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Data Shop Subscriptions

End-of-Day Equity Quotes – Annual Subscription

The equity quotes end-of-day files, recap the day’s trading activity in the underlying security. Open, high, low, close, trading volume and VWAP are included with two NBBO snapshots, one at 15:45 and another at 16:00. Sign up for a one year subscription and receive nightly delivery of your files via our FTP site. Save by signing up for a year!

End-of-Day Equity Quotes – Monthly Subscription

The equity quotes end-of-day files, recap the day’s trading activity in the underlying security. Open, high, low, close, trading volume and VWAP are included with two NBBO snapshots, one at 15:45 and another at 16:00. Sign up for a one month subscription and receive nightly delivery of your files via our FTP site.

End-of-Day Option Quotes Data – Annual Subscription

Our end-of-day option quotes file actually provides two snapshots of market quote and size, one at 15:45, fifteen minutes before the market close, and another at 16:00, the official closing time of the market. Summary trading data is also included in the files. The first, last, lowest and highest trade in every series, as well as, the total volume, VWAP and open interest. Sign up for a one year subscription and receive nightly delivery of your files via our FTP site. Save by signing up for a year!

End-of-Day Option Quotes Data – Monthly Subscription

Our end-of-day option quotes file actually provides two snapshots of market quote and size, one at 15:45, fifteen minutes before the market close, and another at 16:00, the official closing time of the market. Summary trading data is also included in the files. The first, last, lowest and highest trade in every series, as well as, the total volume, VWAP and open interest. Sign up for a one month subscription and receive nightly delivery of your files via our FTP site.

End-of-Day Option Quotes with Calcs – Annual Subscription

Our end-of-day option quotes with Calcs file provides all of the fields in the end-of-day Option quotes file plus market implied volatility for each option, as well as, the greeks (Delta, Gamma, Theta, Vega and Rho). Implied volatility and Greeks are calculated off of the 1545 timestamp, since it is considered a more accurate snapshot of market liquidity than the end of day market. Sign up for a one year subscription and receive nightly delivery of your files via our FTP site. Save by signing up for a year!

End-of-Day Option Quotes with Calcs – Monthly Subscription

Our end-of-day option quotes with Calcs file provides all of the fields in the end-of-day Option quotes file plus market implied volatility for each option, as well as, the greeks (Delta, Gamma, Theta, Vega and Rho). Implied volatility and Greeks are calculated off of the 1545 timestamp, since it is considered a more accurate snapshot of market liquidity than the end of day market. Sign up for a one month subscription and receive nightly delivery of your files via our FTP site.

Equity & ETF Quotes Intervals – Annual Subscription

Select your own custom interval from 1 minute to end-of-day. Open, high, low, close, trading volume, VWAP, and underlying market (bid and ask) are included in each interval calculation. Sign up for a one year subscription and receive nightly delivery of your files via our FTP site. Save by signing up for a year!

Equity & ETF Quotes Intervals – Monthly Subscription

Select your own custom interval from 1 minute to end-of-day. Open, high, low, close, trading volume, VWAP, and underlying market (bid and ask) are included in each interval calculation. Sign up for a one month subscription and receive nightly delivery of your files via our FTP site.

Equity & ETF Trades Data – Annual Subscription

See every underlying trade in an underlying security. Trade price, trade size, trade condition, the trading venue and national best bid and offer are included in each record. Sign up for a one year subscription and receive nightly delivery of your files via our FTP site. Save by signing up for a year!

Equity & ETF Trades Data – Monthly Subscription

See every underlying trade in an underlying security. Trade price, trade size, trade condition, the trading venue and national best bid and offer are included in each record. Sign up for a one month subscription and receive nightly delivery of your files via our FTP site.