DATASET
the session archive as files, for research that runs on your own machine
Every finished SPX session FirmTape has rebuilt from the options tape, 1,121+ of them, with full per-strike detail and all three dealer-gamma books (volume, measured and open interest), delivered as files and updated every evening. It is a licence for your own research: no credits, no rate limit and no browser in the way.
| Sessions | 1,121+, every finished day, full per-strike detail |
| Updates | every evening, minutes after the session closes |
| Compute | your own: no credits, no rate limit |
| Access | the API key you already have; no second key |
| Calendar | events.json, with what usually followed each kind of event |
| Price | $249 a month, or $2,490 a year (two months free) |
Start a licence on the pricing page (delivery starts that evening).
What is in the files
Every field of the archive, by the book it reads, its unit and since when it exists, is defined in the data dictionary. When each finished day reached the store, and what the collector caught of it, is on the tape's receipt.
Showing the numbers to others
DATASET is for your own research. To show FirmTape's levels or stream to people of your own, in an app, a site or a channel, see licensing.
Measurements of dealer positioning rebuilt from public trade and quote data; they are approximations and can be wrong. Not investment advice. See the Terms.