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XigniteGlobalOptionsFile Overview

End-of-Day Prices for Global Options

XigniteGlobalOptionsFile offers daily end-of-day prices for equity options trading on U.S and international exchanges. End-of-day prices can be used for end-of-day mark-to-market in portfolio accounting applications, stock analysis tools such as Matlab and R, and other applications that use end-of-day options prices.

Key Features

  • Files for each market are usually available by 10:45pm Eastern. The OPRA file is available between 5:30 pm and 6:30pm Eastern.
  • Files available for 30 days
  • RFC 4180-compliant CSV (comma-separated values) format compatible with Excel and other applications
  • Simple HTTP interface to retrieve files
  • Download files programmatically or with a web browser

Data Coverage At-A-Glance

  • Exchanges: OPRA, Montreal Derivatives(XMOD), Euronext Liffe (XLIF) - now part of ICE Futures Europe, Eurex Exchange (XEUR)

Key Data Points

  • Expiry Date: Contract expiration date
  • Symbol: OSI Option symbol
  • Underlying Symbol: Symbol of underlying equity
  • Put Call: Put or call indicator
  • Strike: Contract strike price
  • Volume: Daily volume for the contract
  • Open Interest: Current open interest
  • Bid: End of day bid quote
  • Ask: End of day ask quote
  • Last: Last trade price for the day
  • Currency: Quote currency (available in v2 files)
  • BidAskDate: Bid/Ask date (available in v2 files)
  • LastTradeDate: Last trade/price date (available in v2 files)