FAQs

Account and SFTP Delivery

What is my username/password?

Your username/password for the SFTP is on SFTP Credentials page under My Account section of the website. Username is preset for you. At least password or one SSH key should be set in order to access your SFTP directory.

How do I setup SSH key authentication?

To generate SSH key:
On Windows use PuTTYgen. To view a tutorial on creating SSH keys using PuTTYgen, see the SSH.com website.
On Mac OS or Linux use command line:

ssh-keygen -P "" -f key_name

When you run the

ssh-keygen

command as shown preceding, it creates the public and private keys as files in the current directory.
Once SSH public and private keys created, add public one to SFTP Credentials in a format:

ssh-rsa AAAAB3Nza...PUBLIC KEY BODY...qvvYaHG6qp8RCw== rsa-key-20200428

Now you can use private key to authenticate on SFTP without password.

What software do I use to access the data?

Any SFTP client application can be used to access the data. Here are some examples:
WinSCP - SFTP client for Microsoft Windows.
FileZilla - SFTP client for Microsoft Windows, Mac OS, and Linux.

How will the data be delivered?

Data will be made available to download from our SFTP server once it completes processing.

How do I change my SFTP File path?

Go to your DataShop account. Select Orders. Find your most current existing order. Select Details. Under Products, you can change your current path. Once your change is made , select update.

What should I do if I am having trouble accessing my SFTP site?

While we strive for the highest uptime, system issues are possible and for that reason we maintain two SFTP sites, primary sftp.datashop.livevol.com and backup sftp2.datashop.livevol.com, in different geographic locations. We advise clients to write code that can leverage both locations, and if one SFTP site is unavailable the code should automatically attempt to download the files from the other one.

What is the host name or IP of the SFTP site?

For single purchases and subscriptions, there are two SFTP sites:
Primary SFTP: sftp.datashop.livevol.com (IP: 3.22.35.78, Port: 22).
Backup SFTP: sftp2.datashop.livevol.com (IP: 3.215.210.250, Port: 22).

How long will files remain on the SFTP after an order is processed?

Files are available to download for a 30-day period following the completion date, after 30 days the files will be removed from your SFTP folder.

If I sign-up for a subscription to a daily file for equity or option data, what time will it be ready to download from the SFTP?

Daily files for a trade date are provided the following day via SFTP. Files are typically uploaded between 0:05am - 3:00am U.S. Eastern time, however it possible for a delay to cause the previous day's file to be delivered during the day after the market opens the next day, in this case we'll make files available as soon as possible.

How do I automate my SFTP download?

Here are code snippets for some popular programming languages:

.NET

        
// Required packages: SSH.NET

var host = "sftp.datashop.livevol.com";
//var host = "sftp2.datashop.livevol.com";

var username = "[your_username]";
var password = "[your_password]";

//create SFTP client
using (var sftpClient = new Renci.SshNet.SftpClient(host, username, password))
{
	//connect to host
	sftpClient.Connect();

	//list directories
	var files = sftpClient.ListDirectory(".");
	foreach (var file in files)
	{
		Debug.WriteLine(file.FullName);
	}

	//change directory
	sftpClient.ChangeDirectory("/subscriptions");

	//download remote file
	string remoteFileName = "/path/to/file.zip";
	using (var ms = new MemoryStream())
	{
		sftpClient.DownloadFile(remoteFileName, ms);

		var bytes = ms.ToArray();
		File.WriteAllBytes("file.zip", bytes);
	}

	//close connection
	sftpClient.Disconnect();
}
      
      

Java

        
// Required packages: http://www.jcraft.com/jsch/

JSch jsch = new JSch();
Session session = jsch.getSession("[your_username]", "sftp.datashop.livevol.com", 22);
session.setConfig("StrictHostKeyChecking", "no");
session.setPassword("[your_password]");
session.connect();

Channel channel = session.openChannel("sftp");
channel.connect();

ChannelSftp sftpChannel = (ChannelSftp) channel;
sftpChannel.get("remotefile.zip", "localfile.zip");
sftpChannel.exit();

session.disconnect();
      
      

Python

        
"""
PYSFTP package home page: https://pysftp.readthedocs.io/en/release_0.2.9/

To install run this command:
> pip install pysftp

known hosts file should have these two lines:
sftp.datashop.livevol.com ssh-rsa AAAAB3NzaC1yc2EAAAADAQABAAABAQCm5wcdZGqUf4aMP3TmOfLXrKotlJ6I4XoR9U2yliQlwF2hXG2obCFhylqzI91W/kVZZETBwix6jskvexiaOuk02tuoSWt6rCdqn2M5cMm70MoP9bWuQL/4zhbI7cbx22xr/8rJhXsBRFMlB1pxvwRaHUED6kXRN64sgzmz4kLETHtgktarjcBi4cPEQyWHqbguONa/C5+oiA5EKN4w24FLStTMVkJPFfU5Jhr/9ERqeyh3Kfz9LNYbs3wNmyFwyWjbGuIY4O+EMoeVIuChzR1QVTzp6V7OHA9Gn61m1shw8Lpvp+mzXfnnmA7m0MUIV7tbDa4BuEsEMqBgIjFUjFTB
sftp2.datashop.livevol.com ssh-rsa AAAAB3NzaC1yc2EAAAADAQABAAABAQCuQQTFCIkiFzvFCpogFMidyBjAo+FHn0IumPW+0znIYubbqjMPLygaaByhZmjOw5+HXiaIwUW7/qGRGvVuwO6xZESiV3S70xkOCw5T9CcQxNi3xCRgrcaa8Tw8HnIn/l+DxfiGTLB+U9tfh9SxFqYqaCjtvNvccThh2TnVX+rcIfwRuUi5mcCf5R9nSJZxdosMRtWMuc2s6I9x4/VsN3Kak5r0TkB8QIf+JLG3cIBP/4FLaKoDpEbZreLl3qCs8C9YWRm7Nd8cyz7rZmCbcWWvPquE/OMNiOTXaTF5zV5BI+rXJX9kuoHtS1pnZZz/0DlgDh6cXhLxVI8USkhAzeqJ
"""

import os

import pysftp

KNOWN_HOSTS_PATH = r'path/to/known_hosts'
SFTP_HOSTNAME = 'sftp.datashop.livevol.com' # 'sftp2.datashop.livevol.com'
SFTP_USERNAME = '[your_login]'
SFTP_PASSWORD = '[your_password]'
PATH_TO_ORDER_FILES = '/order_0000XXXXX/item_0000XXXXX'
LOCAL_DIR_PATH = './'


def main():
  cnopts = pysftp.CnOpts(knownhosts=KNOWN_HOSTS_PATH)
  with pysftp.Connection(SFTP_HOSTNAME, username=SFTP_USERNAME, password=SFTP_PASSWORD, cnopts=cnopts) as sftp:
    with sftp.cd(PATH_TO_ORDER_FILES): # temporarily change directory
      for file_name in sftp.listdir(): # list all files in directory
        sftp.get(file_name, localpath=os.path.join(LOCAL_DIR_PATH, file_name)) # get a remote file
        print('File {} downloaded.'.format(file_name))


if __name__ == '__main__':
  main()
      
      

Shell

        
username=your_username
host=sftp.datashop.livevol.com
keyPath=~/.ssh
key=id_rsa
remotePath=/path/to
remoteFile=file.zip
localPath=data

echo "cd ${localPath}"
cd ${localPath}

sftp -i ${keyPath}/${key} ${username}@${host} << END
    cd ${remotePath}
    get ${remoteFile}
    quit
END
      
      

Fields and Values

Why are there zero values for the Open, High, Low, and Close fields?

These fields reflect trade prices so there will be zero values if no trades took place in the time frame. Additionally, the OHLC can be zero even if there is volume. Specifically, if all trading volume falls under certain trade/sale conditions which Securities Information Processors (SIPs) deem ineligible for updating OHLC, then these trades will not be included (ex: reported late).

Why are Option Greeks & Implied Volatility sometimes zero in my data file?

Implied Volatility (IV) will be reported as zero in some cases when the option pricing model did not have sufficient input data (i.e. no quoted markets), the option mid-price was below the intrinsic value, or the implied volatility exceeded the acceptable upper limit (~ 850%). This can commonly occur in deep in/out of the money options near expiration. Greeks (Delta, Gamma, Theta, Vega, Rho) maybe zero in similar instances but the option ask price will be used as a fallback when mid-price is below intrinsic value. IV is always based on option mid-price and does not have a fallback so it is possible to see IV=0 and non-zero Greeks.

What is the Option Strategic Initiative (OSI) of February 2010?

The Options Symbol - The new Option Symbol can be up to five (5) characters long and may contain a number. In most cases, the symbol will be the same as the underlying product for the Option - SPX will be SPX and MSQ will be MSFT. There will no longer be separate symbols for leaps, weeklies, quarterlies, and roll-over products. Corporate action symbols will contain a number such as IBM1. There will be exceptions to the naming conventions. For example, if an underlying product has more than 5 characters or if the option product has unique characteristics such as a binary option. For more information,please see: OSICir

In the intraday Quote products, how should I interpret values relative to the time stamps?

For quotes, the bid and ask is a snapshot of the National Best Bid and Offer (NBBO) at that time. For trade-related fields (Volume, OHLC), values reflect trades made after the prior interval record up until the current record time stamp.

How are the underlying_bid and underlying_ask values determined?

We capture the bid and ask of the underlying security disseminated over the live feed. Certain underlying instruments do not have an underlying bid & ask quote disseminated in their source feeds. These fields will default to 0.00 (zero) when no quote is available. i.e. Most indices will not have an underlying bid/ask, nor will underlyings on the OTC market.

I see a few fields with "1545" in the name, what does this mean?

Implied volatility and Greeks are calculated off of the 1545 timestamp, since it is considered a more accurate snapshot of market liquidity than the end of day market data which is also included and reflected in columns marked EOD.

How do the fields with "1545" in the name change on half trading days?

On half trading days, the value in the "1545" column in data sets, End of Day Option Quotes, End Of Day Option Quotes with Calcs, and End Of Day Equity Quotes will be taken at 12:45 pm ET and the column name of "1545" will be unchanged.

Why do some ^SPX options have zero values on the expiration date?

AM-settlement options are expected to contain zero values for the quotes on the expiration date. This may be observed in a file that is also the expiration date. A few example are: AM-settlement monthly options in ^SPX, ^VIX, and ^RUT.

How are the open interest values derived for Options?

DataShop uses the industry standard approach to use previous night's OCC "end of day open interest" at the start of the trading day. That information remains static throughout the day until updating the following morning with a brand-new set of data from the OCC

What is the "root" field in the historical options data?

The root is another name for the OCC option symbol. It is also synonymous with the option class symbol.

What does it mean if the root symbol contains a digit?

These indicate non-standard options which are adjusted for a corporate action such as a stock split, special dividend, spin-off, or merger where the deliverable per contract delivers an amount other than a standard 100 shares.

How far does each Dataset go back?

View the following chart for the selected Datasets

Dataset	Data Availability Start Date
Cboe Open Close Volume Summary EOD C1	Jan, 2005
Cboe Open Close Volume Summary EOD BZX,C2,EDGX	Jan, 2018
Cboe Open Close Volume Summary Interval C1	Jan, 2011
Cboe Open Close Volume Summary Interval C2, BZX,EDGX	Mar 2020
Option Quotes	Jan, 2010
Option EOD Summary	Jan, 2010
Option Trades	Jan, 2010
Option Sentiment	Jan, 2012
CFE Summary	Mar, 2018
CFE Vix Futures Trades and Quotes	Apr, 2004
Equity, ETF, and Index Quotes	Jan, 2010
Equity EOD Summary	Jan, 2010
VIX Index Values	Jan, 1992
VIX Index EOD Calculation Inputs	May, 2022
Cboe FX Top Of Order Book	Mar 31, 2003
Cboe FX Trades	Jan, 2005
Cboe FX ITCH Feed	July 6, 2009
Cboe FX Order Book Snapshot	Jan, 2009

What is the Active Underlying field?

The underlying stock price used as input in the option pricing model to calculate Implied Volatility and Greeks

What does it mean if the underlying_symbol value contains a caret (^) character?

Indicies are identified with the ^ pre-fix.

What is the meaning of CAPElection for Equity Trades?

The Cap Election Trade highlights sales as a result of a sweep execution on the NYSE, whereby CAP orders have been elected and executed outside the best price bid or offer and the orders appear as "repeat" trades at subsequent execution prices. This indicator provides additional information to market participants that an automated sweep transaction has occurred with repeat trades as one continuous electronic transaction. Please click for more information Time and Sales Conditions

In the EOD quote table, are open/high/low/close fields based on aggregated trade prices for the entire day or up to 3:45?

EOD quote includes a snapshot at 3:45 pm ET to mitigate occasional liquidity at the close. The 3:45 pm ET open/high/low/close values represented are only up until 3:45 pm ET.

What are the new OPRA Trade Message types and what do they mean?

Opra has announced two new Option Trade message types "u" and "v"; message type code 'u' will go live July 6th, 2021, and message type 'v' will go live on September 27th, 2021.

LiveVol Trade Condition ID: 136

LiveVol Trade Condition Name: MultiCompressProp

OPRA Message Type: U

OPRA Message Type Value: Multilateral Compression Trade of proprietary Data Products

OPRA Condition Description: Transaction represents an execution in a proprietary product done as a part of a Multilateral compression. Trades are executed outside of regular trading hours at prices derived from end of day markets.

LiveVol Trade Condition ID: 137

LiveVol Trade Condition Name: ExtendedHours

OPRA Message Type: V

OPRA Message Type Value: Extended Hours Trade

OPRA Condition Description: Transaction represents a trade that was executed outside of regular market hours.

For more Trade Condition Codes, please click here.

What does it mean if a symbol looks like an ETF, but has a carat and a suffix?

If a symbol looks like an ETF, but has a carat and a suffix like that, they are valuation messages for that ETF.They should be handled as such and not as a security.

Suffix	Example	Description
.IV	^SPY.IV	Intraday Net Asset Value/Share
.NV	^SPY.NV	Net Asset Value/Share previous close
.SO	^SPY.SO	Shares Outstanding (x1000)
.TC	^AADR.TC	Total cash per creation unit (thousands)
.DP	^FXA.DP	Dividend portion to go ex-distribution
.EU	^AADR.EU	Estimated Creation Unit Cash Amount

Options Analytics

What option pricing model do you use?

We use an industry-standard binomial tree with discrete dividends for accurate pricing of both European and American exercise styles.

How is time to expiration measured in implied volatility calculations? Do you use business days or calendar days?

We use calendar days (including partial days) to expiration as model input for calculating Implied Volatility.

How is decay handled in the option pricing model?

Decay is linear and partial days to expiration are tracked intraday. Option analytics are constantly updated to account for decay even when there is no price movement in the option or underlying.

What market interest rate do you use? Can I see the rate used in the pricing model as a field in the file?

Interest rates for the model are the risk-free rates applicable to the point in time of the dated calculations. Risk-free rate curves are derived from Libor based rates prior to the Libor-transition date (April 2023), and derived from money market and SPX-derived rates post Libor-transition. The interest rate is not included as part of the product data file.

Are dividends accounted for in calculations?

Yes, our analytics engine uses dividend forecasts from top-tier providers and models them as discrete events.

Do you incorporate rebate rates in your option analytics?

No, overnight broker rates represent only short-term borrowing, lack transparency, and can differ substantially from broker to broker. Instead, we imply borrow rates which embody the market's expectation of future borrowing costs over the life of the option. Implied borrow rates can also account for special securities lending situations and differences in vendor dividend forecasts.

How does your option pricing model account for stock borrow rates? Do you support negative borrow rates?

Given our market interest rate curve and dividend forecast, we imply borrow rates by minimizing the difference in implied volatilities between puts and calls of the same strike and expiration. The model is able to handle negative implied borrow rates.

What is the option price and underlying price used in calculations?

Option mid-price is used to calculate implied volatility based on the National Best Bid and Offer (NBBO). For Option Greeks, if implied volatility cannot be calculated at the mid-price, the National Best Offer (NBO) will be used.

For underlying price, the mid-market is typically used but as-of 2021-02-14 we may instead incorporate a theoretical underlier price that is smoothed across time to adjust for wide bid-ask spreads and absence of prices.

Academic Discount

Does DataShop offer a discount on datasets for academic purposes?

Discounts are offered on select historical datasets to qualifying accredited educational institutions to facilitate academic research and education. For complete details, click here

Sales Tax

How is tax calculated?

LiveVol charges sales tax on orders for taxable items in accordance with applicable state and local tax laws. For DataShop orders, the sales tax is estimated until the order is finalized through our internal fulfillment process. The final sales tax charge will be reflected in your confirmation email.

What is a sales tax exemption certificate?

A sales tax exemption certificate is a document that enables a purchaser to make tax-free purchases that would normally be subject to sales tax. The purchaser completes the certificate and provides it to the seller. The certificate relieves the seller of sales tax collection and remittance requirements in a specific jurisdiction. For more information about sales tax exemption requirements, please reference your state's Department of Revenue website.

How do I obtain a sales tax exemption on my LiveVol purchases?

You must provide LiveVol with a properly completed sales tax exemption certificate for your state. To obtain an exemption certificate, please visit your state's Department of Revenue website. Once LiveVol has received and reviewed the exemption certificate, your account will be updated to reflect the exempt status. You must be logged into your DataShop account for your sales tax exemption to be applied to future orders.

I did not provide LiveVol with an exemption certificate prior to completing my DataShop order. Can I get a refund of the sales tax paid?

Yes, LiveVol will refund sales tax paid in error if it receives a written request accompanied by a valid exemption certificate within ninety (90) days of the order date.

LiveVol Platform Sign Up Questions

How long does it take for my new LiveVol account to become active?

Your LiveVol Account will become active after an overnight cycle

Cancellation of an Annual Billed Monthly Order

At the time of cancellation, you will be charged for the remaining amount on your order. The final payment will be determined by how many remaining months you have on your annual subscription multiplied by the base cost of the order. Sales tax will be added based on this total. You will not charged for any data/access fees for the remaining months on your subscription.

LiveVol Excel

What are the two RTD formula's that are only available on LiveVol Excel Premium and Unlimited?

eod_delta_weighted_iv_indices
eod_delta_weighted_ivs_per_expiry

Flex Options

When were the Flex Micro Options Introduced and what is the Contract Multiplier?

Flex Micro Options were introduced on June 27, 2022 and will have a contract multiplier of 1 rather than the conventional 100.

Are the Flex Micro Options included in any Datasets?

They are only included in the Cboe Open Close Volume Summary when a trade has occurred.

What Symbology reflects a Flex Micro Option?

In addition to a numerical prefix, the symbology will include a "9" at the end.
(i.e. 2SPX9)
Prefix's available are 1-4

Symbol Information

When did SPY Options begin trading?

SPY Options began trading on January 10,2005.

When did Cboe List Tuesday and Thursday SPY Expirations?

SPY Tues expiries started Nov 14,2022 and Thurs expiries started Nov 16,2022.

When did the Cboe list Monday and Wednesday expirations in SPY?

Monday expirations were listed on February 16, 2018, and Wednesday Expirations on August 30, 2016.

When did SPY end of month options start trading?

SPY end of month options started trading on Nov 20, 2023.

When did the Cboe list Tuesday and Thursday expirations in SPX?

Tuesday expirations were listed on April 18, 2022, and Thursday Expirations on May 11, 2022.

When did the Cboe list Friday expirations in SPX?

Friday expirations were listed October 28, 2005.

What were the additional Tues expiring SPXW weeklies added on Sept. 19, 2022?

Oct 4, 2022, Oct 11, 2022, and Oct 18, 2022

What were the additional Thurs expiring SPXW weeklies added on Sept. 28, 2022?

Oct 13, 2022, Oct 20, 2022, and Oct 27, 2022

When did the Cboe list End Of Month expirations in SPX?

End Of Month expirations were listed July 7, 2014.

When did Cboe start listing Tuesday and Wednesday XSP Expirations?

XSP Tues expiries started Oct 3,2022 and Thurs expiries started Oct 12,2022.

When was TWTR delisted?

TWTR was delisted November 8, 2022

What additional trading sessions have been added over time for ^VIX and ^SPX? What was the effective date for each additional extension?

Up until 3/1/2015 ^VIX traded from 9:30 am - 4:15 pm ET, then from 3/2/2015 to 11/21/21, 3:00 am to 9:15 am ET was added to the existing 9:30 am - 4:15 pm ET original trading session.

Up until 3/8/2015 ^SPX traded from 9:30 am - 4:15 pm ET, then from 3/9/2015 to 11/21/21, 3:00 am to 9:15 am ET was added to the existing 9:30 am - 4:15 pm ET original trading session.

Both ^VIX and ^SPX then traded from 11/22/2021 to 4/24/22 moving the start from 3:00 am ET to 8:15 pm ET for available trading times of 8:15 pm - 9:15 am ET and 9:30 am - 4:15 pm ET.

The last and most recent change added the 'Curb' session from 4:15 pm - 5:00 pm ET, from 4/25/22-to present 8:15 pm - 9:15 am ET and 9:30 am - 5:00 pm ET encompass the available trading range.

When were the Tick Increments changed for VIX Options, and what was the change?

On Oct 2 ,2022 C1 modified the minimum tick size for electronic and verbal bids and offers on single-leg quotes and orders in VIX options, as follows:

Bid of Offer Price	Current Information	New Increments
Under $3.00	$0.05	$0.01
Over $3.00	$0.10	$0.05

LiveVol Pro Scanner

I see that there are multiple Sigma filters in the Pro Scanner. What does Sigma mean?

Sigma is the regular third Friday (no weeklies included) expiration At-The-Money (ATM) Implied Volatility (IV). Sigma 1 is for the upcoming third Friday expiration ATM IV; Sigma 2 is the second regular Friday expiration from now ATM IV, and Sigma 3 is the third regular Friday expiration from now ATM IV.

LiveVol TradeTape

What is the difference between "Trade Tape" (Pro version) and "Trade Tape - Underlying Specific" (Core Version)?

The Trade Tape in the PRO version is a configurable and filterable live scrolling record of option trading activity across all US option exchanges. The CORE platform is underlying specific and will only display symbol that is entered. There is no market tab selection for all option trading activity.

Cboe Global Indices Feed (CGIF) (Formerly CSMI)

Where can I see the list of indices and symbols?

Current CGIF symbols

Historical notices and upcoming additions

For DataShop product coverage, please see individual product specifications for details.

CME Add-on Futures Symbols List

What Futures Symbols do I receive if I purchase the CME add-on?

You can view the list of Futures symbols that currently available by clicking here.

Are Future Options Included in the CME add-on?

No,only Stock Index Futures.

LiveVol Time and Sales

When researching a trade in the "Time and Sales" tab, and specifically under "Trades and Quotes", what is the difference between Market and Option NBBO?

The Market column displays the market quotes for an individual venue (the exchange displayed in the exchange column). The Option NBBO displays the best option quote across all exchanges. If the market quote is yellow, it touches the NBBO.

Dark Pool

Where can I view Equity Dark Pool Trades in the LiveVol Platform?

Dark Pool trades can be viewed in Time and Sales by selecting Underlying Trades, and exchanges NQNX and NTRF.

Data Sets

Does the "All Symbols" selection include proprietary single list like the ^SPX and ^VIX?

Yes

What is the data file layout for multiple symbols/multiple days?

If the report is a historical report or a subscription, there will be one file per day and the file is a comma separated values file (.csv). Symbols occupy rows in an alphabetical sorting and if the number of rows will exceed maximum limit in Excel, you can split or open 2 excel sheets.

What stocks are included in the "All Symbols" choice when ordering Equity and Equity Option products?

Our Equity data sets cover U.S. Equities and ETFs primary listed on national equity exchanges (excludes OTC). Indices on the Cboe Global Indices Feed are also included.

Our Options data sets cover Options on U.S. listed Stock, ETFs, and Indices disseminated over the Options Price Reporting Authority (OPRA) market data feed. Options on Futures & non-U.S. markets are *not* supported.

When did QQQQ change to QQQ?

QQQQ changed to QQQ on March 23, 2011.

What is the new VIX spot value dissemination end time change?

Due to the Cboe VIX spot calculation methodology change announced 9/22/2021, we will start including VIX data through 16:16:00 ET in the following DataShop products effective 9/27/2021.


1: Equity, ETF & Index Quotes
2: Equity, ETF & Index Trades
3: Equity EOD Summary
4: CSMI Index Quotes
5: CSMI EOD Quotes
6: VIX Index Values


To view the Release notes click here.

What are the irretrievable gaps in our VIX Spot Value Data?

There are 3 irretrievable gaps in our VIX Spot Value Data
09/20/03-12/31/03
03/27/07-03/30/07
05/30/07-05/31/07

Which time zone is the FX Dataset in?

FX data is in the Eastern Time Zone.

What are the Irretrievable dates for the FX Top of Book, Snapshot, and Trades ?

No available data for Top of Book, and Snapshot 2015-05-01, 2015-05-04, 2015-05-05, 2021-07-05. No Trade data for 2021-07-05

If I sign up for a subscription to a daily file for Equity or Option data, what time will it be ready to download from the SFTP?

Daily files for a trade date are provided the following day via SFTP. Files are typically uploaded between 0:05 am to 3:00 am U.S. Eastern time, however, it is possible for a delay to cause the previous day's files to be delivered during the next day after the market opens. In this case, we will make files available as soon as possible.

When is the starting date of ^NANOS, and will it be included in the ^SPX Datasets?

The starting date for ^NANOS Options is March 14, 2022 and will not be included with the ^SPX Datasets.

How is the MDR Sample DataSet Opened in DataShop?

MDR Samples in DataShop are located in .gz archive, so it must be decompressed using 7Zip.

Order Modification

What is Order Modification

Order modification allows for a customer to edit criteria for an existing order, without having to go through the process of cancelling and replacing that order.

What orders are eligible for order modification?

Currently, all API and LVP products support order modification. Additionally, orders that have an active recurring payment profile, a payment status of 'Paid', and an order status of 'Completed' are eligible for order modification. Please note that same-day order modifications for credit card orders will require a 24hr grace period before the order can be modified. This is due to a constraint from our payment processor, which limits same day refunds. If you need to modify a completed, same-day, order, that was purchased via credit card, you will need to cancel and replace the order manually.

How do I modify an order? What happens after?

Go to My Account and click on Orders. Find an order on this page that you would like to modify, and click the corresponding 'Details' link. Below the order item, you will see a link titled 'Modify'. Clicking that will kick off the process wherein you can change your product criteria and place a new order. Please note, placing a new order with a credit card will still require an overnight processing step from our payment processor.

Am I eligble for a refund if I modify my order?

Yes! We will refund you the remaining balance on your subscription at the time of order modification. In order to calculate the remaining balance, we first determine total days between the order creation date, and the end date of the subscription, respective of monthly vs. annual:

If you placed an order on 1/1/2020, for a monthly subscription, the end date will be 1/31/2020 (Add 1 month, and subtract 1 day). For this example, this amounts to a total of 30 days, not including the order date. For a yearly subscription, the end date will be 12/31/2020 (Add 1 year, and subtract 1 day). For this example, this amounts to a total of 365 days, not including the order date.

Then we determine how many days are remaining in your subscripition:

If you modified an order today, and lets say today is 1/15/2020, then from the above example for monthly order, the remaining time on your subscription is between 1/16/2020 - 1/31/2020, inclusive, which amounts to 16 days remaining. From the above example, for yearly order, the remaining time on your subscription is between 1/16/2020 - 12/31/2020, inclusive, which amounts to 351 days remaining.

Finally, we divide your order total by total days to find your order amount per day, and multiply that amount by how many remaining days are in your subscription.

Billing and Payments

How do I update my credit card on Datashop?

Go to "My Account" > "Orders". Within "Recurring Payments" find the recurring payment related to your order by locating the order id of the first order placed in your subscription (the initial order id). Click on 'Edit Payment' to be taken to your Payment Profile page. On the Payment Profile page, click on 'Update Payment' to be taken to a page where you can update your credit card, respective of your subscription. Click 'Save' when complete. Click 'Return to DataShop' to return to your Payment Profile page, where you will see a pop-up detailing either a successful or failed update. If your credit card update failed, please try again. Updating your credit card takes an overnight process.

Please ensure you click both the 'Save' button and the 'Return to DataShop' button at the appropriate times. Not clicking either of these may prevent the full update of your credit card, which may delay when your subscription can be retried for processing.

How do I cancel my order that is on a recurring payment?

Go to "My Account" > "Orders" > Within "Recurring Payments", find the recurring payment related to your order by locating the order id of the first order placed in your subscription (the initial order id). Click on 'Cancel Payment' box . You will receive a message " Recurring payment successfully cancelled ".

Why are there multiple credit card charges to my purchase?

DataShop attempts to make as few credit card charges as possible. When more than one product is purchased at the same time, multiple charges may be necessary if they have a different billing cycle (ex: one-time historical vs subscription, monthly subscription vs annual, etc) or when different types of products are purchased (ex: data product and LiveVol Platform).

DataShop Shopping Cart

Are there any restrictions to the types of products I can combine in my shopping cart?

Customers can combine any number of products in a single shopping cart with the exception of particular API and Platform combinations. The LiveVol Platform and All Access API must be purchased separately as they require different usage agreements and approvals. However, either can be combined with orders for data products (historical and/or subscription). Other APIs and Platforms are only available on sister sites and must be purchased there.

Special Exchange Closure Dates

What are the dates the US Exchanges were closed for Hurricane Sandy and Hurricane Gloria?

The Exchanges were closed on October 29th and 30th 2012, due to Hurricane Sandy and Sept 27 1985 due to Hurricane Gloria.

What are the dates the US Exchanges were closed for National Days of Mourning?

For Martin Luther King Jr Apr 9 1969, For President John F Kennedy Nov 25th 1963, President Richard Nixon Apr 27 1994, President Ronald Reagan Jun 11 2004, and President Gerald Ford Jan 2 2007, President George H.W.Bush Dec 5 2018.

What are the dates the US Exchanges were closed for the Terrorist attacks on the World Trade Center?

The Exchanges were closed on Sept 11 to Sept 14 2001.