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 |
Important Dataset Notes
This dataset is not available for direct online purchase. Please contact sales directly at sales@CloudQuant.com. The data is available through our normal sales department who can provide you with current pricing and a quote for accessing this valuable dataset. This may be due to a number of reasons such as dataset intended use, size of the company (or investment fund) using the dataset, or for simple legal requirements that CloudQuant needs to ensure are in place prior to licensing the dataset to you.