Historical Quotes
Minute-by-minute to nightly updates of the best quotes in the industry.
About Historical Quotes
High quality options data for advanced traders.
Accessibility
Download large data files quickly through Amazon S3 and FTP.
Initial bulk download available through FTP or AWS S3.
Ongoing data downloads available through FTP.
Ongoing quotes updated by 9:30pm EST every night.
Data Sets
Choose one of several different historical data sets to complement your research.
Near end-of-day data since 2007.
1-minute intraday data since August 2020.
2-minute snapshots since 2015.
Quality
Get data processed through sophisticated smoothing algorithms.
Quotes taken 14 min. before close to avoid deterioration.
Our SMV system creates a best skew of implied volatilities.
Data is constantly reviewed by team members & clients.
Data
Get industry standard data plus ORATS' proprietary calculations.
Delta, gamma, theta, rho, vega.
Implied volatilities for bid, mid, smoothed, forecasted and ask.
Proprietary theoretical values and forecasts.
SMV system
Learn about our Smoothed Market Values system.
An intensive process designed to create a best skew of implied volatilities, which are then used to calculate accurate greeks and theoretical options values.
Sample Data
Explore and download sample files.
Near End-of-day
Since 2007
A complete snapshot of the US equity options market 14-minutes before the close of trading each day.
1 Minute Intraday
Since August 2020
Full SMV greeks, theoretical values, and IVs for every minute during the trading day of all US equity options.
2 Minute Snapshot
Since 2015
Raw options market information snapped with underlying prices every two minutes during the day.
Pricing
Near End-of-day
A complete snapshot of the US equity options market 14-minutes before the close of trading each day.