Cftc Fx Option Trades

---

Implementation details

Class names

Model name	Parameters class	Data class
CftcFxOptionTrades	CftcFxOptionTradesQueryParams	CftcFxOptionTradesData

Import Statement

from openbb_core.provider.standard_models. import (
CftcFxOptionTradesData,
CftcFxOptionTradesQueryParams,
)

Parameters

• standard
• cftc

pair: str | None
Filter to a pair or currency, matched against the two reported legs. 'EURUSD', 'EUR/USD' and 'EUR USD' all match EUR/USD; a single code like 'JPY' matches every pair with that leg. Default is every pair, deliverable and non-deliverable.

option_type: str | None
Filter by option family: Vanilla, Non-Deliverable (cash-settled EM options), Digital, Barrier, or Target. Default is every family.

date: date | None
Dissemination date (UTC). Default is the most recent day whose file holds option prints; a file is published every calendar day, but weekends and holidays carry almost none. Files are retained for 366 days.

action_type: str | None
Filter by the action reported: NEWT (new), MODI (modify), CORR (correct), TERM (terminate), EROR (error), or REVI (revive). Default is every action; pass NEWT for newly executed trades only.

settlement_currency: str | None
Filter to options cash-settled in this currency, e.g. 'USD' for the USD-settled non-deliverable options. Deliverable options carry no settlement currency and are excluded by it. Default is every settlement.

min_notional: float | None
Drop prints whose larger notional leg is disseminated below this amount. The two legs value the same trade in each currency, so the larger is a currency-agnostic size proxy. Amounts above the reporting cap disseminate at the cap.

ticker: str | None
Filter to the exact UPI ticker, the Unique Product Identifier the source's TICKER report keys on. Default is every product. A ticker query is answered by the source's search API, cached per day, not the daily files.

limit: int | None
Number of prints to return, newest execution first. Default is all matching.

use_cache: bool | None
Default: True
Cache the daily file locally, revalidating it against the source ETag.

Data

• standard
• cftc

event_timestamp: datetime | None
Date and time the reported event occurred, in UTC. The tape is ordered by it, newest first: a termination or correction of an old trade is dated when it is reported now, not when the trade was struck.

execution_timestamp: datetime
Date and time the option was originally executed, in UTC. It equals the reported time on a new trade, but predates it on an amendment or termination.

pair: str
Currency pair of the option, its two reported legs.

option_type: str | None
Option family, read from the FISN: Vanilla, Non-Deliverable (cash-settled, settlement_currency is the payout leg), Digital, Barrier, or Target. Derived, not disseminated.

action_type: str | None
Action reported: NEWT (new), MODI (modify), CORR (correct), TERM (terminate), EROR (error), or REVI (revive). An amendment carries the original trade's identifier in original_trade_key.

call_currency: str | None
Currency the option holder has the right to buy.

call_amount: float | None
Notional of the currency bought, in call_currency.

put_currency: str | None
Currency the option holder has the right to sell.

put_amount: float | None
Notional of the currency sold, in put_currency.

strike: float | None
Strike price of the option, oriented as strike_pair states.

strike_pair: str | None
Quotation the strike is expressed in, e.g. 'EUR/USD'. When absent, the strike follows exchange_rate_basis.

strike_notation: str | None
Format the strike is expressed in, per the CFTC Part 43/45 spec: 1 (a price, i.e. the exchange rate) or 3 (a decimal).

expiration_date: date | None
Date the option expires.

days_to_expiry: int | None
Calendar days from execution to expiration.

premium_amount: float | None
Option premium paid, in premium_currency.

premium_currency: str | None
Currency the premium is denominated in.

settlement_currency: str | None
Currency a cash-settled option pays out in. Populated for non-deliverable options, whose non-deliverable leg settles in this currency rather than delivering.

cleared: str | None
Whether the transaction is centrally cleared: Y (cleared), N (not cleared), or I (intent to clear).

venue: str | None
ISO 10383 segment MIC of the trading facility, or BILT when the reporting counterparty could not determine the venue.

exchange_rate: float | None
Posted exchange rate on the trade, oriented as exchange_rate_basis states. A proxy for spot at execution, the pricing reference for the strike.

exchange_rate_basis: str | None
Quotation the exchange rate is expressed in, e.g. 'EUR/USD'.

notional_1: float | None
Leg 1 notional, in notional_currency_1.

notional_currency_1: str | None
Currency of the leg 1 notional.

notional_2: float | None
Leg 2 notional, in notional_currency_2.

notional_currency_2: str | None
Currency of the leg 2 notional.

effective_date: date | None
Date the option comes into effect.

first_exercise_date: date | None
First date the option may be exercised.

event_type: str | None
Reason for the action: TRAD (trade), NOVA (novation), ETRM (early termination), EXER (exercise), or CLRG (clearing).

block_trade: bool | None
Whether the print is reported as a block trade.

prime_brokerage: bool | None
Whether the transaction is a prime-brokerage transaction.

package_trade: bool | None
Whether the print is one leg of a package transaction - a strategy (straddle, risk reversal, calendar spread, ...) whose legs are negotiated and priced together.

package_id: str | None
Grouping key shared by the legs of one package - its execution time and package price or spread. Group on it to reassemble a strategy. Derived, not disseminated.

package_price: float | None
Price of the whole package, in the format package_price_notation states; the same on every leg. Present on price-quoted packages, where DTCC's 9.9999999999 not-provided placeholder has been dropped to null.

package_price_currency: str | None
Currency the package price is denominated in, when it is a monetary amount.

package_price_notation: str | None
Format of package_price: 1 (a monetary amount, in package_price_currency) or 3 (a decimal).

package_spread: float | None
Spread of the whole package; the same on every leg. Present on spread-quoted packages instead of a price.

package_spread_notation: str | None
Format of package_spread: 1 (a monetary amount) or 3 (a decimal).

upi_fisn: str | None
ISO 18774 Financial Instrument Short Name, e.g. 'NA/O Van Call EUR USD'. Its Call/Put label is unreliable; use the call and put currencies.

underlier: str | None
UPI underlier name, the two legs of the pair as reported.

unique_product_identifier: str | None
ISO 4914 Unique Product Identifier.

dissemination_date: date
Date the SDR publicly disseminated the print, being the report date of the file it was published in.

trade_key: str | None
Asset-class-qualified dissemination identifier, e.g. 'FX:4419821879000000101'. The qualifier keeps the 19-digit identifier out of IEEE-754 double range, which truncates it past its 16th digit.

original_trade_key: str | None
For an action other than 'New', the qualified identifier of the original trade being amended, corrected or terminated. Match it against a trade_key to follow a trade's lifecycle.

is_capped: bool | None
Whether any amount on the print was disseminated at a reporting cap.