OptionMetrics IvyDB Asia - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2004
# | CountryName |
|
---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx |
2 | xxxxxx | xxxxxxxxxx |
3 | Xxxxx | Xxxxxx |
4 | Xxxxxxxxxx | Xxxxxx |
5 | Xxxxxxxxx | Xxxxxxxxxx |
6 | xxxxxxxxx | Xxxxxxxxx |
7 | xxxxxxxxx | Xxxxxxx |
8 | xxxxxx | Xxxxx |
9 | xxxxxxxxxx | xxxxxx |
10 | Xxxxxxxxxx | xxxxxx |
... | Xxxxx | Xxxxxx |
# | ID |
Symbol |
Name |
---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx |
2 | xxxxxxxxxx | Xxxxx | Xxxxxx |
3 | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx |
4 | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx |
5 | xxxxxxxxx | Xxxxxxx | xxxxxx |
6 | Xxxxx | xxxxxxxxxx | xxxxxx |
7 | Xxxxxxxxxx | xxxxxx | Xxxxx |
8 | Xxxxxx | xxxxx | xxxxxxxx |
9 | xxxxxxx | Xxxxx | Xxxxxxxx |
10 | xxxxxxxxxx | xxxxxx | Xxxxxxxxx |
... | xxxxxx | Xxxxxxxxx | Xxxxxxxxx |
# | SecurityID |
RecordDate |
SequenceNumber |
ExDate |
Amount |
AdjustmentFactor |
DeclareDate |
PaymentDate |
LinkSecurityID |
DistributionType |
Frequency |
Currency |
---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx |
2 | xxxxxxxxx | Xxxxxxx | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx |
3 | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx |
4 | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx |
5 | Xxxxxxx | Xxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx |
6 | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxx | xxxxxxx | xxxxxxxxx | Xxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxxxxx |
7 | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxx | Xxxxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx |
8 | Xxxxx | xxxxxxxxxx | Xxxxxx | xxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxx | xxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxxx |
9 | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxxxx |
10 | xxxxxxxxxx | Xxxxx | xxxxxxx | Xxxxxxxx | Xxxxxxx | xxxxx | xxxxxxxx | xxxxxxxxxx | Xxxxxx | xxxxxxxxx | Xxxxx | xxxxx |
... | xxxxxxxxx | xxxxxxx | Xxxxxxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxx | xxxxxxxxx | xxxxx | Xxxxxxx |
# | SecurityID |
RunDate |
ExDate |
Amount |
---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx |
2 | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx |
3 | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx |
4 | xxxxxxxxx | Xxxxxxx | xxxxxx | Xxxxx |
5 | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx |
6 | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx |
7 | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx |
8 | xxxxxx | Xxxxxxxxx | xxxxxx | Xxxxxxxxx |
9 | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx |
10 | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx |
... | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx |
# | ID |
Symbol |
Country |
Name |
---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx |
2 | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx |
3 | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx |
4 | xxxxxxxxx | Xxxxxxx | xxxxxx | Xxxxx |
5 | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx |
6 | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx |
7 | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx |
8 | xxxxxx | Xxxxxxxxx | xxxxxx | Xxxxxxxxx |
9 | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx |
10 | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx |
... | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx |
# | SecurityID |
Date |
Days |
Currency |
Volatility |
---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx |
2 | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx |
3 | xxxxxxxxx | Xxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxx |
4 | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx |
5 | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx | xxxxxxx |
6 | Xxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx |
7 | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx |
8 | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx |
9 | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx | Xxxxx |
10 | Xxxxxxx | xxxxxx | Xxxxxxxx | Xxxxxxx | Xxxxx |
... | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx |
# | |
---|---|
1 | xxxxxxxxxx |
2 | Xxxxxxxxx |
3 | xxxxxx |
4 | xxxxxxxxxx |
5 | Xxxxx |
6 | Xxxxxx |
7 | Xxxxxxxxxx |
8 | Xxxxxx |
9 | Xxxxxxxxx |
10 | Xxxxxxxxxx |
... | xxxxxxxxx |
# | SecurityID |
OptionID |
Exchange |
Description |
Currency |
Strike |
Expiration |
CallPut |
UnderlyingVALOR |
ContractSize |
OptionStyle |
ExerciseStyle |
---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx |
2 | xxxxxxxxx | Xxxxxxx | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx |
3 | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx |
4 | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx |
5 | Xxxxxxx | Xxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx |
6 | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxx | xxxxxxx | xxxxxxxxx | Xxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxxxxx |
7 | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxx | Xxxxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx |
8 | Xxxxx | xxxxxxxxxx | Xxxxxx | xxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxx | xxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxxx |
9 | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxxxx |
10 | xxxxxxxxxx | Xxxxx | xxxxxxx | Xxxxxxxx | Xxxxxxx | xxxxx | xxxxxxxx | xxxxxxxxxx | Xxxxxx | xxxxxxxxx | Xxxxx | xxxxx |
... | xxxxxxxxx | xxxxxxx | Xxxxxxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxx | xxxxxxxxx | xxxxx | Xxxxxxx |
# | SecurityID |
OptionID |
Exchange |
Description |
Currency |
Strike |
Expiration |
CallPut |
UnderlyingVALOR |
ContractSize |
OptionStyle |
ExerciseStyle |
StartDate |
LastTradingDate |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx | xxxxxxxxx | Xxxxxxx |
2 | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx |
3 | xxxxxx | Xxxxxxxxx | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx | xxxxxx | Xxxxxxxxxx |
4 | xxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx | Xxxxxxx | Xxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxx |
5 | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxx | xxxxxxx | xxxxxxxxx | Xxxxxx | Xxxxxxx |
6 | Xxxxxxxxx | xxxxxxxxx | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxx | Xxxxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx |
7 | Xxxxx | xxxxxxxxxx | Xxxxxx | xxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxx | xxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxxx |
8 | xxxxxxxx | xxxxx | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxx | Xxxxxxxx |
9 | Xxxxxxx | xxxxx | xxxxxxxx | xxxxxxxxxx | Xxxxxx | xxxxxxxxx | Xxxxx | xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxx |
10 | xxxxxxxxx | xxxxxxx | Xxxxxx | xxxxxxxxx | xxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxxx | xxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxx | xxxxxxxxx | Xxxxxxx |
... | Xxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | Xxxxx | Xxxxxx | Xxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxx |
# | SecurityID |
Date |
OptionID |
Exchange |
Currency |
Bid |
BidTime |
UnderlyingBid |
Ask |
AskTime |
UnderlyingAsk |
LastTime |
UnderlyingLast |
ImpliedVolatility |
Delta |
Gamma |
Vega |
Theta |
CalculationPrice |
Volume |
OpenInterest |
SpecialSettlement |
ReferenceExchange |
|
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx |
2 | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx |
3 | Xxxxxxx | Xxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxx | xxxxxxx | xxxxxxxxx | Xxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxxxxx |
4 | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxx | Xxxxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxx | xxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxx | xxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxxx |
5 | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxx | Xxxxxxxx | Xxxxxxx | xxxxx | xxxxxxxx | xxxxxxxxxx | Xxxxxx | xxxxxxxxx | Xxxxx | xxxxx |
6 | xxxxxxxxx | xxxxxxx | Xxxxxxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxx | xxxxxxxxx | xxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxxx | xxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxx | xxxxxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxxxxxx |
7 | xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | Xxxxx | Xxxxxx | Xxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxx | Xxxxxxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxx | Xxxxxxx | xxxxxxxxx | Xxxxx | xxxxx | Xxxxxx | xxxxxxxxx | xxxxxxx | xxxxxxxxx | Xxxxxxxxxx |
8 | xxxxxxxxx | Xxxxx | Xxxxx | Xxxxxxxxx | xxxxxxxxxx | xxxxxx | xxxxxxxxx | xxxxxxx | Xxxxxxx | Xxxxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxxxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxxx | Xxxxxxxx | xxxxx | Xxxxxx | xxxxxx |
9 | xxxxxxxx | xxxxxxx | Xxxxx | Xxxxxxxxx | Xxxxx | Xxxxxxx | Xxxxxxxx | xxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxxxxxx | Xxxxxxx | xxxxxxxxx | xxxxxxx | xxxxxxxxxx | xxxxxx | xxxxx | Xxxxxxxxxx | Xxxxxxxxx | xxxxxxx | Xxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxx |
10 | xxxxxxxx | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | Xxxxx | xxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxxxx | Xxxxxxxx | xxxxx | xxxxx | Xxxxxxxxxx | Xxxxxxx | Xxxxxxxx | Xxxxxxx | xxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxxxxx | xxxxxxx |
... | Xxxxx | xxxxxxxxx | xxxxxxxx | Xxxxxxxx | xxxxxxxx | Xxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxx | Xxxxxxxxxx | Xxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxx | Xxxxx | Xxxxx | Xxxxxxx | xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxxx |
# | SecurityID |
VALOR |
Country |
Optionable |
IssueType |
DividendConvention |
---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx |
2 | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx |
3 | xxxxxxxxx | Xxxxxxx | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx |
4 | Xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx |
5 | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx |
6 | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx |
7 | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx | xxxxxx | Xxxxxxxxxx |
8 | xxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx |
9 | Xxxxxxx | Xxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx |
10 | xxxxxxxxx | Xxxxxxx | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx |
... | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxx |
# | SecurityID |
EffectiveDate |
VALOR |
Issuer |
ISIN |
---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx |
2 | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx |
3 | xxxxxxxxx | Xxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxx |
4 | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx |
5 | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx | xxxxxxx |
6 | Xxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx |
7 | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx |
8 | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx |
9 | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx | Xxxxx |
10 | Xxxxxxx | xxxxxx | Xxxxxxxx | Xxxxxxx | Xxxxx |
... | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx |
# | SecurityID |
Date |
Exchange |
Bid |
Ask |
High |
Low |
OpenPrice |
ClosePrice |
TotalReturn |
AdjustmentFactor |
AdjustmentFactor2 |
Currency |
Volume |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx | xxxxxxxxx | Xxxxxxx |
2 | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx |
3 | xxxxxx | Xxxxxxxxx | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx | xxxxxx | Xxxxxxxxxx |
4 | xxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx | Xxxxxxx | Xxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxx |
5 | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxx | xxxxxxx | xxxxxxxxx | Xxxxxx | Xxxxxxx |
6 | Xxxxxxxxx | xxxxxxxxx | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxx | Xxxxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx |
7 | Xxxxx | xxxxxxxxxx | Xxxxxx | xxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxx | xxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxxx |
8 | xxxxxxxx | xxxxx | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxx | Xxxxxxxx |
9 | Xxxxxxx | xxxxx | xxxxxxxx | xxxxxxxxxx | Xxxxxx | xxxxxxxxx | Xxxxx | xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxx |
10 | xxxxxxxxx | xxxxxxx | Xxxxxx | xxxxxxxxx | xxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxxx | xxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxx | xxxxxxxxx | Xxxxxxx |
... | Xxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | Xxxxx | Xxxxxx | Xxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxx |
# | SecurityID |
Date |
Days |
ForwardPrice |
Strike |
CallPut |
Premium |
ImpliedVol |
Delta |
Gamma |
Theta |
Vega |
Currency |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx | xxxxxxxxx |
2 | Xxxxxxx | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx | xxxxxxx | Xxxxx |
3 | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx |
4 | Xxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx | Xxxxxxx | Xxxxx | xxxxxx | xxxxxxxxxx |
5 | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx |
6 | xxxxx | xxxxxxx | xxxxxxxxx | Xxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxxxxx | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxx |
7 | xxxxx | Xxxxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxx | xxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxxxxx |
8 | xxxxxx | xxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx |
9 | xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxx | Xxxxxxxx | Xxxxxxx | xxxxx | xxxxxxxx | xxxxxxxxxx | Xxxxxx |
10 | xxxxxxxxx | Xxxxx | xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxx | xxxxxxxxx |
... | xxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxxx | xxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxx | xxxxxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxxxx | xxxxx |
# | SecurityID |
Date |
OptionID |
Exchange |
Currency |
Bid |
BidTime |
UnderlyingBid |
Ask |
AskTime |
UnderlyingAsk |
LastTime |
UnderlyingLast |
ImpliedVolatility |
Delta |
Gamma |
Vega |
Theta |
CalculationPrice |
Volume |
OpenInterest |
SpecialSettlement |
ReferenceExchange |
|
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx |
2 | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx |
3 | Xxxxxxx | Xxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxx | xxxxxxx | xxxxxxxxx | Xxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxxxxx |
4 | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxx | Xxxxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxx | xxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxx | xxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxxx |
5 | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxx | Xxxxxxxx | Xxxxxxx | xxxxx | xxxxxxxx | xxxxxxxxxx | Xxxxxx | xxxxxxxxx | Xxxxx | xxxxx |
6 | xxxxxxxxx | xxxxxxx | Xxxxxxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxx | xxxxxxxxx | xxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxxx | xxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxx | xxxxxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxxxxxx |
7 | xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | Xxxxx | Xxxxxx | Xxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxx | Xxxxxxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxx | Xxxxxxx | xxxxxxxxx | Xxxxx | xxxxx | Xxxxxx | xxxxxxxxx | xxxxxxx | xxxxxxxxx | Xxxxxxxxxx |
8 | xxxxxxxxx | Xxxxx | Xxxxx | Xxxxxxxxx | xxxxxxxxxx | xxxxxx | xxxxxxxxx | xxxxxxx | Xxxxxxx | Xxxxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxxxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxxx | Xxxxxxxx | xxxxx | Xxxxxx | xxxxxx |
9 | xxxxxxxx | xxxxxxx | Xxxxx | Xxxxxxxxx | Xxxxx | Xxxxxxx | Xxxxxxxx | xxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxxxxxx | Xxxxxxx | xxxxxxxxx | xxxxxxx | xxxxxxxxxx | xxxxxx | xxxxx | Xxxxxxxxxx | Xxxxxxxxx | xxxxxxx | Xxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxx |
10 | xxxxxxxx | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | Xxxxx | xxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxxxx | Xxxxxxxx | xxxxx | xxxxx | Xxxxxxxxxx | Xxxxxxx | Xxxxxxxx | Xxxxxxx | xxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxxxxx | xxxxxxx |
... | Xxxxx | xxxxxxxxx | xxxxxxxx | Xxxxxxxx | xxxxxxxx | Xxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxx | Xxxxxxxxxx | Xxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxx | Xxxxx | Xxxxx | Xxxxxxx | xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxxx |
# | SecurityID |
Date |
Days |
ForwardPrice |
Strike |
CallPut |
Premium |
ImpliedVol |
Delta |
Gamma |
Theta |
Vega |
Currency |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx | xxxxxxxxx |
2 | Xxxxxxx | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx | xxxxxxx | Xxxxx |
3 | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx |
4 | Xxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx | Xxxxxxx | Xxxxx | xxxxxx | xxxxxxxxxx |
5 | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx |
6 | xxxxx | xxxxxxx | xxxxxxxxx | Xxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxxxxx | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxx |
7 | xxxxx | Xxxxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxx | xxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxxxxx |
8 | xxxxxx | xxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx |
9 | xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxx | Xxxxxxxx | Xxxxxxx | xxxxx | xxxxxxxx | xxxxxxxxxx | Xxxxxx |
10 | xxxxxxxxx | Xxxxx | xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxx | xxxxxxxxx |
... | xxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxxx | xxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxx | xxxxxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxxxx | xxxxx |
# | SecurityID |
Date |
Days |
Delta |
CallPut |
ImpliedVol |
Strike |
Premium |
Dispersion |
Currency |
---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx |
2 | xxxxxxxxx | Xxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx |
3 | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx |
4 | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx |
5 | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx | Xxxxxxx | Xxxxx |
6 | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx |
7 | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxx | xxxxxxx | xxxxxxxxx | Xxxxxx | Xxxxxxx |
8 | Xxxxxxxxx | xxxxxxxxx | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxx | Xxxxxxx |
9 | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxx | xxxxxx | Xxxxxxxxx | xxxxx |
10 | Xxxxxxxxxx | xxxxxx | xxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxx |
... | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | Xxxxx |
# | SecurityID |
Date |
Days |
Delta |
CallPut |
ImpliedVol |
Strike |
Premium |
Dispersion |
Currency |
---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx |
2 | xxxxxxxxx | Xxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx |
3 | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx |
4 | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx |
5 | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx | Xxxxxxx | Xxxxx |
6 | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx |
7 | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxx | xxxxxxx | xxxxxxxxx | Xxxxxx | Xxxxxxx |
8 | Xxxxxxxxx | xxxxxxxxx | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxx | Xxxxxxx |
9 | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxx | xxxxxx | Xxxxxxxxx | xxxxx |
10 | Xxxxxxxxxx | xxxxxx | xxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxx |
... | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | Xxxxx |
# | Currency |
Date |
Days |
Rate |
---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx |
2 | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx |
3 | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx |
4 | xxxxxxxxx | Xxxxxxx | xxxxxx | Xxxxx |
5 | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx |
6 | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx |
7 | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx |
8 | xxxxxx | Xxxxxxxxx | xxxxxx | Xxxxxxxxx |
9 | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx |
10 | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx |
... | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx |
Data Dictionary
Attribute | Type | Example | Mapping |
---|---|---|---|
String | AD | Country Code Alpha-2 | |
CountryName
|
String | Andorra ... |
Attribute | Type | Example | Mapping |
---|---|---|---|
ID
|
Integer | 0 | |
Symbol
|
String | N/A | |
Name
|
String | Unknown |
Attribute | Type | Example | Mapping |
---|---|---|---|
SecurityID
|
Integer | 900131 | |
RecordDate
|
String | 3/31/2002 0:00 | |
SequenceNumber
|
Integer | 1 | |
ExDate
|
String | 3/26/2002 0:00 | |
Amount
|
Integer | 15 | |
AdjustmentFactor
|
Integer | 1 | |
DeclareDate
|
String | 7/11/2001 0:00 | |
PaymentDate
|
String | 6/27/2002 0:00 | |
LinkSecurityID
|
String | NULL | |
DistributionType
|
Integer | 1 | |
Frequency
|
Integer | 8 | |
Currency
|
Integer | 534 |
Attribute | Type | Example | Mapping |
---|---|---|---|
SecurityID
|
Integer | 900131 | |
RunDate
|
String | 1/4/2006 0:00 | |
ExDate
|
String | 3/28/2006 0:00 | |
Amount
|
Float | 0.009001637 |
Attribute | Type | Example | Mapping |
---|---|---|---|
ID
|
Integer | 103 | |
Symbol
|
String | TPE | |
Country
|
String | Taiwan | |
Name
|
String | Taiwan Stock Exchange |
Attribute | Type | Example | Mapping |
---|---|---|---|
SecurityID
|
Integer | 900131 | |
Date
|
String | 6/27/2024 0:00 | |
Days
|
Integer | 10 | |
Currency
|
Integer | 534 | |
Volatility
|
Float | 0.297864491 |
Attribute | Type | Example | Mapping |
---|---|---|---|
SecurityID
|
Integer | 900131 | |
OptionID
|
Integer | 819288284 | |
Exchange
|
Integer | 888 | |
Description
|
String | 7203 P E 3200 JUL24 ... | |
Currency
|
Integer | 534 | |
Strike
|
Integer | 3200000 | |
Expiration
|
String | 7/11/2024 0:00 | |
CallPut
|
String | P | |
UnderlyingVALOR
|
Integer | 763969 | |
ContractSize
|
Integer | 100 | |
OptionStyle
|
Integer | 0 | |
ExerciseStyle
|
String | E |
Attribute | Type | Example | Mapping |
---|---|---|---|
SecurityID
|
Integer | 900131 | |
OptionID
|
Integer | 819288286 | |
Exchange
|
Integer | 888 | |
Description
|
String | 7203 P E 3600 JUL24 ... | |
Currency
|
Integer | 534 | |
Strike
|
Integer | 3600000 | |
Expiration
|
String | 7/11/2024 0:00 | |
CallPut
|
String | P | |
UnderlyingVALOR
|
Integer | 763969 | |
ContractSize
|
Integer | 100 | |
OptionStyle
|
Integer | 0 | |
ExerciseStyle
|
String | E | |
StartDate
|
String | 5/10/2024 0:00 | |
LastTradingDate
|
String | 7/11/2024 0:00 |
Attribute | Type | Example | Mapping |
---|---|---|---|
SecurityID
|
Integer | 900131 | |
Date
|
String | 6/27/2024 0:00 | |
OptionID
|
Integer | 819056425 | |
Exchange
|
Integer | 888 | |
Currency
|
Integer | 534 | |
Bid
|
Float | -99.99 | |
BidTime
|
String | 1/1/1900 0:00 | |
UnderlyingBid
|
Integer | 3263 | |
Ask
|
Float | -99.99 | |
AskTime
|
String | 1/1/1900 0:00 | |
UnderlyingAsk
|
Integer | 3263 | |
Float | Contact Last Name | ||
LastTime
|
String | 6/27/2024 0:00 | |
UnderlyingLast
|
Integer | 3263 | |
ImpliedVolatility
|
Float | 0.4817497 | |
Delta
|
Float | -0.06671225 | |
Gamma
|
Float | 0.00017919 | |
Vega
|
Float | 193.8951 | |
Theta
|
Float | -220.9262 | |
CalculationPrice
|
String | S | |
Volume
|
Integer | 0 | |
OpenInterest
|
Integer | 0 | |
SpecialSettlement
|
Integer | 0 | |
ReferenceExchange
|
Integer | 106 |
Attribute | Type | Example | Mapping |
---|---|---|---|
SecurityID
|
Integer | 900131 | |
VALOR
|
String | 9/3/3991 0:00 | |
Country
|
String | JP | |
Optionable
|
Integer | 1 | |
IssueType
|
Integer | 1 | |
DividendConvention
|
String | D |
Attribute | Type | Example | Mapping |
---|---|---|---|
SecurityID
|
Integer | 900131 | |
EffectiveDate
|
String | 1/1/2004 0:00 | |
VALOR
|
Integer | 763969 | |
Issuer
|
String | TOYOTA MOTOR | |
ISIN
|
String | JP3633400001 |
Attribute | Type | Example | Mapping |
---|---|---|---|
SecurityID
|
Integer | 900131 | |
Date
|
String | 6/27/2024 0:00 | |
Exchange
|
Integer | 106 | |
Bid
|
Integer | 3260 | |
Ask
|
Integer | 3265 | |
High
|
Integer | 3282 | |
Low
|
Integer | 3248 | |
OpenPrice
|
Integer | 3257 | |
ClosePrice
|
Integer | 3263 | |
TotalReturn
|
Float | -0.003968 | |
AdjustmentFactor
|
Integer | 5 | |
AdjustmentFactor2
|
Float | 8.20218 | |
Currency
|
Integer | 534 | |
Volume
|
Integer | 58733800 |
Attribute | Type | Example | Mapping |
---|---|---|---|
SecurityID
|
Integer | 900131 | |
Date
|
String | 6/27/2024 0:00 | |
Days
|
Integer | 30 | |
ForwardPrice
|
Float | 3263.460667 | |
Strike
|
Float | 3263.460667 | |
CallPut
|
String | C | |
Premium
|
Float | 100.0063588 | |
ImpliedVol
|
Float | 0.26801629 | |
Delta
|
Float | 0.515317564 | |
Gamma
|
Float | 0.001589419 | |
Theta
|
Float | -610.5520813 | |
Vega
|
Float | 372.9521444 | |
Currency
|
Integer | 534 |
Attribute | Type | Example | Mapping |
---|---|---|---|
SecurityID
|
Integer | 900131 | |
Date
|
String | 6/27/2024 0:00 | |
OptionID
|
Integer | 819056425 | |
Exchange
|
Integer | 888 | |
Currency
|
Integer | 534 | |
Bid
|
Float | -99.99 | |
BidTime
|
String | 1/1/1900 0:00 | |
UnderlyingBid
|
Integer | 3263 | |
Ask
|
Float | -99.99 | |
AskTime
|
String | 1/1/1900 0:00 | |
UnderlyingAsk
|
Integer | 3263 | |
Float | Contact Last Name | ||
LastTime
|
String | 6/27/2024 0:00 | |
UnderlyingLast
|
Integer | 3263 | |
ImpliedVolatility
|
Float | 0.4817497 | |
Delta
|
Float | -0.06671225 | |
Gamma
|
Float | 0.00017919 | |
Vega
|
Float | 193.8951 | |
Theta
|
Float | -220.9262 | |
CalculationPrice
|
String | S | |
Volume
|
Integer | 0 | |
OpenInterest
|
Integer | 0 | |
SpecialSettlement
|
Integer | 0 | |
ReferenceExchange
|
Integer | 106 |
Attribute | Type | Example | Mapping |
---|---|---|---|
SecurityID
|
Integer | 900131 | |
Date
|
String | 6/27/2024 0:00 | |
Days
|
Integer | 30 | |
ForwardPrice
|
Float | 3263.460667 | |
Strike
|
Float | 3263.460667 | |
CallPut
|
String | C | |
Premium
|
Float | 100.0063588 | |
ImpliedVol
|
Float | 0.26801629 | |
Delta
|
Float | 0.515317564 | |
Gamma
|
Float | 0.001589419 | |
Theta
|
Float | -610.5520813 | |
Vega
|
Float | 372.9521444 | |
Currency
|
Integer | 534 |
Attribute | Type | Example | Mapping |
---|---|---|---|
SecurityID
|
Integer | 900131 | |
Date
|
String | 6/27/2024 0:00 | |
Days
|
Integer | 30 | |
Delta
|
Integer | -80 | |
CallPut
|
String | P | |
ImpliedVol
|
Float | 0.2572406 | |
Strike
|
Float | 3481.677 | |
Premium
|
Float | 244.2424 | |
Dispersion
|
Float | 0.004538 | |
Currency
|
Integer | 534 |
Attribute | Type | Example | Mapping |
---|---|---|---|
SecurityID
|
Integer | 900131 | |
Date
|
String | 6/27/2024 0:00 | |
Days
|
Integer | 30 | |
Delta
|
Integer | -80 | |
CallPut
|
String | P | |
ImpliedVol
|
Float | 0.2572406 | |
Strike
|
Float | 3481.677 | |
Premium
|
Float | 244.2424 | |
Dispersion
|
Float | 0.004538 | |
Currency
|
Integer | 534 |
Attribute | Type | Example | Mapping |
---|---|---|---|
Currency
|
Integer | 88 | |
Date
|
String | 6/27/2024 0:00 | |
Days
|
Integer | 30 | |
Rate
|
Float | 0.04349404 |
Attribute | Type | Example | Mapping |
---|---|---|---|
Decimal | AAPL | Stock Ticker | |
Decimal | AAPL | Stock Ticker | |
Decimal | AAPL | Stock Ticker | |
Decimal | AAPL | Stock Ticker | |
Decimal | AAPL | Stock Ticker |
Description
Country Coverage
History
Volume
48,400 | Records |
Pricing
License | Starts at |
---|---|
One-off purchase | Not available |
Monthly License | Not available |
Yearly License | Available |
Usage-based | Not available |
Suitable Company Sizes
Delivery
Use Cases
Categories
Related Products
Frequently asked questions
What is OptionMetrics IvyDB Asia - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2004?
IvyDB Asia, launched in 2010, is a comprehensive database covering over 600 optionable securities from major Asia-Pacific exchanges. By providing extensive options data, it enables users to evaluate risk models, test trading strategies, and conduct advanced research on options markets.
What is OptionMetrics IvyDB Asia - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2004 used for?
This product has 5 key use cases. OptionMetrics recommends using the data for Alpha Generation, Trading, Portfolio Construction, Quantitative Investing, and Risk Modelling. Global businesses and organizations buy Stock Market Data from OptionMetrics to fuel their analytics and enrichment.
Who can use OptionMetrics IvyDB Asia - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2004?
This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Stock Market Data. Get in touch with OptionMetrics to see what their data can do for your business and find out which integrations they provide.
How far back does the data in OptionMetrics IvyDB Asia - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2004 go?
This product has 20 years of historical coverage. It can be delivered on a daily basis.
Which countries does OptionMetrics IvyDB Asia - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2004 cover?
This product includes data covering 8 countries like China, Japan, India, South Korea, and Australia. OptionMetrics is headquartered in United States of America.
How much does OptionMetrics IvyDB Asia - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2004 cost?
Pricing information for OptionMetrics IvyDB Asia - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2004 is available by getting in contact with OptionMetrics. Connect with OptionMetrics to get a quote and arrange custom pricing models based on your data requirements.
How can I get OptionMetrics IvyDB Asia - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2004?
Businesses can buy Stock Market Data from OptionMetrics and get the data via SFTP. Depending on your data requirements and subscription budget, OptionMetrics can deliver this product in .txt format.
What is the data quality of OptionMetrics IvyDB Asia - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2004?
You can compare and assess the data quality of OptionMetrics using Datarade’s data marketplace.
What are similar products to OptionMetrics IvyDB Asia - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2004?
This product has 3 related products. These alternatives include OptionMetrics IvyDB Canada - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2007, EDI Global End of Day/Closing Price Data for Derivatives Futures Price Data, Options Price Data Worldwide Exchanges History/Time Series avail., and OptionMetrics IvyDB Europe - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2002. You can compare the best Stock Market Data providers and products via Datarade’s data marketplace and get the right data for your use case.