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  • Asset Type: Options Remove
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  • Data Type: Volume Summary Remove
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Historical Data

Open-Close data is a volume summary file for trading activity on the EDGX exchange. It summarizes and buckets the volume by origin (customer, professional customer, broker-dealer, and market maker), buying/selling, and opening/closing criteria. The customer and professional customer volume is further broken down into trade size buckets (less than 100 contracts, 100-199 contracts, greater than 199 contracts). The data currently goes back to 1/2/2018 and contains all series in an underlying security's chain-if it has volume.
Optsum data is an end of day index option summary for CBOE traded options in ^SPX, ^OEX, and ^VIX with volume traded, open interest, open, high, low and last sales prices for every series in chain. The Optsum data is available from 1990 through 9/30/2019, or based on the index option availability in ^SPX, ^OEX, and ^VIX.

* If you are interested in ^SPX, ^VIX, or ^OEX option quotes data for dates after 9/30/2019, please go to the End of Day Option Quotes (https://datashop.cboe.com/option-quotes) or End of Day Option Quotes with Calcs (https://datashop.cboe.com/option-quotes-end-of-day-with-calcs) pages for similar datasets. Both EOD Option Quotes datasets provide data beginning in 2004 for all equity and index options.
Earnings conference call dates and times.
1/1/2006 – present
Revisions to earnings announcement dates and/or status, for example status change from “tentative” to “verified”. Also alerts when the earnings announcement date crosses before or after the weekly or monthly option contract expiration.
1/1/2006 – present
Snapshot once per day of the next earnings date (6,500 World Wide companies calendar data). Note this is a history only file (no forward-looking feed).
1/2/2006 – present
EPS dates and dollar amounts with timestamps.
1/1/2006 – present