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Spiderrock Live Surface Term Intraday

Spiderrock Live Surface Term Intraday by SpiderRock

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Dataset Name: spiderrock_livesurfaceterm_intraday


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 Surface Term - IntraDay

A set of Datapoints produced every 10 mins 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.