Flat Files/Options Trades

Options Trades

47.4 GB

7 columns

From Jun 2, 2014

Options

Trades

https://cdn.sanity.io/images/dhlwe0i3/content/b487bc7fea720272cb14a6016717fbd7330a4330-16x16.svg

USA

Tick-level trades with nanosecond timestamps from all U.S. options markets including CBOE, NYSE, and NASDAQ.

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
tickerconditionscorrectionexchangeparticipant_timestamppricesip_timestampsize
O:SPY230327P00390000232312167871562094800000011.8216787156209480000001
O:SPY230327P00390000209325167871604030400000011.07167871604030400000015
O:SPY230327P00390000227302167871683056000000011.1316787168305600000001
O:SPY230327P00390000209325167871707570800000011.6716787170757080000001
O:SPY230327P0039000022730016787197932680000008.916787197932680000001
O:SPY230327P0039000022730216787199759030000009.3516787199759030000002
O:SPY230327P0039000022730216787199759030000009.3516787199759030000002
O:SPY230327P0039000022730216787199759030000009.3516787199759030000001
O:SPY230327P0039000020931316787207576480000008.3716787207576480000005
O:SPY230327P0039000022730016787210085440000008.9616787210085440000001

Documentation

ticker - string

The exchange symbol that this item is traded under.

conditions - integer

A list of condition codes. If there are multiple conditions, they will appear in quotations, separated by commas. See Trade Conditions for Polygon.io’s definitions of each condition.

correction - integer

The trade correction indicator.

exchange - integer

The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.

price - number

The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.

sip_timestamp - integer

The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.

size - number

The size of a trade (also known as volume).

$400 /month

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Ongoing subscription$400/m

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