Downloading our Derivatives Data
When downloading derivatives data you have the choice to include the following fields:
For End of Day Futures Data: Timestamp, Delivery Date, Open, High, Low, Close, Volume, Open Interest
For End of Day Options Data: Timestamp, Delivery Date, Strike, Open, High, Low, Close, Volume, Open Interest, Volatility, ATM Volatility, Underlying
For Intraday Futures Data: Timestamp, Delivery Date, Trade Type, Price, Volume
For Intraday Options Data: Timestamp, Delivery Date, Price, Volume
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