Option Market Value

Streams the calculated market value for one option contract, delivered as a MarketValue event. Each update carries the calculated market_bid, market_ask, and market_price.

The snippets below assume a connected client with streaming started; see Getting Started for the connect-and-stream ladder.

use thetadatadx::streaming::{Contract, OptionLeg};
use thetadatadx::streaming::{StreamData, StreamEvent};

client.stream().start_streaming(|event: &StreamEvent| {
    if let StreamEvent::Data(StreamData::MarketValue { contract, market_price, .. }) = event {
        println!("{} market_price={market_price}", contract.symbol);
    }
})?;

let sub = Contract::option("SPY", OptionLeg { expiration: "20261218", strike: "570", right: "C" })?.market_value();
client.stream().subscribe(sub.clone())?;

// Remove this stream; the session stays open for other subscriptions.
client.stream().unsubscribe(sub)?;

from thetadatadx import Contract

def on_event(event):
    if event.kind == "market_value":
        print(event.contract.symbol, event.market_price)

client.stream.start_streaming(on_event)

sub = Contract.option("SPY", expiration="20261218", strike="570", right="C").market_value()
client.stream.subscribe(sub)

# Remove this stream; the session stays open for other subscriptions.
client.stream.unsubscribe(sub)

import { Contract } from 'thetadatadx-ts';

await client.stream.startStreaming((event) => {
  if (event.kind === 'market_value') {
    const e = event.marketValue!;
    console.log(e.contract.symbol, e.marketPrice);
  }
});

const sub = Contract.option('SPY', { expiration: '20261218', strike: '570', right: 'C' }).marketValue();
client.stream.subscribe(sub);

// Remove this stream; the session stays open for other subscriptions.
client.stream.unsubscribe(sub);

client.stream().set_callback([](const thetadatadx::StreamEvent& event) {
    if (event.kind == THETADATADX_STREAM_MARKET_VALUE) {
        auto& e = event.market_value;
        std::cout << e.contract.symbol << " market_price=" << e.market_price << "\n";
    }
});

auto sub = thetadatadx::Contract::option("SPY", {.expiration = "20261218", .strike = "570", .right = "C"}).market_value();
client.stream().subscribe(sub);

// Remove this stream; the session stays open for other subscriptions.
client.stream().unsubscribe(sub);

GET ws://127.0.0.1:25520/v1/events

WebSocket streaming from the bundled server binary. Send one JSON envelope per command; set "add": false to unsubscribe.

Example

websocat ws://127.0.0.1:25520/v1/events
{"msg_type": "STREAM", "sec_type": "OPTION", "req_type": "MARKET_VALUE", "id": 1, "add": true, "contract": {"symbol": "SPY", "expiration": 20261218, "strike": 570000, "right": "C"}}

The WebSocket envelope takes the strike as the terminal's 1/10-cent integer (570000 = $570.00) by default, matching the terminal wire; pass the server's --strike-format dollars flag to use a dollar value instead. The native SDK builders take dollars.

MarketValue event fields

Each update arrives as a MarketValue event with these fields:

Field	Type	Description
contract	contract	Resolved contract identity (symbol, security type, and option fields).
ms_of_day	i32	Milliseconds since midnight Eastern Time.
market_bid	f64	Calculated market-value bid (stocks and options only).
market_ask	f64	Calculated market-value ask (stocks and options only).
market_price	f64	Calculated market value; the only populated value for an index.
date	i32	Trading date as a YYYYMMDD integer.
received_at_ns	u64	Local receive timestamp, nanoseconds since the Unix epoch.

The contract field carries symbol, the security type, and, for options, expiration, right, and the strike. See Handling Events for the full event catalogue and per-language field shapes.

WebSocket frame

The native SDK callbacks (Rust/Python/TypeScript/C++) receive every field above. Each raw WebSocket frame (the Server tab) is { "header": {…}, "contract": {…}, "market_value": {…} }: header and contract are always present, while the market_value payload object carries only the terminal-compatible subset: ms_of_day, market_bid, market_ask, market_price, date. The remaining event fields are delivered to the SDK callbacks, not the market_value payload object.