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. Underlying bid and ask prices are included at each interval for your reference. Covers U.S Stock, ETF, and Index securities with listed options.
In addition to OHLC, Volume, and NBBO markets at each interval, you may select and include the following:
* Delivery Time: “Intraday” deliveries are posted to the FTP account approximately 15 minute after a given snapshot is recorded (Example: A 9:45AM snapshot will be posted to FTP at around 10:00 AM). Nightly deliveries are posted to the FTP account overnight.
Historical data back to 2004 may be purchased separately: Options Intervals