FactSet Tick History OPRA 1s (Sample)
收藏Snowflake2026-02-05 更新2026-02-06 收录
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资源简介：
FactSet’s OPRA 1s Tick History Solution delivers granular, normalized NBBO data for US listed options, designed for quantitative research, compliance, and strategy development.
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**Sample Data Coverage:**
- Tickers: SPXW and MSFT option contracts
- Date Range: November 13–14, 2024
- Conflation: 1-second intervals
November 2024 is featured due to its historically high volatility, and these dates represent full trading days for optimal analysis.
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**Note on Data Volume:**<br/>OPRA 1-second Tick History data is extremely granular—on peak trading days, data volume can reach up to **25TB/day**. Due to this substantial size, coverage in this sample dataset is **limited to November 13–14, 2024**.
提供机构：
FactSet
创建时间：
2026-02-04
