Flat Files/Options Minute Candlesticks

Options Minute Candlesticks

914.3 MB

8 columns

From Jun 2, 2014

Candlesticks with open, high, low, close, and volume at per minute 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:SPY230327P00390000111.8211.8211.8211.8216787155800001
O:SPY230327P003900001511.0711.0711.0711.0716787160000001
O:SPY230327P00390000111.1311.1311.1311.1316787167800001
O:SPY230327P00390000111.6711.6711.6711.6716787170200001
O:SPY230327P0039000018.98.98.98.916787197800001
O:SPY230327P0039000059.359.359.359.3516787199600003
O:SPY230327P0039000058.378.378.378.3716787207400001
O:SPY230327P0039000018.968.968.968.9616787209800001
O:SPY230327P0039000018.138.138.138.1316787213400001
O:SPY230327P0039000018.098.098.098.0916787214600001

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.