3225-market-statistics
| # | Message Name | Description |
|---|---|---|
| 3225 | HistoricalVolatilities | Values in this table are computed daily and are calculated from end-of-day marks from the previous period. Official exchange closing values are used where possible. HistoricalVolatility records are published to the SpiderRock elastic cluster nightly. |
| 3230 | OptionOpenInterest | Open interest for each option series. Records are from the live OPRA feed. |
| 3235 | OptionOpenVega | This table contains cumulative open interest, day trading volume in terms of both contracts and vega. |
| 3240 | StockBeta | Beta values are computed weekly for a few different ETFs. |
| 3245 | StockBetaExt | Beta values are computed nightly for a few different indexes and industries. |
| 3250 | StockDetail | This table contains a ticker level summary of some earnings related information. This information is also available in other records but is collected here for convenience. |
| 3255 | TickerAnalytics |