Our data sets serve as the foundation for optimizing trading strategies, monitoring trade execution quality, providing market surveillance analysis, enabling transaction cost analysis (TCA) capabilities, and much more.
Customizable & Granular
Select custom option and stock time intervals with open, high, low, close, volume, bid, ask and calculations for each interval.
Implied Volatility, Greek, and IV Index calculations for every interval.
Time & Sales
Every tick and every trade on every underlying equity and option from 2004 to present.
CSV files are available for immediate download via FTP.
In addition to trade and quote data, Livevol offers earnings, dividend, symbol change, and yield curve supporting data.
You pay for only the data you need, when you need it.