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
Intraday deliveries are posted on the customer SFTP site approximately 15 minutes after a given snapshot is recorded (Example: 9:45AM snapshot will be delivered around 10:00 AM).
For overnight delivery, a file will post daily late night/early morning
Historical data can be found here
If Include Calcs selected:
If Include Open-Interest selected:
If Include BBO of Each Exchange selected: