What information is contained in a basic One-Minute Options Data (OMOD) file?
The default One-Minute Options Data (OMOD) data files contain seven fields of data:
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:
- Class Symbol
- Put/Call Indicator
- Expiration Date
- Strike Price
- OPRA Code
- Days To Maturity
- Company ID
Category : Options