• Twitter YouTube Facebook LinkedIn Apps RSS Feed

Option Quotes Intervals – Monthly Subscription

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. Sign up for a one month subscription and receive nightly delivery of your files via our FTP site.
Fields include:
  • Underlying Symbol
  • Quote Datetime
  • Root
  • Expiration
  • Strike
  • Option Type
  • Open
  • High
  • Low
  • Close
  • Trade Volume
  • Bid Size
  • Bid
  • Ask Size
  • Ask
  • Underlying Bid
  • Underlying Ask
  • Number Of Exchanges
    • Exchange
    • Bid Size
    • Bid
    • Ask Size
    • Ask
Buy This Data
*
*
Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
Total: $0.00
Note: Data will be available for download after purchase as long as the file size is below 500GB. Larger files will be shipped to you on a hard drive.