Tick Data - Options FAQ

Global Historical Data Solutions

Options Data - Frequently Asked Questions (FAQ)

In what format does the options data come?

If you order Tick Options Data (TOD) or One-Minute Options Data (OMOD), we ship the as-traded data in compressed (WinZip) ASCII files along with our Time Series Builder (TSB) software that allows you to convert the as-traded data into time series of any granularity (e.g. x-ticks per bar, y-minutes per bar, etc.). The resulting outputted time series data is in comma-delimited ASCII (text) files. The TSB is available for Microsoft Windows© or Linux©.

How can I receive data updates?

After you place a data order, please email us at sales@tickdata.com or by phone at +1.703.757.1370 to order your Data Update Subscription.

What software can I use to analyze Tick Data?

Virtually any software that can import intraday data in ASCII format can read our data (e.g. Microsoft Excel, etc.).

In what time zone is the data?

All of our data is delivered in the time zone of the instrument's exchange. In the case of our options data, the data is in OPRA's time zone, which is Eastern (New York) Time.

Do I need Windows to use Tick Data?

The Time Series Builder (TSB) is available for Microsoft Windows© or Linux©.

What information is contained in a basic Tick Options Data (TOD) file?

Please download our US Options File Format Guide for complete details on the fields and values contained in our Tick Options Data (TOD) files.

What information is contained in a basic One-Minute Options Data (OMOD) file?

The default One-Minute Options Data (OMOD) data files contain seven (7) fields of data:

Date
Time
Open
High
Low
Close
Volume

The name of the folder in which the data files are contained contains the underlying symbol's Company ID (this is a unique identifier assigned by Tick Data). The data's ASCII file name contains the Class (underlying) Symbol, Put/Call Indicator, Expiration Date, Strike Price, and OPRA Code.

OMOD comes to you with our Time Series Builder (TSB) software. Using the TSB you may output compressed ASCII files that contain any of the following fifteen (15) fields:

Date
Time
Open
High
Low
Close
Volume
Class Symbol
Put/Call Indicator
Expiration Date
Strike Price
OPRA Code
Days To Maturity
Symbol
Company ID

Does the options data contain information about the underlying symbol's price?

Yes, our Tick Options Data (TOD) contains bid/ask price and size information, along with the underlying symbol's exchange and condition codes. Our One-Minute Options Data (OMOD) trade files do not contain any price information about the underlying symbol.

Does the options data contain trade volume information?

Yes, our Tick Options Data (TOD) and One-Minute Options Data (OMOD) trade files provide volume for all options trades executed in a given interval.

Where can I obtain more information about Option Class Symbols?

The Options Clearing Corporation (OCC) provides details about their option class symbols on their website at www.optionsclearing.com. From the left side of the home page, click on Market Data -> Directory of Listed Products -> Download the Directory.

How is my data delivered?

We prefer to deliver all of our data via FTP download. However, the size of the data files (especially for options data) may be too large for download. In such cases, data will be delivered on external USB® or FireWire® hard drive boxes. A shipping & handling (S&H) fee may apply, along with a hard drive fee. If you return the hard drive to Tick Data within 30 days of your order, we will refund you 100% of the hard drive fee.

Is the options data clean? What if I find a problem with my data?

Tick Data works very diligently to ensure the data is as clean and robust as possible. However, no data set is perfect. If you find any questionable anomalies, please contact our Support Desk. We will make every attempt to fix the problem.

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