ * folded by harvestd's massive source from the session's Massive trade tape.
+ * An off-exchange print is one Massive reports on exchange 4, the FINRA
+ * Alternative Display Facility and the FINRA trade reporting facilities
+ * (TRFs); exchanges 6 and 16 also carry the TRF type in Massive's reference
+ * but are exchanges, so they are left out. A print with a correction
+ * indicator (corrected or cancelled) is dropped.
+ *
+ * The series is one ticker for one session: type OFF_EXCHANGE_AGG, exchange
+ * FINRA, symbol and coin the Massive ticker verbatim (BRK.B). A series
+ * carries every row of the ticker's session in all three scopes, so a writer
+ * replaces the ticker's session with it whole, a scope the series has no
+ * rows of included: a row a later fold of the same session no longer
+ * produces disappears.
+ *
+ * The session D is the prints the tape reports (SIP timestamp) from 04:00 to
+ * 20:10 New York on D: the extended session, plus ten minutes for late
+ * reports. The extended session itself, 04:00 to 20:00, is the window the
+ * minute and level rows count executions in. A print executed outside the
+ * window (before it when reported late or out of sequence, after it when
+ * traded after 20:00) counts in no minute and no level; it can still be a
+ * large print. The ticker's session volume and dollar volume sum the
+ * ticker's prints on every venue executed in the window whose conditions
+ * update the consolidated volume.
+ *
+ * Scopes:
+ *
+ *   MINUTE       timestamp is the minute's start. One row per minute of the
+ *                window with at least one off-exchange print executed in it
+ *                whose conditions update the consolidated volume.
+ *   PRICE_LEVEL  timestamp and session_date are D. One row per price level
+ *                of the off-exchange prints executed in the window whose
+ *                conditions all update the consolidated high and low (the
+ *                eligible prints). The level is the price floored to the
+ *                grid: one cent from 1 USD up, 0.0001 USD below.
+ *   LARGE_PRINT  timestamp is the print's execution time. One row per
+ *                off-exchange print of the session whose notional reaches the
+ *                ticker's threshold for D: min(1,000,000, max(100,000, 1% of
+ *                the ticker's session dollar volume)) USD.
+ *                At most 5,000 rows a ticker and session, the largest kept.
+ *                The execution time is at most seven days before D's window
+ *                and never after D ends.
+ *
+ * Every value is computed from the session's own tape, so a fold of the same
+ * tape gives the same rows, in the same order.
+ *
+ * @generated from message OffExchangeAggregation
+ */
+export type OffExchangeAggregation = Message<"OffExchangeAggregation"> & {
+    /**
+     * @generated from field: OffExchangeScope scope = 1;
+     */
+    scope: OffExchangeScope;
+    /**
+     * MINUTE: the minute's start. PRICE_LEVEL: D at midnight UTC.
+     * LARGE_PRINT: the execution time (Massive's participant timestamp, its
+     * SIP timestamp when the participant one is missing).
+     *
+     * @generated from field: Timestamp timestamp = 2;
+     */
+    timestamp?: Timestamp;
+    /**
+     * The session the row belongs to, D, at midnight UTC: the date the
+     * replace of a ticker's session is keyed by.
+     *
+     * @generated from field: Timestamp session_date = 3;
+     */
+    sessionDate?: Timestamp;
+    /**
+     * PRICE_LEVEL: the level. LARGE_PRINT: the print's price. Unset on MINUTE.
+     *
+     * @generated from field: optional double price = 4;
+     */
+    price?: number;
+    /**
+     * price * size summed over the row's prints, in USD.
+     *
+     * @generated from field: double notional = 5;
+     */
+    notional: number;
+    /**
+     * Shares, summed over the row's prints. Massive reports fractional sizes.
+     *
+     * @generated from field: double volume = 6;
+     */
+    volume: number;
+    /**
+     * How many prints the row sums; 1 on LARGE_PRINT.
+     *
+     * @generated from field: int64 prints = 7;
+     */
+    prints: bigint;
+    /**
+     * The print's own fields. Set on LARGE_PRINT only.
+     *
+     * @generated from field: OffExchangePrint print = 8;
+     */
+    print?: OffExchangePrint;
+};
+/**
+ * Describes the message OffExchangeAggregation.
+ * Use `create(OffExchangeAggregationSchema)` to create a new message.
+ */
+export declare const OffExchangeAggregationSchema: GenMessage<OffExchangeAggregation>;
+/**
+ * The fields of one large off-exchange print that a sum has no use for.
+ *
+ * @generated from message OffExchangePrint
+ */
+export type OffExchangePrint = Message<"OffExchangePrint"> & {
+    /**
+     * Massive's trade id: unique for the ticker, venue and facility on the
+     * day, so (trf_id, id) names a print within a ticker's session.
+     *
+     * @generated from field: string id = 1;
+     */
+    id: string;
+    /**
+     * When the SIP processed the print.
+     *
+     * @generated from field: Timestamp sip_timestamp = 2;
+     */
+    sipTimestamp?: Timestamp;
+    /**
+     * When the trade reporting facility processed the print. Unset on an ADF
+     * print, which has no facility.
+     *
+     * @generated from field: Timestamp trf_timestamp = 3;
+     */
+    trfTimestamp?: Timestamp;
+    /**
+     * The FINRA facility: 201 FINY (NYSE TRF), 202 FINN (Nasdaq TRF
+     * Carteret), 203 FINC (Nasdaq TRF Chicago). Unset on an ADF print.
+     *
+     * @generated from field: optional int32 trf_id = 4;
+     */
+    trfId?: number;
+    /**
+     * Massive's sale condition codes, as reported.
+     *
+     * @generated from field: repeated int32 conditions = 5;
+     */
+    conditions: number[];
+    /**
+     * Whether every condition updates the consolidated high, low and volume,
+     * so the print counts at its price level when executed in the window.
+     *
+     * @generated from field: bool eligible = 6;
+     */
+    eligible: boolean;
+    /**
+     * Reported more than ten seconds after execution, or carrying an
+     * out-of-sequence condition (13 or 32).
+     *
+     * @generated from field: bool late = 7;
+     */
+    late: boolean;
+    /**
+     * The print's size over the ticker's session volume. Unset when that
+     * volume is zero.
+     *
+     * @generated from field: optional double session_volume_share = 8;
+     */
+    sessionVolumeShare?: number;
+    /**
+     * The national best bid and offer at execution and where the price sat
+     * against them, classified as OptionPrint.side is. Unset until a quote
+     * step fills them.
+     *
+     * @generated from field: optional double nbbo_bid = 9;
+     */
+    nbboBid?: number;
+    /**
+     * @generated from field: optional double nbbo_ask = 10;
+     */
+    nbboAsk?: number;
+    /**
+     * @generated from field: optional OptionPrintSide side = 11;
+     */
+    side?: OptionPrintSide;
+};
+/**
+ * Describes the message OffExchangePrint.
+ * Use `create(OffExchangePrintSchema)` to create a new message.
+ */
+export declare const OffExchangePrintSchema: GenMessage<OffExchangePrint>;
+//# sourceMappingURL=off_exchange_aggregation_pb.d.ts.map

package/dist/off_exchange_aggregation_pb.d.ts.map

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

@@ -0,0 +1,20 @@
+// @generated by protoc-gen-es v2.11.0 with parameter "target=ts,import_extension=.js"
+// @generated from file off_exchange_aggregation.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 off_exchange_aggregation.proto.
+ */
+export const file_off_exchange_aggregation = /*@__PURE__*/ fileDesc("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", [file_timestamp_timestamp, file_enums]);
+/**
+ * Describes the message OffExchangeAggregation.
+ * Use `create(OffExchangeAggregationSchema)` to create a new message.
+ */
+export const OffExchangeAggregationSchema = /*@__PURE__*/ messageDesc(file_off_exchange_aggregation, 0);
+/**
+ * Describes the message OffExchangePrint.
+ * Use `create(OffExchangePrintSchema)` to create a new message.
+ */
+export const OffExchangePrintSchema = /*@__PURE__*/ messageDesc(file_off_exchange_aggregation, 1);

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

@@ -37,7 +37,7 @@ export type OptionSurface = Message<"OptionSurface"> & {
      */
     time?: Timestamp;
     /**
-     * Calendar days from time to the expiry instant, fractional.
+     * Calendar days from sampled_at to the expiry instant, fractional.
      *
      * @generated from field: optional double dte_days = 5;
      */
@@ -82,6 +82,63 @@ export type OptionSurface = Message<"OptionSurface"> & {
      * @generated from field: optional int64 n_quotes = 13;
      */
     nQuotes?: bigint;
+    /**
+     * @generated from field: optional double iv_put_5d = 14;
+     */
+    ivPut5d?: number;
+    /**
+     * @generated from field: optional double iv_call_5d = 15;
+     */
+    ivCall5d?: number;
+    /**
+     * @generated from field: optional double iv_put_15d = 16;
+     */
+    ivPut15d?: number;
+    /**
+     * @generated from field: optional double iv_call_15d = 17;
+     */
+    ivCall15d?: number;
+    /**
+     * @generated from field: optional double iv_put_35d = 18;
+     */
+    ivPut35d?: number;
+    /**
+     * @generated from field: optional double iv_call_35d = 19;
+     */
+    ivCall35d?: number;
+    /**
+     * contracts with a two-sided IV quote within the fresh window
+     *
+     * @generated from field: optional int64 n_fresh = 20;
+     */
+    nFresh?: bigint;
+    /**
+     * age of the oldest quote ATM or a wing used, seconds, at sampled_at
+     *
+     * @generated from field: optional double max_quote_age_s = 21;
+     */
+    maxQuoteAgeS?: number;
+    /**
+     * ask IV minus bid IV at the forward, percent
+     *
+     * @generated from field: optional double atm_iv_spread = 22;
+     */
+    atmIvSpread?: number;
+    /**
+     * Bit set: 1 settlement (priced from exchange settlements), 2 live
+     * (sampled from the live chain), 4 stale (the quotes around the forward
+     * are older than the stale bound), 8 repriced (IVs re-solved on the
+     * expiry's forward). A bit keeps its value for good.
+     *
+     * @generated from field: optional uint32 flags = 23;
+     */
+    flags?: number;
+    /**
+     * the instant every input is as of
+     *
+     * @generated from field: Timestamp sampled_at = 24;
+     */
+    sampledAt?: Timestamp;
 };
 /**
  * Describes the message OptionSurface.

package/dist/option_surface_pb.d.ts.map

@@ -1 +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"}
+{"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,OACg1C,CAAC;AAEn3C;;;;;;;;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;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,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;OAEG;IACH,QAAQ,CAAC,EAAE,MAAM,CAAC;IAElB;;OAEG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;;;OAIG;IACH,MAAM,CAAC,EAAE,MAAM,CAAC;IAEhB;;;;OAIG;IACH,YAAY,CAAC,EAAE,MAAM,CAAC;IAEtB;;;;OAIG;IACH,WAAW,CAAC,EAAE,MAAM,CAAC;IAErB;;;;;;;OAOG;IACH,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf;;;;OAIG;IACH,SAAS,CAAC,EAAE,SAAS,CAAC;CACvB,CAAC;AAEF;;;GAGG;AACH,eAAO,MAAM,mBAAmB,EAAE,UAAU,CAAC,aAAa,CACrB,CAAC"}

package/dist/option_surface_pb.js

@@ -7,7 +7,7 @@ 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]);
+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.

package/dist/point_pb.d.ts

@@ -215,6 +215,8 @@ 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 { OffExchangeAggregation } from "./off_exchange_aggregation_pb.js";
 import type { Message } from "@bufbuild/protobuf";
 /**
  * Describes the file point.proto.
@@ -1499,9 +1501,12 @@ export type DataPoint = Message<"DataPoint"> & {
         case: "optionStrikeAggregation";
     } | {
         /**
-         * 248 is unused. 253 is OPTION_STRIKE_FLOW_AGG's arm, defined on the OPRA
-         * 0DTE consumers branch.
-         *
+         * @generated from field: OffExchangeAggregation offExchangeAggregation = 248;
+         */
+        value: OffExchangeAggregation;
+        case: "offExchangeAggregation";
+    } | {
+        /**
          * @generated from field: OptionPrint optionPrint = 249;
          */
         value: OptionPrint;
@@ -1524,6 +1529,12 @@ export type DataPoint = Message<"DataPoint"> & {
          */
         value: OptionUnderlyingStats;
         case: "optionUnderlyingStats";
+    } | {
+        /**
+         * @generated from field: OptionStrikeFlowAggregation optionStrikeFlowAggregation = 253;
+         */
+        value: OptionStrikeFlowAggregation;
+        case: "optionStrikeFlowAggregation";
     } | {
         case: undefined;
         value?: undefined;