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