Saxo Bank Developer Portal

OpenAPI

ExpiryData

Base class for expiries of any type

Name	Type	Description
DisplayDate	Date	Display Date for the Expiry
DisplayDaysToExpiry	Integer	The "days to expiry" value to be displayed
Expiry	UtcDateTime	The expiry date
Index	Integer	The expiry index
LastTradeDate	UtcDateTime	The last trade date
MidStrikePrice	Number	The "Mid Strike price" i.e. the Last Traded price for the underlying future
RootIdentifier	Integer	Instrument identifier of the root instrument for the expiry
StrikeCount	Integer	Number of strikes in the Strikes property
Strikes	StrikeData []	The list of strikes All strikes for the current expiry are returned (in the initial response), but will only contain price-data for the specified expiries & options
StrikeWindowStartIndex	Integer	Index of the first strike that has values (sides)
UnderlyingUic	Integer	Uic of the underlying instrument. This is returned for all expiries - even if strikes are not requested for them.

Example

{
  "Index": 0,
  "Expiry": "2017-05-31T11:10:00+00:00",
  "LastTradeDate": "0201-05-31T21:00:00+00:00",
  "DisplayDaysToExpiry": 30,
  "StrikeCount": 50,
  "Strikes": [
    {
      "Index": 0,
      "Strike": 97.25
    },
    {
      "Index": 1,
      "Strike": 97.375
    },
    {
      "Index": 2,
      "Strike": 97.5
    },
    {
      "Index": 3,
      "Strike": 97.625
    },
    {
      "Index": 4,
      "Strike": 97.75
    },
    {
      "Index": 5,
      "Strike": 97.8125
    },
    {
      "Index": 6,
      "Strike": 97.875
    },
    {
      "Index": 7,
      "Strike": 97.9375
    },
    {
      "Index": 8,
      "Strike": 98
    },
    {
      "Index": 9,
      "Strike": 98.0625
    },
    {
      "Index": 10,
      "Strike": 98.125
    },
    {
      "Index": 11,
      "Strike": 98.1875
    },
    {
      "Index": 12,
      "Strike": 98.25
    },
    {
      "Index": 13,
      "Strike": 98.3125
    },
    {
      "Index": 14,
      "Strike": 98.375
    },
    {
      "Index": 15,
      "Strike": 98.4375
    },
    {
      "Index": 16,
      "Strike": 98.5
    },
    {
      "Index": 17,
      "Strike": 98.5625
    },
    {
      "Index": 18,
      "Strike": 98.625
    },
    {
      "Index": 19,
      "Strike": 98.6875
    },
    {
      "Index": 20,
      "Strike": 98.75
    },
    {
      "Index": 21,
      "Strike": 98.8125
    },
    {
      "Index": 22,
      "Strike": 98.875
    },
    {
      "Index": 23,
      "Strike": 98.9375
    },
    {
      "Index": 24,
      "Put": {
        "PriceTypeBid": "NoMarket",
        "PriceTypeAsk": "NoMarket",
        "Uic": 2485130,
        "High": 0,
        "Low": 0,
        "Open": 0,
        "LastClose": 0,
        "NetChange": 0,
        "LastTraded": 0,
        "Volume": 0,
        "OpenInterest": 0
      },
      "Call": {
        "PriceTypeBid": "NoMarket",
        "PriceTypeAsk": "NoMarket",
        "Uic": 2485090,
        "High": 0,
        "Low": 0,
        "Open": 0,
        "LastClose": 0.095,
        "NetChange": -0.095,
        "LastTraded": 0,
        "Volume": 0,
        "OpenInterest": 0
      },
      "Strike": 99
    },
    {
      "Index": 25,
      "Put": {
        "PriceTypeBid": "NoMarket",
        "PriceTypeAsk": "NoMarket",
        "Uic": 2485131,
        "High": 0,
        "Low": 0,
        "Open": 0,
        "LastClose": 0.0025,
        "NetChange": -0.0025,
        "LastTraded": 0,
        "Volume": 0,
        "OpenInterest": 250
      },
      "Call": {
        "PriceTypeBid": "NoMarket",
        "PriceTypeAsk": "NoMarket",
        "Uic": 2485091,
        "High": 0,
        "Low": 0,
        "Open": 0,
        "LastClose": 0.035,
        "NetChange": -0.035,
        "LastTraded": 0,
        "Volume": 0,
        "OpenInterest": 0
      },
      "Strike": 99.0625
    },
    {
      "Index": 26,
      "Put": {
        "PriceTypeBid": "NoMarket",
        "PriceTypeAsk": "NoMarket",
        "Uic": 2485132,
        "High": 0,
        "Low": 0,
        "Open": 0,
        "LastClose": 0.0325,
        "NetChange": -0.0325,
        "LastTraded": 0,
        "Volume": 0,
        "OpenInterest": 250
      },
      "Call": {
        "PriceTypeBid": "NoMarket",
        "PriceTypeAsk": "NoMarket",
        "Uic": 2485092,
        "High": 0,
        "Low": 0,
        "Open": 0,
        "LastClose": 0.0025,
        "NetChange": -0.0025,
        "LastTraded": 0,
        "Volume": 0,
        "OpenInterest": 0
      },
      "Strike": 99.125
    },
    {
      "Index": 27,
      "Strike": 99.1875
    },
    {
      "Index": 28,
      "Strike": 99.25
    },
    {
      "Index": 29,
      "Strike": 99.3125
    },
    {
      "Index": 30,
      "Strike": 99.375
    },
    {
      "Index": 31,
      "Strike": 99.4375
    },
    {
      "Index": 32,
      "Strike": 99.5
    },
    {
      "Index": 33,
      "Strike": 99.5625
    },
    {
      "Index": 34,
      "Strike": 99.625
    },
    {
      "Index": 35,
      "Strike": 99.6875
    },
    {
      "Index": 36,
      "Strike": 99.75
    },
    {
      "Index": 37,
      "Strike": 99.8125
    },
    {
      "Index": 38,
      "Strike": 99.875
    },
    {
      "Index": 39,
      "Strike": 99.9375
    },
    {
      "Index": 40,
      "Strike": 100
    },
    {
      "Index": 41,
      "Strike": 100.0625
    },
    {
      "Index": 42,
      "Strike": 100.125
    },
    {
      "Index": 43,
      "Strike": 100.1875
    },
    {
      "Index": 44,
      "Strike": 100.25
    },
    {
      "Index": 45,
      "Strike": 100.375
    },
    {
      "Index": 46,
      "Strike": 100.5
    },
    {
      "Index": 47,
      "Strike": 100.625
    },
    {
      "Index": 48,
      "Strike": 100.75
    },
    {
      "Index": 49,
      "Strike": 100.875
    }
  ],
  "StrikeWindowStartIndex": 24,
  "MidStrikePrice": 0,
  "UnderlyingUic": 2456777,
  "DisplayDate": "0001-01-01T00:00:00"
}