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spiderrock_printsets_indexed_single_tenant
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spiderrock_printsets_indexed_single_tenant by SpiderRock

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Product Type: options
Region: US ,


Asset Classes: Options ,
Data Frequency: intraday






Dataset Name: spiderrock_printsets_indexed_single_tenant


Group: options
Vendor: SpiderRock
Data Starts at: 2015-01-02 00:00:00
Symbol Set: US Options
Asset Class: Options
Data Update Time(s): 3:00 AM EST
Data Update Frequency: intraday

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. High Speed (Arr, Key = ticker_tk)

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.
muts uint64 Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps.
symbol string
okey_at string
okey_ts string
okey_tk string
okey_yr uint
okey_mn uint
okey_dy uint
okey_xx double
okey_cp string
prtNumber double
tradingDate string
tradingSession string
ticker_at string
ticker_ts string
undSecKey_at string
undSecKey_ts string
undSecKey_tk string
undSecKey_yr int64
undSecKey_mn int64
undSecKey_dy int64
undSecType string
prtExch double
prtSize double
prtPrice double
prtType double
prtOrders double
prtClusterNum double
prtClusterSize double
prtVolume double
cxlVolume double
bidCount double
askCount double
bidVolume double
askVolume double
ebid double
eask double
ebsz double
easz double
eage double
prtSide double
prtTimestamp double
netTimestamp double
oBid double
oAsk double
oBidSz double
oAskSz double
oBidEx string
oAskEx string
oBidExSz double
oAskExSz double
oBidCnt double
oAskCnt double
oBid2 double
oAsk2 double
oBidSz2 double
oAskSz2 double
uBid double
uAsk double
uPrc double
yrs double
rate double
sdiv double
ddiv double
xDe double
xAxis double
prtIv double
prtDe double
prtGa double
prtTh double
prtVe double
prtRo double
calcErr double
surfVol double
surfOpx double
surfAtm double
prtProbability double
oBidM1 double
oAskM1 double
uBidM1 double
uAskM1 double
uPrcM1 double
sVolM1 double
sOpxM1 double
sDivM1 double
sErrM1 double
pnlM1 double
pnlM1Err string
oBidM10 double
oAskM10 double
uBidM10 double
uAskM10 double
uPrcM10 double
sVolM10 double
sOpxM10 double
sDivM10 double
sErrM10 string
pnlM10 double
pnlM10Err string
multihedge string
timestamp_cst string
securityID double