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Home/Financial Data/Derivatives Data/Options Data/
OptionMetrics IvyDB Signed Volume - Options Data and End of Day Opt...
OptionMetrics IvyDB Signed Volume - Options Data and End of Day Option Order ...
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OptionMetrics IvyDB Signed Volume - Options Data and End of Day Option Order Flows Since 2016

OptionMetrics
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Data Samples
IvyDB_SignedVolume_EOD_AAPL_2024-06-27.csv
#
Symbol
SecurityId
Date
QuoteCount
TradeCount
TradeVolume
BidVolume
AskVolume
MidVolume
Unknown
BidVolCount1to10
BidVolCount11to21
BidVolCount21to30
BidVolCount31to40
BidVolCount41to50
BidVolCount51orMore
AskVolCount1to10
AskVolCount11to20
AskVolCount21to30
AskVolCount31to40
AskVolCount41to50
AskVolCount51ormore
MidVolCount1to10
MidVolCount11to20
MidVolCount21to30
MidVolCount31to40
MidVolCount41to50
MidVolCount51ormore
UnVolCount
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 xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx xxxxxx
2 Xxxxxxxxx xxxxxx Xxxxxxxxx Xxxxxxxxx xxxxxxxxxx Xxxxxx Xxxxx xxxxxx xxxxxxx xxxxxxx Xxxxx xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx Xxxxx Xxxxxxx xxxxxx Xxxxxxxx Xxxxxxx Xxxxx xxxxxx xxxxxxxxxx Xxxxx xxxxxxxxxx xxxxxxxxx Xxxxxxx xxxxxxxx xxxxxxxx
3 Xxxxxxxxxx Xxxxxxxx Xxxxxxxx xxxxxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx xxxxx xxxxxxx xxxxxxxxx Xxxxxx Xxxxxxx Xxxxxxxxx xxxxxxxxx xxxxxxxxx Xxxxx xxxxxxxx Xxxxxxx xxxxxxxxx Xxxxxxx xxxxx Xxxxxxx xxxxxxx Xxxxx xxxxxxxxxx Xxxxxxx Xxxxx xxxxxxxxxx Xxxxxx
4 xxxxxx Xxxxxxxxx xxxxx Xxxxxxxxxx xxxxxx xxxxx xxxxxxxx Xxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxxx xxxxxxxx xxxxx Xxxxxx xxxxxxxxxx xxxxxxxxx xxxxx xxxxx xxxxxxxx xxxxxx Xxxxxxxxxx xxxxxxxxxx Xxxxx xxxxxxx Xxxxxxxx Xxxxxxx xxxxx xxxxxxxx xxxxxxxxxx
5 Xxxxxx 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 Xxxxxxxxxx xxxxxxxxxx
6 xxxxxx Xxxxx Xxxxxxx Xxxxx Xxxxxx Xxxxx Xxxxxxxxx xxxxxx xxxxxxxx Xxxxxxxxx Xxxxxx Xxxxxxxxxx Xxxxxx Xxxxx Xxxxxxx xxxxxxxxx Xxxxx xxxxx Xxxxxx xxxxxxxxx xxxxxxx xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxx Xxxxx Xxxxxxxxx xxxxxxxxxx xxxxxx
7 xxxxxxxxx xxxxxxx Xxxxxxx Xxxxxxxxxx Xxxxxxxxxx Xxxxxxxx Xxxxxxxxx xxxxx Xxxxxxx xxxxxxxxxx Xxxxxxxxx Xxxxxxxx xxxxxxxxxx xxxxxxx Xxxxxxxx xxxxx Xxxxxx xxxxxx xxxxxxxx xxxxxxx Xxxxx Xxxxxxxxx Xxxxx Xxxxxxx Xxxxxxxx xxxxxxxxx xxxxxxxx xxxxx Xxxxxxxxxx
8 Xxxxxxx xxxxxxxxx xxxxxxx xxxxxxxxxx xxxxxx xxxxx Xxxxxxxxxx Xxxxxxxxx xxxxxxx Xxxxxx Xxxxx Xxxxxxxx xxxxxxxxx xxxxxxxx Xxxxxx xxxxxxxxxx xxxxxxxxx xxxxx Xxxxx xxxxxxx xxxxxxxxxx Xxxxxx Xxxxxxxxx xxxxxxx Xxxxxxxx xxxxx xxxxx Xxxxxxxxxx Xxxxxxx
9 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
10 xxxxxxxxx xxxxxxx Xxxxxxx xxxxxx xxxxxxxxxx xxxxxxxxxx Xxxxxxx xxxxxxxxx Xxxxx xxxxxxx Xxxxxx Xxxxx xxxxxxxxxx xxxxxxxxx Xxxxxxxxxx Xxxxxxxxx Xxxxxxxx xxxxxxxxx Xxxxxxx Xxxxxxx Xxxxx xxxxxxxxxx Xxxxxxxxx Xxxxxxx Xxxxxxx xxxxxxxx xxxxx Xxxxx Xxxxxxxx
... xxxxxxxx Xxxxxxxxx xxxxxxxxxx xxxxxxxxxx xxxxxxxxx xxxxxxxxx Xxxxxxx Xxxxxxx Xxxxxxx Xxxxxxx xxxxxxx Xxxxxxxxxx xxxxxxxx Xxxxx xxxxxxxxxx xxxxxxxxxx xxxxxx xxxxxxxx Xxxxxxxx xxxxxx xxxxxxxx xxxxxx Xxxxxxxx xxxxxxxxx xxxxx Xxxxxxxxxx Xxxxxxxxx Xxxxxxx xxxxxxxx
Sign In To Preview Data
IvyDB_SignedVolume_EOD_AAPL_2024-06-27.csv
Volume
4.24K
Records
Avail. Format
.txt
File
Coverage
1
Country
History
8
years

Data Dictionary

[Sample] IvyDB_SignedVolume_EOD_AAPL_2024-06-27.csv
Attribute Type Example Mapping
Symbol
 String AAPL 240628C100000
SecurityId
 Integer 101594
Date
 String 6/27/2024
QuoteCount
 Integer 6311
TradeCount
 Integer 0
TradeVolume
 Integer 0
BidVolume
 Integer 0
AskVolume
 Integer 0
MidVolume
 Integer 0
Unknown
 Integer 0
BidVolCount1to10
 Integer 0
BidVolCount11to21
 Integer 0
BidVolCount21to30
 Integer 0
BidVolCount31to40
 Integer 0
BidVolCount41to50
 Integer 0
BidVolCount51orMore
 Integer 0
AskVolCount1to10
 Integer 0
AskVolCount11to20
 Integer 0
AskVolCount21to30
 Integer 0
AskVolCount31to40
 Integer 0
AskVolCount41to50
 Integer 0
AskVolCount51ormore
 Integer 0
MidVolCount1to10
 Integer 0
MidVolCount11to20
 Integer 0
MidVolCount21to30
 Integer 0
MidVolCount31to40
 Integer 0
MidVolCount41to50
 Integer 0
MidVolCount51ormore
 Integer 0
UnVolCount
 Integer 0

Description

With IvyDB Signed Volume, you can gain key insights into options data, order flows, and participant activity. Use signed volume to better understand buy/sell pressure in options markets and improve your research capabilities.
The IvyDB Signed Volume dataset, available as an add-on product for IvyDB US, contains historical and daily data on detailed options trading volume. Trades in the IvyDB US dataset are categorized as either buyer-initiated or seller-initiated based on the trade price and bid-ask quote at the time of the trade. This dataset provides comprehensive options data, derivatives data, trading data, stock market data, and quantitative model data, aggregated and updated nightly/throughout the day. With IvyDB Signed Volume, investors gain access to extensive options data, trading data, and derivatives data, as well as stock market data and quantitative model data. This robust dataset supports detailed analysis of options data, derivatives data, and trading data, enabling informed decision-making based on accurate stock market data and quantitative model data. Key Insights: - Tracking Market Maker Inventory: Gain real-time insights into market maker activities. - Analyzing Option Order Flows: Analyze option order flows during critical announcement periods, such as FOMC decisions, M&A activity, and analyst revisions. - Evaluating Institutional Options Participation: Identify institutional options participation through the observation of large lot sizes. Features: • Tracks whether a trade occurred at the bid, ask, or midpoint • Every option, every day since January 2016 • Clean and reliable data • Symbols and security IDs link to IvyDB US • Volume lot size fields beginning in 2021 to help identify retail and institutional flow • Used in conjunction with IvyDB US, Signed Volume can help determine net gamma exposure by strike on a T-0 timeframe, as opposed to the traditional T-1

Country Coverage

North America (1)
United States of America

History

8 years of historical data

Volume

4,240 Records

Pricing

Free sample available
License Starts at
One-off purchase Not available
Monthly License Not available
Yearly License Available
Usage-based Not available
Request detailed pricing

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Delivery

Methods
SFTP
Frequency
daily
Format
.txt

Use Cases

Alpha Generation Trading
Quantitative Investing
Market Analytics
Data Modeling

Categories

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Frequently asked questions

What is OptionMetrics IvyDB Signed Volume - Options Data and End of Day Option Order Flows Since 2016?

With IvyDB Signed Volume, you can gain key insights into options data, order flows, and participant activity. Use signed volume to better understand buy/sell pressure in options markets and improve your research capabilities.

What is OptionMetrics IvyDB Signed Volume - Options Data and End of Day Option Order Flows Since 2016 used for?

This product has 5 key use cases. OptionMetrics recommends using the data for Alpha Generation, Trading, Quantitative Investing, Market Analytics, and Data Modeling. Global businesses and organizations buy Stock Market Data from OptionMetrics to fuel their analytics and enrichment.

Who can use OptionMetrics IvyDB Signed Volume - Options Data and End of Day Option Order Flows Since 2016?

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 Signed Volume - Options Data and End of Day Option Order Flows Since 2016 go?

This product has 8 years of historical coverage. It can be delivered on a daily basis.

Which countries does OptionMetrics IvyDB Signed Volume - Options Data and End of Day Option Order Flows Since 2016 cover?

This product includes data covering 1 country like USA. OptionMetrics is headquartered in United States of America.

How much does OptionMetrics IvyDB Signed Volume - Options Data and End of Day Option Order Flows Since 2016 cost?

Pricing information for OptionMetrics IvyDB Signed Volume - Options Data and End of Day Option Order Flows Since 2016 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 Signed Volume - Options Data and End of Day Option Order Flows Since 2016?

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 Signed Volume - Options Data and End of Day Option Order Flows Since 2016?

You can compare and assess the data quality of OptionMetrics using Datarade’s data marketplace.

What are similar products to OptionMetrics IvyDB Signed Volume - Options Data and End of Day Option Order Flows Since 2016?

This product has 3 related products. These alternatives include OptionMetrics IvyDB Signed Volume - Options Data and Intraday Option Order Flows Since 2016, 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 Global Indices - Historical Option Price Data and Implied Volatility Data. 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.

Pricing available upon request
License Starts at
One-off purchase Not available
Monthly License Not available
Yearly License Available
Usage-based Not available

OptionMetrics

The Leader in Historical Options Data
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