Data available from SpiderRock
optionprintsethist_eqt
US Equity Options Put and Call information - Option Print Set records contain every option print and quote, surface, and SR probability details at print time.
These records also contain 1-minute and 10-minute forward mark details. These records are created for every print at the time of print and updated at 1 Minute and 10 Minutes forward to include trade performance.
SpiderRock Alpha probabilities for each print are archived with the print.
This is a large dataset. Medium Speed (SPDb, Key = okey_tk)
optionprintsethist_fut
US Futures Options Put and Call information - Option Print Set records contain every option print and quote, surface, and SR probability details at print time.
These records also contain 1-minute and 10-minute forward mark details. These records are created for every print at the time of print and updated at 1 Minute and 10 Minutes forward to include trade performance.
SpiderRock Alpha probabilities for each print are archived with the print.
This is a large dataset. Medium Speed (SPDb, Key = okey_tk)
spiderrock_closemarks
Option Closing Mark records are created immediately after the market close and when exchanges publish official marks.
These records contain closing quotes and prices as well as markup details for all outright options.
SpiderRock includes its own algorithms that create estimates of the correct theoretical price, creating the SpiderRock closing mark.
Updated EOD with INSERT - roughly 3 a.m t + 1
spiderrock_livesurfaceterm_eod
Options Live Volatility Surface Term - End of Day
A single set of datapoints is produced at the end of the day for each symbol.
spiderrock_livesurfaceterm_intraday
Options Live Surface Term - IntraDay
A set of Datapoints is produced every 10 minutes for each symbol
spiderrock_optionclosemarkhist_eqt
SpiderRock Option Closing Mark dataset
Option Print Set records contain every option print and quote, surface, and SR probability details at EOD.
spiderrock_optionprintsethist_eqt
Option Print Set records contain every option print and quote, surface, and SR probability details at EOD.
spiderrock_printsets
US equity options Put and Call information - Option Print Set records contain every option print along with quote, surface, and SR probability details at print time.
These records also contain 1-minute and 10-minute forward mark details. These records are created for every print at the time of print and updated at 1 Minute and 10 Minutes forward to include trade performance.
SpiderRock Alpha probabilities for each print are archived with the print.
This is a large dataset.
spiderrock_printsets_futures
US options on futures Put and Call information - Option Print Set records contain every option print along with quote, surface, and SR probability details at print time.
These records also contain 1-minute and 10-minute forward mark details. These records are created for every print at the time of print and updated at 1 Minute and 10 Minutes forward to include trade performance.
SpiderRock Alpha probabilities for each print are archived with the print.
This is a large dataset.
spiderrock_printsets_ticker
Put and Call information - Option Print Set records contain every option print along with quote, surface, and SR probability details at print time.
These records also contain 1-minute and 10-minute forward mark details. These records are created for every print at the time of print and updated at 1 Minute and 10 Minutes forward to include trade performance. <p>SpiderRock Alpha probabilities for each print are archived with the print. <p>This is a large dataset. Slow Speed (CSV, Key = ticker_tk)