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  • Asset Type: Options Remove
  • Asset Type: Equities, ETFs, Indexes Remove
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  • Data Type: Vix Spot Remove
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Historical Data

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. In addition to NBBO markets, the BBO of each individual exchange is included in the data set. Underlying bid and ask prices are included at it interval for your reference.
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. The intervals with calcs data set includes midpoint implied volatility, Delta, Gamma, Theta, Vega and Rho at each interval. Underlying bid and ask prices are included at it interval for your reference.
VIX index (spot) values are the intraday values of the index only. This data is available starting from January, 1992. The frequency of the VIX index values is every minute for data prior to 2004 and every 15 seconds, including milliseconds, from 2004 and after.
Timestamped audit trail including analyst days dates and times.
10/2008 – present
Timestamped audit trail including confirmed schedules in advance of investor conferences and confirmations and changes to scheduled company presentations.
7/2008 – present
Shareholder and board meeting dates.
1/1/2007– present