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Options FAQ

If you have any questions about our data or software products, you can likely find the answers here amongst our FAQ, File Format Guides, and TickWrite® User Guides. However, if you cannot find the answer to your question and/or prefer to speak with one of our data experts, please contact Tick Data today.

How is my data delivered?

We prefer to deliver all of our data via 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 hard drive boxes. A shipping & handling (S&H) fee may apply, along with a hard drive fee.

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.

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.

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.

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:
  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

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

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

Does the data contain a millisecond stamp?

The timestamp in OPRA Options data is to the millisecond from Sep-1-2008 on.

In what time zone is the options 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.

How can I receive data updates?

Please call us at +1.703.757.1370 to subscribe to Data Updates.

In what format does the options data come?

We deliver our OPRA options data as-traded data in compressed (WinZip) text files along with our TickWrite® 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 text files.

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.

Do I need Windows to use the data?

The delimited text files (both as-traded or time series) can be used with any operating system. If you store the data in your infrastructure and use our TickWrite® data management software, TickWrite® requires Windows® or Linux®.

What software can I use to analyze the data?

Virtually any software that can import delimited text files can read our data (e.g. OneTick©, Microsoft Excel®, NinjaTrader®, MetaTrader®, TradeStation®, MATLAB®, etc.). If you have questions about whether or not your software can analyze our data, contact us.

TickWrite Options Support

Instructions for Processing Options Data in TickWrite®

Instructions for creating options data time series begin on page 53 of the TickWrite Manual.

Questions? Contact Us