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, 2014Region
United StatesAvailable
End of dayResolution
NanosecondSample Data
CSV sample file| ticker | volume | open | close | high | low | window_start | transactions |
|---|---|---|---|---|---|---|---|
| O:SPY230327P00390000 | 1 | 11.82 | 11.82 | 11.82 | 11.82 | 1678715580000 | 1 |
| O:SPY230327P00390000 | 15 | 11.07 | 11.07 | 11.07 | 11.07 | 1678716000000 | 1 |
| O:SPY230327P00390000 | 1 | 11.13 | 11.13 | 11.13 | 11.13 | 1678716780000 | 1 |
| O:SPY230327P00390000 | 1 | 11.67 | 11.67 | 11.67 | 11.67 | 1678717020000 | 1 |
| O:SPY230327P00390000 | 1 | 8.9 | 8.9 | 8.9 | 8.9 | 1678719780000 | 1 |
| O:SPY230327P00390000 | 5 | 9.35 | 9.35 | 9.35 | 9.35 | 1678719960000 | 3 |
| O:SPY230327P00390000 | 5 | 8.37 | 8.37 | 8.37 | 8.37 | 1678720740000 | 1 |
| O:SPY230327P00390000 | 1 | 8.96 | 8.96 | 8.96 | 8.96 | 1678720980000 | 1 |
| O:SPY230327P00390000 | 1 | 8.13 | 8.13 | 8.13 | 8.13 | 1678721340000 | 1 |
| O:SPY230327P00390000 | 1 | 8.09 | 8.09 | 8.09 | 8.09 | 1678721460000 | 1 |
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.
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