Index Options

Key Concepts

Introduction

This page is a work in progress. We apologize for any errors.

Index Options are a financial derivative that gives the holder the right (but not the obligation) to buy or sell the value of an underlying Index, such as the S&P 500 index, at the stated exercise price. No actual assets are bought or sold. This page explains the basics of Index Option data in the Research Environment. To get some data, see Universes or Individual Contracts. For more information about the specific datasets we use, see the US Index Options and US Index Option Universe dataset listings.

Resolutions

The following table shows the available resolutions and data formats for Index Option contract subscriptions:

ResolutionTradeBarQuoteBarTrade TickQuote Tick
TickTICK

SecondSECOND

MinuteMINUTEgreen checkgreen check
HourHOURgreen checkgreen check
DailyDAILYgreen checkgreen check

Markets

The only market available for Index Options is Market.USA.

Data Normalization

The data normalization mode doesn't affect data from history request. If you change the data normalization mode, it won't change the outcome.

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