Select your own custom interval from 1 minute to end-of-day. National Best Bid and Offer (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.
Orders must contain at least one selection between:
As an additional purchase option, Open Interest can be included
Subscription can be found here
Available from 2004 to present
One file per day or month depending on your file grouping selection. Monthly grouping may not be available for orders with a large number of symbols.
If Include Calcs selected:
If Include Open-Interest selected:
If Include BBO of Each Exchange selected: