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

on April 8th, 2014

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

  1. Date
  2. Time
  3. Open
  4. High
  5. Low
  6. Close
  7. 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 TickWrite® software.  Using TickWrite, you may output compressed ASCII files that contain any of the following 15 fields:

  1. Date
  2. Time
  3. Open
  4. High
  5. Low
  6. Close
  7. Volume
  8. Class Symbol
  9. Put/Call Indicator
  10. Expiration Date
  11. Strike Price
  12. OPRA Code
  13. Days To Maturity
  14. Symbol
  15. Company ID

Category : Options

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