Contact Sales Team

spiderrock_livesurfaceterm_intraday by SpiderRock

Name: spiderrock_livesurfaceterm_intraday
Brand: SpiderRock
SKU: SR-00103
Price: 9999.99 USD
Availability: InStock

Category: main_tax_category , options ,

Product Type: options

Region: US ,

Industry: Consumer Discretionary , Consumer Staples , Energy , Financials , Health Care , Industrials , Information Technology , Materials , Real Estate , Telecommunication Services , Utilities ,

Asset Classes: Options ,

Data Frequency: day

Quantity must be 1 or more

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.