What is in the files?

Every finished SPX session minute by minute with per-strike detail in the volume, measured and open-interest books, plus the market calendar file.

One file a day at the same address the terminal reads, with your account's token as a bearer header; the day list tells you which days exist.

A session lands the evening it closes; delivery starts the evening the licence starts.

Can I show the data to my own users?

Not under this licence, which is for your own research. Showing the numbers to other people is a redistribution licence, priced on /licensing.

Does it include the raw options tape?

No. Only FirmTape's derived measurements; licensed raw data never leaves FirmTape.

Does it carry today's session as it trades?

No. The files are finished sessions; today's session as it trades is LIVE.

Features / DATASET

DATASET

The whole SPX dealer-gamma archive, as files on your own machine.

Every finished session minute by minute and strike by strike, in the volume, measured and open-interest books, as the same files the terminal reads. A new session lands the evening it closes. Every field is defined in the data dictionary, with its book, unit and the day it starts.

The DATASET licence, monthly or yearly. Reading single sessions on the site stays free.

What the files are Read the DATASET guide

DATASET: The whole SPX dealer-gamma archive, as files on your own machine.

The problem

The free archive is built for reading one session at a time.

Research over a thousand sessions means a thousand page loads, and the site limits how many distinct days one visitor fetches.
Three books sit side by side in every session, and a number from one is meaningless next to a number from another unless you know which is which.
A backtest is only as good as the day it was last refreshed.

With DATASET

The archive as files, with a dictionary that names every field's book.

The DATASET licence delivers every finished SPX session as one file a day, the same file the terminal reads, with the per-visitor limit on distinct days removed for your account. Each field's book is in its name and in the data dictionary, so the volume, measured and open-interest books are never mixed, and a session is added the evening it closes.

How it works

Step by step

01 / 04
Start with the dictionary
Every field of the files and every LAB column, grouped by the book it reads. Read it before you license: it is public.
In the guide
02 / 04
Pick a book
VOLUME, MEASURED, OPEN INTEREST or NO BOOK: each tab lists the fields of one book, and the volume book is the default the chart draws.
In the guide
03 / 04
Read a field
Each row gives the field, what it means, its unit and since when it exists. Its suffix names its book.
In the guide
04 / 04
Download every evening
With the licence active, fetch each day's file with your account's token; a new session lands the evening it closes.
In the guide

Capabilities

What you can do with DATASET

Every session as a file

One file a day, the same one the terminal reads, minute by minute and strike by strike.

In the guide

Three books, never mixed

Volume, measured and open interest, each field named for its book.

In the guide

A new session every evening

The archive grows by one session each evening, so a study rerun tomorrow includes today.

In the guide

Every feature

Everything in DATASET

6 features · 2 groups. Each one is written up in the DATASET guide.

The files 4

The day files and the dictionaryCompute on every finished session by fetching one file a day, each field defined in the data dictionary.
Three books in every fileKeep the volume, measured and open-interest books apart by reading the book each field names.
A new session every eveningKeep a study current by fetching the session that lands each evening after the close.
Older days in the levels APIAsk the levels API for days older than its usual window by holding the licence on the same account.

The licence 2

Dataset licenceRun your own research on every finished session by licensing the archive as files.
Licensing for your productShow FirmTape's levels or stream to your own users by taking a printed redistribution licence.

What it gives you

Why it is worth a place on your screen

Your own compute

No credits, no browser and no rate limit on distinct days: the files run in your own notebook or pipeline.

Three books, never mixed

Every field names its book by suffix and in the dictionary, with its unit and the date it starts.

Current every evening

The session lands the evening it closes, so a study rerun tomorrow includes today.

The DATASET licence, monthly or yearly. Reading single sessions on the site stays free. Plans and prices.

Add to DATASET

Add to DATASET: Redistribution licences

Redistribution licences

Show FirmTape's levels or its stream to other people in your app, site, bot or channel, on printed terms

Works with

Questions about DATASET

What is in the files?: Every finished SPX session minute by minute with per-strike detail in the volume, measured and open-interest books, plus the market calendar file.
How do I download?: One file a day at the same address the terminal reads, with your account's token as a bearer header; the day list tells you which days exist.
How fresh is it?: A session lands the evening it closes; delivery starts the evening the licence starts.
Can I show the data to my own users?: Not under this licence, which is for your own research. Showing the numbers to other people is a redistribution licence, priced on /licensing.
Does it include the raw options tape?: No. Only FirmTape's derived measurements; licensed raw data never leaves FirmTape.
Does it carry today's session as it trades?: No. The files are finished sessions; today's session as it trades is LIVE.

What it does not do

It does not include the raw options prints or quotes.
It does not cover today's session while it trades.
It does not allow redistribution or a competing service; that needs a separate licence.
It does not forecast anything: every field is a measurement of a finished session.