Flat Files/Options Day Candlesticks

Options Day Candlesticks

166.5 MB

8 columns

From Jun 2, 2014

Candlesticks with open, high, low, close, and volume at per day granularity from all U.S. options markets.

Tickers

1,670,030+

Rows

722 Billion+

Coverage Start

Jun 2, 2014

Region

United States

Available

End of day

Resolution

Nanosecond

Sample Data

CSV sample file
tickervolumeopenclosehighlowwindow_starttransactions
O:SPY230327P0039000020011.829.8311.828.09167868000000062
O:IWM230327C00137000135.7735.7735.7735.7716798896000001
O:NANOS230327C0040000021.170.261.170.2616798896000002

Documentation

ticker - string

The exchange symbol that this item is traded under.


volume - number

The trading volume of the symbol in the given time period.


open - number

The open price for the symbol in the given time period.


close - number

The close price for the symbol in the given time period.


high - number

The highest price for the symbol in the given time period.


low - number

The lowest price for the symbol in the given time period.


window_start - timestamp - integer

The Unix millisecond timestamp for the start of the aggregate window.


transactions - integer

The number of transactions in the aggregate window.