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Featured News
Annabelle Baldwin on How SpiderRock Connect and the ATS Are Bringing Competition Back to the Options Market
In 2020, we at SpiderRock began a...
Announcing Real-Time FLEX Option Pricing and Analytics Available Through SpiderRock
CHICAGO-- SpiderRock Gateway...
Announcing Real-Time FLEX Option Pricing and Analytics Available Through SpiderRock
CHICAGO-- SpiderRock Gateway...
Our Data & Analytics
Real-Time Data
SpiderRock delivers raw and normalized US-based equity, options, and futures data feeds via multicast channels. Our normalized feed provides a reduced bandwidth profile for better manageability and cost effectiveness, and our client-side APIs turn high multicast packet volumes into individual message at low latencies.
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Options Analytics
Our highly accurate and adaptive pricing methods cover all US-listed options and options on futures. By incorporating data from our API environment into our analytics framework, we offer a low latency analytics feed that provides options content including normalized OPRA and CME, NBBO implied volatility quotes, theoretical surface prices, Greeks, and trade prints.
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Historical Data
SpiderRock has a suite of historical data products in multiple asset classes and the ability to deliver data via flat files and Restful API. Our market data and analytics enable you to gain insights and make data driven decisions by examining historical theoretical volatility surfaces, implied volatilities, skew slopes, Greeks and stock, option and futures price and print information.
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Data Delivery
Volatility Charts
Intuitive web-based access to historical and implied volatility options data, including surfaces, volumes, and open interest.
Live APIs
API access to multiple live market data feeds and a wide selection of analytics for single stocks, ETFs, options, and futures.
Normalized Feeds
Specialized data feeds designed to simplify access to high-quality, low latency data at reasonable costs.
Cloud Based Delivery
High-quality historical datasets, including daily downloads of intraday and end-of-day quotes, trades, and analytics.
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