Included in our equities packages are the below data points.
| Name | Tag | Type | Units | |
|---|---|---|---|---|
| Ask Price |
ask_price
|
Prices | USD per Share | |
| Ask Size |
ask_size
|
Prices | Integer | |
| Bid Price |
bid_price
|
Prices | USD per Share | |
| Bid Size |
bid_size
|
Prices | Integer | |
| Close Price |
close_price
|
Prices | USD per Share | |
| Delta |
delta
|
Prices | Float | |
| Implied Volatility |
implied_volatility
|
Options | Float | |
| Implied Volatility Change |
implied_volatility_change
|
Options | Float | |
| Next Day Open Interest |
next_day_open_interest
|
Options | Integer | |
| Open Interest |
open_interest
|
Options | Integer | |
| Open Interest Change |
open_interest_change
|
Options | Integer | |
| Price Date |
price_date
|
Prices | Date | |
| Volume |
volume
|
Prices | Shares |
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