Friday, June 17, 2011

File Structures of our historical option data

Overview

The most popular purchase from HistoricalOptionData.com is delivered, at its core, in a format known as CSV (Commas Separated Values). Whether it is files from our historical data set, or our end of day service, the files contain multiple rows of data, with each item of data separated from the next by a comma.
Example:

      A,31.09,*,A100320C00029000,,call,29,2.2,2.19,2.23,14,312,0.2556,0.8686,10.6905,-0.9416,1.6627,ACZ
The set of rows are grouped into files, and then in many cases the text files are compressed in “zip” files. Once you receive your files, you can either use them by opening directly in a spreadsheet such as Excel, or import them into your own database.

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