Dataset Name: spiderrock_livesurfaceterm_eod
Group: options
Vendor: SpiderRock
Data Starts at: 2018-01-02 00:00:00
Symbol Set: US Options
Asset Class: Options
Data Update Time(s): 3:00 AM EST
Data Update Frequency: day
Options Live Volatility Surface Term - End of Day
A single set of datapoints produced at the end of the day for each symbol.
Data Contained in this Dataset
| Column | Type | Description |
|---|---|---|
| _seq | uint | Internal sequence number used to keep data rows in order |
| timestamp | string | Timestamp of the Data - America/New York Time. |
| ticker_ts | string | Underlying Ticker Source |
| date | string | Date |
| time | string | Time |
| eMoveHist | double | historical earnings move |
| eMove | double | implied earnings move |
| expCount | int | number of actual expirations involved |
| atm_5d | double | Interpolated 5 day atm vol |
| atm_10d | double | Interpolated 10 day atm vol |
| atm_21d | double | Interpolated 21 day atm vol |
| atm_42d | double | Interpolated 42 day atm vol |
| atm_63d | double | Interpolated 63 day atm vol |
| atm_84d | double | Interpolated 84 day atm vol |
| atm_105d | double | Interpolated 105 day atm vol |
| atm_126d | double | Interpolated 126 day atm vol |
| atm_189d | double | Interpolated 189 day atm vol |
| atm_252d | double | Interpolated 252 day atm vol |
| atm_378d | double | Interpolated 378 day atm vol |
| atm_504d | double | Interpolated 504 day atm vol |
| sdiv_5d | double | Interpolated 5 day sdiv rate |
| sdiv_10d | double | Interpolated 10 day sdiv rate |
| sdiv_21d | double | Interpolated 21 day sdiv rate |
| sdiv_42d | double | Interpolated 42 day sdiv rate |
| sdiv_63d | double | Interpolated 63 day sdiv rate |
| sdiv_84d | double | Interpolated 84 day sdiv rate |
| sdiv_105d | double | Interpolated 105 day sdiv rate |
| sdiv_126d | double | Interpolated 126 day sdiv rate |
| sdiv_189d | double | Interpolated 189 day sdiv rate |
| sdiv_252d | double | Interpolated 252 day sdiv rate |
| sdiv_378d | double | Interpolated 378 day sdiv rate |
| sdiv_504d | double | Interpolated 504 day sdiv rate |
| muts | uint64 | Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps. |
| eMoveExpAdj1 | int | number of expirations |
| eMoveEKey1_yr | int | LiveSurfaceAtm.pkey.ekey immediately after 1st implied earnings move |
| eMoveEKey1_mn | int | LiveSurfaceAtm.pkey.ekey immediately after 1st implied earnings move |
| eMoveEKey1_dy | int | LiveSurfaceAtm.pkey.ekey immediately after 1st implied earnings move |
| eMoveExpAdj2 | int | number of expirations |
| eMoveEKey2_yr | int | LiveSurfaceAtm.pkey.ekey immediately after 2nd implied earnings move |
| eMoveEKey2_mn | int | LiveSurfaceAtm.pkey.ekey immediately after 2nd implied earnings move |
| eMoveEKey2_dy | int | LiveSurfaceAtm.pkey.ekey immediately after 2nd implied earnings move |
| symbol | string | Trading Symbol or Ticker |