Data Column Info
OHLC 1 Min
Ticker
the ticker symbol for the respective security
Open
the opening price of the 1 minute candle
High
the high price of the 1 minute candle
Low
the low price of the 1 minute candle
Close
the closing price of the 1 minute candle
Total Volume
the cumulaitve daily volume at the end of the 1 minute candle
Candle Volume
the total volume of the 1 minute candle
Start Time
the start time of the 1 minute candle
End Time
the end time of the 1 minute candle
OHLC Daily
Ticker
the ticker symbol for the respective security
Open
the opening price of the daily candle
High
the high price of the daily candle
Low
the low price of the daily candle
Close
the closing price of the daily candle
Volume
the total volume of the daily candle
Date
the date of the daily candle
Big Option Trades
Executed At
the date and time of the respective trade
NBBO Bid
the nbbo bid price at the time of the trade
NBBO Ask
the nbbo ask price at the time of the trade
Size
the number of contracts transacted
Price
the price the trade executed at
Option Chain Id
the traded contract, in options symbol format
Expiry
the expiration date of the contract
Option Type
p = put, c= call
Open Interest
the open interest of the contract
Strike
the contract strike price
Premium
the notional value of the trade, in dollars
Underlying Price
the underlying price of the stock at the time of the trade
EWMA NBBO Ask
the exponential weighted moving average nbbo bid price at the time of the trade
EWMA NBBO Bid
the exponential weighted moving average nbbo bid price at the time of the trade
Volume
the cumulative daily volume for the respective contract at the time of the trade
Implied Volatility
the contract's implied volatility at the time of the trade
Delta
the contract's delta at the time of the trade
Theta
the contract's theta at the time of the trade
Gamma
the contract's gamma at the time of the trade
Vega
the contract's vega at the time of the trade
Rho
the contract's rho at the time of the trade
Theo
the contract's theo at the time of the trade
Upstream Condition Detail
the OPRA condition code
Market Center Locate
The exchange code.
Canceled
t = true, f = false
Trade Id
id for trade
Exchange
the exchange that executed the respective trade
Option Chains
Option Symbol
ticker symbol for the option
NBBO Ask
the nbbo ask price at the time of the trade
NBBO Bid
the nbbo bid price at the time of the trade
Date
the date of the respective trading session that this data is applicable to
Open Interest
the open interest of the contract
Volume
the cumulative daily volume for the respective contract at the time of the trade
Expires
the expiration date of the contract
Option Type
the type of option, eg: put/call
Underlying Symbol
ticker symbol for underlying security
Strike
the contract strike price
High Price
the highest daily fill for the respective contract
Low Price
the lowest daily fill for the respective contract
Last Price
the last fill of the day for the respective contract
Implied Volatility
the last IV value for the respective contract
Delta
the delta value at the time of the last fill
Theta
the theta value at the time of the last fill
Gamma
the gamma value at the time of the last fill
Vega
the vega value at the time of the last fill
Rho
the rho value at the time of the last fill
Theo
the theo value at the time of the last fill
IV Low
the lowest daily IV value for the respective contract
IV High
the highest daily IV value for the respective contract
Floor Volume
the number of contracts transacted from floor trades
Multi Leg Volume
the number of contracts transacted that were a part of a multileg trade
Stock Multi Leg Volume
the number of contracts transacted that were a part of a stock/multileg trade
Cross Volume
the number of contracts transacted from cross trades
Sweep Volume
the number of contracts marked as intermarket sweeps
Trades
the total number of 'trades'
Ask Volume
the number of contracts transacted at or closer to the ask
Bid Volume
the number of contracts transacted at or closer to the bid
Mid Volume
the number of contracts transacted exactly in between the bid and the ask
No Side Volume
the number of contracts transacted that were either cross trades, cancelled/modified, or reported late/out of sequence
Total Bid Changes
number of bid changes
Total Ask Changes
number of offer changes
Canceled Volume
the number of contracts involved in cancelled/modified trades
Total Premium
the number of contracts involved in cancelled/modified trades
Insider Trades
Ticker
the ticker symbol for the respective security
Filing Date
the date the trade was publicly recorded
Transaction Date
the date the security transaction ocurred
Form Type
type of form submitted to SEC, for more info visit this link
Owner Name
name of the security owner
Officer Title
professional work title
Is Director
True/False if the owner is a director
Is Officer
True/False if the owner is a officer
Is ten Percent Owner
True/False if the owner owns 10% or more
Transaction Code
SEC code indicating the type of transaction, for more info visit this link.
Shares Owned Before
number of shares owned prior to this transaction
Price
the security price for the transaction
Security Title
title of the security
Direct Or Indirect
True/False if security was purchased directly by owner
Nature Of Ownership
the legal nature of ownership, eg: "by XYZ trust"
Date Exercisable
the date a security option contract becomes exercisable
Expiration Date
the expiration date of a security option contract
Unique Identifier
a unique id this trade