Flat Files

Flat Files

Access the data you need with our S3 file interface - a seamless extension of your subscription. Included in all our paid API plans, flat file downloads offer convenient alternatives to APIs. The depth of your file access directly mirrors the tier of your subscription.


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47.4 GB

7 columns

From Jun 2, 2014

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

tickerconditionscorrectionexchangeparticipant_timestamppricesip_timestampsize
O:SPY230327P00390000232312167871562094800000011.8216787156209480000001
O:SPY230327P00390000209325167871604030400000011.07167871604030400000015
O:SPY230327P00390000227302167871683056000000011.1316787168305600000001

32 TB

9 columns

From Mar 7, 2022

Top of book quotes with nanosecond timestamps from all U.S. options markets including CBOE, NYSE, and NASDAQ.

tickerask_exchangeask_priceask_sizebid_exchangebid_pricebid_sizesequence_numbersip_timestamp
O:SPY241220P00720000309326.771309321.771817791680010200067217664
O:SPY241220P00720000309328.281303318.2821526971680010200661050624
O:SPY241220P00720000301328.28201301318.282012193341680010201264395520

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.

tickervolumeopenclosehighlowwindow_starttransactions
O:SPY230327P00390000111.8211.8211.8211.8216787155800001
O:SPY230327P003900001511.0711.0711.0711.0716787160000001
O:SPY230327P00390000111.1311.1311.1311.1316787167800001

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.

tickervolumeopenclosehighlowwindow_starttransactions
O:SPY230327P0039000020011.829.8311.828.09167868000000062
O:IWM230327C00137000135.7735.7735.7735.7716798896000001
O:NANOS230327C0040000021.170.261.170.2616798896000002