| tradingDate | date | Trading date |
| securityID | bigint | SpiderRock security ID |
| ticker_tk | string | Underlying ticker |
| todayTicker | string | Ticker symbol this security trades under as of the most recent trading date |
| dn | bigint | Sequential trading day number from the NMS trading calendar |
| open | float | Opening price |
| high | float | High price |
| low | float | Low price |
| close | float | Closing price |
| closePr | float | Prior trading day closing price, adjusted for corporate actions |
| volume | double | Trading volume |
| shares | bigint | Shares outstanding |
| earnFlag | string | Earnings proximity flag: 0 on an earnings date, -1 on the trading day before, 1 on the trading day after, N otherwise |
| ccVar | double | Squared log close-to-close price change (close over adjusted prior close) |
| hlVar | double | Squared log high-low price range |
| rvVar | float | Reserved for future use |
| expiryCount | int | The number of valid surfaces across all option expirations used to construct fixed term volatilities |
| hEMove | float | Realized volatility measurement of daily changes occurring on past earnings announcements |
| iEMove | float | Forecast earnings volatility as implied from the atm volatility term structure |
| wkD1 | float | Interpolated 5 day market atm volatility slope |
| shD1 | float | Interpolated 21 day atm vol slope |
| qtrD1 | float | Interpolated 63 day atm vol slope |
| lnD1 | float | Interpolated 252 day atm vol slope |
| atmCenI_decay | float | Reserved for future use |
| atmCenI_st | float | Reserved for future use |
| atmCenI_lt | float | Reserved for future use |
| atmCenI_5d | float | The 5 day censored atm volatility (with iEMove earnings volatility removed) |
| atmCenI_10d | float | The 10 day censored atm volatility (with iEMove earnings volatility removed) |
| atmCenI_21d | float | The 21 day censored atm volatility (with iEMove earnings volatility removed) |
| atmCenI_42d | float | The 42 day censored atm volatility (with iEMove earnings volatility removed) |
| atmCenI_63d | float | The 63 day censored atm volatility (with iEMove earnings volatility removed) |
| atmCenI_84d | float | The 84 day censored atm volatility (with iEMove earnings volatility removed) |
| atmCenI_105d | float | The 105 day censored atm volatility (with iEMove earnings volatility removed) |
| atmCenI_126d | float | The 126 day censored atm volatility (with iEMove earnings volatility removed) |
| atmCenI_189d | float | The 189 day censored atm volatility (with iEMove earnings volatility removed) |
| atmCenI_252d | float | The 252 day censored atm volatility (with iEMove earnings volatility removed) |
| atmCenI_378d | float | The 378 day censored atm volatility (with iEMove earnings volatility removed) |
| atmCenI_504d | float | The 504 day censored atm volatility (with iEMove earnings volatility removed) |
| atmCenH_st | float | Reserved for future use |
| atmCenH_lt | float | Reserved for future use |
| atmCenH_decay | float | Reserved for future use |
| atmCenH_5d | float | The 5 day censored atm volatility (with hEMove earnings volatility removed) |
| atmCenH_10d | float | The 10 day censored atm volatility (with hEMove earnings volatility removed) |
| atmCenH_21d | float | The 21 day censored atm volatility (with hEMove earnings volatility removed) |
| atmCenH_42d | float | The 42 day censored atm volatility (with hEMove earnings volatility removed) |
| atmCenH_63d | float | The 63 day censored atm volatility (with hEMove earnings volatility removed) |
| atmCenH_84d | float | The 84 day censored atm volatility (with hEMove earnings volatility removed) |
| atmCenH_105d | float | The 105 day censored atm volatility (with hEMove earnings volatility removed) |
| atmCenH_126d | float | The 126 day censored atm volatility (with hEMove earnings volatility removed) |
| atmCenH_189d | float | The 189 day censored atm volatility (with hEMove earnings volatility removed) |
| atmCenH_252d | float | The 252 day censored atm volatility (with hEMove earnings volatility removed) |
| atmCenH_378d | float | The 378 day censored atm volatility (with hEMove earnings volatility removed) |
| atmCenH_504d | float | The 504 day censored atm volatility (with hEMove earnings volatility removed) |
| nEarnCnt | int | Number of expected earnings events over the longest available term horizon |
| nEarnCnt_5d | int | Number of expected earnings events for an option expiring in 5 trading days |
| nEarnCnt_10d | int | Number of expected earnings events for an option expiring in 10 trading days |
| nEarnCnt_21d | int | Number of expected earnings events for an option expiring in 21 trading days |
| nEarnCnt_42d | int | Number of expected earnings events for an option expiring in 42 trading days |
| nEarnCnt_63d | int | Number of expected earnings events for an option expiring in 63 trading days |
| nEarnCnt_84d | int | Number of expected earnings events for an option expiring in 84 trading days |
| nEarnCnt_105d | int | Number of expected earnings events for an option expiring in 105 trading days |
| nEarnCnt_126d | int | Number of expected earnings events for an option expiring in 126 trading days |
| nEarnCnt_189d | int | Number of expected earnings events for an option expiring in 189 trading days |
| nEarnCnt_252d | int | Number of expected earnings events for an option expiring in 252 trading days |
| nEarnCnt_378d | int | Number of expected earnings events for an option expiring in 378 trading days |
| nEarnCnt_504d | int | Number of expected earnings events for an option expiring in 504 trading days |
| GICS | string | Reserved for future use |
| closeUnadjPr | float | Prior trading day closing price, unadjusted |
| returnFactor | float | Daily return factor (ratio of adjusted to unadjusted close) |
| totalReturn | float | Daily total return |
| cumulReturnFactor | double | Cumulative return factor from inception |