Select your own custom interval from 1 minute to End-of-day, NBBO market quote and size are captured in every snapshot along with open, high, low, close and trading volume. Underlying bid and ask prices are included at each interval for your reference. Covers U.S Stock, ETF, and Index securities with listed options.
In addition to OHLC, Volume, and NBBO markets at each interval, you may select and include the following:
A separate subscription to nightly ongoing updates of this data-set is also available, please see: Option Quotes Intervals – Subscription