Tick Data Options (Trades and Quotes)
Datasets

Historical intraday options data for all US listed equity options contracts: trades and quotes (2011-2015). Data timestamps: before July 1, 2008 by seconds; from July 1, 2008 by milliseconds.

Public note

Restricted to current SFU students, faculty and staff with a valid SFU ID and password. Contact Mark Bodnar (mbodnar@sfu.ca) if you have questions about accessing this data.

Alternate names

Tick Data Options (Trades and Quotes)

Authentication note

Available as external hard drives in Bennett Library Media Storage. Sign in to the Library catalogue to request or visit the Bennett Library Service & Equipment desk. When borrowing these disks, please copy the data. Please DO NOT unzip the compressed files directly from the disk. The library does not have any back ups for this set of data.

Content types

Datasets

Open access

No

Subjects

Finance