Trigger Build

Common/Data/UniverseSelection/BaseChainUniverseData.cs

@@ -171,69 +171,6 @@ namespace QuantConnect.Data.UniverseSelection
             return Path.Combine(LeanData.GenerateUniversesDirectory(Globals.DataFolder, symbol), $"{date:yyyyMMdd}.csv");
         }
 
-        /// <summary>
-        /// Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object
-        /// each time it is called.
-        /// </summary>
-        /// <param name="config">Subscription data config setup object</param>
-        /// <param name="stream">Stream reader of the source document</param>
-        /// <param name="date">Date of the requested data</param>
-        /// <param name="symbol">The symbol read and parsed from the current line in the stream</param>
-        /// <param name="remainingLine">The remaining string after reading the symbol from the current line in the stream</param>
-        /// <returns>Whether a valid line starting with a symbol was read</returns>
-        protected static bool TryRead(SubscriptionDataConfig config, StreamReader stream, DateTime date, out Symbol symbol, out string remainingLine)
-        {
-            symbol = null;
-            remainingLine = null;
-
-            if (stream == null || stream.EndOfStream)
-            {
-                return false;
-            }
-
-            var sidStr = stream.GetString();
-
-            if (sidStr.StartsWith("#", StringComparison.InvariantCulture))
-            {
-                stream.ReadLine();
-                return false;
-            }
-
-            var symbolValue = stream.GetString();
-            remainingLine = stream.ReadLine();
-
-            var key = $"{sidStr}:{symbolValue}";
-
-            if (!TryGetCachedSymbol(key, out symbol))
-            {
-                var sid = SecurityIdentifier.Parse(sidStr);
-
-                if (sid.HasUnderlying)
-                {
-                    // Let's try to get the underlying symbol from the cache
-                    SymbolRepresentation.TryDecomposeOptionTickerOSI(symbolValue, sid.SecurityType,
-                        out var _, out var underlyingValue, out var _, out var _, out var _);
-                    var underlyingKey = $"{sid.Underlying}:{underlyingValue}";
-                    var underlyingWasCached = TryGetCachedSymbol(underlyingKey, out var underlyingSymbol);
-
-                    symbol = Symbol.CreateOption(sid, symbolValue, underlyingSymbol);
-
-                    if (!underlyingWasCached)
-                    {
-                        CacheSymbol(underlyingKey, symbol.Underlying);
-                    }
-                }
-                else
-                {
-                    symbol = new Symbol(sid, symbolValue);
-                }
-
-                CacheSymbol(key, symbol);
-            }
-
-            return true;
-        }
-
         /// <summary>
         /// Gets the default resolution for this data and security type
         /// </summary>

Common/Data/UniverseSelection/BaseDataCollection.cs

@@ -27,11 +27,6 @@ namespace QuantConnect.Data.UniverseSelection
     /// </summary>
     public class BaseDataCollection : BaseData, IEnumerable<BaseData>
     {
-        /// <summary>
-        /// Cache for the symbols to avoid creating them multiple times
-        /// </summary>
-        private static readonly Dictionary<string, Symbol> _symbolsCache = new();
-
         private DateTime _endTime;
 
         /// <summary>
@@ -222,32 +217,5 @@ namespace QuantConnect.Data.UniverseSelection
         {
             return GetEnumerator();
         }
-
-        /// <summary>
-        /// Tries to get a symbol from the cache
-        /// </summary>
-        protected static bool TryGetCachedSymbol(string ticker, out Symbol symbol)
-        {
-            lock (_symbolsCache)
-            {
-                return _symbolsCache.TryGetValue(ticker, out symbol);
-            }
-        }
-
-        /// <summary>
-        /// Caches a symbol
-        /// </summary>
-        protected static void CacheSymbol(string ticker, Symbol symbol)
-        {
-            lock (_symbolsCache)
-            {
-                // limit the cache size to help with memory usage
-                if (_symbolsCache.Count >= 600000)
-                {
-                    _symbolsCache.Clear();
-                }
-                _symbolsCache.TryAdd(ticker, symbol);
-            }
-        }
     }
 }

Common/Data/UniverseSelection/FutureUniverse.cs

@@ -13,8 +13,11 @@
  * limitations under the License.
 */
 
+using QuantConnect.Util;
 using System;
+using System.Collections.Generic;
 using System.IO;
+using System.Runtime.CompilerServices;
 
 namespace QuantConnect.Data.UniverseSelection
 {
@@ -23,6 +26,12 @@ namespace QuantConnect.Data.UniverseSelection
     /// </summary>
     public class FutureUniverse : BaseChainUniverseData
     {
+        /// <summary>
+        /// Cache for the symbols to avoid creating them multiple times
+        /// </summary>
+        /// <remarks>Key: securityType, market, ticker, expiry</remarks>
+        private static readonly Dictionary<(SecurityType, string, string, DateTime), Symbol> _symbolsCache = new();
+
         /// <summary>
         /// Creates a new instance of the <see cref="FutureUniverse"/> class
         /// </summary>
@@ -58,12 +67,27 @@ namespace QuantConnect.Data.UniverseSelection
         [StubsIgnore]
         public override BaseData Reader(SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode)
         {
-            if (TryRead(config, stream, date, out var symbol, out var remainingLine))
+            if (stream == null || stream.EndOfStream)
             {
-                return new FutureUniverse(date, symbol, remainingLine);
+                return null;
             }
 
-            return null;
+            if (stream.Peek() == '#')
+            {
+                // Skip header
+                stream.ReadLine();
+                return null;
+            }
+
+            var expiry = stream.GetDateTime("yyyyMMdd");
+            var cacheKey = (config.SecurityType, config.Market, config.Symbol.ID.Symbol, expiry);
+            if (!TryGetCachedSymbol(cacheKey, out var symbol))
+            {
+                symbol = Symbol.CreateFuture(config.Symbol.ID.Symbol, config.Symbol.ID.Market, expiry);
+                CacheSymbol(cacheKey, symbol);
+            }
+
+            return new FutureUniverse(date, symbol, stream.ReadLine());
         }
 
         /// <summary>
@@ -101,12 +125,41 @@ namespace QuantConnect.Data.UniverseSelection
         /// </summary>
         public static string ToCsv(Symbol symbol, decimal open, decimal high, decimal low, decimal close, decimal volume, decimal? openInterest)
         {
-            return $"{symbol.ID},{symbol.Value},{open},{high},{low},{close},{volume},{openInterest}";
+            return $"{symbol.ID.Date:yyyyMMdd},{open},{high},{low},{close},{volume},{openInterest}";
         }
 
         /// <summary>
         /// Gets the CSV header string for this universe entry
         /// </summary>
-        public static string CsvHeader => "symbol_id,symbol_value,open,high,low,close,volume,open_interest";
+        public static string CsvHeader => "expiry,open,high,low,close,volume,open_interest";
+
+        /// <summary>
+        /// Tries to get a symbol from the cache
+        /// </summary>
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        protected static bool TryGetCachedSymbol((SecurityType, string, string, DateTime) key, out Symbol symbol)
+        {
+            lock (_symbolsCache)
+            {
+                return _symbolsCache.TryGetValue(key, out symbol);
+            }
+        }
+
+        /// <summary>
+        /// Caches a symbol
+        /// </summary>
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        protected static void CacheSymbol((SecurityType, string, string, DateTime) key, Symbol symbol)
+        {
+            lock (_symbolsCache)
+            {
+                // limit the cache size to help with memory usage
+                if (_symbolsCache.Count >= 100000)
+                {
+                    _symbolsCache.Clear();
+                }
+                _symbolsCache.TryAdd(key, symbol);
+            }
+        }
     }
 }

Common/Data/UniverseSelection/OptionUniverse.cs

@@ -14,10 +14,12 @@
 */
 
 using System;
+using System.Collections.Generic;
 using System.IO;
 using System.Runtime.CompilerServices;
 using QuantConnect.Data.Market;
 using QuantConnect.Python;
+using QuantConnect.Util;
 
 namespace QuantConnect.Data.UniverseSelection
 {
@@ -26,6 +28,12 @@ namespace QuantConnect.Data.UniverseSelection
     /// </summary>
     public class OptionUniverse : BaseChainUniverseData
     {
+        /// <summary>
+        /// Cache for the symbols to avoid creating them multiple times
+        /// </summary>
+        /// <remarks>Key: securityType, market, ticker, expiry, strike, right</remarks>
+        private static readonly Dictionary<(SecurityType, string, string, DateTime, decimal, OptionRight), Symbol> _symbolsCache = new();
+
         private const int StartingGreeksCsvIndex = 7;
 
         /// <summary>
@@ -99,12 +107,46 @@ namespace QuantConnect.Data.UniverseSelection
         [StubsIgnore]
         public override BaseData Reader(SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode)
         {
-            if (TryRead(config, stream, date, out var symbol, out var remainingLine))
+            if (stream == null || stream.EndOfStream)
             {
-                return new OptionUniverse(date, symbol, remainingLine);
+                return null;
             }
 
-            return null;
+            var firstChar = (char)stream.Peek();
+            if (firstChar == '#')
+            {
+                // Skip header
+                stream.ReadLine();
+                return null;
+            }
+
+            Symbol symbol;
+            if (!char.IsDigit(firstChar))
+            {
+                // This is the underlying line
+                symbol = config.Symbol.Underlying;
+                // Skip the first 3 cells, expiry, strike and right, which will be empty for the underlying
+                stream.GetChar();
+                stream.GetChar();
+                stream.GetChar();
+            }
+            else
+            {
+                var expiry = stream.GetDateTime("yyyyMMdd");
+                var strike = stream.GetDecimal();
+                var right = char.ToUpperInvariant(stream.GetChar()) == 'C' ? OptionRight.Call : OptionRight.Put;
+                var targetOption = config.Symbol.SecurityType != SecurityType.IndexOption ? null : config.Symbol.ID.Symbol;
+
+                var cacheKey = (config.SecurityType, config.Market, targetOption ?? config.Symbol.Underlying.Value, expiry, strike, right);
+                if (!TryGetCachedSymbol(cacheKey, out symbol))
+                {
+                    symbol = Symbol.CreateOption(config.Symbol.Underlying, targetOption, config.Symbol.ID.Market,
+                        config.Symbol.SecurityType.DefaultOptionStyle(), right, strike, expiry);
+                    CacheSymbol(cacheKey, symbol);
+                }
+            }
+
+            return new OptionUniverse(date, symbol, stream.ReadLine());
         }
 
         /// <summary>
@@ -141,18 +183,29 @@ namespace QuantConnect.Data.UniverseSelection
             return new OptionUniverse(this);
         }
 
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        private static string GetOptionSymbolCsv(Symbol symbol)
+        {
+            if (!symbol.SecurityType.IsOption())
+            {
+                return ",,";
+            }
+
+            return $"{symbol.ID.Date:yyyyMMdd},{symbol.ID.StrikePrice},{(symbol.ID.OptionRight == OptionRight.Call ? 'C' : 'P')}";
+        }
+
         /// <summary>
         /// Gets the CSV string representation of this universe entry
         /// </summary>
         public static string ToCsv(Symbol symbol, decimal open, decimal high, decimal low, decimal close, decimal volume, decimal? openInterest,
             decimal? impliedVolatility, Greeks greeks)
         {
-            if (symbol.SecurityType == SecurityType.FutureOption || symbol.SecurityType == SecurityType.Future)
+            if (symbol.SecurityType == SecurityType.Future || symbol.SecurityType == SecurityType.FutureOption)
             {
-                return $"{symbol.ID},{symbol.Value},{open},{high},{low},{close},{volume},{openInterest}";
+                return $"{GetOptionSymbolCsv(symbol)},{open},{high},{low},{close},{volume},{openInterest}";
             }
 
-            return $"{symbol.ID},{symbol.Value},{open},{high},{low},{close},{volume},"
+            return $"{GetOptionSymbolCsv(symbol)},{open},{high},{low},{close},{volume},"
                 + $"{openInterest},{impliedVolatility},{greeks?.Delta},{greeks?.Gamma},{greeks?.Vega},{greeks?.Theta},{greeks?.Rho}";
         }
 
@@ -175,10 +228,10 @@ namespace QuantConnect.Data.UniverseSelection
             // FOPs don't have greeks
             if (securityType == SecurityType.FutureOption || securityType == SecurityType.Future)
             {
-                return "symbol_id,symbol_value,open,high,low,close,volume,open_interest";
+                return "expiry,strike,right,open,high,low,close,volume,open_interest";
             }
 
-            return "symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho";
+            return "expiry,strike,right,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho";
         }
 
         [MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -227,5 +280,34 @@ namespace QuantConnect.Data.UniverseSelection
                 return $"D: {Delta}, G: {Gamma}, V: {Vega}, T: {Theta}, R: {Rho}";
             }
         }
+
+        /// <summary>
+        /// Tries to get a symbol from the cache
+        /// </summary>
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        protected static bool TryGetCachedSymbol((SecurityType, string, string, DateTime, decimal, OptionRight) key, out Symbol symbol)
+        {
+            lock (_symbolsCache)
+            {
+                return _symbolsCache.TryGetValue(key, out symbol);
+            }
+        }
+
+        /// <summary>
+        /// Caches a symbol
+        /// </summary>
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        protected static void CacheSymbol((SecurityType, string, string, DateTime, decimal, OptionRight) key, Symbol symbol)
+        {
+            lock (_symbolsCache)
+            {
+                // limit the cache size to help with memory usage
+                if (_symbolsCache.Count >= 500000)
+                {
+                    _symbolsCache.Clear();
+                }
+                _symbolsCache.TryAdd(key, symbol);
+            }
+        }
     }
 }

Common/Util/LeanData.cs

@@ -631,7 +631,7 @@ namespace QuantConnect.Util
         /// </summary>
         public static string GenerateRelativeUniversesDirectory(Symbol symbol)
         {
-            var path = Path.Combine(symbol.SecurityType.SecurityTypeToLower(), symbol.ID.Market, "universes");
+            var path = Path.Combine($"new_{symbol.SecurityType.SecurityTypeToLower()}", symbol.ID.Market, "universes");
             switch (symbol.SecurityType)
             {
                 case SecurityType.Option:

Common/Util/StreamReaderExtensions.cs

@@ -189,5 +189,31 @@ namespace QuantConnect.Util
                 StringBuilders.Add(builder);
             }
         }
+
+        /// <summary>
+        /// Gets a character from a stream reader
+        /// </summary>
+        /// <param name="stream">The data stream</param>
+        /// <param name="delimiter">The data delimiter character to use, default is ','</param>
+        /// <returns>The string instance read</returns>
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        public static char GetChar(this StreamReader stream, char delimiter = DefaultDelimiter)
+        {
+            var current = (char)stream.Read();
+            var next = (char)stream.Peek();
+
+            if (current == delimiter || current == '\n' || current == '\r' && (next != '\n' || stream.Read() == '\n') || current == NoMoreData)
+            {
+                return '\0';
+            }
+
+            if (next == delimiter || next == '\n' || next == '\r' && stream.Read() == '\r' && stream.Peek() == '\n' || next == NoMoreData)
+            {
+                // Consume the delimiter
+                stream.Read();
+            }
+
+            return current;
+        }
     }
 }

Data/future/cme/universes/dc/20111230.csv

@@ -1,18 +1,18 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-DC V4JPUDG8NG1T,DC01H12,17.25,17.35,17.13,17.15,231,4726
-DC V5E8P9SH0U0X,DC01H12,17.5,17.69,17.45,17.56,449,3926
-DC V67S42RJBGU9,DC01J12,17.4,17.44,17.39,17.42,31,2841
-DC V70C2SDFJCHT,DC30K12,17.25,17.3,17.25,17.25,11,2687
-DC V7YSQ26C7R41,DC04M12,17.16,17.34,17.15,17.28,63,1680
-DC V8PDSL1WA4G1,DC31M12,0,0,0,0,0,2292
-DC V9GYB7AMF8XT,DC28Q12,17.35,17.35,17.32,17.32,6,1592
-DC VAFEYH3J3NK1,DC02U12,17.38,17.38,17.38,17.38,1,1555
-DC VB50KWLX39Q9,DC28V12,17.07,17.07,17.06,17.06,3,1324
-DC VC5G4D55X6O1,DC04X12,17.04,17.05,17.04,17.05,10,1279
-DC VCY032R252BL,DC02Z12,17.08,17.08,17.06,17.06,2,1269
-DC VDOL5LMM7FNL,DC29F13,16.75,16.78,16.75,16.775,0,36
-DC VEG5O7VCCK5D,DC26G13,0,0,0,0,0,25
-DC VFEMBHO90YRL,DC02H13,0,0,0,0,0,21
-DC VH4NHDPVUHVL,DC04K13,0,0,0,0,0,5
-DC VHW7ZZYLZMDD,DC02M13,0,0,0,0,0,4
-DC VINSIM7C4QV5,DC30N13,0,0,0,0,0,3
+#expiry,open,high,low,close,volume,open_interest
+20120301,17.25,17.35,17.13,17.15,231,4726
+20120401,17.5,17.69,17.45,17.56,449,3926
+20120501,17.4,17.44,17.39,17.42,31,2841
+20120530,17.25,17.3,17.25,17.25,11,2687
+20120704,17.16,17.34,17.15,17.28,63,1680
+20120731,0,0,0,0,0,2292
+20120828,17.35,17.35,17.32,17.32,6,1592
+20121002,17.38,17.38,17.38,17.38,1,1555
+20121028,17.07,17.07,17.06,17.06,3,1324
+20121204,17.04,17.05,17.04,17.05,10,1279
+20130102,17.08,17.08,17.06,17.06,2,1269
+20130129,16.75,16.78,16.75,16.775,0,36
+20130226,0,0,0,0,0,25
+20130402,0,0,0,0,0,21
+20130604,0,0,0,0,0,5
+20130702,0,0,0,0,0,4
+20130730,0,0,0,0,0,3

Data/future/cme/universes/dc/20120330.csv

@@ -1,16 +1,16 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-DC V67S42RJBGU9,DC01J12,15.78,15.9,15.68,15.87,281,5072
-DC V70C2SDFJCHT,DC30K12,15.69,15.83,15.53,15.75,263,4247
-DC V8PDSL1WA4G1,DC31M12,15.98,16.05,15.79,16,99,3593
-DC V7YSQ26C7R41,DC04M12,16.39,16.51,16.38,16.44,20,2618
-DC V9GYB7AMF8XT,DC28Q12,16.84,16.87,16.7,16.74,14,2590
-DC VAFEYH3J3NK1,DC02U12,16.7,16.8,16.64,16.76,18,2303
-DC VB50KWLX39Q9,DC28V12,16.67,16.67,16.64,16.66,9,2113
-DC VC5G4D55X6O1,DC04X12,16.52,16.54,16.49,16.5,13,1965
-DC VCY032R252BL,DC02Z12,16.45,16.47,16.44,16.44,9,1857
-DC VDOL5LMM7FNL,DC29F13,16.14,16.265,15.875,16.045,0,185
-DC VEG5O7VCCK5D,DC26G13,16.1,16.13,16.1,16.1,4,138
-DC VFEMBHO90YRL,DC02H13,16.065,16.33,16.05,16.325,0,36
-DC VH4NHDPVUHVL,DC04K13,16.00,16.07,15.965,16.065,0,27
-DC VHW7ZZYLZMDD,DC02M13,16.025,16.065,16.00,16.06,0,27
-DC VINSIM7C4QV5,DC30N13,0,0,0,0,0,16
+#expiry,open,high,low,close,volume,open_interest
+20120501,15.78,15.9,15.68,15.87,281,5072
+20120530,15.69,15.83,15.53,15.75,263,4247
+20120731,15.98,16.05,15.79,16,99,3593
+20120704,16.39,16.51,16.38,16.44,20,2618
+20120828,16.84,16.87,16.7,16.74,14,2590
+20121002,16.7,16.8,16.64,16.76,18,2303
+20121028,16.67,16.67,16.64,16.66,9,2113
+20121204,16.52,16.54,16.49,16.5,13,1965
+20130102,16.45,16.47,16.44,16.44,9,1857
+20130129,16.14,16.265,15.875,16.045,0,185
+20130226,16.1,16.13,16.1,16.1,4,138
+20130402,16.065,16.33,16.05,16.325,0,36
+20130604,16.00,16.07,15.965,16.065,0,27
+20130702,16.025,16.065,16.00,16.06,0,27
+20130730,0,0,0,0,0,16

Data/future/cme/universes/dc/20131004.csv

@@ -1,17 +1,17 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-DC VOLGIWKYQGOX,DC04G14,16.66,16.66,16.6,16.66,24,1457
-DC VNTW0AC8LC75,DC04F14,16.81,16.84,16.72,16.83,76,1630
-DC VYJV8XQEL341,DC03G15,16.415,16.415,16.35,16.38,0,
-DC VM3UUEALRT35,DC03X13,17.99,18.06,17.74,17.83,350,4288
-DC VW29KFG1MFI9,DC02X14,17,17.03,17,17.03,12,366
-DC VL5E74HP3EGX,DC29V13,18.14,18.14,18,18.07,207,3951
-DC VTLNC0IUQJ29,DC03Q14,17.13,17.13,17.06,17.06,5,504
-DC VQ4LK52F0POH,DC29J14,16.5,16.5,16.47,16.5,4,1036
-DC VMVFD0JBWXKX,DC31Z13,17.27,17.3,17.05,17.21,165,3253
-DC VXSAQBHOFYM9,DC03F15,16.655,16.655,16.6,16.605,0,1
-DC VR327EVBP4AP,DC03K14,16.54,16.6,16.54,16.54,3,1082
-DC VVAP1T7BHB0H,DC04V14,17.06,17.06,17.05,17.06,23,399
-DC VWTU31ORRK01,DC30Z14,16.99,16.99,16.99,16.99,13,347
-DC VPD11ITOVL6P,DC01H14,16.58,16.61,16.57,16.61,23,1246
-DC VSM78NCRZDA9,DC29N14,17.02,17.02,17.02,17.02,5,473
-DC VRUMQ141U8SH,DC01M14,16.78,16.82,16.7,16.7,8,929
+#expiry,open,high,low,close,volume,open_interest
+20140304,16.66,16.66,16.6,16.66,24,1457
+20140204,16.81,16.84,16.72,16.83,76,1630
+20150303,16.415,16.415,16.35,16.38,0,
+20131203,17.99,18.06,17.74,17.83,350,4288
+20141202,17,17.03,17,17.03,12,366
+20131029,18.14,18.14,18,18.07,207,3951
+20140903,17.13,17.13,17.06,17.06,5,504
+20140429,16.5,16.5,16.47,16.5,4,1036
+20131231,17.27,17.3,17.05,17.21,165,3253
+20150203,16.655,16.655,16.6,16.605,0,1
+20140603,16.54,16.6,16.54,16.54,3,1082
+20141104,17.06,17.06,17.05,17.06,23,399
+20141230,16.99,16.99,16.99,16.99,13,347
+20140401,16.58,16.61,16.57,16.61,23,1246
+20140729,17.02,17.02,17.02,17.02,5,473
+20140701,16.78,16.82,16.7,16.7,8,929

Data/future/cme/universes/es/20130710.csv

@@ -1,11 +1,11 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-ES VMKLFZIH2MTD,ES20Z13,1660.25,1665,1651.5,1664.5,727,22316
-ES VP274HSU1AF5,ES21H14,1653.5,1657.75,1650.25,1657.5,31,2006
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Data/future/cme/universes/es/20130711.csv

@@ -1,11 +1,11 @@
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Data/future/cme/universes/es/20131003.csv

@@ -1,11 +1,11 @@
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Data/future/cme/universes/es/20131004.csv

@@ -1,6 +1,6 @@
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-ES VWJ060NWX98H,ES19Z14,1658.125,1658.125,1641.375,1641.875,0,105
+#expiry,open,high,low,close,volume,open_interest
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Data/future/cme/universes/es/20131007.csv

@@ -1,6 +1,6 @@
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-ES VWJ060NWX98H,ES19Z14,1641.875,1647.125,1624.875,1629.5,0,105
+#expiry,open,high,low,close,volume,open_interest
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Data/future/cme/universes/es/20131008.csv

@@ -1,6 +1,6 @@
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-ES VWJ060NWX98H,ES19Z14,1629.5,1632.875,1614.50,1622.5,0,105
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Data/future/cme/universes/es/20131009.csv

@@ -1,6 +1,6 @@
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-ES VWJ060NWX98H,ES19Z14,1622.5,1660.875,1622.5,1655.875,0,105
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Data/future/cme/universes/es/20131010.csv

@@ -1,6 +1,6 @@
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Data/future/cme/universes/es/20131011.csv

@@ -1,11 +1,11 @@
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Data/future/cme/universes/es/20131015.csv

@@ -1,11 +1,11 @@
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Data/future/cme/universes/es/20131016.csv

@@ -1,11 +1,11 @@
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Data/future/cme/universes/es/20131028.csv

@@ -1,11 +1,11 @@
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Data/future/cme/universes/es/20131125.csv

@@ -1,11 +1,11 @@
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Data/future/cme/universes/es/20131217.csv

@@ -1,6 +1,6 @@
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-ES VRJST036ZY0X,ES20M14,1769.25,1798.75,1754,1797.25,585,2980
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Data/future/cme/universes/es/20131219.csv

@@ -1,6 +1,6 @@
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-ES VP274HSU1AF5,ES21H14,1804.5,1817.75,1802.5,1816.5,1134383,2658894
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Data/future/cme/universes/es/20131226.csv

@@ -1,10 +1,10 @@
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-ES VRJST036ZY0X,ES20M14,1832.25,1832.75,1828.25,1829.75,305,4063
-ES VU1EHIDJYLMP,ES19U14,1822.75,1822.75,1822.75,1822.75,1,701
-ES VWJ060NWX98H,ES19Z14,1814.00,1819.75,1808.875,1817.125,0,130
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Data/future/cme/universes/es/20131227.csv

@@ -1,10 +1,10 @@
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-ES VRJST036ZY0X,ES20M14,1829.75,1831.5,1827,1827,291,4956
-ES VU1EHIDJYLMP,ES19U14,1824,1824,1821.25,1821.25,26,724
-ES VWJ060NWX98H,ES19Z14,1814.25,1814.25,1814.25,1814.25,1,130
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Data/future/cme/universes/es/20140224.csv

@@ -1,10 +1,10 @@
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-ES VRJST036ZY0X,ES20M14,1838.5,1843.75,1830.75,1840,2989,79519
-ES VU1EHIDJYLMP,ES19U14,1829,1836.25,1825,1827,38,2777
-ES VWJ060NWX98H,ES19Z14,1828,1828,1820.5,1824,7,163
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Data/future/cme/universes/es/20140225.csv

@@ -1,10 +1,10 @@
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-ES VRJST036ZY0X,ES20M14,1839.5,1845.75,1831.25,1835.5,2027,80602
-ES VU1EHIDJYLMP,ES19U14,1828,1836,1826.25,1826.25,24,2791
-ES VWJ060NWX98H,ES19Z14,1828,1828,1820.5,1824,0,164
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Data/future/cme/universes/es/20140318.csv

@@ -1,10 +1,10 @@
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Data/future/cme/universes/es/20140320.csv

@@ -1,9 +1,9 @@
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Data/future/cme/universes/es/20140425.csv

@@ -1,9 +1,9 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-ES VRJST036ZY0X,ES20M14,1865.25,1871.75,1844,1866.25,1847973,2816864
-ES VU1EHIDJYLMP,ES19U14,1857.75,1863.75,1836.75,1858.75,2059,14595
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Data/future/cme/universes/es/20140606.csv

@@ -1,9 +1,9 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
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-ES VWJ060NWX98H,ES19Z14,1932.25,1938.5,1931,1935.75,155,5918
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Data/future/cme/universes/es/20140609.csv

@@ -1,9 +1,9 @@
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Data/future/cme/universes/es/20200102.csv

@@ -1,6 +1,6 @@
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-ES XMXYBDF3IXHD,ES19H21,3253.5,3256.0,3225.625,3237.375,0,6
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Data/future/cme/universes/es/20200103.csv

@@ -1,6 +1,6 @@
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-ES XCZJLC9NOB29,ES20H20,3214.5,3249.5,3213.25,3242.75,1049837,2688734
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-ES XMXYBDF3IXHD,ES19H21,3237.375,3254.5,3219.875,3243.625,0,6
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Data/future/cme/universes/es/20200106.csv

@@ -1,6 +1,6 @@
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-ES XMXYBDF3IXHD,ES19H21,3241.25,3241.25,3241.25,3241.25,1,7
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Data/future/cme/universes/es/20200107.csv

@@ -1,6 +1,6 @@
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Data/future/cme/universes/es/20200131.csv

@@ -1,6 +1,6 @@
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-ES XMXYBDF3IXHD,ES19H21,3226.875,3268.875,3226.875,3255.875,0,9
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Data/future/cme/universes/es/20200203.csv

@@ -1,6 +1,6 @@
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-ES XMXYBDF3IXHD,ES19H21,3255.875,3308.75,3255.875,3302.625,0,9
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Data/future/cme/universes/es/20200204.csv

@@ -1,6 +1,6 @@
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Data/future/cme/universes/es/20200205.csv

@@ -1,6 +1,6 @@
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-ES XCZJLC9NOB29,ES20H20,3344,3348.25,3332.75,3348,971587,2703568
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-ES XMXYBDF3IXHD,ES19H21,3334.125,3352.375,3332.0,3344.375,0,9
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Data/future/cme/universes/es/20200206.csv

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-ES XKGCMV4QK9VL,ES18Z20,3342.625,3371.875,2601.875,2634.75,0,2236
-ES XMXYBDF3IXHD,ES19H21,3344.375,3347.875,3320.375,3328.625,0,9
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Data/future/cme/universes/es/20200207.csv

@@ -1,6 +1,6 @@
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-ES XMXYBDF3IXHD,ES19H21,3328.625,3397.625,3317,3380,0,9
+#expiry,open,high,low,close,volume,open_interest
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Data/future/cme/universes/es/20200210.csv

@@ -1,6 +1,6 @@
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-ES XMXYBDF3IXHD,ES19H21,3369,3369,3362,3362,4,9
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Data/future/cme/universes/es/20200211.csv

@@ -1,6 +1,6 @@
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Data/future/cme/universes/es/20201006.csv

@@ -1,3 +1,3 @@
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-ES XMXYBDF3IXHD,ES19H21,3379.75,3407,3376,3396,184,18144
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Data/future/comex/universes/gc/20131004.csv

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Data/future/comex/universes/gc/20131007.csv

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Data/future/comex/universes/gc/20131008.csv

@@ -1,22 +1,22 @@
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Data/future/comex/universes/gc/20131009.csv

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Data/future/comex/universes/gc/20131015.csv

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Data/future/comex/universes/gc/20131016.csv

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Data/future/comex/universes/gc/20131028.csv

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Data/future/comex/universes/gc/20131125.csv

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Data/future/comex/universes/gc/20131217.csv

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+20151229,1243,1243,1229.1,1229.1,8,12364
+20160628,1248.2,1250.6,1248.2,1250.6,17,1200
+20161228,1258.4,1258.4,1258.4,1258.4,10,5937
+20170628,1267.15,1280.7,1252.15,1254.4,0,1403
+20171227,1283.4,1283.4,1283.4,1283.4,5,4046
+20180627,1304.15,1314.1,1285.55,1287.8,0,610
+20181227,1322.15,1337.2,1305.65,1307.9,0,58
+20190626,1355.2,1372.1,1343.55,1345.8,0,
+20200327,0,0,0,0,0,
+20200428,0,0,0,0,0,

Data/future/comex/universes/gc/20140225.csv

@@ -1,20 +1,20 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-GC VQ3M41P8XYFX,GC28J14,1333.2,1335.8,1322.3,1330.6,71874,234717
-GC VRPPHKA7GGWT,GC26M14,1333.3,1336,1322.8,1331.2,2131,54408
-GC VTER7CYO78V1,GC27Q14,1333.4,1336,1323.5,1329.9,248,18889
-GC VV4SD90B0RZ1,GC29V14,1335.7,1335.7,1325.9,1329.4,42,7561
-GC VWSUMYBLOSRH,GC29Z14,1333.4,1335.7,1324.5,1329.9,277,22396
-GC VYDYKDJE4K2L,GC25G15,1342.8,1342.8,1318.8,1332.65,0,3315
-GC W030A67UVC0T,GC28J15,1332.2,1332.2,1332.2,1332.2,5,4456
-GC W1P3NOSTDUHP,GC26M15,1336,1336,1330,1335,37,7780
-GC W3E5DHHA4MFX,GC27Q15,1347.5,1348.8,1344.3,1344.3,0,4605
-GC W6S8T2U7M6CD,GC29Z15,1334.3,1336.7,1334.3,1336.7,55,11740
-GC WBRG63EXJHJX,GC28M16,1358.3,1358.3,1358.3,1358.3,0,3355
-GC WGRMZ7CTJJX9,GC28Z16,1352.2,1352.2,1352.1,1352.2,23,6825
-GC WLQUC7XJGV4T,GC28M17,1381.65,1381.65,1362.5,1370.15,0,1384
-GC WQQ1P8I9E6CD,GC27Z17,1399.6,1400.4,1396.3,1400,0,4630
-GC WVP9292ZBHJX,GC27M18,1420.25,1420.25,1400.65,1408.0,0,860
-GC X0PFVD0VBJX9,GC27Z18,1442.65,1442.65,1422.35,1430.65,0,110
-GC X5NNSA8F63Z1,GC26M19,1467.05,1467.05,1447.8,1455.15,0,
-GC XD6FPZTU7L3X,GC27H20,0,0,0,0,0,
-GC XE1Y0ZJ8NQ8T,GC28J20,0,0,0,0,0,
+#expiry,open,high,low,close,volume,open_interest
+20140428,1333.2,1335.8,1322.3,1330.6,71874,234717
+20140626,1333.3,1336,1322.8,1331.2,2131,54408
+20140827,1333.4,1336,1323.5,1329.9,248,18889
+20141029,1335.7,1335.7,1325.9,1329.4,42,7561
+20141229,1333.4,1335.7,1324.5,1329.9,277,22396
+20150225,1342.8,1342.8,1318.8,1332.65,0,3315
+20150428,1332.2,1332.2,1332.2,1332.2,5,4456
+20150626,1336,1336,1330,1335,37,7780
+20150827,1347.5,1348.8,1344.3,1344.3,0,4605
+20151229,1334.3,1336.7,1334.3,1336.7,55,11740
+20160628,1358.3,1358.3,1358.3,1358.3,0,3355
+20161228,1352.2,1352.2,1352.1,1352.2,23,6825
+20170628,1381.65,1381.65,1362.5,1370.15,0,1384
+20171227,1399.6,1400.4,1396.3,1400,0,4630
+20180627,1420.25,1420.25,1400.65,1408.0,0,860
+20181227,1442.65,1442.65,1422.35,1430.65,0,110
+20190626,1467.05,1467.05,1447.8,1455.15,0,
+20200327,0,0,0,0,0,
+20200428,0,0,0,0,0,

Data/future/comex/universes/gc/20200102.csv

@@ -1,3 +1,3 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-GC XD6FPZTU7L3X,GC27H20,1550.6,1558.3,1550.6,1558,60,29
-GC XE1Y0ZJ8NQ8T,GC28J20,1556.7,1562.2,1553.1,1561.3,1746,134125
+#expiry,open,high,low,close,volume,open_interest
+20200327,1550.6,1558.3,1550.6,1558,60,29
+20200428,1556.7,1562.2,1553.1,1561.3,1746,134125

Data/future/comex/universes/gc/20200103.csv

@@ -1,3 +1,3 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-GC XD6FPZTU7L3X,GC27H20,1579,1579.4,1566.8,1571.4,135,158
-GC XE1Y0ZJ8NQ8T,GC28J20,1585,1585,1569.1,1574.1,2397,142219
+#expiry,open,high,low,close,volume,open_interest
+20200327,1579,1579.4,1566.8,1571.4,135,158
+20200428,1585,1585,1569.1,1574.1,2397,142219

Data/future/eurex/universes/fesx/20240531.csv

@@ -1,3 +1,3 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-FESX YJHOAMPYKRS5,FESX21M24,5057.89,5061.92,5057.89,5059.9,2147,
-FESX YLZ9Z50BJFDX,FESX20U24,0,0,0,0,0,
+#expiry,open,high,low,close,volume,open_interest
+20240621,5057.89,5061.92,5057.89,5059.9,2147,
+20240920,0,0,0,0,0,

Data/future/eurex/universes/fesx/20240603.csv

@@ -1,3 +1,3 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-FESX YJHOAMPYKRS5,FESX21M24,5046.79,5047.8,5045.78,5047.8,1016,
-FESX YLZ9Z50BJFDX,FESX20U24,5050,5050,5050,5050,0,
+#expiry,open,high,low,close,volume,open_interest
+20240621,5046.79,5047.8,5045.78,5047.8,1016,
+20240920,5050,5050,5050,5050,0,

Data/future/eurex/universes/fesx/20240620.csv

@@ -1,3 +1,3 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-FESX YLZ9Z50BJFDX,FESX20U24,4990,4990,4986,4988,1466,
-FESX YOGVNNAOI2ZP,FESX20Z24,0,0,0,0,0,
+#expiry,open,high,low,close,volume,open_interest
+20240920,4990,4990,4986,4988,1466,
+20241220,0,0,0,0,0,

Data/future/hkfe/universes/hsi/20131017.csv

@@ -1,4 +1,4 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-HSI VL6DN7UV65S9,HSI30V13,22964,23338.5,22964,23306.5,0,
-HSI VLYXLXGRE1FT,HSI28X13,23193,23339,23166,23300,681,
-HSI VMUFWX65U6KP,HSI30Z13,23205,23320,23189,23320,148,
+#expiry,open,high,low,close,volume,open_interest
+20131030,22964,23338.5,22964,23306.5,0,
+20131128,23193,23339,23166,23300,681,
+20131230,23205,23320,23189,23320,148,

Data/future/hkfe/universes/hsi/20131018.csv

@@ -1,4 +1,4 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-HSI VL6DN7UV65S9,HSI30V13,23306.5,23527.5,23306.5,23401.5,0,
-HSI VLYXLXGRE1FT,HSI28X13,23310,23533,23310,23409,0,
-HSI VMUFWX65U6KP,HSI30Z13,23316,23320,23316,23320,21,
+#expiry,open,high,low,close,volume,open_interest
+20131030,23306.5,23527.5,23306.5,23401.5,0,
+20131128,23310,23533,23310,23409,0,
+20131230,23316,23320,23316,23320,21,

Data/future/hkfe/universes/hsi/20131021.csv

@@ -1,4 +1,4 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-HSI VL6DN7UV65S9,HSI30V13,23324,23378,23248,23308,40186,
-HSI VLYXLXGRE1FT,HSI28X13,23350,23382,23260,23312,521,
-HSI VMUFWX65U6KP,HSI30Z13,23370,23388,23280,23324,85,
+#expiry,open,high,low,close,volume,open_interest
+20131030,23324,23378,23248,23308,40186,
+20131128,23350,23382,23260,23312,521,
+20131230,23370,23388,23280,23324,85,

Data/future/hkfe/universes/hsi/20131022.csv

@@ -1,4 +1,4 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-HSI VL6DN7UV65S9,HSI30V13,23401.5,23527,22949,22990,0,
-HSI VLYXLXGRE1FT,HSI28X13,23409,23540.5,22956.5,22995.5,0,
-HSI VMUFWX65U6KP,HSI30Z13,23322.5,23552,22971,23010,0,
+#expiry,open,high,low,close,volume,open_interest
+20131030,23401.5,23527,22949,22990,0,
+20131128,23409,23540.5,22956.5,22995.5,0,
+20131230,23322.5,23552,22971,23010,0,

Data/future/hkfe/universes/hsi/20131023.csv

@@ -1,4 +1,4 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-HSI VL6DN7UV65S9,HSI30V13,22940,22960,22738,22794,75400,
-HSI VLYXLXGRE1FT,HSI28X13,22940,22960,22742,22794,2308,
-HSI VMUFWX65U6KP,HSI30Z13,22997,23020.5,22983,23010,0,
+#expiry,open,high,low,close,volume,open_interest
+20131030,22940,22960,22738,22794,75400,
+20131128,22940,22960,22742,22794,2308,
+20131230,22997,23020.5,22983,23010,0,

Data/future/hkfe/universes/hsi/20131024.csv

@@ -1,4 +1,4 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-HSI VL6DN7UV65S9,HSI30V13,22990,22990,22611,22659,0,
-HSI VLYXLXGRE1FT,HSI28X13,22995.5,22995.5,22613.5,22663.5,0,
-HSI VMUFWX65U6KP,HSI30Z13,0,0,0,0,0,
+#expiry,open,high,low,close,volume,open_interest
+20131030,22990,22990,22611,22659,0,
+20131128,22995.5,22995.5,22613.5,22663.5,0,
+20131230,0,0,0,0,0,

Data/future/hkfe/universes/hsi/20131025.csv

@@ -1,4 +1,4 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-HSI VL6DN7UV65S9,HSI30V13,22659,22848.5,22659,22784.5,0,
-HSI VLYXLXGRE1FT,HSI28X13,22740,22850,22728,22788,8225,
-HSI VMUFWX65U6KP,HSI30Z13,22753,22861,22753,22788,174,
+#expiry,open,high,low,close,volume,open_interest
+20131030,22659,22848.5,22659,22784.5,0,
+20131128,22740,22850,22728,22788,8225,
+20131230,22753,22861,22753,22788,174,

Data/future/hkfe/universes/hsi/20131028.csv

@@ -1,4 +1,4 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-HSI VL6DN7UV65S9,HSI30V13,22724,22998,22720,22867,60860,
-HSI VLYXLXGRE1FT,HSI28X13,22663.5,23003,22663.5,22872.5,0,
-HSI VMUFWX65U6KP,HSI30Z13,22745,23010,22745,22887,354,
+#expiry,open,high,low,close,volume,open_interest
+20131030,22724,22998,22720,22867,60860,
+20131128,22663.5,23003,22663.5,22872.5,0,
+20131230,22745,23010,22745,22887,354,

Data/future/hkfe/universes/hsi/20131029.csv

@@ -1,3 +1,3 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-HSI VLYXLXGRE1FT,HSI28X13,22873.5,22887,22865.5,22872.5,0,
-HSI VMUFWX65U6KP,HSI30Z13,22995,23335,22967,23309,561,
+#expiry,open,high,low,close,volume,open_interest
+20131128,22873.5,22887,22865.5,22872.5,0,
+20131230,22995,23335,22967,23309,561,

Data/futureoption/cme/universes/dc/20120401/20111230.csv

@@ -1,86 +1,86 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-DC V5E8P9SH0U0X,DC01H12,17.5,17.7,17.45,17.56,450,
-DC V5E8P9UYKFES|DC V5E8P9SH0U0X,DC01H12  120401C00015000,2.595,2.725,2.565,2.625,0,
-DC V5E8PGSOLJNO|DC V5E8P9SH0U0X,DC01H12  120401C00015250,2.365,2.495,2.335,2.395,0,
-DC V5E8PAI4155W|DC V5E8P9SH0U0X,DC01H12  120401C00015500,2.145,2.265,2.115,2.17,0,
-DC V5E8PH0YAA4K|DC V5E8P9SH0U0X,DC01H12  120401C00015750,1.925,2.05,1.905,1.955,0,
-DC V5E8P9V4IRGK|DC V5E8P9SH0U0X,DC01H12  120401C00016000,1.725,1.885,1.71,1.745,0,
-DC V5E8PH97Z0LG|DC V5E8P9SH0U0X,DC01H12  120401C00016250,1.525,1.695,1.515,1.555,0,
-DC V5E8PAJRKHNO|DC V5E8P9SH0U0X,DC01H12  120401C00016500,1.345,1.515,1.335,1.365,0,
-DC V5E8PHHHNR2C|DC V5E8P9SH0U0X,DC01H12  120401C00016750,1.175,1.34,1.165,1.195,0,
-DC V5E8P9VAH3IC|DC V5E8P9SH0U0X,DC01H12  120401C00017000,1.015,1.21,1.005,1.035,0,
-DC V5E8PHPRCHJ8|DC V5E8P9SH0U0X,DC01H12  120401C00017250,0.87,1.075,0.865,0.885,0,
-DC V5E8PALF3U5G|DC V5E8P9SH0U0X,DC01H12  120401C00017500,0.74,0.94,0.735,0.755,0,
-DC V5E8PHY11804|DC V5E8P9SH0U0X,DC01H12  120401C00017750,0.62,0.815,0.615,0.635,0,
-DC V5E8P9VGFFK4|DC V5E8P9SH0U0X,DC01H12  120401C00018000,0.41,0.71,0.38,0.415,0,
-DC V5E8PI6APYH0|DC V5E8P9SH0U0X,DC01H12  120401C00018250,0.285,0.605,0.205,0.29,2,
-DC V5E8PAN2N6N8|DC V5E8P9SH0U0X,DC01H12  120401C00018500,0.29,0.415,0.23,0.23,2,
-DC V5E8PIEKEOXW|DC V5E8P9SH0U0X,DC01H12  120401C00018750,0.28,0.44,0.28,0.29,0,
-DC V5E8P9VMDRLW|DC V5E8P9SH0U0X,DC01H12  120401C00019000,0.24,0.295,0.175,0.19,4,
-DC V5E8PIMU3FES|DC V5E8P9SH0U0X,DC01H12  120401C00019250,0.18,0.32,0.175,0.185,6,
-DC V5E8PAOQ6J50|DC V5E8P9SH0U0X,DC01H12  120401C00019500,0.14,0.265,0.14,0.15,0,
-DC V5E8PIV3S5VO|DC V5E8P9SH0U0X,DC01H12  120401C00019750,0.11,0.225,0.11,0.11,0,
-DC V5E8P9ST87XG|DC V5E8P9SH0U0X,DC01H12  120401C00020000,0.08,0.185,0.07,0.075,0,
-DC V5E8PJ3DGWCK|DC V5E8P9SH0U0X,DC01H12  120401C00020250,0.065,0.08,0.065,0.07,0,
-DC V5E8PAQDPVMS|DC V5E8P9SH0U0X,DC01H12  120401C00020500,0.11,0.12,0.11,0.11,0,
-DC V5E8PJBN5MTG|DC V5E8P9SH0U0X,DC01H12  120401C00020750,0.1,0.1,0.09,0.1,0,
-DC V5E8P9VYAFPG|DC V5E8P9SH0U0X,DC01H12  120401C00021000,0.09,0.09,0.09,0.09,0,
-DC V5E8PJJWUDAC|DC V5E8P9SH0U0X,DC01H12  120401C00021250,0.08,0.08,0.08,0.08,0,
-DC V5E8PAS1984K|DC V5E8P9SH0U0X,DC01H12  120401C00021500,0.07,0.08,0.07,0.07,0,
-DC V5E8PJS6J3R8|DC V5E8P9SH0U0X,DC01H12  120401C00021750,0.07,0.07,0.07,0.07,0,
-DC V5E8P9W48RR8|DC V5E8P9SH0U0X,DC01H12  120401C00022000,0.07,0.07,0.07,0.07,0,
-DC V5E8PK0G7U84|DC V5E8P9SH0U0X,DC01H12  120401C00022250,0.07,0.07,0.06,0.07,0,
-DC V5E8PATOSKMC|DC V5E8P9SH0U0X,DC01H12  120401C00022500,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UPT648HW|DC V5E8P9SH0U0X,DC01H12  120401P00009000,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UU0NMJES|DC V5E8P9SH0U0X,DC01H12  120401P00009250,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UQ7E2VL0|DC V5E8P9SH0U0X,DC01H12  120401P00009500,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UU8XB9VO|DC V5E8P9SH0U0X,DC01H12  120401P00009750,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UPRUJP9G|DC V5E8P9SH0U0X,DC01H12  120401P00010000,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UUH700CK|DC V5E8P9SH0U0X,DC01H12  120401P00010250,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UQ91M82S|DC V5E8P9SH0U0X,DC01H12  120401P00010500,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UUPGOQTG|DC V5E8P9SH0U0X,DC01H12  120401P00010750,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UPTI0WLG|DC V5E8P9SH0U0X,DC01H12  120401P00011000,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UUXQDHAC|DC V5E8P9SH0U0X,DC01H12  120401P00011250,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UQAP5KKK|DC V5E8P9SH0U0X,DC01H12  120401P00011500,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UV6027R8|DC V5E8P9SH0U0X,DC01H12  120401P00011750,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UPTNZ8N8|DC V5E8P9SH0U0X,DC01H12  120401P00012000,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UVE9QY84|DC V5E8P9SH0U0X,DC01H12  120401P00012250,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UQCCOX2C|DC V5E8P9SH0U0X,DC01H12  120401P00012500,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UVMJFOP0|DC V5E8P9SH0U0X,DC01H12  120401P00012750,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UPTTXKP0|DC V5E8P9SH0U0X,DC01H12  120401P00013000,0.1,0.1,0.06,0.1,0,
-DC 2Z4I8UVUT4F5W|DC V5E8P9SH0U0X,DC01H12  120401P00013250,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UQE089K4|DC V5E8P9SH0U0X,DC01H12  120401P00013500,0.07,0.07,0.06,0.07,0,
-DC 2Z4I8UW32T5MS|DC V5E8P9SH0U0X,DC01H12  120401P00013750,0.07,0.07,0.07,0.07,0,
-DC 2Z4I8UPTZVWQS|DC V5E8P9SH0U0X,DC01H12  120401P00014000,0.035,0.035,0.035,0.035,0,
-DC 2Z4I8UWBCHW3O|DC V5E8P9SH0U0X,DC01H12  120401P00014250,0.055,0.055,0.055,0.055,0,
-DC 2Z4I8UQFNRM1W|DC V5E8P9SH0U0X,DC01H12  120401P00014500,0.065,0.075,0.06,0.065,0,
-DC 2Z4I8UWJM6MKK|DC V5E8P9SH0U0X,DC01H12  120401P00014750,0.06,0.08,0.055,0.06,0,
-DC 2Z4I8UPU5U8SK|DC V5E8P9SH0U0X,DC01H12  120401P00015000,0.07,0.11,0.065,0.07,0,
-DC 2Z4I8UWRVVD1G|DC V5E8P9SH0U0X,DC01H12  120401P00015250,0.08,0.145,0.07,0.07,0,
-DC 2Z4I8UQHBAYJO|DC V5E8P9SH0U0X,DC01H12  120401P00015500,0.275,0.275,0.125,0.275,7,
-DC 2Z4I8UX05K3IC|DC V5E8P9SH0U0X,DC01H12  120401P00015750,0.14,0.23,0.125,0.135,0,
-DC 2Z4I8UPUBSKUC|DC V5E8P9SH0U0X,DC01H12  120401P00016000,0.36,0.4,0.17,0.36,9,
-DC 2Z4I8UX8F8TZ8|DC V5E8P9SH0U0X,DC01H12  120401P00016250,0.24,0.35,0.22,0.23,0,
-DC 2Z4I8UQIYUB1G|DC V5E8P9SH0U0X,DC01H12  120401P00016500,0.30,0.425,0.265,0.295,0,
-DC 2Z4I8UXGOXKG4|DC V5E8P9SH0U0X,DC01H12  120401P00016750,0.38,0.505,0.355,0.37,0,
-DC 2Z4I8UPUHQWW4|DC V5E8P9SH0U0X,DC01H12  120401P00017000,0.53,0.64,0.44,0.49,5,
-DC 2Z4I8UXOYMAX0|DC V5E8P9SH0U0X,DC01H12  120401P00017250,0.575,0.72,0.54,0.565,0,
-DC 2Z4I8UQKMDNJ8|DC V5E8P9SH0U0X,DC01H12  120401P00017500,0.695,0.84,0.65,0.68,0,
-DC 2Z4I8UXX8B1DW|DC V5E8P9SH0U0X,DC01H12  120401P00017750,0.825,0.98,0.78,0.81,0,
-DC 2Z4I8UPUNP8XW|DC V5E8P9SH0U0X,DC01H12  120401P00018000,0.97,1.115,0.91,0.955,0,
-DC 2Z4I8UY5HZRUS|DC V5E8P9SH0U0X,DC01H12  120401P00018250,1.13,1.15,0.995,1.11,0,
-DC 2Z4I8UQM9X010|DC V5E8P9SH0U0X,DC01H12  120401P00018500,1.305,1.325,1.21,1.28,0,
-DC 2Z4I8UYDROIBO|DC V5E8P9SH0U0X,DC01H12  120401P00018750,1.485,1.505,1.385,1.465,0,
-DC 2Z4I8UPUTNKZO|DC V5E8P9SH0U0X,DC01H12  120401P00019000,1.675,1.7,1.575,1.655,0,
-DC 2Z4I8UYM1D8SK|DC V5E8P9SH0U0X,DC01H12  120401P00019250,1.88,1.905,1.765,1.855,0,
-DC 2Z4I8UQNXGCIS|DC V5E8P9SH0U0X,DC01H12  120401P00019500,2.09,2.115,1.975,2.065,0,
-DC 2Z4I8UYUB1Z9G|DC V5E8P9SH0U0X,DC01H12  120401P00019750,2.305,2.335,2.185,2.285,0,
-DC 2Z4I8UPS0I1B8|DC V5E8P9SH0U0X,DC01H12  120401P00020000,2.535,2.56,2.405,2.505,0,
-DC 2Z4I8UZ2KQPQC|DC V5E8P9SH0U0X,DC01H12  120401P00020250,2.765,2.79,2.635,2.735,0,
-DC 2Z4I8UQPKZP0K|DC V5E8P9SH0U0X,DC01H12  120401P00020500,2.995,3.025,2.865,2.965,0,
-DC 2Z4I8UZAUFG78|DC V5E8P9SH0U0X,DC01H12  120401P00020750,3.235,3.265,3.105,3.205,0,
-DC 2Z4I8UPV5K938|DC V5E8P9SH0U0X,DC01H12  120401P00021000,3.475,3.505,3.34,3.445,0,
-DC 2Z4I8UZJ446O4|DC V5E8P9SH0U0X,DC01H12  120401P00021250,3.715,3.745,3.585,3.685,0,
-DC 2Z4I8UQR8J1IC|DC V5E8P9SH0U0X,DC01H12  120401P00021500,3.965,3.995,3.825,3.935,0,
-DC 2Z4I8UZRDSX50|DC V5E8P9SH0U0X,DC01H12  120401P00021750,4.205,4.235,4.075,4.175,0,
-DC 2Z4I8UPVBIL50|DC V5E8P9SH0U0X,DC01H12  120401P00022000,4.455,4.485,4.315,4.425,0,
+#expiry,strike,right,open,high,low,close,volume,open_interest
+,,,17.5,17.7,17.45,17.56,450,
+20120401,15,C,2.595,2.725,2.565,2.625,0,
+20120401,15.25,C,2.365,2.495,2.335,2.395,0,
+20120401,15.5,C,2.145,2.265,2.115,2.17,0,
+20120401,15.75,C,1.925,2.05,1.905,1.955,0,
+20120401,16,C,1.725,1.885,1.71,1.745,0,
+20120401,16.25,C,1.525,1.695,1.515,1.555,0,
+20120401,16.5,C,1.345,1.515,1.335,1.365,0,
+20120401,16.75,C,1.175,1.34,1.165,1.195,0,
+20120401,17,C,1.015,1.21,1.005,1.035,0,
+20120401,17.25,C,0.87,1.075,0.865,0.885,0,
+20120401,17.5,C,0.74,0.94,0.735,0.755,0,
+20120401,17.75,C,0.62,0.815,0.615,0.635,0,
+20120401,18,C,0.41,0.71,0.38,0.415,0,
+20120401,18.25,C,0.285,0.605,0.205,0.29,2,
+20120401,18.5,C,0.29,0.415,0.23,0.23,2,
+20120401,18.75,C,0.28,0.44,0.28,0.29,0,
+20120401,19,C,0.24,0.295,0.175,0.19,4,
+20120401,19.25,C,0.18,0.32,0.175,0.185,6,
+20120401,19.5,C,0.14,0.265,0.14,0.15,0,
+20120401,19.75,C,0.11,0.225,0.11,0.11,0,
+20120401,20,C,0.08,0.185,0.07,0.075,0,
+20120401,20.25,C,0.065,0.08,0.065,0.07,0,
+20120401,20.5,C,0.11,0.12,0.11,0.11,0,
+20120401,20.75,C,0.1,0.1,0.09,0.1,0,
+20120401,21,C,0.09,0.09,0.09,0.09,0,
+20120401,21.25,C,0.08,0.08,0.08,0.08,0,
+20120401,21.5,C,0.07,0.08,0.07,0.07,0,
+20120401,21.75,C,0.07,0.07,0.07,0.07,0,
+20120401,22,C,0.07,0.07,0.07,0.07,0,
+20120401,22.25,C,0.07,0.07,0.06,0.07,0,
+20120401,22.5,C,0.06,0.06,0.06,0.06,0,
+20120401,9,P,0.06,0.06,0.06,0.06,0,
+20120401,9.25,P,0.06,0.06,0.06,0.06,0,
+20120401,9.5,P,0.06,0.06,0.06,0.06,0,
+20120401,9.75,P,0.06,0.06,0.06,0.06,0,
+20120401,10,P,0.06,0.06,0.06,0.06,0,
+20120401,10.25,P,0.06,0.06,0.06,0.06,0,
+20120401,10.5,P,0.06,0.06,0.06,0.06,0,
+20120401,10.75,P,0.06,0.06,0.06,0.06,0,
+20120401,11,P,0.06,0.06,0.06,0.06,0,
+20120401,11.25,P,0.06,0.06,0.06,0.06,0,
+20120401,11.5,P,0.06,0.06,0.06,0.06,0,
+20120401,11.75,P,0.06,0.06,0.06,0.06,0,
+20120401,12,P,0.06,0.06,0.06,0.06,0,
+20120401,12.25,P,0.06,0.06,0.06,0.06,0,
+20120401,12.5,P,0.06,0.06,0.06,0.06,0,
+20120401,12.75,P,0.06,0.06,0.06,0.06,0,
+20120401,13,P,0.1,0.1,0.06,0.1,0,
+20120401,13.25,P,0.06,0.06,0.06,0.06,0,
+20120401,13.5,P,0.07,0.07,0.06,0.07,0,
+20120401,13.75,P,0.07,0.07,0.07,0.07,0,
+20120401,14,P,0.035,0.035,0.035,0.035,0,
+20120401,14.25,P,0.055,0.055,0.055,0.055,0,
+20120401,14.5,P,0.065,0.075,0.06,0.065,0,
+20120401,14.75,P,0.06,0.08,0.055,0.06,0,
+20120401,15,P,0.07,0.11,0.065,0.07,0,
+20120401,15.25,P,0.08,0.145,0.07,0.07,0,
+20120401,15.5,P,0.275,0.275,0.125,0.275,7,
+20120401,15.75,P,0.14,0.23,0.125,0.135,0,
+20120401,16,P,0.36,0.4,0.17,0.36,9,
+20120401,16.25,P,0.24,0.35,0.22,0.23,0,
+20120401,16.5,P,0.30,0.425,0.265,0.295,0,
+20120401,16.75,P,0.38,0.505,0.355,0.37,0,
+20120401,17,P,0.53,0.64,0.44,0.49,5,
+20120401,17.25,P,0.575,0.72,0.54,0.565,0,
+20120401,17.5,P,0.695,0.84,0.65,0.68,0,
+20120401,17.75,P,0.825,0.98,0.78,0.81,0,
+20120401,18,P,0.97,1.115,0.91,0.955,0,
+20120401,18.25,P,1.13,1.15,0.995,1.11,0,
+20120401,18.5,P,1.305,1.325,1.21,1.28,0,
+20120401,18.75,P,1.485,1.505,1.385,1.465,0,
+20120401,19,P,1.675,1.7,1.575,1.655,0,
+20120401,19.25,P,1.88,1.905,1.765,1.855,0,
+20120401,19.5,P,2.09,2.115,1.975,2.065,0,
+20120401,19.75,P,2.305,2.335,2.185,2.285,0,
+20120401,20,P,2.535,2.56,2.405,2.505,0,
+20120401,20.25,P,2.765,2.79,2.635,2.735,0,
+20120401,20.5,P,2.995,3.025,2.865,2.965,0,
+20120401,20.75,P,3.235,3.265,3.105,3.205,0,
+20120401,21,P,3.475,3.505,3.34,3.445,0,
+20120401,21.25,P,3.715,3.745,3.585,3.685,0,
+20120401,21.5,P,3.965,3.995,3.825,3.935,0,
+20120401,21.75,P,4.205,4.235,4.075,4.175,0,
+20120401,22,P,4.455,4.485,4.315,4.425,0,

Data/futureoption/cme/universes/dc/20120401/20120103.csv

@@ -1,86 +1,86 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-DC V5E8P9SH0U0X,DC01H12,17.5,17.7,17.45,17.56,0,
-DC V5E8P9UYKFES|DC V5E8P9SH0U0X,DC01H12  120401C00015000,2.595,2.725,2.565,2.625,0,
-DC V5E8PGSOLJNO|DC V5E8P9SH0U0X,DC01H12  120401C00015250,2.365,2.495,2.335,2.395,0,
-DC V5E8PAI4155W|DC V5E8P9SH0U0X,DC01H12  120401C00015500,2.145,2.265,2.115,2.17,0,
-DC V5E8PH0YAA4K|DC V5E8P9SH0U0X,DC01H12  120401C00015750,1.925,2.05,1.905,1.955,0,
-DC V5E8P9V4IRGK|DC V5E8P9SH0U0X,DC01H12  120401C00016000,1.725,1.885,1.71,1.745,0,
-DC V5E8PH97Z0LG|DC V5E8P9SH0U0X,DC01H12  120401C00016250,1.525,1.695,1.515,1.555,0,
-DC V5E8PAJRKHNO|DC V5E8P9SH0U0X,DC01H12  120401C00016500,1.345,1.515,1.335,1.365,0,
-DC V5E8PHHHNR2C|DC V5E8P9SH0U0X,DC01H12  120401C00016750,1.175,1.34,1.165,1.195,0,
-DC V5E8P9VAH3IC|DC V5E8P9SH0U0X,DC01H12  120401C00017000,1.015,1.21,1.005,1.035,0,
-DC V5E8PHPRCHJ8|DC V5E8P9SH0U0X,DC01H12  120401C00017250,0.88,1.075,0.875,0.895,0,
-DC V5E8PALF3U5G|DC V5E8P9SH0U0X,DC01H12  120401C00017500,0.75,0.95,0.745,0.765,0,
-DC V5E8PHY11804|DC V5E8P9SH0U0X,DC01H12  120401C00017750,0.63,0.825,0.625,0.645,0,
-DC V5E8P9VGFFK4|DC V5E8P9SH0U0X,DC01H12  120401C00018000,0.42,0.72,0.39,0.425,0,
-DC V5E8PI6APYH0|DC V5E8P9SH0U0X,DC01H12  120401C00018250,0.285,0.605,0.205,0.29,0,
-DC V5E8PAN2N6N8|DC V5E8P9SH0U0X,DC01H12  120401C00018500,0.29,0.415,0.23,0.23,0,
-DC V5E8PIEKEOXW|DC V5E8P9SH0U0X,DC01H12  120401C00018750,0.28,0.44,0.28,0.29,0,
-DC V5E8P9VMDRLW|DC V5E8P9SH0U0X,DC01H12  120401C00019000,0.24,0.295,0.175,0.19,0,
-DC V5E8PIMU3FES|DC V5E8P9SH0U0X,DC01H12  120401C00019250,0.18,0.32,0.175,0.185,0,
-DC V5E8PAOQ6J50|DC V5E8P9SH0U0X,DC01H12  120401C00019500,0.14,0.265,0.14,0.15,0,
-DC V5E8PIV3S5VO|DC V5E8P9SH0U0X,DC01H12  120401C00019750,0.11,0.225,0.11,0.11,0,
-DC V5E8P9ST87XG|DC V5E8P9SH0U0X,DC01H12  120401C00020000,0.08,0.185,0.07,0.075,0,
-DC V5E8PJ3DGWCK|DC V5E8P9SH0U0X,DC01H12  120401C00020250,0.065,0.08,0.065,0.07,0,
-DC V5E8PAQDPVMS|DC V5E8P9SH0U0X,DC01H12  120401C00020500,0.11,0.12,0.11,0.11,0,
-DC V5E8PJBN5MTG|DC V5E8P9SH0U0X,DC01H12  120401C00020750,0.1,0.1,0.09,0.1,0,
-DC V5E8P9VYAFPG|DC V5E8P9SH0U0X,DC01H12  120401C00021000,0.09,0.09,0.09,0.09,0,
-DC V5E8PJJWUDAC|DC V5E8P9SH0U0X,DC01H12  120401C00021250,0.08,0.08,0.08,0.08,0,
-DC V5E8PAS1984K|DC V5E8P9SH0U0X,DC01H12  120401C00021500,0.07,0.08,0.07,0.07,0,
-DC V5E8PJS6J3R8|DC V5E8P9SH0U0X,DC01H12  120401C00021750,0.07,0.07,0.07,0.07,0,
-DC V5E8P9W48RR8|DC V5E8P9SH0U0X,DC01H12  120401C00022000,0.07,0.07,0.07,0.07,0,
-DC V5E8PK0G7U84|DC V5E8P9SH0U0X,DC01H12  120401C00022250,0.07,0.07,0.06,0.07,0,
-DC V5E8PATOSKMC|DC V5E8P9SH0U0X,DC01H12  120401C00022500,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UPT648HW|DC V5E8P9SH0U0X,DC01H12  120401P00009000,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UU0NMJES|DC V5E8P9SH0U0X,DC01H12  120401P00009250,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UQ7E2VL0|DC V5E8P9SH0U0X,DC01H12  120401P00009500,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UU8XB9VO|DC V5E8P9SH0U0X,DC01H12  120401P00009750,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UPRUJP9G|DC V5E8P9SH0U0X,DC01H12  120401P00010000,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UUH700CK|DC V5E8P9SH0U0X,DC01H12  120401P00010250,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UQ91M82S|DC V5E8P9SH0U0X,DC01H12  120401P00010500,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UUPGOQTG|DC V5E8P9SH0U0X,DC01H12  120401P00010750,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UPTI0WLG|DC V5E8P9SH0U0X,DC01H12  120401P00011000,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UUXQDHAC|DC V5E8P9SH0U0X,DC01H12  120401P00011250,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UQAP5KKK|DC V5E8P9SH0U0X,DC01H12  120401P00011500,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UV6027R8|DC V5E8P9SH0U0X,DC01H12  120401P00011750,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UPTNZ8N8|DC V5E8P9SH0U0X,DC01H12  120401P00012000,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UVE9QY84|DC V5E8P9SH0U0X,DC01H12  120401P00012250,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UQCCOX2C|DC V5E8P9SH0U0X,DC01H12  120401P00012500,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UVMJFOP0|DC V5E8P9SH0U0X,DC01H12  120401P00012750,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UPTTXKP0|DC V5E8P9SH0U0X,DC01H12  120401P00013000,0.1,0.1,0.06,0.1,0,
-DC 2Z4I8UVUT4F5W|DC V5E8P9SH0U0X,DC01H12  120401P00013250,0.06,0.06,0.06,0.06,0,
-DC 2Z4I8UQE089K4|DC V5E8P9SH0U0X,DC01H12  120401P00013500,0.07,0.07,0.06,0.07,0,
-DC 2Z4I8UW32T5MS|DC V5E8P9SH0U0X,DC01H12  120401P00013750,0.07,0.07,0.07,0.07,0,
-DC 2Z4I8UPTZVWQS|DC V5E8P9SH0U0X,DC01H12  120401P00014000,0.035,0.035,0.035,0.035,0,
-DC 2Z4I8UWBCHW3O|DC V5E8P9SH0U0X,DC01H12  120401P00014250,0.055,0.055,0.055,0.055,0,
-DC 2Z4I8UQFNRM1W|DC V5E8P9SH0U0X,DC01H12  120401P00014500,0.065,0.075,0.06,0.065,0,
-DC 2Z4I8UWJM6MKK|DC V5E8P9SH0U0X,DC01H12  120401P00014750,0.06,0.08,0.055,0.06,0,
-DC 2Z4I8UPU5U8SK|DC V5E8P9SH0U0X,DC01H12  120401P00015000,0.07,0.11,0.065,0.07,0,
-DC 2Z4I8UWRVVD1G|DC V5E8P9SH0U0X,DC01H12  120401P00015250,0.08,0.145,0.07,0.07,0,
-DC 2Z4I8UQHBAYJO|DC V5E8P9SH0U0X,DC01H12  120401P00015500,0.275,0.275,0.125,0.275,0,
-DC 2Z4I8UX05K3IC|DC V5E8P9SH0U0X,DC01H12  120401P00015750,0.14,0.23,0.125,0.135,0,
-DC 2Z4I8UPUBSKUC|DC V5E8P9SH0U0X,DC01H12  120401P00016000,0.36,0.4,0.17,0.36,0,
-DC 2Z4I8UX8F8TZ8|DC V5E8P9SH0U0X,DC01H12  120401P00016250,0.24,0.35,0.22,0.23,0,
-DC 2Z4I8UQIYUB1G|DC V5E8P9SH0U0X,DC01H12  120401P00016500,0.30,0.425,0.265,0.295,0,
-DC 2Z4I8UXGOXKG4|DC V5E8P9SH0U0X,DC01H12  120401P00016750,0.38,0.505,0.355,0.37,0,
-DC 2Z4I8UPUHQWW4|DC V5E8P9SH0U0X,DC01H12  120401P00017000,0.53,0.64,0.44,0.49,0,
-DC 2Z4I8UXOYMAX0|DC V5E8P9SH0U0X,DC01H12  120401P00017250,0.585,0.73,0.55,0.575,0,
-DC 2Z4I8UQKMDNJ8|DC V5E8P9SH0U0X,DC01H12  120401P00017500,0.705,0.85,0.66,0.69,0,
-DC 2Z4I8UXX8B1DW|DC V5E8P9SH0U0X,DC01H12  120401P00017750,0.835,0.99,0.79,0.82,0,
-DC 2Z4I8UPUNP8XW|DC V5E8P9SH0U0X,DC01H12  120401P00018000,0.98,1.125,0.92,0.965,0,
-DC 2Z4I8UY5HZRUS|DC V5E8P9SH0U0X,DC01H12  120401P00018250,1.13,1.15,0.995,1.11,0,
-DC 2Z4I8UQM9X010|DC V5E8P9SH0U0X,DC01H12  120401P00018500,1.305,1.325,1.21,1.28,0,
-DC 2Z4I8UYDROIBO|DC V5E8P9SH0U0X,DC01H12  120401P00018750,1.485,1.505,1.385,1.465,0,
-DC 2Z4I8UPUTNKZO|DC V5E8P9SH0U0X,DC01H12  120401P00019000,1.675,1.7,1.575,1.655,0,
-DC 2Z4I8UYM1D8SK|DC V5E8P9SH0U0X,DC01H12  120401P00019250,1.88,1.905,1.765,1.855,0,
-DC 2Z4I8UQNXGCIS|DC V5E8P9SH0U0X,DC01H12  120401P00019500,2.09,2.115,1.975,2.065,0,
-DC 2Z4I8UYUB1Z9G|DC V5E8P9SH0U0X,DC01H12  120401P00019750,2.305,2.335,2.185,2.285,0,
-DC 2Z4I8UPS0I1B8|DC V5E8P9SH0U0X,DC01H12  120401P00020000,2.535,2.56,2.405,2.505,0,
-DC 2Z4I8UZ2KQPQC|DC V5E8P9SH0U0X,DC01H12  120401P00020250,2.765,2.79,2.635,2.735,0,
-DC 2Z4I8UQPKZP0K|DC V5E8P9SH0U0X,DC01H12  120401P00020500,2.995,3.025,2.865,2.965,0,
-DC 2Z4I8UZAUFG78|DC V5E8P9SH0U0X,DC01H12  120401P00020750,3.235,3.265,3.105,3.205,0,
-DC 2Z4I8UPV5K938|DC V5E8P9SH0U0X,DC01H12  120401P00021000,3.475,3.505,3.34,3.445,0,
-DC 2Z4I8UZJ446O4|DC V5E8P9SH0U0X,DC01H12  120401P00021250,3.715,3.745,3.585,3.685,0,
-DC 2Z4I8UQR8J1IC|DC V5E8P9SH0U0X,DC01H12  120401P00021500,3.965,3.995,3.825,3.935,0,
-DC 2Z4I8UZRDSX50|DC V5E8P9SH0U0X,DC01H12  120401P00021750,4.205,4.235,4.075,4.175,0,
-DC 2Z4I8UPVBIL50|DC V5E8P9SH0U0X,DC01H12  120401P00022000,4.455,4.485,4.315,4.425,0,
+#expiry,strike,right,open,high,low,close,volume,open_interest
+,,,17.5,17.7,17.45,17.56,0,
+20120401,15,C,2.595,2.725,2.565,2.625,0,
+20120401,15.25,C,2.365,2.495,2.335,2.395,0,
+20120401,15.5,C,2.145,2.265,2.115,2.17,0,
+20120401,15.75,C,1.925,2.05,1.905,1.955,0,
+20120401,16,C,1.725,1.885,1.71,1.745,0,
+20120401,16.25,C,1.525,1.695,1.515,1.555,0,
+20120401,16.5,C,1.345,1.515,1.335,1.365,0,
+20120401,16.75,C,1.175,1.34,1.165,1.195,0,
+20120401,17,C,1.015,1.21,1.005,1.035,0,
+20120401,17.25,C,0.88,1.075,0.875,0.895,0,
+20120401,17.5,C,0.75,0.95,0.745,0.765,0,
+20120401,17.75,C,0.63,0.825,0.625,0.645,0,
+20120401,18,C,0.42,0.72,0.39,0.425,0,
+20120401,18.25,C,0.285,0.605,0.205,0.29,0,
+20120401,18.5,C,0.29,0.415,0.23,0.23,0,
+20120401,18.75,C,0.28,0.44,0.28,0.29,0,
+20120401,19,C,0.24,0.295,0.175,0.19,0,
+20120401,19.25,C,0.18,0.32,0.175,0.185,0,
+20120401,19.5,C,0.14,0.265,0.14,0.15,0,
+20120401,19.75,C,0.11,0.225,0.11,0.11,0,
+20120401,20,C,0.08,0.185,0.07,0.075,0,
+20120401,20.25,C,0.065,0.08,0.065,0.07,0,
+20120401,20.5,C,0.11,0.12,0.11,0.11,0,
+20120401,20.75,C,0.1,0.1,0.09,0.1,0,
+20120401,21,C,0.09,0.09,0.09,0.09,0,
+20120401,21.25,C,0.08,0.08,0.08,0.08,0,
+20120401,21.5,C,0.07,0.08,0.07,0.07,0,
+20120401,21.75,C,0.07,0.07,0.07,0.07,0,
+20120401,22,C,0.07,0.07,0.07,0.07,0,
+20120401,22.25,C,0.07,0.07,0.06,0.07,0,
+20120401,22.5,C,0.06,0.06,0.06,0.06,0,
+20120401,9,P,0.06,0.06,0.06,0.06,0,
+20120401,9.25,P,0.06,0.06,0.06,0.06,0,
+20120401,9.5,P,0.06,0.06,0.06,0.06,0,
+20120401,9.75,P,0.06,0.06,0.06,0.06,0,
+20120401,10,P,0.06,0.06,0.06,0.06,0,
+20120401,10.25,P,0.06,0.06,0.06,0.06,0,
+20120401,10.5,P,0.06,0.06,0.06,0.06,0,
+20120401,10.75,P,0.06,0.06,0.06,0.06,0,
+20120401,11,P,0.06,0.06,0.06,0.06,0,
+20120401,11.25,P,0.06,0.06,0.06,0.06,0,
+20120401,11.5,P,0.06,0.06,0.06,0.06,0,
+20120401,11.75,P,0.06,0.06,0.06,0.06,0,
+20120401,12,P,0.06,0.06,0.06,0.06,0,
+20120401,12.25,P,0.06,0.06,0.06,0.06,0,
+20120401,12.5,P,0.06,0.06,0.06,0.06,0,
+20120401,12.75,P,0.06,0.06,0.06,0.06,0,
+20120401,13,P,0.1,0.1,0.06,0.1,0,
+20120401,13.25,P,0.06,0.06,0.06,0.06,0,
+20120401,13.5,P,0.07,0.07,0.06,0.07,0,
+20120401,13.75,P,0.07,0.07,0.07,0.07,0,
+20120401,14,P,0.035,0.035,0.035,0.035,0,
+20120401,14.25,P,0.055,0.055,0.055,0.055,0,
+20120401,14.5,P,0.065,0.075,0.06,0.065,0,
+20120401,14.75,P,0.06,0.08,0.055,0.06,0,
+20120401,15,P,0.07,0.11,0.065,0.07,0,
+20120401,15.25,P,0.08,0.145,0.07,0.07,0,
+20120401,15.5,P,0.275,0.275,0.125,0.275,0,
+20120401,15.75,P,0.14,0.23,0.125,0.135,0,
+20120401,16,P,0.36,0.4,0.17,0.36,0,
+20120401,16.25,P,0.24,0.35,0.22,0.23,0,
+20120401,16.5,P,0.30,0.425,0.265,0.295,0,
+20120401,16.75,P,0.38,0.505,0.355,0.37,0,
+20120401,17,P,0.53,0.64,0.44,0.49,0,
+20120401,17.25,P,0.585,0.73,0.55,0.575,0,
+20120401,17.5,P,0.705,0.85,0.66,0.69,0,
+20120401,17.75,P,0.835,0.99,0.79,0.82,0,
+20120401,18,P,0.98,1.125,0.92,0.965,0,
+20120401,18.25,P,1.13,1.15,0.995,1.11,0,
+20120401,18.5,P,1.305,1.325,1.21,1.28,0,
+20120401,18.75,P,1.485,1.505,1.385,1.465,0,
+20120401,19,P,1.675,1.7,1.575,1.655,0,
+20120401,19.25,P,1.88,1.905,1.765,1.855,0,
+20120401,19.5,P,2.09,2.115,1.975,2.065,0,
+20120401,19.75,P,2.305,2.335,2.185,2.285,0,
+20120401,20,P,2.535,2.56,2.405,2.505,0,
+20120401,20.25,P,2.765,2.79,2.635,2.735,0,
+20120401,20.5,P,2.995,3.025,2.865,2.965,0,
+20120401,20.75,P,3.235,3.265,3.105,3.205,0,
+20120401,21,P,3.475,3.505,3.34,3.445,0,
+20120401,21.25,P,3.715,3.745,3.585,3.685,0,
+20120401,21.5,P,3.965,3.995,3.825,3.935,0,
+20120401,21.75,P,4.205,4.235,4.075,4.175,0,
+20120401,22,P,4.455,4.485,4.315,4.425,0,

Data/futureoption/cme/universes/es/20200320/20200102.csv

@@ -1,106 +1,106 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-ES XCZJLC9NOB29,ES20H20,3221.5,3246.25,3220.75,3235.5,1161694,
-ES XCZJLCA5YBC4|ES XCZJLC9NOB29,ES20H20  200320C03000000,0,0,0,0,0,
-ES XCZJLDNG1RQC|ES XCZJLC9NOB29,ES20H20  200320C03010000,0,0,0,0,0,
-ES XCZJLDNM03S4|ES XCZJLC9NOB29,ES20H20  200320C03020000,0,0,0,0,0,
-ES XCZJLQ5XZD38|ES XCZJLC9NOB29,ES20H20  200320C03025000,0,0,0,0,0,
-ES XCZJLDNRYFTW|ES XCZJLC9NOB29,ES20H20  200320C03030000,0,0,0,0,0,
-ES XCZJLDNXWRVO|ES XCZJLC9NOB29,ES20H20  200320C03040000,0,0,0,0,0,
-ES XCZJLDO3V3XG|ES XCZJLC9NOB29,ES20H20  200320C03050000,0,0,0,0,0,
-ES XCZJLDO9TFZ8|ES XCZJLC9NOB29,ES20H20  200320C03060000,0,0,0,0,0,
-ES XCZJLDOFRS10|ES XCZJLC9NOB29,ES20H20  200320C03070000,0,0,0,0,0,
-ES XCZJLQE7O3K4|ES XCZJLC9NOB29,ES20H20  200320C03075000,0,0,0,0,0,
-ES XCZJLDOLQ42S|ES XCZJLC9NOB29,ES20H20  200320C03080000,0,0,0,0,0,
-ES XCZJLDOROG4K|ES XCZJLC9NOB29,ES20H20  200320C03090000,0,0,0,0,0,
-ES XCZJLCESLJK4|ES XCZJLC9NOB29,ES20H20  200320C03100000,0,0,0,0,0,
-ES XCZJLDP3L484|ES XCZJLC9NOB29,ES20H20  200320C03110000,0,0,0,0,0,
-ES XCZJLDP9JG9W|ES XCZJLC9NOB29,ES20H20  200320C03120000,0,0,0,0,0,
-ES XCZJLQMHCU10|ES XCZJLC9NOB29,ES20H20  200320C03125000,0,0,0,0,0,
-ES XCZJLDPFHSBO|ES XCZJLC9NOB29,ES20H20  200320C03130000,0,0,0,0,0,
-ES XCZJLDPLG4DG|ES XCZJLC9NOB29,ES20H20  200320C03140000,0,0,0,0,0,
-ES XCZJLDPREGF8|ES XCZJLC9NOB29,ES20H20  200320C03150000,0,0,0,0,0,
-ES XCZJLDPXCSH0|ES XCZJLC9NOB29,ES20H20  200320C03160000,0,0,0,0,0,
-ES XCZJLDQ3B4IS|ES XCZJLC9NOB29,ES20H20  200320C03170000,0,0,0,0,0,
-ES XCZJLQUR1KHW|ES XCZJLC9NOB29,ES20H20  200320C03175000,0,0,0,0,0,
-ES XCZJLDQ99GKK|ES XCZJLC9NOB29,ES20H20  200320C03180000,0,0,0,0,0,
-ES XCZJLDQF7SMC|ES XCZJLC9NOB29,ES20H20  200320C03190000,0,0,0,0,0,
-ES XCZJLCEYJVLW|ES XCZJLC9NOB29,ES20H20  200320C03200000,0,0,0,0,0,
-ES XCZJLDQR4GPW|ES XCZJLC9NOB29,ES20H20  200320C03210000,0,0,0,0,0,
-ES XCZJLDQX2SRO|ES XCZJLC9NOB29,ES20H20  200320C03220000,0,0,0,0,0,
-ES XCZJLDR314TG|ES XCZJLC9NOB29,ES20H20  200320C03230000,0,0,0,0,0,
-ES XCZJLDR8ZGV8|ES XCZJLC9NOB29,ES20H20  200320C03240000,0,0,0,0,0,
-ES XCZJLDREXSX0|ES XCZJLC9NOB29,ES20H20  200320C03250000,0,0,0,0,0,
-ES XCZJLCFAGJPG|ES XCZJLC9NOB29,ES20H20  200320C03400000,0,0,0,0,0,
-ES XCZJLDU275PG|ES XCZJLC9NOB29,ES20H20  200320C03410000,0,0,0,0,0,
-ES XCZJLDU85HR8|ES XCZJLC9NOB29,ES20H20  200320C03420000,0,0,0,0,0,
-ES XCZJLDUE3TT0|ES XCZJLC9NOB29,ES20H20  200320C03430000,0,0,0,0,0,
-ES XCZJLDUK25US|ES XCZJLC9NOB29,ES20H20  200320C03440000,0,0,0,0,0,
-ES XCZJLDUQ0HWK|ES XCZJLC9NOB29,ES20H20  200320C03450000,0,0,0,0,0,
-ES XCZJLDUVYTYC|ES XCZJLC9NOB29,ES20H20  200320C03460000,0,0,0,0,0,
-ES XCZJLDV1X604|ES XCZJLC9NOB29,ES20H20  200320C03470000,0,0,0,0,0,
-ES XCZJLDV7VI1W|ES XCZJLC9NOB29,ES20H20  200320C03480000,0,0,0,0,0,
-ES XCZJLDVDTU3O|ES XCZJLC9NOB29,ES20H20  200320C03490000,0,0,0,0,0,
-ES XCZJLCFGEVR8|ES XCZJLC9NOB29,ES20H20  200320C03500000,0,0,0,0,0,
-ES XCZJLDVPQI78|ES XCZJLC9NOB29,ES20H20  200320C03510000,0,0,0,0,0,
-ES XCZJLDVVOU90|ES XCZJLC9NOB29,ES20H20  200320C03520000,0,0,0,0,0,
-ES XCZJLDW1N6AS|ES XCZJLC9NOB29,ES20H20  200320C03530000,0,0,0,0,0,
-ES XCZJLDW7LICK|ES XCZJLC9NOB29,ES20H20  200320C03540000,0,0,0,0,0,
-ES XCZJLDWDJUEC|ES XCZJLC9NOB29,ES20H20  200320C03550000,0,0,0,0,0,
-ES XCZJLDWJI6G4|ES XCZJLC9NOB29,ES20H20  200320C03560000,0,0,0,0,0,
-ES XCZJLDWPGIHW|ES XCZJLC9NOB29,ES20H20  200320C03570000,0,0,0,0,0,
-ES XCZJLDWVEUJO|ES XCZJLC9NOB29,ES20H20  200320C03580000,0,0,0,0,0,
-ES XCZJLCFMD7T0|ES XCZJLC9NOB29,ES20H20  200320C03600000,0,0,0,0,0,
-ES XCZJLDY136W4|ES XCZJLC9NOB29,ES20H20  200320C03650000,0,0,0,0,0,
-ES XCZJLCFSBJUS|ES XCZJLC9NOB29,ES20H20  200320C03700000,0,0,0,0,0,
-ES XCZJLDZOMJDW|ES XCZJLC9NOB29,ES20H20  200320C03750000,0,0,0,0,0,
-ES XCZJLCFY9VWK|ES XCZJLC9NOB29,ES20H20  200320C03800000,0,0,0,0,0,
-ES XCZJLE1C5VVO|ES XCZJLC9NOB29,ES20H20  200320C03850000,0,0,0,0,0,
-ES XCZJLCG487YC|ES XCZJLC9NOB29,ES20H20  200320C03900000,0,0,0,0,0,
-ES XCZJLUJ21C04|ES XCZJLC9NOB29,ES20H20  200320C03975000,0,0,0,0,0,
-ES XCZJLCABWNDW|ES XCZJLC9NOB29,ES20H20  200320C04000000,0,0,0,0,0,
-ES XCZJLCGG4W1W|ES XCZJLC9NOB29,ES20H20  200320C04100000,0,0,0,0,0,
-ES XCZJLCGM383O|ES XCZJLC9NOB29,ES20H20  200320C04200000,0,0,0,0,0,
-ES 31C3JQS9D84PW|ES XCZJLC9NOB29,ES20H20  200320P03000000,0,0,0,0,0,
-ES 31C3JQTMNBL44|ES XCZJLC9NOB29,ES20H20  200320P03010000,0,0,0,0,0,
-ES 31C3JQTMT9X5W|ES XCZJLC9NOB29,ES20H20  200320P03020000,0,0,0,0,0,
-ES 31C3JR65596H0|ES XCZJLC9NOB29,ES20H20  200320P03025000,0,0,0,0,0,
-ES 31C3JQTMZ897O|ES XCZJLC9NOB29,ES20H20  200320P03030000,0,0,0,0,0,
-ES 31C3JQTN56L9G|ES XCZJLC9NOB29,ES20H20  200320P03040000,0,0,0,0,0,
-ES 31C3JQTNB4XB8|ES XCZJLC9NOB29,ES20H20  200320P03050000,0,0,0,0,0,
-ES 31C3JQTNH39D0|ES XCZJLC9NOB29,ES20H20  200320P03060000,0,0,0,0,0,
-ES 31C3JQTNN1LES|ES XCZJLC9NOB29,ES20H20  200320P03070000,0,0,0,0,0,
-ES 31C3JR6DEXWXW|ES XCZJLC9NOB29,ES20H20  200320P03075000,0,0,0,0,0,
-ES 31C3JQTNSZXGK|ES XCZJLC9NOB29,ES20H20  200320P03080000,0,0,0,0,0,
-ES 31C3JQTNYY9IC|ES XCZJLC9NOB29,ES20H20  200320P03090000,0,0,0,0,0,
-ES 31C3JQSDZVCXW|ES XCZJLC9NOB29,ES20H20  200320P03100000,0,0,0,0,0,
-ES 31C3JQTOAUXLW|ES XCZJLC9NOB29,ES20H20  200320P03110000,0,0,0,0,0,
-ES 31C3JQTOGT9NO|ES XCZJLC9NOB29,ES20H20  200320P03120000,0,0,0,0,0,
-ES 31C3JR6LOMNES|ES XCZJLC9NOB29,ES20H20  200320P03125000,0,0,0,0,0,
-ES 31C3JQTOMRLPG|ES XCZJLC9NOB29,ES20H20  200320P03130000,0,0,0,0,0,
-ES 31C3JQTOSPXR8|ES XCZJLC9NOB29,ES20H20  200320P03140000,0,0,0,0,0,
-ES 31C3JQTOYO9T0|ES XCZJLC9NOB29,ES20H20  200320P03150000,0,0,0,0,0,
-ES 31C3JQTP4MLUS|ES XCZJLC9NOB29,ES20H20  200320P03160000,0,0,0,0,0,
-ES 31C3JQTPAKXWK|ES XCZJLC9NOB29,ES20H20  200320P03170000,0,0,0,0,0,
-ES 31C3JR6TYBDVO|ES XCZJLC9NOB29,ES20H20  200320P03175000,0,0,0,0,0,
-ES 31C3JQTPGJ9YC|ES XCZJLC9NOB29,ES20H20  200320P03180000,0,0,0,0,0,
-ES 31C3JQTPMHM04|ES XCZJLC9NOB29,ES20H20  200320P03190000,0,0,0,0,0,
-ES 31C3JQSE5TOZO|ES XCZJLC9NOB29,ES20H20  200320P03200000,0,0,0,0,0,
-ES 31C3JQTPYEA3O|ES XCZJLC9NOB29,ES20H20  200320P03210000,0,0,0,0,0,
-ES 31C3JQTQ4CM5G|ES XCZJLC9NOB29,ES20H20  200320P03220000,0,0,0,0,0,
-ES 31C3JQTQAAY78|ES XCZJLC9NOB29,ES20H20  200320P03230000,0,0,0,0,0,
-ES 31C3JQTQG9A90|ES XCZJLC9NOB29,ES20H20  200320P03240000,0,0,0,0,0,
-ES 31C3JQTQM7MAS|ES XCZJLC9NOB29,ES20H20  200320P03250000,0,0,0,0,0,
-ES 31C3JQTQS5YCK|ES XCZJLC9NOB29,ES20H20  200320P03260000,0,0,0,0,0,
-ES 31C3JQTQY4AEC|ES XCZJLC9NOB29,ES20H20  200320P03270000,0,0,0,0,0,
-ES 31C3JQTR42MG4|ES XCZJLC9NOB29,ES20H20  200320P03280000,0,0,0,0,0,
-ES 31C3JQTRA0YHW|ES XCZJLC9NOB29,ES20H20  200320P03290000,0,0,0,0,0,
-ES 31C3JQSEBS11G|ES XCZJLC9NOB29,ES20H20  200320P03300000,0,0,0,0,0,
-ES 31C3JQTRLXMLG|ES XCZJLC9NOB29,ES20H20  200320P03310000,0,0,0,0,0,
-ES 31C3JQTRRVYN8|ES XCZJLC9NOB29,ES20H20  200320P03320000,0,0,0,0,0,
-ES 31C3JQTRXUAP0|ES XCZJLC9NOB29,ES20H20  200320P03330000,0,0,0,0,0,
-ES 31C3JQTS3SMQS|ES XCZJLC9NOB29,ES20H20  200320P03340000,0,0,0,0,0,
-ES 31C3JQTS9QYSK|ES XCZJLC9NOB29,ES20H20  200320P03350000,0,0,0,0,0,
-ES 31C3JQTSFPAUC|ES XCZJLC9NOB29,ES20H20  200320P03360000,0,0,0,0,0,
-ES 31C3JQTSLNMW4|ES XCZJLC9NOB29,ES20H20  200320P03370000,0,0,0,0,0,
-ES 31C3JQTSRLYXW|ES XCZJLC9NOB29,ES20H20  200320P03380000,0,0,0,0,0,
-ES 31C3JQTSXKAZO|ES XCZJLC9NOB29,ES20H20  200320P03390000,0,0,0,0,0,
+#expiry,strike,right,open,high,low,close,volume,open_interest
+,,,3221.5,3246.25,3220.75,3235.5,1161694,
+20200320,3000,C,0,0,0,0,0,
+20200320,3010,C,0,0,0,0,0,
+20200320,3020,C,0,0,0,0,0,
+20200320,3025,C,0,0,0,0,0,
+20200320,3030,C,0,0,0,0,0,
+20200320,3040,C,0,0,0,0,0,
+20200320,3050,C,0,0,0,0,0,
+20200320,3060,C,0,0,0,0,0,
+20200320,3070,C,0,0,0,0,0,
+20200320,3075,C,0,0,0,0,0,
+20200320,3080,C,0,0,0,0,0,
+20200320,3090,C,0,0,0,0,0,
+20200320,3100,C,0,0,0,0,0,
+20200320,3110,C,0,0,0,0,0,
+20200320,3120,C,0,0,0,0,0,
+20200320,3125,C,0,0,0,0,0,
+20200320,3130,C,0,0,0,0,0,
+20200320,3140,C,0,0,0,0,0,
+20200320,3150,C,0,0,0,0,0,
+20200320,3160,C,0,0,0,0,0,
+20200320,3170,C,0,0,0,0,0,
+20200320,3175,C,0,0,0,0,0,
+20200320,3180,C,0,0,0,0,0,
+20200320,3190,C,0,0,0,0,0,
+20200320,3200,C,0,0,0,0,0,
+20200320,3210,C,0,0,0,0,0,
+20200320,3220,C,0,0,0,0,0,
+20200320,3230,C,0,0,0,0,0,
+20200320,3240,C,0,0,0,0,0,
+20200320,3250,C,0,0,0,0,0,
+20200320,3400,C,0,0,0,0,0,
+20200320,3410,C,0,0,0,0,0,
+20200320,3420,C,0,0,0,0,0,
+20200320,3430,C,0,0,0,0,0,
+20200320,3440,C,0,0,0,0,0,
+20200320,3450,C,0,0,0,0,0,
+20200320,3460,C,0,0,0,0,0,
+20200320,3470,C,0,0,0,0,0,
+20200320,3480,C,0,0,0,0,0,
+20200320,3490,C,0,0,0,0,0,
+20200320,3500,C,0,0,0,0,0,
+20200320,3510,C,0,0,0,0,0,
+20200320,3520,C,0,0,0,0,0,
+20200320,3530,C,0,0,0,0,0,
+20200320,3540,C,0,0,0,0,0,
+20200320,3550,C,0,0,0,0,0,
+20200320,3560,C,0,0,0,0,0,
+20200320,3570,C,0,0,0,0,0,
+20200320,3580,C,0,0,0,0,0,
+20200320,3600,C,0,0,0,0,0,
+20200320,3650,C,0,0,0,0,0,
+20200320,3700,C,0,0,0,0,0,
+20200320,3750,C,0,0,0,0,0,
+20200320,3800,C,0,0,0,0,0,
+20200320,3850,C,0,0,0,0,0,
+20200320,3900,C,0,0,0,0,0,
+20200320,3975,C,0,0,0,0,0,
+20200320,4000,C,0,0,0,0,0,
+20200320,4100,C,0,0,0,0,0,
+20200320,4200,C,0,0,0,0,0,
+20200320,3000,P,0,0,0,0,0,
+20200320,3010,P,0,0,0,0,0,
+20200320,3020,P,0,0,0,0,0,
+20200320,3025,P,0,0,0,0,0,
+20200320,3030,P,0,0,0,0,0,
+20200320,3040,P,0,0,0,0,0,
+20200320,3050,P,0,0,0,0,0,
+20200320,3060,P,0,0,0,0,0,
+20200320,3070,P,0,0,0,0,0,
+20200320,3075,P,0,0,0,0,0,
+20200320,3080,P,0,0,0,0,0,
+20200320,3090,P,0,0,0,0,0,
+20200320,3100,P,0,0,0,0,0,
+20200320,3110,P,0,0,0,0,0,
+20200320,3120,P,0,0,0,0,0,
+20200320,3125,P,0,0,0,0,0,
+20200320,3130,P,0,0,0,0,0,
+20200320,3140,P,0,0,0,0,0,
+20200320,3150,P,0,0,0,0,0,
+20200320,3160,P,0,0,0,0,0,
+20200320,3170,P,0,0,0,0,0,
+20200320,3175,P,0,0,0,0,0,
+20200320,3180,P,0,0,0,0,0,
+20200320,3190,P,0,0,0,0,0,
+20200320,3200,P,0,0,0,0,0,
+20200320,3210,P,0,0,0,0,0,
+20200320,3220,P,0,0,0,0,0,
+20200320,3230,P,0,0,0,0,0,
+20200320,3240,P,0,0,0,0,0,
+20200320,3250,P,0,0,0,0,0,
+20200320,3260,P,0,0,0,0,0,
+20200320,3270,P,0,0,0,0,0,
+20200320,3280,P,0,0,0,0,0,
+20200320,3290,P,0,0,0,0,0,
+20200320,3300,P,0,0,0,0,0,
+20200320,3310,P,0,0,0,0,0,
+20200320,3320,P,0,0,0,0,0,
+20200320,3330,P,0,0,0,0,0,
+20200320,3340,P,0,0,0,0,0,
+20200320,3350,P,0,0,0,0,0,
+20200320,3360,P,0,0,0,0,0,
+20200320,3370,P,0,0,0,0,0,
+20200320,3380,P,0,0,0,0,0,
+20200320,3390,P,0,0,0,0,0,

Data/futureoption/cme/universes/es/20200320/20200103.csv

@@ -1,106 +1,106 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-ES XCZJLC9NOB29,ES20H20,3220.25,3224,3216.25,3223.75,0,
-ES XCZJLCA5YBC4|ES XCZJLC9NOB29,ES20H20  200320C03000000,249.50,256.125,243.125,251.875,0,
-ES XCZJLDNG1RQC|ES XCZJLC9NOB29,ES20H20  200320C03010000,240.875,247.625,234.5,243.25,0,
-ES XCZJLDNM03S4|ES XCZJLC9NOB29,ES20H20  200320C03020000,232.25,239.125,225.875,234.75,0,
-ES XCZJLQ5XZD38|ES XCZJLC9NOB29,ES20H20  200320C03025000,228,234.875,221.75,230.5,0,
-ES XCZJLDNRYFTW|ES XCZJLC9NOB29,ES20H20  200320C03030000,223.875,230.75,217.5,226.625,0,
-ES XCZJLDNXWRVO|ES XCZJLC9NOB29,ES20H20  200320C03040000,215.375,222,209.0,217.625,0,
-ES XCZJLDO3V3XG|ES XCZJLC9NOB29,ES20H20  200320C03050000,207.125,214.00,200.875,209.625,0,
-ES XCZJLDO9TFZ8|ES XCZJLC9NOB29,ES20H20  200320C03060000,198.875,205.75,192.625,201.375,0,
-ES XCZJLDOFRS10|ES XCZJLC9NOB29,ES20H20  200320C03070000,190.75,197.50,184.375,193.25,0,
-ES XCZJLQE7O3K4|ES XCZJLC9NOB29,ES20H20  200320C03075000,186.625,193.125,180.25,188.75,0,
-ES XCZJLDOLQ42S|ES XCZJLC9NOB29,ES20H20  200320C03080000,182.625,189.125,176.25,184.875,0,
-ES XCZJLDOROG4K|ES XCZJLC9NOB29,ES20H20  200320C03090000,174.50,181.125,168.25,176.75,0,
-ES XCZJLCESLJK4|ES XCZJLC9NOB29,ES20H20  200320C03100000,166.625,173,160.25,168.625,0,
-ES XCZJLDP3L484|ES XCZJLC9NOB29,ES20H20  200320C03110000,158.75,165.25,152.5,160.875,0,
-ES XCZJLDP9JG9W|ES XCZJLC9NOB29,ES20H20  200320C03120000,150.875,157.50,144.75,153.50,0,
-ES XCZJLQMHCU10|ES XCZJLC9NOB29,ES20H20  200320C03125000,147.00,153.5,141.625,149.125,0,
-ES XCZJLDPFHSBO|ES XCZJLC9NOB29,ES20H20  200320C03130000,143.25,149.875,137.50,145.75,0,
-ES XCZJLDPLG4DG|ES XCZJLC9NOB29,ES20H20  200320C03140000,135.625,142.125,129.25,137.875,0,
-ES XCZJLDPREGF8|ES XCZJLC9NOB29,ES20H20  200320C03150000,128.125,134.625,122.625,130.375,0,
-ES XCZJLDPXCSH0|ES XCZJLC9NOB29,ES20H20  200320C03160000,120.75,127.375,114.375,123.125,0,
-ES XCZJLDQ3B4IS|ES XCZJLC9NOB29,ES20H20  200320C03170000,113.625,119.875,107.625,115.375,0,
-ES XCZJLQUR1KHW|ES XCZJLC9NOB29,ES20H20  200320C03175000,110.0,116.375,104,112.125,0,
-ES XCZJLDQ99GKK|ES XCZJLC9NOB29,ES20H20  200320C03180000,106.5,112.625,100.375,108.375,0,
-ES XCZJLDQF7SMC|ES XCZJLC9NOB29,ES20H20  200320C03190000,99.375,105.875,93.625,101.25,0,
-ES XCZJLCEYJVLW|ES XCZJLC9NOB29,ES20H20  200320C03200000,92.625,107,66.375,94.375,0,
-ES XCZJLDQR4GPW|ES XCZJLC9NOB29,ES20H20  200320C03210000,85.875,92.00,80.125,87.625,0,
-ES XCZJLDQX2SRO|ES XCZJLC9NOB29,ES20H20  200320C03220000,79.5,85.50,73.125,81.25,0,
-ES XCZJLDR314TG|ES XCZJLC9NOB29,ES20H20  200320C03230000,73.25,79.75,48.375,74.75,0,
-ES XCZJLDR8ZGV8|ES XCZJLC9NOB29,ES20H20  200320C03240000,67.25,73.5,59.375,68.625,0,
-ES XCZJLDREXSX0|ES XCZJLC9NOB29,ES20H20  200320C03250000,61.25,73.625,55.00,62.875,0,
-ES XCZJLCFAGJPG|ES XCZJLC9NOB29,ES20H20  200320C03400000,10.875,12.25,4.95,8.625,0,
-ES XCZJLDU275PG|ES XCZJLC9NOB29,ES20H20  200320C03410000,7.50,12.50,4.025,7.5,0,
-ES XCZJLDU85HR8|ES XCZJLC9NOB29,ES20H20  200320C03420000,6.525,11.375,3.20,6.25,0,
-ES XCZJLDUE3TT0|ES XCZJLC9NOB29,ES20H20  200320C03430000,7.75,7.875,5.25,5.50,0,
-ES XCZJLDUK25US|ES XCZJLC9NOB29,ES20H20  200320C03440000,6.175,7.225,3.475,4.675,0,
-ES XCZJLDUQ0HWK|ES XCZJLC9NOB29,ES20H20  200320C03450000,4.20,4.775,2.975,4.0,0,
-ES XCZJLDUVYTYC|ES XCZJLC9NOB29,ES20H20  200320C03460000,3.575,4.275,2.425,3.475,0,
-ES XCZJLDV1X604|ES XCZJLC9NOB29,ES20H20  200320C03470000,3.125,3.725,2,3.0,0,
-ES XCZJLDV7VI1W|ES XCZJLC9NOB29,ES20H20  200320C03480000,2.725,3.35,1.65,2.575,0,
-ES XCZJLDVDTU3O|ES XCZJLC9NOB29,ES20H20  200320C03490000,2.40,3.05,1.3,2.275,0,
-ES XCZJLCFGEVR8|ES XCZJLC9NOB29,ES20H20  200320C03500000,8.125,8.2,1.90,2.00,0,
-ES XCZJLDVPQI78|ES XCZJLC9NOB29,ES20H20  200320C03510000,2.30,2.45,1.2,1.725,0,
-ES XCZJLDVVOU90|ES XCZJLC9NOB29,ES20H20  200320C03520000,2.10,2.25,1.0,1.525,0,
-ES XCZJLDW1N6AS|ES XCZJLC9NOB29,ES20H20  200320C03530000,1.95,2.1,0.825,1.35,0,
-ES XCZJLDW7LICK|ES XCZJLC9NOB29,ES20H20  200320C03540000,1.80,1.95,0.675,1.20,0,
-ES XCZJLDWDJUEC|ES XCZJLC9NOB29,ES20H20  200320C03550000,1.55,1.75,0.875,1.05,0,
-ES XCZJLDWJI6G4|ES XCZJLC9NOB29,ES20H20  200320C03560000,1.525,1.725,0.75,0.95,0,
-ES XCZJLDWPGIHW|ES XCZJLC9NOB29,ES20H20  200320C03570000,1.5,1.6,0.725,0.85,0,
-ES XCZJLDWVEUJO|ES XCZJLC9NOB29,ES20H20  200320C03580000,1.4,1.525,0.625,0.75,0,
-ES XCZJLCFMD7T0|ES XCZJLC9NOB29,ES20H20  200320C03600000,0.9,0.925,0.6,0.625,0,
-ES XCZJLDY136W4|ES XCZJLC9NOB29,ES20H20  200320C03650000,0.55,1.15,0.25,0.35,0,
-ES XCZJLCFSBJUS|ES XCZJLC9NOB29,ES20H20  200320C03700000,0.475,1.025,0.175,0.225,0,
-ES XCZJLDZOMJDW|ES XCZJLC9NOB29,ES20H20  200320C03750000,0.8,1.85,0.25,0.3,0,
-ES XCZJLCFY9VWK|ES XCZJLC9NOB29,ES20H20  200320C03800000,0.75,1.8,0.2,0.3,0,
-ES XCZJLE1C5VVO|ES XCZJLC9NOB29,ES20H20  200320C03850000,1.8,1.8,0.25,0.25,0,
-ES XCZJLCG487YC|ES XCZJLC9NOB29,ES20H20  200320C03900000,0.7,1.75,0.2,0.25,0,
-ES XCZJLUJ21C04|ES XCZJLC9NOB29,ES20H20  200320C03975000,0.15,0.15,0.15,0.15,0,
-ES XCZJLCABWNDW|ES XCZJLC9NOB29,ES20H20  200320C04000000,0.15,0.15,0.15,0.15,0,
-ES XCZJLCGG4W1W|ES XCZJLC9NOB29,ES20H20  200320C04100000,0.7,1.75,0.15,0.2,0,
-ES XCZJLCGM383O|ES XCZJLC9NOB29,ES20H20  200320C04200000,1.75,1.75,0.2,0.2,0,
-ES 31C3JQS9D84PW|ES XCZJLC9NOB29,ES20H20  200320P03000000,32,37.625,24.875,29.5,0,
-ES 31C3JQTMNBL44|ES XCZJLC9NOB29,ES20H20  200320P03010000,31.75,37.625,26.125,30.875,0,
-ES 31C3JQTMT9X5W|ES XCZJLC9NOB29,ES20H20  200320P03020000,33.25,38.75,27.5,32.25,0,
-ES 31C3JR65596H0|ES XCZJLC9NOB29,ES20H20  200320P03025000,33.875,39.875,28.25,33.0,0,
-ES 31C3JQTMZ897O|ES XCZJLC9NOB29,ES20H20  200320P03030000,34.625,40.375,28.875,33.75,0,
-ES 31C3JQTN56L9G|ES XCZJLC9NOB29,ES20H20  200320P03040000,66.375,68.0,30.375,35.25,0,
-ES 31C3JQTNB4XB8|ES XCZJLC9NOB29,ES20H20  200320P03050000,37.75,43.625,32.125,36.875,0,
-ES 31C3JQTNH39D0|ES XCZJLC9NOB29,ES20H20  200320P03060000,39.50,45.5,33.625,38.375,0,
-ES 31C3JQTNN1LES|ES XCZJLC9NOB29,ES20H20  200320P03070000,41.25,47.00,35.625,40.125,0,
-ES 31C3JR6DEXWXW|ES XCZJLC9NOB29,ES20H20  200320P03075000,42.00,48.375,36.625,41.125,0,
-ES 31C3JQTNSZXGK|ES XCZJLC9NOB29,ES20H20  200320P03080000,43.00,49.00,37.25,41.875,0,
-ES 31C3JQTNYY9IC|ES XCZJLC9NOB29,ES20H20  200320P03090000,44.875,50.875,39.375,43.875,0,
-ES 31C3JQSDZVCXW|ES XCZJLC9NOB29,ES20H20  200320P03100000,51.75,58.125,40.625,45.75,0,
-ES 31C3JQTOAUXLW|ES XCZJLC9NOB29,ES20H20  200320P03110000,71.875,73.75,43.50,47.875,0,
-ES 31C3JQTOGT9NO|ES XCZJLC9NOB29,ES20H20  200320P03120000,51.0,57.25,45.50,50.0,0,
-ES 31C3JR6LOMNES|ES XCZJLC9NOB29,ES20H20  200320P03125000,52.125,58.375,46.5,51.125,0,
-ES 31C3JQTOMRLPG|ES XCZJLC9NOB29,ES20H20  200320P03130000,53.25,59.375,47.875,52.25,0,
-ES 31C3JQTOSPXR8|ES XCZJLC9NOB29,ES20H20  200320P03140000,55.625,61.875,50.25,54.375,0,
-ES 31C3JQTOYO9T0|ES XCZJLC9NOB29,ES20H20  200320P03150000,58.875,64.50,52.625,57.0,0,
-ES 31C3JQTP4MLUS|ES XCZJLC9NOB29,ES20H20  200320P03160000,60.625,66.875,55.25,59.375,0,
-ES 31C3JQTPAKXWK|ES XCZJLC9NOB29,ES20H20  200320P03170000,66.75,68.875,57.875,62.00,0,
-ES 31C3JR6TYBDVO|ES XCZJLC9NOB29,ES20H20  200320P03175000,64.75,71.125,59.375,63.625,0,
-ES 31C3JQTPGJ9YC|ES XCZJLC9NOB29,ES20H20  200320P03180000,96,98.25,57.25,65.25,0,
-ES 31C3JQTPMHM04|ES XCZJLC9NOB29,ES20H20  200320P03190000,83,85.25,63.625,67.75,0,
-ES 31C3JQSE5TOZO|ES XCZJLC9NOB29,ES20H20  200320P03200000,75.375,78.5,66.50,70.75,0,
-ES 31C3JQTPYEA3O|ES XCZJLC9NOB29,ES20H20  200320P03210000,75.75,82,70.125,74.00,0,
-ES 31C3JQTQ4CM5G|ES XCZJLC9NOB29,ES20H20  200320P03220000,80,83.125,73.625,77.625,0,
-ES 31C3JQTQAAY78|ES XCZJLC9NOB29,ES20H20  200320P03230000,83.375,89.25,61.625,81.125,0,
-ES 31C3JQTQG9A90|ES XCZJLC9NOB29,ES20H20  200320P03240000,87.25,92.375,81.375,86.375,0,
-ES 31C3JQTQM7MAS|ES XCZJLC9NOB29,ES20H20  200320P03250000,91.50,98.375,84.75,89.25,0,
-ES 31C3JQTQS5YCK|ES XCZJLC9NOB29,ES20H20  200320P03260000,95.75,101.50,89.25,93.50,0,
-ES 31C3JQTQY4AEC|ES XCZJLC9NOB29,ES20H20  200320P03270000,100.375,107,94.25,98.375,0,
-ES 31C3JQTR42MG4|ES XCZJLC9NOB29,ES20H20  200320P03280000,105.125,111.875,99.00,103.125,0,
-ES 31C3JQTRA0YHW|ES XCZJLC9NOB29,ES20H20  200320P03290000,110.375,117.125,104.125,108.375,0,
-ES 31C3JQSEBS11G|ES XCZJLC9NOB29,ES20H20  200320P03300000,115.875,122.375,109.625,113.875,0,
-ES 31C3JQTRLXMLG|ES XCZJLC9NOB29,ES20H20  200320P03310000,121.625,128.125,115.25,119.125,0,
-ES 31C3JQTRRVYN8|ES XCZJLC9NOB29,ES20H20  200320P03320000,127.625,134.50,121.25,125.5,0,
-ES 31C3JQTRXUAP0|ES XCZJLC9NOB29,ES20H20  200320P03330000,134.0,140.75,127.875,131.875,0,
-ES 31C3JQTS3SMQS|ES XCZJLC9NOB29,ES20H20  200320P03340000,140.875,147.625,134.375,138.5,0,
-ES 31C3JQTS9QYSK|ES XCZJLC9NOB29,ES20H20  200320P03350000,148,154.625,141.25,145.25,0,
-ES 31C3JQTSFPAUC|ES XCZJLC9NOB29,ES20H20  200320P03360000,155.375,162.125,148.75,153.0,0,
-ES 31C3JQTSLNMW4|ES XCZJLC9NOB29,ES20H20  200320P03370000,163.25,174.00,152.00,160.625,0,
-ES 31C3JQTSRLYXW|ES XCZJLC9NOB29,ES20H20  200320P03380000,171.25,182.00,160.00,169.25,0,
-ES 31C3JQTSXKAZO|ES XCZJLC9NOB29,ES20H20  200320P03390000,179.625,190.50,167.75,176.375,0,
+#expiry,strike,right,open,high,low,close,volume,open_interest
+,,,3220.25,3224,3216.25,3223.75,0,
+20200320,3000,C,249.50,256.125,243.125,251.875,0,
+20200320,3010,C,240.875,247.625,234.5,243.25,0,
+20200320,3020,C,232.25,239.125,225.875,234.75,0,
+20200320,3025,C,228,234.875,221.75,230.5,0,
+20200320,3030,C,223.875,230.75,217.5,226.625,0,
+20200320,3040,C,215.375,222,209.0,217.625,0,
+20200320,3050,C,207.125,214.00,200.875,209.625,0,
+20200320,3060,C,198.875,205.75,192.625,201.375,0,
+20200320,3070,C,190.75,197.50,184.375,193.25,0,
+20200320,3075,C,186.625,193.125,180.25,188.75,0,
+20200320,3080,C,182.625,189.125,176.25,184.875,0,
+20200320,3090,C,174.50,181.125,168.25,176.75,0,
+20200320,3100,C,166.625,173,160.25,168.625,0,
+20200320,3110,C,158.75,165.25,152.5,160.875,0,
+20200320,3120,C,150.875,157.50,144.75,153.50,0,
+20200320,3125,C,147.00,153.5,141.625,149.125,0,
+20200320,3130,C,143.25,149.875,137.50,145.75,0,
+20200320,3140,C,135.625,142.125,129.25,137.875,0,
+20200320,3150,C,128.125,134.625,122.625,130.375,0,
+20200320,3160,C,120.75,127.375,114.375,123.125,0,
+20200320,3170,C,113.625,119.875,107.625,115.375,0,
+20200320,3175,C,110.0,116.375,104,112.125,0,
+20200320,3180,C,106.5,112.625,100.375,108.375,0,
+20200320,3190,C,99.375,105.875,93.625,101.25,0,
+20200320,3200,C,92.625,107,66.375,94.375,0,
+20200320,3210,C,85.875,92.00,80.125,87.625,0,
+20200320,3220,C,79.5,85.50,73.125,81.25,0,
+20200320,3230,C,73.25,79.75,48.375,74.75,0,
+20200320,3240,C,67.25,73.5,59.375,68.625,0,
+20200320,3250,C,61.25,73.625,55.00,62.875,0,
+20200320,3400,C,10.875,12.25,4.95,8.625,0,
+20200320,3410,C,7.50,12.50,4.025,7.5,0,
+20200320,3420,C,6.525,11.375,3.20,6.25,0,
+20200320,3430,C,7.75,7.875,5.25,5.50,0,
+20200320,3440,C,6.175,7.225,3.475,4.675,0,
+20200320,3450,C,4.20,4.775,2.975,4.0,0,
+20200320,3460,C,3.575,4.275,2.425,3.475,0,
+20200320,3470,C,3.125,3.725,2,3.0,0,
+20200320,3480,C,2.725,3.35,1.65,2.575,0,
+20200320,3490,C,2.40,3.05,1.3,2.275,0,
+20200320,3500,C,8.125,8.2,1.90,2.00,0,
+20200320,3510,C,2.30,2.45,1.2,1.725,0,
+20200320,3520,C,2.10,2.25,1.0,1.525,0,
+20200320,3530,C,1.95,2.1,0.825,1.35,0,
+20200320,3540,C,1.80,1.95,0.675,1.20,0,
+20200320,3550,C,1.55,1.75,0.875,1.05,0,
+20200320,3560,C,1.525,1.725,0.75,0.95,0,
+20200320,3570,C,1.5,1.6,0.725,0.85,0,
+20200320,3580,C,1.4,1.525,0.625,0.75,0,
+20200320,3600,C,0.9,0.925,0.6,0.625,0,
+20200320,3650,C,0.55,1.15,0.25,0.35,0,
+20200320,3700,C,0.475,1.025,0.175,0.225,0,
+20200320,3750,C,0.8,1.85,0.25,0.3,0,
+20200320,3800,C,0.75,1.8,0.2,0.3,0,
+20200320,3850,C,1.8,1.8,0.25,0.25,0,
+20200320,3900,C,0.7,1.75,0.2,0.25,0,
+20200320,3975,C,0.15,0.15,0.15,0.15,0,
+20200320,4000,C,0.15,0.15,0.15,0.15,0,
+20200320,4100,C,0.7,1.75,0.15,0.2,0,
+20200320,4200,C,1.75,1.75,0.2,0.2,0,
+20200320,3000,P,32,37.625,24.875,29.5,0,
+20200320,3010,P,31.75,37.625,26.125,30.875,0,
+20200320,3020,P,33.25,38.75,27.5,32.25,0,
+20200320,3025,P,33.875,39.875,28.25,33.0,0,
+20200320,3030,P,34.625,40.375,28.875,33.75,0,
+20200320,3040,P,66.375,68.0,30.375,35.25,0,
+20200320,3050,P,37.75,43.625,32.125,36.875,0,
+20200320,3060,P,39.50,45.5,33.625,38.375,0,
+20200320,3070,P,41.25,47.00,35.625,40.125,0,
+20200320,3075,P,42.00,48.375,36.625,41.125,0,
+20200320,3080,P,43.00,49.00,37.25,41.875,0,
+20200320,3090,P,44.875,50.875,39.375,43.875,0,
+20200320,3100,P,51.75,58.125,40.625,45.75,0,
+20200320,3110,P,71.875,73.75,43.50,47.875,0,
+20200320,3120,P,51.0,57.25,45.50,50.0,0,
+20200320,3125,P,52.125,58.375,46.5,51.125,0,
+20200320,3130,P,53.25,59.375,47.875,52.25,0,
+20200320,3140,P,55.625,61.875,50.25,54.375,0,
+20200320,3150,P,58.875,64.50,52.625,57.0,0,
+20200320,3160,P,60.625,66.875,55.25,59.375,0,
+20200320,3170,P,66.75,68.875,57.875,62.00,0,
+20200320,3175,P,64.75,71.125,59.375,63.625,0,
+20200320,3180,P,96,98.25,57.25,65.25,0,
+20200320,3190,P,83,85.25,63.625,67.75,0,
+20200320,3200,P,75.375,78.5,66.50,70.75,0,
+20200320,3210,P,75.75,82,70.125,74.00,0,
+20200320,3220,P,80,83.125,73.625,77.625,0,
+20200320,3230,P,83.375,89.25,61.625,81.125,0,
+20200320,3240,P,87.25,92.375,81.375,86.375,0,
+20200320,3250,P,91.50,98.375,84.75,89.25,0,
+20200320,3260,P,95.75,101.50,89.25,93.50,0,
+20200320,3270,P,100.375,107,94.25,98.375,0,
+20200320,3280,P,105.125,111.875,99.00,103.125,0,
+20200320,3290,P,110.375,117.125,104.125,108.375,0,
+20200320,3300,P,115.875,122.375,109.625,113.875,0,
+20200320,3310,P,121.625,128.125,115.25,119.125,0,
+20200320,3320,P,127.625,134.50,121.25,125.5,0,
+20200320,3330,P,134.0,140.75,127.875,131.875,0,
+20200320,3340,P,140.875,147.625,134.375,138.5,0,
+20200320,3350,P,148,154.625,141.25,145.25,0,
+20200320,3360,P,155.375,162.125,148.75,153.0,0,
+20200320,3370,P,163.25,174.00,152.00,160.625,0,
+20200320,3380,P,171.25,182.00,160.00,169.25,0,
+20200320,3390,P,179.625,190.50,167.75,176.375,0,

Data/futureoption/cme/universes/es/20200320/20200106.csv

@@ -1,106 +1,106 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-ES XCZJLC9NOB29,ES20H20,3239.5,3244.75,3226,3233,904566,
-ES XCZJLCA5YBC4|ES XCZJLC9NOB29,ES20H20  200320C03000000,266.875,266.875,188.25,266.625,0,
-ES XCZJLDNG1RQC|ES XCZJLC9NOB29,ES20H20  200320C03010000,258.125,258.125,257.625,257.875,0,
-ES XCZJLDNM03S4|ES XCZJLC9NOB29,ES20H20  200320C03020000,249.125,249.125,248.875,249,0,
-ES XCZJLQ5XZD38|ES XCZJLC9NOB29,ES20H20  200320C03025000,244.625,244.625,244.625,244.625,0,
-ES XCZJLDNRYFTW|ES XCZJLC9NOB29,ES20H20  200320C03030000,135.75,240.375,135.625,240.25,0,
-ES XCZJLDNXWRVO|ES XCZJLC9NOB29,ES20H20  200320C03040000,232,232,231.625,231.75,0,
-ES XCZJLDO3V3XG|ES XCZJLC9NOB29,ES20H20  200320C03050000,223.5,223.5,119.5,223.25,0,
-ES XCZJLDO9TFZ8|ES XCZJLC9NOB29,ES20H20  200320C03060000,215,215,214.5,214.75,0,
-ES XCZJLDOFRS10|ES XCZJLC9NOB29,ES20H20  200320C03070000,206.25,206.25,206.125,206.125,0,
-ES XCZJLQE7O3K4|ES XCZJLC9NOB29,ES20H20  200320C03075000,202,202,201.875,201.875,0,
-ES XCZJLDOLQ42S|ES XCZJLC9NOB29,ES20H20  200320C03080000,197.875,197.875,197.75,197.875,0,
-ES XCZJLDOROG4K|ES XCZJLC9NOB29,ES20H20  200320C03090000,189.625,189.625,189.375,189.625,0,
-ES XCZJLCESLJK4|ES XCZJLC9NOB29,ES20H20  200320C03100000,181.625,181.625,116,181.375,0,
-ES XCZJLDP3L484|ES XCZJLC9NOB29,ES20H20  200320C03110000,173.125,173.125,173.125,173.125,0,
-ES XCZJLDP9JG9W|ES XCZJLC9NOB29,ES20H20  200320C03120000,165.125,165.125,165.125,165.125,0,
-ES XCZJLQMHCU10|ES XCZJLC9NOB29,ES20H20  200320C03125000,161.125,161.125,161.125,161.125,0,
-ES XCZJLDPFHSBO|ES XCZJLC9NOB29,ES20H20  200320C03130000,157.125,157.125,157.125,157.125,0,
-ES XCZJLDPLG4DG|ES XCZJLC9NOB29,ES20H20  200320C03140000,149.50,149.75,149.0,149.25,0,
-ES XCZJLDPREGF8|ES XCZJLC9NOB29,ES20H20  200320C03150000,141.75,142.0,71.375,141.50,0,
-ES XCZJLDPXCSH0|ES XCZJLC9NOB29,ES20H20  200320C03160000,134.25,134.25,79.5,133.875,0,
-ES XCZJLDQ3B4IS|ES XCZJLC9NOB29,ES20H20  200320C03170000,126.50,126.75,126.0,126.25,0,
-ES XCZJLQUR1KHW|ES XCZJLC9NOB29,ES20H20  200320C03175000,122.75,123.0,122.25,122.50,0,
-ES XCZJLDQ99GKK|ES XCZJLC9NOB29,ES20H20  200320C03180000,119.25,119.375,118.625,118.875,0,
-ES XCZJLDQF7SMC|ES XCZJLC9NOB29,ES20H20  200320C03190000,111.625,111.875,111.25,111.50,0,
-ES XCZJLCEYJVLW|ES XCZJLC9NOB29,ES20H20  200320C03200000,104.75,112.125,93.375,104.375,0,
-ES XCZJLDQR4GPW|ES XCZJLC9NOB29,ES20H20  200320C03210000,97.50,106.125,67.0,97.375,0,
-ES XCZJLDQX2SRO|ES XCZJLC9NOB29,ES20H20  200320C03220000,90.625,90.75,79.00,90.375,0,
-ES XCZJLDR314TG|ES XCZJLC9NOB29,ES20H20  200320C03230000,83.75,84.0,83.5,83.75,0,
-ES XCZJLDR8ZGV8|ES XCZJLC9NOB29,ES20H20  200320C03240000,77.25,77.5,77.0,77.125,0,
-ES XCZJLDREXSX0|ES XCZJLC9NOB29,ES20H20  200320C03250000,71.0,71.125,70.75,70.875,0,
-ES XCZJLCFAGJPG|ES XCZJLC9NOB29,ES20H20  200320C03400000,10.25,10.25,10.25,10.25,0,
-ES XCZJLDU275PG|ES XCZJLC9NOB29,ES20H20  200320C03410000,8.75,8.75,8.75,8.75,0,
-ES XCZJLDU85HR8|ES XCZJLC9NOB29,ES20H20  200320C03420000,7.50,7.50,7.50,7.50,0,
-ES XCZJLDUE3TT0|ES XCZJLC9NOB29,ES20H20  200320C03430000,6.25,6.25,6.25,6.25,0,
-ES XCZJLDUK25US|ES XCZJLC9NOB29,ES20H20  200320C03440000,5.375,5.375,5.375,5.375,0,
-ES XCZJLDUQ0HWK|ES XCZJLC9NOB29,ES20H20  200320C03450000,4.60,4.625,4.575,4.60,0,
-ES XCZJLDUVYTYC|ES XCZJLC9NOB29,ES20H20  200320C03460000,3.925,3.975,3.925,3.975,0,
-ES XCZJLDV1X604|ES XCZJLC9NOB29,ES20H20  200320C03470000,3.3,3.3,3.3,3.3,0,
-ES XCZJLDV7VI1W|ES XCZJLC9NOB29,ES20H20  200320C03480000,2.925,2.925,2.925,2.925,0,
-ES XCZJLDVDTU3O|ES XCZJLC9NOB29,ES20H20  200320C03490000,2.55,2.55,2.55,2.55,0,
-ES XCZJLCFGEVR8|ES XCZJLC9NOB29,ES20H20  200320C03500000,2.1,2.1,2.1,2.1,0,
-ES XCZJLDVPQI78|ES XCZJLC9NOB29,ES20H20  200320C03510000,1.85,1.85,1.85,1.85,0,
-ES XCZJLDVVOU90|ES XCZJLC9NOB29,ES20H20  200320C03520000,0,0,0,0,0,
-ES XCZJLDW1N6AS|ES XCZJLC9NOB29,ES20H20  200320C03530000,1.6,1.6,1.6,1.6,0,
-ES XCZJLDW7LICK|ES XCZJLC9NOB29,ES20H20  200320C03540000,1.2,1.2,1.2,1.2,0,
-ES XCZJLDWDJUEC|ES XCZJLC9NOB29,ES20H20  200320C03550000,1.05,1.05,1.05,1.05,0,
-ES XCZJLDWJI6G4|ES XCZJLC9NOB29,ES20H20  200320C03560000,0,0,0,0,0,
-ES XCZJLDWPGIHW|ES XCZJLC9NOB29,ES20H20  200320C03570000,0,0,0,0,0,
-ES XCZJLDWVEUJO|ES XCZJLC9NOB29,ES20H20  200320C03580000,0.8,0.8,0.8,0.8,0,
-ES XCZJLCFMD7T0|ES XCZJLC9NOB29,ES20H20  200320C03600000,0,0,0,0,0,
-ES XCZJLDY136W4|ES XCZJLC9NOB29,ES20H20  200320C03650000,0,0,0,0,0,
-ES XCZJLCFSBJUS|ES XCZJLC9NOB29,ES20H20  200320C03700000,0,0,0,0,0,
-ES XCZJLDZOMJDW|ES XCZJLC9NOB29,ES20H20  200320C03750000,0,0,0,0,0,
-ES XCZJLCFY9VWK|ES XCZJLC9NOB29,ES20H20  200320C03800000,0,0,0,0,0,
-ES XCZJLE1C5VVO|ES XCZJLC9NOB29,ES20H20  200320C03850000,0,0,0,0,0,
-ES XCZJLCG487YC|ES XCZJLC9NOB29,ES20H20  200320C03900000,0,0,0,0,0,
-ES XCZJLUJ21C04|ES XCZJLC9NOB29,ES20H20  200320C03975000,0,0,0,0,0,
-ES XCZJLCABWNDW|ES XCZJLC9NOB29,ES20H20  200320C04000000,0,0,0,0,0,
-ES XCZJLCGG4W1W|ES XCZJLC9NOB29,ES20H20  200320C04100000,0,0,0,0,0,
-ES XCZJLCGM383O|ES XCZJLC9NOB29,ES20H20  200320C04200000,0,0,0,0,0,
-ES 31C3JQS9D84PW|ES XCZJLC9NOB29,ES20H20  200320P03000000,24.625,24.75,24.50,24.75,0,
-ES 31C3JQTMNBL44|ES XCZJLC9NOB29,ES20H20  200320P03010000,25.75,25.875,25.75,25.875,0,
-ES 31C3JQTMT9X5W|ES XCZJLC9NOB29,ES20H20  200320P03020000,27.00,27.125,27.00,27.125,0,
-ES 31C3JR65596H0|ES XCZJLC9NOB29,ES20H20  200320P03025000,27.625,27.75,27.625,27.75,0,
-ES 31C3JQTMZ897O|ES XCZJLC9NOB29,ES20H20  200320P03030000,28.25,28.375,28.25,28.375,0,
-ES 31C3JQTN56L9G|ES XCZJLC9NOB29,ES20H20  200320P03040000,29.625,29.75,29.625,29.75,0,
-ES 31C3JQTNB4XB8|ES XCZJLC9NOB29,ES20H20  200320P03050000,31.125,31.125,31.00,31.125,0,
-ES 31C3JQTNH39D0|ES XCZJLC9NOB29,ES20H20  200320P03060000,32.50,32.625,32.50,32.625,0,
-ES 31C3JQTNN1LES|ES XCZJLC9NOB29,ES20H20  200320P03070000,34.00,34.125,34.00,34.125,0,
-ES 31C3JR6DEXWXW|ES XCZJLC9NOB29,ES20H20  200320P03075000,34.875,35.00,34.75,35.00,0,
-ES 31C3JQTNSZXGK|ES XCZJLC9NOB29,ES20H20  200320P03080000,35.625,35.75,35.625,35.75,0,
-ES 31C3JQTNYY9IC|ES XCZJLC9NOB29,ES20H20  200320P03090000,37.375,37.50,37.25,37.50,0,
-ES 31C3JQSDZVCXW|ES XCZJLC9NOB29,ES20H20  200320P03100000,39.125,39.25,39.00,39.25,0,
-ES 31C3JQTOAUXLW|ES XCZJLC9NOB29,ES20H20  200320P03110000,40.875,41.00,40.875,41.00,0,
-ES 31C3JQTOGT9NO|ES XCZJLC9NOB29,ES20H20  200320P03120000,42.75,43.00,42.75,42.875,0,
-ES 31C3JR6LOMNES|ES XCZJLC9NOB29,ES20H20  200320P03125000,43.75,43.875,43.75,43.875,0,
-ES 31C3JQTOMRLPG|ES XCZJLC9NOB29,ES20H20  200320P03130000,44.75,45.00,44.75,44.875,0,
-ES 31C3JQTOSPXR8|ES XCZJLC9NOB29,ES20H20  200320P03140000,46.875,47.00,46.875,47.00,0,
-ES 31C3JQTOYO9T0|ES XCZJLC9NOB29,ES20H20  200320P03150000,49.125,49.375,49.0,49.25,0,
-ES 31C3JQTP4MLUS|ES XCZJLC9NOB29,ES20H20  200320P03160000,51.375,51.625,51.25,51.50,0,
-ES 31C3JQTPAKXWK|ES XCZJLC9NOB29,ES20H20  200320P03170000,53.875,54.125,53.625,53.875,0,
-ES 31C3JR6TYBDVO|ES XCZJLC9NOB29,ES20H20  200320P03175000,55.125,55.375,54.875,55.125,0,
-ES 31C3JQTPGJ9YC|ES XCZJLC9NOB29,ES20H20  200320P03180000,56.25,56.625,56.25,56.50,0,
-ES 31C3JQTPMHM04|ES XCZJLC9NOB29,ES20H20  200320P03190000,58.875,59.25,58.875,59.125,0,
-ES 31C3JQSE5TOZO|ES XCZJLC9NOB29,ES20H20  200320P03200000,61.75,62.0,61.625,61.875,0,
-ES 31C3JQTPYEA3O|ES XCZJLC9NOB29,ES20H20  200320P03210000,64.75,65.0,64.5,64.875,0,
-ES 31C3JQTQ4CM5G|ES XCZJLC9NOB29,ES20H20  200320P03220000,67.875,68.0,67.75,67.875,0,
-ES 31C3JQTQAAY78|ES XCZJLC9NOB29,ES20H20  200320P03230000,71.0,71.375,70.875,71.125,0,
-ES 31C3JQTQG9A90|ES XCZJLC9NOB29,ES20H20  200320P03240000,74.375,74.75,74.375,74.625,0,
-ES 31C3JQTQM7MAS|ES XCZJLC9NOB29,ES20H20  200320P03250000,78.125,78.5,78.0,78.375,0,
-ES 31C3JQTQS5YCK|ES XCZJLC9NOB29,ES20H20  200320P03260000,81.875,82.375,81.875,82.125,0,
-ES 31C3JQTQY4AEC|ES XCZJLC9NOB29,ES20H20  200320P03270000,86.0,86.5,86.0,86.25,0,
-ES 31C3JQTR42MG4|ES XCZJLC9NOB29,ES20H20  200320P03280000,90.50,90.875,90.25,90.625,0,
-ES 31C3JQTRA0YHW|ES XCZJLC9NOB29,ES20H20  200320P03290000,95.25,95.5,94.875,95.25,0,
-ES 31C3JQSEBS11G|ES XCZJLC9NOB29,ES20H20  200320P03300000,99.75,100.375,99.75,100.125,0,
-ES 31C3JQTRLXMLG|ES XCZJLC9NOB29,ES20H20  200320P03310000,105.375,105.625,104.875,105.375,0,
-ES 31C3JQTRRVYN8|ES XCZJLC9NOB29,ES20H20  200320P03320000,110.875,111.25,110.5,110.875,0,
-ES 31C3JQTRXUAP0|ES XCZJLC9NOB29,ES20H20  200320P03330000,116.75,117.25,116.125,116.75,0,
-ES 31C3JQTS3SMQS|ES XCZJLC9NOB29,ES20H20  200320P03340000,123,123.125,123,123,0,
-ES 31C3JQTS9QYSK|ES XCZJLC9NOB29,ES20H20  200320P03350000,129.625,129.625,129.625,129.625,0,
-ES 31C3JQTSFPAUC|ES XCZJLC9NOB29,ES20H20  200320P03360000,136.50,136.625,136.50,136.625,0,
-ES 31C3JQTSLNMW4|ES XCZJLC9NOB29,ES20H20  200320P03370000,143.625,143.75,143.625,143.75,0,
-ES 31C3JQTSRLYXW|ES XCZJLC9NOB29,ES20H20  200320P03380000,151.125,151.375,151.125,151.375,0,
-ES 31C3JQTSXKAZO|ES XCZJLC9NOB29,ES20H20  200320P03390000,159.0,159.25,159.0,159.25,0,
+#expiry,strike,right,open,high,low,close,volume,open_interest
+,,,3239.5,3244.75,3226,3233,904566,
+20200320,3000,C,266.875,266.875,188.25,266.625,0,
+20200320,3010,C,258.125,258.125,257.625,257.875,0,
+20200320,3020,C,249.125,249.125,248.875,249,0,
+20200320,3025,C,244.625,244.625,244.625,244.625,0,
+20200320,3030,C,135.75,240.375,135.625,240.25,0,
+20200320,3040,C,232,232,231.625,231.75,0,
+20200320,3050,C,223.5,223.5,119.5,223.25,0,
+20200320,3060,C,215,215,214.5,214.75,0,
+20200320,3070,C,206.25,206.25,206.125,206.125,0,
+20200320,3075,C,202,202,201.875,201.875,0,
+20200320,3080,C,197.875,197.875,197.75,197.875,0,
+20200320,3090,C,189.625,189.625,189.375,189.625,0,
+20200320,3100,C,181.625,181.625,116,181.375,0,
+20200320,3110,C,173.125,173.125,173.125,173.125,0,
+20200320,3120,C,165.125,165.125,165.125,165.125,0,
+20200320,3125,C,161.125,161.125,161.125,161.125,0,
+20200320,3130,C,157.125,157.125,157.125,157.125,0,
+20200320,3140,C,149.50,149.75,149.0,149.25,0,
+20200320,3150,C,141.75,142.0,71.375,141.50,0,
+20200320,3160,C,134.25,134.25,79.5,133.875,0,
+20200320,3170,C,126.50,126.75,126.0,126.25,0,
+20200320,3175,C,122.75,123.0,122.25,122.50,0,
+20200320,3180,C,119.25,119.375,118.625,118.875,0,
+20200320,3190,C,111.625,111.875,111.25,111.50,0,
+20200320,3200,C,104.75,112.125,93.375,104.375,0,
+20200320,3210,C,97.50,106.125,67.0,97.375,0,
+20200320,3220,C,90.625,90.75,79.00,90.375,0,
+20200320,3230,C,83.75,84.0,83.5,83.75,0,
+20200320,3240,C,77.25,77.5,77.0,77.125,0,
+20200320,3250,C,71.0,71.125,70.75,70.875,0,
+20200320,3400,C,10.25,10.25,10.25,10.25,0,
+20200320,3410,C,8.75,8.75,8.75,8.75,0,
+20200320,3420,C,7.50,7.50,7.50,7.50,0,
+20200320,3430,C,6.25,6.25,6.25,6.25,0,
+20200320,3440,C,5.375,5.375,5.375,5.375,0,
+20200320,3450,C,4.60,4.625,4.575,4.60,0,
+20200320,3460,C,3.925,3.975,3.925,3.975,0,
+20200320,3470,C,3.3,3.3,3.3,3.3,0,
+20200320,3480,C,2.925,2.925,2.925,2.925,0,
+20200320,3490,C,2.55,2.55,2.55,2.55,0,
+20200320,3500,C,2.1,2.1,2.1,2.1,0,
+20200320,3510,C,1.85,1.85,1.85,1.85,0,
+20200320,3520,C,0,0,0,0,0,
+20200320,3530,C,1.6,1.6,1.6,1.6,0,
+20200320,3540,C,1.2,1.2,1.2,1.2,0,
+20200320,3550,C,1.05,1.05,1.05,1.05,0,
+20200320,3560,C,0,0,0,0,0,
+20200320,3570,C,0,0,0,0,0,
+20200320,3580,C,0.8,0.8,0.8,0.8,0,
+20200320,3600,C,0,0,0,0,0,
+20200320,3650,C,0,0,0,0,0,
+20200320,3700,C,0,0,0,0,0,
+20200320,3750,C,0,0,0,0,0,
+20200320,3800,C,0,0,0,0,0,
+20200320,3850,C,0,0,0,0,0,
+20200320,3900,C,0,0,0,0,0,
+20200320,3975,C,0,0,0,0,0,
+20200320,4000,C,0,0,0,0,0,
+20200320,4100,C,0,0,0,0,0,
+20200320,4200,C,0,0,0,0,0,
+20200320,3000,P,24.625,24.75,24.50,24.75,0,
+20200320,3010,P,25.75,25.875,25.75,25.875,0,
+20200320,3020,P,27.00,27.125,27.00,27.125,0,
+20200320,3025,P,27.625,27.75,27.625,27.75,0,
+20200320,3030,P,28.25,28.375,28.25,28.375,0,
+20200320,3040,P,29.625,29.75,29.625,29.75,0,
+20200320,3050,P,31.125,31.125,31.00,31.125,0,
+20200320,3060,P,32.50,32.625,32.50,32.625,0,
+20200320,3070,P,34.00,34.125,34.00,34.125,0,
+20200320,3075,P,34.875,35.00,34.75,35.00,0,
+20200320,3080,P,35.625,35.75,35.625,35.75,0,
+20200320,3090,P,37.375,37.50,37.25,37.50,0,
+20200320,3100,P,39.125,39.25,39.00,39.25,0,
+20200320,3110,P,40.875,41.00,40.875,41.00,0,
+20200320,3120,P,42.75,43.00,42.75,42.875,0,
+20200320,3125,P,43.75,43.875,43.75,43.875,0,
+20200320,3130,P,44.75,45.00,44.75,44.875,0,
+20200320,3140,P,46.875,47.00,46.875,47.00,0,
+20200320,3150,P,49.125,49.375,49.0,49.25,0,
+20200320,3160,P,51.375,51.625,51.25,51.50,0,
+20200320,3170,P,53.875,54.125,53.625,53.875,0,
+20200320,3175,P,55.125,55.375,54.875,55.125,0,
+20200320,3180,P,56.25,56.625,56.25,56.50,0,
+20200320,3190,P,58.875,59.25,58.875,59.125,0,
+20200320,3200,P,61.75,62.0,61.625,61.875,0,
+20200320,3210,P,64.75,65.0,64.5,64.875,0,
+20200320,3220,P,67.875,68.0,67.75,67.875,0,
+20200320,3230,P,71.0,71.375,70.875,71.125,0,
+20200320,3240,P,74.375,74.75,74.375,74.625,0,
+20200320,3250,P,78.125,78.5,78.0,78.375,0,
+20200320,3260,P,81.875,82.375,81.875,82.125,0,
+20200320,3270,P,86.0,86.5,86.0,86.25,0,
+20200320,3280,P,90.50,90.875,90.25,90.625,0,
+20200320,3290,P,95.25,95.5,94.875,95.25,0,
+20200320,3300,P,99.75,100.375,99.75,100.125,0,
+20200320,3310,P,105.375,105.625,104.875,105.375,0,
+20200320,3320,P,110.875,111.25,110.5,110.875,0,
+20200320,3330,P,116.75,117.25,116.125,116.75,0,
+20200320,3340,P,123,123.125,123,123,0,
+20200320,3350,P,129.625,129.625,129.625,129.625,0,
+20200320,3360,P,136.50,136.625,136.50,136.625,0,
+20200320,3370,P,143.625,143.75,143.625,143.75,0,
+20200320,3380,P,151.125,151.375,151.125,151.375,0,
+20200320,3390,P,159.0,159.25,159.0,159.25,0,

Data/futureoption/cme/universes/es/20200320/20200107.csv

@@ -1,106 +1,106 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-ES XCZJLC9NOB29,ES20H20,3239,3267.75,3236,3259.75,1287728,
-ES XCZJLCA5YBC4|ES XCZJLC9NOB29,ES20H20  200320C03000000,0,0,0,0,0,
-ES XCZJLDNG1RQC|ES XCZJLC9NOB29,ES20H20  200320C03010000,0,0,0,0,0,
-ES XCZJLDNM03S4|ES XCZJLC9NOB29,ES20H20  200320C03020000,0,0,0,0,0,
-ES XCZJLQ5XZD38|ES XCZJLC9NOB29,ES20H20  200320C03025000,0,0,0,0,0,
-ES XCZJLDNRYFTW|ES XCZJLC9NOB29,ES20H20  200320C03030000,0,0,0,0,0,
-ES XCZJLDNXWRVO|ES XCZJLC9NOB29,ES20H20  200320C03040000,0,0,0,0,0,
-ES XCZJLDO3V3XG|ES XCZJLC9NOB29,ES20H20  200320C03050000,0,0,0,0,0,
-ES XCZJLDO9TFZ8|ES XCZJLC9NOB29,ES20H20  200320C03060000,0,0,0,0,0,
-ES XCZJLDOFRS10|ES XCZJLC9NOB29,ES20H20  200320C03070000,0,0,0,0,0,
-ES XCZJLQE7O3K4|ES XCZJLC9NOB29,ES20H20  200320C03075000,0,0,0,0,0,
-ES XCZJLDOLQ42S|ES XCZJLC9NOB29,ES20H20  200320C03080000,0,0,0,0,0,
-ES XCZJLDOROG4K|ES XCZJLC9NOB29,ES20H20  200320C03090000,0,0,0,0,0,
-ES XCZJLCESLJK4|ES XCZJLC9NOB29,ES20H20  200320C03100000,0,0,0,0,0,
-ES XCZJLDP3L484|ES XCZJLC9NOB29,ES20H20  200320C03110000,0,0,0,0,0,
-ES XCZJLDP9JG9W|ES XCZJLC9NOB29,ES20H20  200320C03120000,0,0,0,0,0,
-ES XCZJLQMHCU10|ES XCZJLC9NOB29,ES20H20  200320C03125000,0,0,0,0,0,
-ES XCZJLDPFHSBO|ES XCZJLC9NOB29,ES20H20  200320C03130000,0,0,0,0,0,
-ES XCZJLDPLG4DG|ES XCZJLC9NOB29,ES20H20  200320C03140000,0,0,0,0,0,
-ES XCZJLDPREGF8|ES XCZJLC9NOB29,ES20H20  200320C03150000,0,0,0,0,0,
-ES XCZJLDPXCSH0|ES XCZJLC9NOB29,ES20H20  200320C03160000,0,0,0,0,0,
-ES XCZJLDQ3B4IS|ES XCZJLC9NOB29,ES20H20  200320C03170000,0,0,0,0,0,
-ES XCZJLQUR1KHW|ES XCZJLC9NOB29,ES20H20  200320C03175000,0,0,0,0,0,
-ES XCZJLDQ99GKK|ES XCZJLC9NOB29,ES20H20  200320C03180000,0,0,0,0,0,
-ES XCZJLDQF7SMC|ES XCZJLC9NOB29,ES20H20  200320C03190000,0,0,0,0,0,
-ES XCZJLCEYJVLW|ES XCZJLC9NOB29,ES20H20  200320C03200000,0,0,0,0,0,
-ES XCZJLDQR4GPW|ES XCZJLC9NOB29,ES20H20  200320C03210000,0,0,0,0,0,
-ES XCZJLDQX2SRO|ES XCZJLC9NOB29,ES20H20  200320C03220000,0,0,0,0,0,
-ES XCZJLDR314TG|ES XCZJLC9NOB29,ES20H20  200320C03230000,0,0,0,0,0,
-ES XCZJLDR8ZGV8|ES XCZJLC9NOB29,ES20H20  200320C03240000,0,0,0,0,0,
-ES XCZJLDREXSX0|ES XCZJLC9NOB29,ES20H20  200320C03250000,0,0,0,0,0,
-ES XCZJLCFAGJPG|ES XCZJLC9NOB29,ES20H20  200320C03400000,0,0,0,0,0,
-ES XCZJLDU275PG|ES XCZJLC9NOB29,ES20H20  200320C03410000,0,0,0,0,0,
-ES XCZJLDU85HR8|ES XCZJLC9NOB29,ES20H20  200320C03420000,0,0,0,0,0,
-ES XCZJLDUE3TT0|ES XCZJLC9NOB29,ES20H20  200320C03430000,0,0,0,0,0,
-ES XCZJLDUK25US|ES XCZJLC9NOB29,ES20H20  200320C03440000,0,0,0,0,0,
-ES XCZJLDUQ0HWK|ES XCZJLC9NOB29,ES20H20  200320C03450000,0,0,0,0,0,
-ES XCZJLDUVYTYC|ES XCZJLC9NOB29,ES20H20  200320C03460000,0,0,0,0,0,
-ES XCZJLDV1X604|ES XCZJLC9NOB29,ES20H20  200320C03470000,0,0,0,0,0,
-ES XCZJLDV7VI1W|ES XCZJLC9NOB29,ES20H20  200320C03480000,0,0,0,0,0,
-ES XCZJLDVDTU3O|ES XCZJLC9NOB29,ES20H20  200320C03490000,0,0,0,0,0,
-ES XCZJLCFGEVR8|ES XCZJLC9NOB29,ES20H20  200320C03500000,0,0,0,0,0,
-ES XCZJLDVPQI78|ES XCZJLC9NOB29,ES20H20  200320C03510000,0,0,0,0,0,
-ES XCZJLDVVOU90|ES XCZJLC9NOB29,ES20H20  200320C03520000,0,0,0,0,0,
-ES XCZJLDW1N6AS|ES XCZJLC9NOB29,ES20H20  200320C03530000,0,0,0,0,0,
-ES XCZJLDW7LICK|ES XCZJLC9NOB29,ES20H20  200320C03540000,0,0,0,0,0,
-ES XCZJLDWDJUEC|ES XCZJLC9NOB29,ES20H20  200320C03550000,0,0,0,0,0,
-ES XCZJLDWJI6G4|ES XCZJLC9NOB29,ES20H20  200320C03560000,0,0,0,0,0,
-ES XCZJLDWPGIHW|ES XCZJLC9NOB29,ES20H20  200320C03570000,0,0,0,0,0,
-ES XCZJLDWVEUJO|ES XCZJLC9NOB29,ES20H20  200320C03580000,0,0,0,0,0,
-ES XCZJLCFMD7T0|ES XCZJLC9NOB29,ES20H20  200320C03600000,0,0,0,0,0,
-ES XCZJLDY136W4|ES XCZJLC9NOB29,ES20H20  200320C03650000,0,0,0,0,0,
-ES XCZJLCFSBJUS|ES XCZJLC9NOB29,ES20H20  200320C03700000,0,0,0,0,0,
-ES XCZJLDZOMJDW|ES XCZJLC9NOB29,ES20H20  200320C03750000,0,0,0,0,0,
-ES XCZJLCFY9VWK|ES XCZJLC9NOB29,ES20H20  200320C03800000,0,0,0,0,0,
-ES XCZJLE1C5VVO|ES XCZJLC9NOB29,ES20H20  200320C03850000,0,0,0,0,0,
-ES XCZJLCG487YC|ES XCZJLC9NOB29,ES20H20  200320C03900000,0,0,0,0,0,
-ES XCZJLUJ21C04|ES XCZJLC9NOB29,ES20H20  200320C03975000,0,0,0,0,0,
-ES XCZJLCABWNDW|ES XCZJLC9NOB29,ES20H20  200320C04000000,0,0,0,0,0,
-ES XCZJLCGG4W1W|ES XCZJLC9NOB29,ES20H20  200320C04100000,0,0,0,0,0,
-ES XCZJLCGM383O|ES XCZJLC9NOB29,ES20H20  200320C04200000,0,0,0,0,0,
-ES 31C3JQS9D84PW|ES XCZJLC9NOB29,ES20H20  200320P03000000,0,0,0,0,0,
-ES 31C3JQTMNBL44|ES XCZJLC9NOB29,ES20H20  200320P03010000,0,0,0,0,0,
-ES 31C3JQTMT9X5W|ES XCZJLC9NOB29,ES20H20  200320P03020000,0,0,0,0,0,
-ES 31C3JR65596H0|ES XCZJLC9NOB29,ES20H20  200320P03025000,0,0,0,0,0,
-ES 31C3JQTMZ897O|ES XCZJLC9NOB29,ES20H20  200320P03030000,0,0,0,0,0,
-ES 31C3JQTN56L9G|ES XCZJLC9NOB29,ES20H20  200320P03040000,0,0,0,0,0,
-ES 31C3JQTNB4XB8|ES XCZJLC9NOB29,ES20H20  200320P03050000,0,0,0,0,0,
-ES 31C3JQTNH39D0|ES XCZJLC9NOB29,ES20H20  200320P03060000,0,0,0,0,0,
-ES 31C3JQTNN1LES|ES XCZJLC9NOB29,ES20H20  200320P03070000,0,0,0,0,0,
-ES 31C3JR6DEXWXW|ES XCZJLC9NOB29,ES20H20  200320P03075000,0,0,0,0,0,
-ES 31C3JQTNSZXGK|ES XCZJLC9NOB29,ES20H20  200320P03080000,0,0,0,0,0,
-ES 31C3JQTNYY9IC|ES XCZJLC9NOB29,ES20H20  200320P03090000,0,0,0,0,0,
-ES 31C3JQSDZVCXW|ES XCZJLC9NOB29,ES20H20  200320P03100000,0,0,0,0,0,
-ES 31C3JQTOAUXLW|ES XCZJLC9NOB29,ES20H20  200320P03110000,0,0,0,0,0,
-ES 31C3JQTOGT9NO|ES XCZJLC9NOB29,ES20H20  200320P03120000,0,0,0,0,0,
-ES 31C3JR6LOMNES|ES XCZJLC9NOB29,ES20H20  200320P03125000,0,0,0,0,0,
-ES 31C3JQTOMRLPG|ES XCZJLC9NOB29,ES20H20  200320P03130000,0,0,0,0,0,
-ES 31C3JQTOSPXR8|ES XCZJLC9NOB29,ES20H20  200320P03140000,0,0,0,0,0,
-ES 31C3JQTOYO9T0|ES XCZJLC9NOB29,ES20H20  200320P03150000,0,0,0,0,0,
-ES 31C3JQTP4MLUS|ES XCZJLC9NOB29,ES20H20  200320P03160000,0,0,0,0,0,
-ES 31C3JQTPAKXWK|ES XCZJLC9NOB29,ES20H20  200320P03170000,0,0,0,0,0,
-ES 31C3JR6TYBDVO|ES XCZJLC9NOB29,ES20H20  200320P03175000,0,0,0,0,0,
-ES 31C3JQTPGJ9YC|ES XCZJLC9NOB29,ES20H20  200320P03180000,0,0,0,0,0,
-ES 31C3JQTPMHM04|ES XCZJLC9NOB29,ES20H20  200320P03190000,0,0,0,0,0,
-ES 31C3JQSE5TOZO|ES XCZJLC9NOB29,ES20H20  200320P03200000,0,0,0,0,0,
-ES 31C3JQTPYEA3O|ES XCZJLC9NOB29,ES20H20  200320P03210000,0,0,0,0,0,
-ES 31C3JQTQ4CM5G|ES XCZJLC9NOB29,ES20H20  200320P03220000,0,0,0,0,0,
-ES 31C3JQTQAAY78|ES XCZJLC9NOB29,ES20H20  200320P03230000,0,0,0,0,0,
-ES 31C3JQTQG9A90|ES XCZJLC9NOB29,ES20H20  200320P03240000,0,0,0,0,0,
-ES 31C3JQTQM7MAS|ES XCZJLC9NOB29,ES20H20  200320P03250000,0,0,0,0,0,
-ES 31C3JQTQS5YCK|ES XCZJLC9NOB29,ES20H20  200320P03260000,0,0,0,0,0,
-ES 31C3JQTQY4AEC|ES XCZJLC9NOB29,ES20H20  200320P03270000,0,0,0,0,0,
-ES 31C3JQTR42MG4|ES XCZJLC9NOB29,ES20H20  200320P03280000,0,0,0,0,0,
-ES 31C3JQTRA0YHW|ES XCZJLC9NOB29,ES20H20  200320P03290000,0,0,0,0,0,
-ES 31C3JQSEBS11G|ES XCZJLC9NOB29,ES20H20  200320P03300000,0,0,0,0,0,
-ES 31C3JQTRLXMLG|ES XCZJLC9NOB29,ES20H20  200320P03310000,0,0,0,0,0,
-ES 31C3JQTRRVYN8|ES XCZJLC9NOB29,ES20H20  200320P03320000,0,0,0,0,0,
-ES 31C3JQTRXUAP0|ES XCZJLC9NOB29,ES20H20  200320P03330000,0,0,0,0,0,
-ES 31C3JQTS3SMQS|ES XCZJLC9NOB29,ES20H20  200320P03340000,0,0,0,0,0,
-ES 31C3JQTS9QYSK|ES XCZJLC9NOB29,ES20H20  200320P03350000,0,0,0,0,0,
-ES 31C3JQTSFPAUC|ES XCZJLC9NOB29,ES20H20  200320P03360000,0,0,0,0,0,
-ES 31C3JQTSLNMW4|ES XCZJLC9NOB29,ES20H20  200320P03370000,0,0,0,0,0,
-ES 31C3JQTSRLYXW|ES XCZJLC9NOB29,ES20H20  200320P03380000,0,0,0,0,0,
-ES 31C3JQTSXKAZO|ES XCZJLC9NOB29,ES20H20  200320P03390000,0,0,0,0,0,
+#expiry,strike,right,open,high,low,close,volume,open_interest
+,,,3239,3267.75,3236,3259.75,1287728,
+20200320,3000,C,0,0,0,0,0,
+20200320,3010,C,0,0,0,0,0,
+20200320,3020,C,0,0,0,0,0,
+20200320,3025,C,0,0,0,0,0,
+20200320,3030,C,0,0,0,0,0,
+20200320,3040,C,0,0,0,0,0,
+20200320,3050,C,0,0,0,0,0,
+20200320,3060,C,0,0,0,0,0,
+20200320,3070,C,0,0,0,0,0,
+20200320,3075,C,0,0,0,0,0,
+20200320,3080,C,0,0,0,0,0,
+20200320,3090,C,0,0,0,0,0,
+20200320,3100,C,0,0,0,0,0,
+20200320,3110,C,0,0,0,0,0,
+20200320,3120,C,0,0,0,0,0,
+20200320,3125,C,0,0,0,0,0,
+20200320,3130,C,0,0,0,0,0,
+20200320,3140,C,0,0,0,0,0,
+20200320,3150,C,0,0,0,0,0,
+20200320,3160,C,0,0,0,0,0,
+20200320,3170,C,0,0,0,0,0,
+20200320,3175,C,0,0,0,0,0,
+20200320,3180,C,0,0,0,0,0,
+20200320,3190,C,0,0,0,0,0,
+20200320,3200,C,0,0,0,0,0,
+20200320,3210,C,0,0,0,0,0,
+20200320,3220,C,0,0,0,0,0,
+20200320,3230,C,0,0,0,0,0,
+20200320,3240,C,0,0,0,0,0,
+20200320,3250,C,0,0,0,0,0,
+20200320,3400,C,0,0,0,0,0,
+20200320,3410,C,0,0,0,0,0,
+20200320,3420,C,0,0,0,0,0,
+20200320,3430,C,0,0,0,0,0,
+20200320,3440,C,0,0,0,0,0,
+20200320,3450,C,0,0,0,0,0,
+20200320,3460,C,0,0,0,0,0,
+20200320,3470,C,0,0,0,0,0,
+20200320,3480,C,0,0,0,0,0,
+20200320,3490,C,0,0,0,0,0,
+20200320,3500,C,0,0,0,0,0,
+20200320,3510,C,0,0,0,0,0,
+20200320,3520,C,0,0,0,0,0,
+20200320,3530,C,0,0,0,0,0,
+20200320,3540,C,0,0,0,0,0,
+20200320,3550,C,0,0,0,0,0,
+20200320,3560,C,0,0,0,0,0,
+20200320,3570,C,0,0,0,0,0,
+20200320,3580,C,0,0,0,0,0,
+20200320,3600,C,0,0,0,0,0,
+20200320,3650,C,0,0,0,0,0,
+20200320,3700,C,0,0,0,0,0,
+20200320,3750,C,0,0,0,0,0,
+20200320,3800,C,0,0,0,0,0,
+20200320,3850,C,0,0,0,0,0,
+20200320,3900,C,0,0,0,0,0,
+20200320,3975,C,0,0,0,0,0,
+20200320,4000,C,0,0,0,0,0,
+20200320,4100,C,0,0,0,0,0,
+20200320,4200,C,0,0,0,0,0,
+20200320,3000,P,0,0,0,0,0,
+20200320,3010,P,0,0,0,0,0,
+20200320,3020,P,0,0,0,0,0,
+20200320,3025,P,0,0,0,0,0,
+20200320,3030,P,0,0,0,0,0,
+20200320,3040,P,0,0,0,0,0,
+20200320,3050,P,0,0,0,0,0,
+20200320,3060,P,0,0,0,0,0,
+20200320,3070,P,0,0,0,0,0,
+20200320,3075,P,0,0,0,0,0,
+20200320,3080,P,0,0,0,0,0,
+20200320,3090,P,0,0,0,0,0,
+20200320,3100,P,0,0,0,0,0,
+20200320,3110,P,0,0,0,0,0,
+20200320,3120,P,0,0,0,0,0,
+20200320,3125,P,0,0,0,0,0,
+20200320,3130,P,0,0,0,0,0,
+20200320,3140,P,0,0,0,0,0,
+20200320,3150,P,0,0,0,0,0,
+20200320,3160,P,0,0,0,0,0,
+20200320,3170,P,0,0,0,0,0,
+20200320,3175,P,0,0,0,0,0,
+20200320,3180,P,0,0,0,0,0,
+20200320,3190,P,0,0,0,0,0,
+20200320,3200,P,0,0,0,0,0,
+20200320,3210,P,0,0,0,0,0,
+20200320,3220,P,0,0,0,0,0,
+20200320,3230,P,0,0,0,0,0,
+20200320,3240,P,0,0,0,0,0,
+20200320,3250,P,0,0,0,0,0,
+20200320,3260,P,0,0,0,0,0,
+20200320,3270,P,0,0,0,0,0,
+20200320,3280,P,0,0,0,0,0,
+20200320,3290,P,0,0,0,0,0,
+20200320,3300,P,0,0,0,0,0,
+20200320,3310,P,0,0,0,0,0,
+20200320,3320,P,0,0,0,0,0,
+20200320,3330,P,0,0,0,0,0,
+20200320,3340,P,0,0,0,0,0,
+20200320,3350,P,0,0,0,0,0,
+20200320,3360,P,0,0,0,0,0,
+20200320,3370,P,0,0,0,0,0,
+20200320,3380,P,0,0,0,0,0,
+20200320,3390,P,0,0,0,0,0,

Data/futureoption/cme/universes/es/20200320/20200108.csv

@@ -1,106 +1,106 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-ES XCZJLC9NOB29,ES20H20,3271,3276.75,3264.25,3275.25,956432,
-ES XCZJLCA5YBC4|ES XCZJLC9NOB29,ES20H20  200320C03000000,0,0,0,0,0,
-ES XCZJLDNG1RQC|ES XCZJLC9NOB29,ES20H20  200320C03010000,0,0,0,0,0,
-ES XCZJLDNM03S4|ES XCZJLC9NOB29,ES20H20  200320C03020000,0,0,0,0,0,
-ES XCZJLQ5XZD38|ES XCZJLC9NOB29,ES20H20  200320C03025000,0,0,0,0,0,
-ES XCZJLDNRYFTW|ES XCZJLC9NOB29,ES20H20  200320C03030000,0,0,0,0,0,
-ES XCZJLDNXWRVO|ES XCZJLC9NOB29,ES20H20  200320C03040000,0,0,0,0,0,
-ES XCZJLDO3V3XG|ES XCZJLC9NOB29,ES20H20  200320C03050000,0,0,0,0,0,
-ES XCZJLDO9TFZ8|ES XCZJLC9NOB29,ES20H20  200320C03060000,0,0,0,0,0,
-ES XCZJLDOFRS10|ES XCZJLC9NOB29,ES20H20  200320C03070000,0,0,0,0,0,
-ES XCZJLQE7O3K4|ES XCZJLC9NOB29,ES20H20  200320C03075000,0,0,0,0,0,
-ES XCZJLDOLQ42S|ES XCZJLC9NOB29,ES20H20  200320C03080000,0,0,0,0,0,
-ES XCZJLDOROG4K|ES XCZJLC9NOB29,ES20H20  200320C03090000,0,0,0,0,0,
-ES XCZJLCESLJK4|ES XCZJLC9NOB29,ES20H20  200320C03100000,0,0,0,0,0,
-ES XCZJLDP3L484|ES XCZJLC9NOB29,ES20H20  200320C03110000,0,0,0,0,0,
-ES XCZJLDP9JG9W|ES XCZJLC9NOB29,ES20H20  200320C03120000,0,0,0,0,0,
-ES XCZJLQMHCU10|ES XCZJLC9NOB29,ES20H20  200320C03125000,0,0,0,0,0,
-ES XCZJLDPFHSBO|ES XCZJLC9NOB29,ES20H20  200320C03130000,0,0,0,0,0,
-ES XCZJLDPLG4DG|ES XCZJLC9NOB29,ES20H20  200320C03140000,0,0,0,0,0,
-ES XCZJLDPREGF8|ES XCZJLC9NOB29,ES20H20  200320C03150000,0,0,0,0,0,
-ES XCZJLDPXCSH0|ES XCZJLC9NOB29,ES20H20  200320C03160000,0,0,0,0,0,
-ES XCZJLDQ3B4IS|ES XCZJLC9NOB29,ES20H20  200320C03170000,0,0,0,0,0,
-ES XCZJLQUR1KHW|ES XCZJLC9NOB29,ES20H20  200320C03175000,0,0,0,0,0,
-ES XCZJLDQ99GKK|ES XCZJLC9NOB29,ES20H20  200320C03180000,0,0,0,0,0,
-ES XCZJLDQF7SMC|ES XCZJLC9NOB29,ES20H20  200320C03190000,0,0,0,0,0,
-ES XCZJLCEYJVLW|ES XCZJLC9NOB29,ES20H20  200320C03200000,0,0,0,0,0,
-ES XCZJLDQR4GPW|ES XCZJLC9NOB29,ES20H20  200320C03210000,0,0,0,0,0,
-ES XCZJLDQX2SRO|ES XCZJLC9NOB29,ES20H20  200320C03220000,0,0,0,0,0,
-ES XCZJLDR314TG|ES XCZJLC9NOB29,ES20H20  200320C03230000,0,0,0,0,0,
-ES XCZJLDR8ZGV8|ES XCZJLC9NOB29,ES20H20  200320C03240000,0,0,0,0,0,
-ES XCZJLDREXSX0|ES XCZJLC9NOB29,ES20H20  200320C03250000,0,0,0,0,0,
-ES XCZJLCFAGJPG|ES XCZJLC9NOB29,ES20H20  200320C03400000,0,0,0,0,0,
-ES XCZJLDU275PG|ES XCZJLC9NOB29,ES20H20  200320C03410000,0,0,0,0,0,
-ES XCZJLDU85HR8|ES XCZJLC9NOB29,ES20H20  200320C03420000,0,0,0,0,0,
-ES XCZJLDUE3TT0|ES XCZJLC9NOB29,ES20H20  200320C03430000,0,0,0,0,0,
-ES XCZJLDUK25US|ES XCZJLC9NOB29,ES20H20  200320C03440000,0,0,0,0,0,
-ES XCZJLDUQ0HWK|ES XCZJLC9NOB29,ES20H20  200320C03450000,0,0,0,0,0,
-ES XCZJLDUVYTYC|ES XCZJLC9NOB29,ES20H20  200320C03460000,0,0,0,0,0,
-ES XCZJLDV1X604|ES XCZJLC9NOB29,ES20H20  200320C03470000,0,0,0,0,0,
-ES XCZJLDV7VI1W|ES XCZJLC9NOB29,ES20H20  200320C03480000,0,0,0,0,0,
-ES XCZJLDVDTU3O|ES XCZJLC9NOB29,ES20H20  200320C03490000,0,0,0,0,0,
-ES XCZJLCFGEVR8|ES XCZJLC9NOB29,ES20H20  200320C03500000,0,0,0,0,0,
-ES XCZJLDVPQI78|ES XCZJLC9NOB29,ES20H20  200320C03510000,0,0,0,0,0,
-ES XCZJLDVVOU90|ES XCZJLC9NOB29,ES20H20  200320C03520000,0,0,0,0,0,
-ES XCZJLDW1N6AS|ES XCZJLC9NOB29,ES20H20  200320C03530000,0,0,0,0,0,
-ES XCZJLDW7LICK|ES XCZJLC9NOB29,ES20H20  200320C03540000,0,0,0,0,0,
-ES XCZJLDWDJUEC|ES XCZJLC9NOB29,ES20H20  200320C03550000,0,0,0,0,0,
-ES XCZJLDWJI6G4|ES XCZJLC9NOB29,ES20H20  200320C03560000,0,0,0,0,0,
-ES XCZJLDWPGIHW|ES XCZJLC9NOB29,ES20H20  200320C03570000,0,0,0,0,0,
-ES XCZJLDWVEUJO|ES XCZJLC9NOB29,ES20H20  200320C03580000,0,0,0,0,0,
-ES XCZJLCFMD7T0|ES XCZJLC9NOB29,ES20H20  200320C03600000,0,0,0,0,0,
-ES XCZJLDY136W4|ES XCZJLC9NOB29,ES20H20  200320C03650000,0,0,0,0,0,
-ES XCZJLCFSBJUS|ES XCZJLC9NOB29,ES20H20  200320C03700000,0,0,0,0,0,
-ES XCZJLDZOMJDW|ES XCZJLC9NOB29,ES20H20  200320C03750000,0,0,0,0,0,
-ES XCZJLCFY9VWK|ES XCZJLC9NOB29,ES20H20  200320C03800000,0,0,0,0,0,
-ES XCZJLE1C5VVO|ES XCZJLC9NOB29,ES20H20  200320C03850000,0,0,0,0,0,
-ES XCZJLCG487YC|ES XCZJLC9NOB29,ES20H20  200320C03900000,0,0,0,0,0,
-ES XCZJLUJ21C04|ES XCZJLC9NOB29,ES20H20  200320C03975000,0,0,0,0,0,
-ES XCZJLCABWNDW|ES XCZJLC9NOB29,ES20H20  200320C04000000,0,0,0,0,0,
-ES XCZJLCGG4W1W|ES XCZJLC9NOB29,ES20H20  200320C04100000,0,0,0,0,0,
-ES XCZJLCGM383O|ES XCZJLC9NOB29,ES20H20  200320C04200000,0,0,0,0,0,
-ES 31C3JQS9D84PW|ES XCZJLC9NOB29,ES20H20  200320P03000000,0,0,0,0,0,
-ES 31C3JQTMNBL44|ES XCZJLC9NOB29,ES20H20  200320P03010000,0,0,0,0,0,
-ES 31C3JQTMT9X5W|ES XCZJLC9NOB29,ES20H20  200320P03020000,0,0,0,0,0,
-ES 31C3JR65596H0|ES XCZJLC9NOB29,ES20H20  200320P03025000,0,0,0,0,0,
-ES 31C3JQTMZ897O|ES XCZJLC9NOB29,ES20H20  200320P03030000,0,0,0,0,0,
-ES 31C3JQTN56L9G|ES XCZJLC9NOB29,ES20H20  200320P03040000,0,0,0,0,0,
-ES 31C3JQTNB4XB8|ES XCZJLC9NOB29,ES20H20  200320P03050000,0,0,0,0,0,
-ES 31C3JQTNH39D0|ES XCZJLC9NOB29,ES20H20  200320P03060000,0,0,0,0,0,
-ES 31C3JQTNN1LES|ES XCZJLC9NOB29,ES20H20  200320P03070000,0,0,0,0,0,
-ES 31C3JR6DEXWXW|ES XCZJLC9NOB29,ES20H20  200320P03075000,0,0,0,0,0,
-ES 31C3JQTNSZXGK|ES XCZJLC9NOB29,ES20H20  200320P03080000,0,0,0,0,0,
-ES 31C3JQTNYY9IC|ES XCZJLC9NOB29,ES20H20  200320P03090000,0,0,0,0,0,
-ES 31C3JQSDZVCXW|ES XCZJLC9NOB29,ES20H20  200320P03100000,0,0,0,0,0,
-ES 31C3JQTOAUXLW|ES XCZJLC9NOB29,ES20H20  200320P03110000,0,0,0,0,0,
-ES 31C3JQTOGT9NO|ES XCZJLC9NOB29,ES20H20  200320P03120000,0,0,0,0,0,
-ES 31C3JR6LOMNES|ES XCZJLC9NOB29,ES20H20  200320P03125000,0,0,0,0,0,
-ES 31C3JQTOMRLPG|ES XCZJLC9NOB29,ES20H20  200320P03130000,0,0,0,0,0,
-ES 31C3JQTOSPXR8|ES XCZJLC9NOB29,ES20H20  200320P03140000,0,0,0,0,0,
-ES 31C3JQTOYO9T0|ES XCZJLC9NOB29,ES20H20  200320P03150000,0,0,0,0,0,
-ES 31C3JQTP4MLUS|ES XCZJLC9NOB29,ES20H20  200320P03160000,0,0,0,0,0,
-ES 31C3JQTPAKXWK|ES XCZJLC9NOB29,ES20H20  200320P03170000,0,0,0,0,0,
-ES 31C3JR6TYBDVO|ES XCZJLC9NOB29,ES20H20  200320P03175000,0,0,0,0,0,
-ES 31C3JQTPGJ9YC|ES XCZJLC9NOB29,ES20H20  200320P03180000,0,0,0,0,0,
-ES 31C3JQTPMHM04|ES XCZJLC9NOB29,ES20H20  200320P03190000,0,0,0,0,0,
-ES 31C3JQSE5TOZO|ES XCZJLC9NOB29,ES20H20  200320P03200000,0,0,0,0,0,
-ES 31C3JQTPYEA3O|ES XCZJLC9NOB29,ES20H20  200320P03210000,0,0,0,0,0,
-ES 31C3JQTQ4CM5G|ES XCZJLC9NOB29,ES20H20  200320P03220000,0,0,0,0,0,
-ES 31C3JQTQAAY78|ES XCZJLC9NOB29,ES20H20  200320P03230000,0,0,0,0,0,
-ES 31C3JQTQG9A90|ES XCZJLC9NOB29,ES20H20  200320P03240000,0,0,0,0,0,
-ES 31C3JQTQM7MAS|ES XCZJLC9NOB29,ES20H20  200320P03250000,0,0,0,0,0,
-ES 31C3JQTQS5YCK|ES XCZJLC9NOB29,ES20H20  200320P03260000,0,0,0,0,0,
-ES 31C3JQTQY4AEC|ES XCZJLC9NOB29,ES20H20  200320P03270000,0,0,0,0,0,
-ES 31C3JQTR42MG4|ES XCZJLC9NOB29,ES20H20  200320P03280000,0,0,0,0,0,
-ES 31C3JQTRA0YHW|ES XCZJLC9NOB29,ES20H20  200320P03290000,0,0,0,0,0,
-ES 31C3JQSEBS11G|ES XCZJLC9NOB29,ES20H20  200320P03300000,0,0,0,0,0,
-ES 31C3JQTRLXMLG|ES XCZJLC9NOB29,ES20H20  200320P03310000,0,0,0,0,0,
-ES 31C3JQTRRVYN8|ES XCZJLC9NOB29,ES20H20  200320P03320000,0,0,0,0,0,
-ES 31C3JQTRXUAP0|ES XCZJLC9NOB29,ES20H20  200320P03330000,0,0,0,0,0,
-ES 31C3JQTS3SMQS|ES XCZJLC9NOB29,ES20H20  200320P03340000,0,0,0,0,0,
-ES 31C3JQTS9QYSK|ES XCZJLC9NOB29,ES20H20  200320P03350000,0,0,0,0,0,
-ES 31C3JQTSFPAUC|ES XCZJLC9NOB29,ES20H20  200320P03360000,0,0,0,0,0,
-ES 31C3JQTSLNMW4|ES XCZJLC9NOB29,ES20H20  200320P03370000,0,0,0,0,0,
-ES 31C3JQTSRLYXW|ES XCZJLC9NOB29,ES20H20  200320P03380000,0,0,0,0,0,
-ES 31C3JQTSXKAZO|ES XCZJLC9NOB29,ES20H20  200320P03390000,0,0,0,0,0,
+#expiry,strike,right,open,high,low,close,volume,open_interest
+,,,3271,3276.75,3264.25,3275.25,956432,
+20200320,3000,C,0,0,0,0,0,
+20200320,3010,C,0,0,0,0,0,
+20200320,3020,C,0,0,0,0,0,
+20200320,3025,C,0,0,0,0,0,
+20200320,3030,C,0,0,0,0,0,
+20200320,3040,C,0,0,0,0,0,
+20200320,3050,C,0,0,0,0,0,
+20200320,3060,C,0,0,0,0,0,
+20200320,3070,C,0,0,0,0,0,
+20200320,3075,C,0,0,0,0,0,
+20200320,3080,C,0,0,0,0,0,
+20200320,3090,C,0,0,0,0,0,
+20200320,3100,C,0,0,0,0,0,
+20200320,3110,C,0,0,0,0,0,
+20200320,3120,C,0,0,0,0,0,
+20200320,3125,C,0,0,0,0,0,
+20200320,3130,C,0,0,0,0,0,
+20200320,3140,C,0,0,0,0,0,
+20200320,3150,C,0,0,0,0,0,
+20200320,3160,C,0,0,0,0,0,
+20200320,3170,C,0,0,0,0,0,
+20200320,3175,C,0,0,0,0,0,
+20200320,3180,C,0,0,0,0,0,
+20200320,3190,C,0,0,0,0,0,
+20200320,3200,C,0,0,0,0,0,
+20200320,3210,C,0,0,0,0,0,
+20200320,3220,C,0,0,0,0,0,
+20200320,3230,C,0,0,0,0,0,
+20200320,3240,C,0,0,0,0,0,
+20200320,3250,C,0,0,0,0,0,
+20200320,3400,C,0,0,0,0,0,
+20200320,3410,C,0,0,0,0,0,
+20200320,3420,C,0,0,0,0,0,
+20200320,3430,C,0,0,0,0,0,
+20200320,3440,C,0,0,0,0,0,
+20200320,3450,C,0,0,0,0,0,
+20200320,3460,C,0,0,0,0,0,
+20200320,3470,C,0,0,0,0,0,
+20200320,3480,C,0,0,0,0,0,
+20200320,3490,C,0,0,0,0,0,
+20200320,3500,C,0,0,0,0,0,
+20200320,3510,C,0,0,0,0,0,
+20200320,3520,C,0,0,0,0,0,
+20200320,3530,C,0,0,0,0,0,
+20200320,3540,C,0,0,0,0,0,
+20200320,3550,C,0,0,0,0,0,
+20200320,3560,C,0,0,0,0,0,
+20200320,3570,C,0,0,0,0,0,
+20200320,3580,C,0,0,0,0,0,
+20200320,3600,C,0,0,0,0,0,
+20200320,3650,C,0,0,0,0,0,
+20200320,3700,C,0,0,0,0,0,
+20200320,3750,C,0,0,0,0,0,
+20200320,3800,C,0,0,0,0,0,
+20200320,3850,C,0,0,0,0,0,
+20200320,3900,C,0,0,0,0,0,
+20200320,3975,C,0,0,0,0,0,
+20200320,4000,C,0,0,0,0,0,
+20200320,4100,C,0,0,0,0,0,
+20200320,4200,C,0,0,0,0,0,
+20200320,3000,P,0,0,0,0,0,
+20200320,3010,P,0,0,0,0,0,
+20200320,3020,P,0,0,0,0,0,
+20200320,3025,P,0,0,0,0,0,
+20200320,3030,P,0,0,0,0,0,
+20200320,3040,P,0,0,0,0,0,
+20200320,3050,P,0,0,0,0,0,
+20200320,3060,P,0,0,0,0,0,
+20200320,3070,P,0,0,0,0,0,
+20200320,3075,P,0,0,0,0,0,
+20200320,3080,P,0,0,0,0,0,
+20200320,3090,P,0,0,0,0,0,
+20200320,3100,P,0,0,0,0,0,
+20200320,3110,P,0,0,0,0,0,
+20200320,3120,P,0,0,0,0,0,
+20200320,3125,P,0,0,0,0,0,
+20200320,3130,P,0,0,0,0,0,
+20200320,3140,P,0,0,0,0,0,
+20200320,3150,P,0,0,0,0,0,
+20200320,3160,P,0,0,0,0,0,
+20200320,3170,P,0,0,0,0,0,
+20200320,3175,P,0,0,0,0,0,
+20200320,3180,P,0,0,0,0,0,
+20200320,3190,P,0,0,0,0,0,
+20200320,3200,P,0,0,0,0,0,
+20200320,3210,P,0,0,0,0,0,
+20200320,3220,P,0,0,0,0,0,
+20200320,3230,P,0,0,0,0,0,
+20200320,3240,P,0,0,0,0,0,
+20200320,3250,P,0,0,0,0,0,
+20200320,3260,P,0,0,0,0,0,
+20200320,3270,P,0,0,0,0,0,
+20200320,3280,P,0,0,0,0,0,
+20200320,3290,P,0,0,0,0,0,
+20200320,3300,P,0,0,0,0,0,
+20200320,3310,P,0,0,0,0,0,
+20200320,3320,P,0,0,0,0,0,
+20200320,3330,P,0,0,0,0,0,
+20200320,3340,P,0,0,0,0,0,
+20200320,3350,P,0,0,0,0,0,
+20200320,3360,P,0,0,0,0,0,
+20200320,3370,P,0,0,0,0,0,
+20200320,3380,P,0,0,0,0,0,
+20200320,3390,P,0,0,0,0,0,

Data/futureoption/cme/universes/es/20200619/20200102.csv

@@ -1,109 +1,109 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-ES XFH59UK0MYO1,ES19M20,3222.5,3245,3222.25,3234.25,385,
-ES XFH59VWTAF1G|ES XFH59UK0MYO1,ES19M20  200619C02950000,0,0,0,0,0,
-ES XFH59VWZ8R38|ES XFH59UK0MYO1,ES19M20  200619C02960000,0,0,0,0,0,
-ES XFH59VX57350|ES XFH59UK0MYO1,ES19M20  200619C02970000,0,0,0,0,0,
-ES XFH59VXB5F6S|ES XFH59UK0MYO1,ES19M20  200619C02980000,0,0,0,0,0,
-ES XFH59VXH3R8K|ES XFH59UK0MYO1,ES19M20  200619C02990000,0,0,0,0,0,
-ES XFH59UKIWYXW|ES XFH59UK0MYO1,ES19M20  200619C03000000,0,0,0,0,0,
-ES XFH59VXT0FC4|ES XFH59UK0MYO1,ES19M20  200619C03010000,0,0,0,0,0,
-ES XFH59VXYYRDW|ES XFH59UK0MYO1,ES19M20  200619C03020000,0,0,0,0,0,
-ES XFH59VY4X3FO|ES XFH59UK0MYO1,ES19M20  200619C03030000,0,0,0,0,0,
-ES XFH59VYAVFHG|ES XFH59UK0MYO1,ES19M20  200619C03040000,0,0,0,0,0,
-ES XFH59VYGTRJ8|ES XFH59UK0MYO1,ES19M20  200619C03050000,0,0,0,0,0,
-ES XFH59VYMS3L0|ES XFH59UK0MYO1,ES19M20  200619C03060000,0,0,0,0,0,
-ES XFH59VYSQFMS|ES XFH59UK0MYO1,ES19M20  200619C03070000,0,0,0,0,0,
-ES XFH59VYYOROK|ES XFH59UK0MYO1,ES19M20  200619C03080000,0,0,0,0,0,
-ES XFH59VZ4N3QC|ES XFH59UK0MYO1,ES19M20  200619C03090000,0,0,0,0,0,
-ES XFH59UP5K75W|ES XFH59UK0MYO1,ES19M20  200619C03100000,0,0,0,0,0,
-ES XFH59VZGJRTW|ES XFH59UK0MYO1,ES19M20  200619C03110000,0,0,0,0,0,
-ES XFH59VZMI3VO|ES XFH59UK0MYO1,ES19M20  200619C03120000,0,0,0,0,0,
-ES XFH59VZSGFXG|ES XFH59UK0MYO1,ES19M20  200619C03130000,0,0,0,0,0,
-ES XFH59VZYERZ8|ES XFH59UK0MYO1,ES19M20  200619C03140000,0,0,0,0,0,
-ES XFH59W04D410|ES XFH59UK0MYO1,ES19M20  200619C03150000,0,0,0,0,0,
-ES XFH59W0ABG2S|ES XFH59UK0MYO1,ES19M20  200619C03160000,0,0,0,0,0,
-ES XFH59W0G9S4K|ES XFH59UK0MYO1,ES19M20  200619C03170000,0,0,0,0,0,
-ES XFH59W0M846C|ES XFH59UK0MYO1,ES19M20  200619C03180000,0,0,0,0,0,
-ES XFH59W0S6G84|ES XFH59UK0MYO1,ES19M20  200619C03190000,0,0,0,0,0,
-ES XFH59UPBIJ7O|ES XFH59UK0MYO1,ES19M20  200619C03200000,0,0,0,0,0,
-ES XFH59W1434BO|ES XFH59UK0MYO1,ES19M20  200619C03210000,0,0,0,0,0,
-ES XFH59W1A1GDG|ES XFH59UK0MYO1,ES19M20  200619C03220000,0,0,0,0,0,
-ES XFH59W1FZSF8|ES XFH59UK0MYO1,ES19M20  200619C03230000,0,0,0,0,0,
-ES XFH59W1LY4H0|ES XFH59UK0MYO1,ES19M20  200619C03240000,0,0,0,0,0,
-ES XFH59W1RWGIS|ES XFH59UK0MYO1,ES19M20  200619C03250000,0,0,0,0,0,
-ES XFH59W1XUSKK|ES XFH59UK0MYO1,ES19M20  200619C03260000,0,0,0,0,0,
-ES XFH59W23T4MC|ES XFH59UK0MYO1,ES19M20  200619C03270000,0,0,0,0,0,
-ES XFH59W29RGO4|ES XFH59UK0MYO1,ES19M20  200619C03280000,0,0,0,0,0,
-ES XFH59W2FPSPW|ES XFH59UK0MYO1,ES19M20  200619C03290000,0,0,0,0,0,
-ES XFH59UPHGV9G|ES XFH59UK0MYO1,ES19M20  200619C03300000,0,0,0,0,0,
-ES XFH59W2RMGTG|ES XFH59UK0MYO1,ES19M20  200619C03310000,0,0,0,0,0,
-ES XFH59W2XKSV8|ES XFH59UK0MYO1,ES19M20  200619C03320000,0,0,0,0,0,
-ES XFH59W33J4X0|ES XFH59UK0MYO1,ES19M20  200619C03330000,0,0,0,0,0,
-ES XFH59W39HGYS|ES XFH59UK0MYO1,ES19M20  200619C03340000,0,0,0,0,0,
-ES XFH59W3FFT0K|ES XFH59UK0MYO1,ES19M20  200619C03350000,0,0,0,0,0,
-ES XFH59W3LE52C|ES XFH59UK0MYO1,ES19M20  200619C03360000,0,0,0,0,0,
-ES XFH59W3RCH44|ES XFH59UK0MYO1,ES19M20  200619C03370000,0,0,0,0,0,
-ES XFH59W3XAT5W|ES XFH59UK0MYO1,ES19M20  200619C03380000,0,0,0,0,0,
-ES XFH59W43957O|ES XFH59UK0MYO1,ES19M20  200619C03390000,0,0,0,0,0,
-ES XFH59UPNF7B8|ES XFH59UK0MYO1,ES19M20  200619C03400000,0,0,0,0,0,
-ES XFH59W4F5TB8|ES XFH59UK0MYO1,ES19M20  200619C03410000,0,0,0,0,0,
-ES XFH59W4L45D0|ES XFH59UK0MYO1,ES19M20  200619C03420000,0,0,0,0,0,
-ES XFH59W4R2HES|ES XFH59UK0MYO1,ES19M20  200619C03430000,0,0,0,0,0,
-ES XFH59W4X0TGK|ES XFH59UK0MYO1,ES19M20  200619C03440000,0,0,0,0,0,
-ES XFH59W52Z5IC|ES XFH59UK0MYO1,ES19M20  200619C03450000,0,0,0,0,0,
-ES XFH59W58XHK4|ES XFH59UK0MYO1,ES19M20  200619C03460000,0,0,0,0,0,
-ES XFH59W5EVTLW|ES XFH59UK0MYO1,ES19M20  200619C03470000,0,0,0,0,0,
-ES XFH59W5KU5NO|ES XFH59UK0MYO1,ES19M20  200619C03480000,0,0,0,0,0,
-ES XFH59W5QSHPG|ES XFH59UK0MYO1,ES19M20  200619C03490000,0,0,0,0,0,
-ES XFH59UPTDJD0|ES XFH59UK0MYO1,ES19M20  200619C03500000,0,0,0,0,0,
-ES 31EL5FAO0XCG4|ES XFH59UK0MYO1,ES19M20  200619P02900000,0,0,0,0,0,
-ES 31EL5FBVCQW84|ES XFH59UK0MYO1,ES19M20  200619P02910000,0,0,0,0,0,
-ES 31EL5FBVIP89W|ES XFH59UK0MYO1,ES19M20  200619P02920000,0,0,0,0,0,
-ES 31EL5FBVONKBO|ES XFH59UK0MYO1,ES19M20  200619P02930000,0,0,0,0,0,
-ES 31EL5FBVULWDG|ES XFH59UK0MYO1,ES19M20  200619P02940000,0,0,0,0,0,
-ES 31EL5FBW0K8F8|ES XFH59UK0MYO1,ES19M20  200619P02950000,0,0,0,0,0,
-ES 31EL5FBW6IKH0|ES XFH59UK0MYO1,ES19M20  200619P02960000,0,0,0,0,0,
-ES 31EL5FBWCGWIS|ES XFH59UK0MYO1,ES19M20  200619P02970000,0,0,0,0,0,
-ES 31EL5FBWIF8KK|ES XFH59UK0MYO1,ES19M20  200619P02980000,0,0,0,0,0,
-ES 31EL5FBWODKMC|ES XFH59UK0MYO1,ES19M20  200619P02990000,0,0,0,0,0,
-ES 31EL5FAJQ6SBO|ES XFH59UK0MYO1,ES19M20  200619P03000000,0,0,0,0,0,
-ES 31EL5FBX0A8PW|ES XFH59UK0MYO1,ES19M20  200619P03010000,0,0,0,0,0,
-ES 31EL5FBX68KRO|ES XFH59UK0MYO1,ES19M20  200619P03020000,0,0,0,0,0,
-ES 31EL5FBXC6WTG|ES XFH59UK0MYO1,ES19M20  200619P03030000,0,0,0,0,0,
-ES 31EL5FBXI58V8|ES XFH59UK0MYO1,ES19M20  200619P03040000,0,0,0,0,0,
-ES 31EL5FBXO3KX0|ES XFH59UK0MYO1,ES19M20  200619P03050000,0,0,0,0,0,
-ES 31EL5FBXU1WYS|ES XFH59UK0MYO1,ES19M20  200619P03060000,0,0,0,0,0,
-ES 31EL5FBY0090K|ES XFH59UK0MYO1,ES19M20  200619P03070000,0,0,0,0,0,
-ES 31EL5FBY5YL2C|ES XFH59UK0MYO1,ES19M20  200619P03080000,0,0,0,0,0,
-ES 31EL5FBYBWX44|ES XFH59UK0MYO1,ES19M20  200619P03090000,0,0,0,0,0,
-ES 31EL5FAOCU0JO|ES XFH59UK0MYO1,ES19M20  200619P03100000,0,0,0,0,0,
-ES 31EL5FBYNTL7O|ES XFH59UK0MYO1,ES19M20  200619P03110000,0,0,0,0,0,
-ES 31EL5FBYTRX9G|ES XFH59UK0MYO1,ES19M20  200619P03120000,0,0,0,0,0,
-ES 31EL5FBYZQ9B8|ES XFH59UK0MYO1,ES19M20  200619P03130000,0,0,0,0,0,
-ES 31EL5FBZ5OLD0|ES XFH59UK0MYO1,ES19M20  200619P03140000,0,0,0,0,0,
-ES 31EL5FBZBMXES|ES XFH59UK0MYO1,ES19M20  200619P03150000,0,0,0,0,0,
-ES 31EL5FBZHL9GK|ES XFH59UK0MYO1,ES19M20  200619P03160000,0,0,0,0,0,
-ES 31EL5FBZNJLIC|ES XFH59UK0MYO1,ES19M20  200619P03170000,0,0,0,0,0,
-ES 31EL5FBZTHXK4|ES XFH59UK0MYO1,ES19M20  200619P03180000,0,0,0,0,0,
-ES 31EL5FBZZG9LW|ES XFH59UK0MYO1,ES19M20  200619P03190000,0,0,0,0,0,
-ES 31EL5FAOISCLG|ES XFH59UK0MYO1,ES19M20  200619P03200000,0,0,0,0,0,
-ES 31EL5FC0BCXPG|ES XFH59UK0MYO1,ES19M20  200619P03210000,0,0,0,0,0,
-ES 31EL5FC0HB9R8|ES XFH59UK0MYO1,ES19M20  200619P03220000,0,0,0,0,0,
-ES 31EL5FC0N9LT0|ES XFH59UK0MYO1,ES19M20  200619P03230000,0,0,0,0,0,
-ES 31EL5FC0T7XUS|ES XFH59UK0MYO1,ES19M20  200619P03240000,0,0,0,0,0,
-ES 31EL5FC0Z69WK|ES XFH59UK0MYO1,ES19M20  200619P03250000,0,0,0,0,0,
-ES 31EL5FC154LYC|ES XFH59UK0MYO1,ES19M20  200619P03260000,0,0,0,0,0,
-ES 31EL5FC1B2Y04|ES XFH59UK0MYO1,ES19M20  200619P03270000,0,0,0,0,0,
-ES 31EL5FC1H1A1W|ES XFH59UK0MYO1,ES19M20  200619P03280000,0,0,0,0,0,
-ES 31EL5FC1MZM3O|ES XFH59UK0MYO1,ES19M20  200619P03290000,0,0,0,0,0,
-ES 31EL5FAOOQON8|ES XFH59UK0MYO1,ES19M20  200619P03300000,0,0,0,0,0,
-ES 31EL5FC1YWA78|ES XFH59UK0MYO1,ES19M20  200619P03310000,0,0,0,0,0,
-ES 31EL5FC24UM90|ES XFH59UK0MYO1,ES19M20  200619P03320000,0,0,0,0,0,
-ES 31EL5FC2ASYAS|ES XFH59UK0MYO1,ES19M20  200619P03330000,0,0,0,0,0,
-ES 31EL5FC2GRACK|ES XFH59UK0MYO1,ES19M20  200619P03340000,0,0,0,0,0,
-ES 31EL5FC2MPMEC|ES XFH59UK0MYO1,ES19M20  200619P03350000,0,0,0,0,0,
-ES 31EL5FC2SNYG4|ES XFH59UK0MYO1,ES19M20  200619P03360000,0,0,0,0,0,
-ES 31EL5FC2YMAHW|ES XFH59UK0MYO1,ES19M20  200619P03370000,0,0,0,0,0,
-ES 31EL5FC34KMJO|ES XFH59UK0MYO1,ES19M20  200619P03380000,0,0,0,0,0,
-ES 31EL5FC3AIYLG|ES XFH59UK0MYO1,ES19M20  200619P03390000,0,0,0,0,0,
-ES 31EL5FAOUP0P0|ES XFH59UK0MYO1,ES19M20  200619P03400000,0,0,0,0,0,
+#expiry,strike,right,open,high,low,close,volume,open_interest
+,,,3222.5,3245,3222.25,3234.25,385,
+20200619,2950,C,0,0,0,0,0,
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+20200619,3250,C,0,0,0,0,0,
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+20200619,3380,P,0,0,0,0,0,
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+20200619,3400,P,0,0,0,0,0,

Data/futureoption/cme/universes/es/20200619/20200103.csv

@@ -1,109 +1,109 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-ES XFH59UK0MYO1,ES19M20,3222,3222.75,3216.25,3222.25,0,
-ES XFH59VWTAF1G|ES XFH59UK0MYO1,ES19M20  200619C02950000,326,332.875,319.75,328.875,0,
-ES XFH59VWZ8R38|ES XFH59UK0MYO1,ES19M20  200619C02960000,317.875,324.50,311.625,320.25,0,
-ES XFH59VX57350|ES XFH59UK0MYO1,ES19M20  200619C02970000,309.75,316.25,303.375,312.0,0,
-ES XFH59VXB5F6S|ES XFH59UK0MYO1,ES19M20  200619C02980000,301.50,308.125,295.375,303.875,0,
-ES XFH59VXH3R8K|ES XFH59UK0MYO1,ES19M20  200619C02990000,293.50,299.875,287.125,295.75,0,
-ES XFH59UKIWYXW|ES XFH59UK0MYO1,ES19M20  200619C03000000,285.375,292.125,279.125,288.125,0,
-ES XFH59VXT0FC4|ES XFH59UK0MYO1,ES19M20  200619C03010000,277.5,284.125,271.125,280.0,0,
-ES XFH59VXYYRDW|ES XFH59UK0MYO1,ES19M20  200619C03020000,269.5,276.125,263.125,272.25,0,
-ES XFH59VY4X3FO|ES XFH59UK0MYO1,ES19M20  200619C03030000,261.625,268.00,255.375,263.875,0,
-ES XFH59VYAVFHG|ES XFH59UK0MYO1,ES19M20  200619C03040000,253.75,260.375,248.25,256.25,0,
-ES XFH59VYGTRJ8|ES XFH59UK0MYO1,ES19M20  200619C03050000,246.125,252.625,240.5,248.5,0,
-ES XFH59VYMS3L0|ES XFH59UK0MYO1,ES19M20  200619C03060000,238.375,244.875,232.00,241.00,0,
-ES XFH59VYSQFMS|ES XFH59UK0MYO1,ES19M20  200619C03070000,230.75,237.125,224.375,233.125,0,
-ES XFH59VYYOROK|ES XFH59UK0MYO1,ES19M20  200619C03080000,223.125,229.375,216.875,225.125,0,
-ES XFH59VZ4N3QC|ES XFH59UK0MYO1,ES19M20  200619C03090000,215.625,221.875,210.125,217.875,0,
-ES XFH59UP5K75W|ES XFH59UK0MYO1,ES19M20  200619C03100000,208.00,214.375,201.75,210.375,0,
-ES XFH59VZGJRTW|ES XFH59UK0MYO1,ES19M20  200619C03110000,200.625,207.25,195.125,202.875,0,
-ES XFH59VZMI3VO|ES XFH59UK0MYO1,ES19M20  200619C03120000,193.25,199.875,186.875,195.625,0,
-ES XFH59VZSGFXG|ES XFH59UK0MYO1,ES19M20  200619C03130000,186.125,192.625,179.75,188.375,0,
-ES XFH59VZYERZ8|ES XFH59UK0MYO1,ES19M20  200619C03140000,178.875,185.125,173.125,180.625,0,
-ES XFH59W04D410|ES XFH59UK0MYO1,ES19M20  200619C03150000,171.75,178.25,166.125,174.00,0,
-ES XFH59W0ABG2S|ES XFH59UK0MYO1,ES19M20  200619C03160000,164.625,170.75,158.375,165.625,0,
-ES XFH59W0G9S4K|ES XFH59UK0MYO1,ES19M20  200619C03170000,157.75,164.375,152.25,160.00,0,
-ES XFH59W0M846C|ES XFH59UK0MYO1,ES19M20  200619C03180000,150.875,157.00,145.375,152.875,0,
-ES XFH59W0S6G84|ES XFH59UK0MYO1,ES19M20  200619C03190000,144.125,150.25,138.625,145.00,0,
-ES XFH59UPBIJ7O|ES XFH59UK0MYO1,ES19M20  200619C03200000,137.50,143.50,132.00,139.375,0,
-ES XFH59W1434BO|ES XFH59UK0MYO1,ES19M20  200619C03210000,130.875,137.00,125.375,133.00,0,
-ES XFH59W1A1GDG|ES XFH59UK0MYO1,ES19M20  200619C03220000,124.5,130.625,118.50,126.50,0,
-ES XFH59W1FZSF8|ES XFH59UK0MYO1,ES19M20  200619C03230000,118.25,124.25,112.625,120.125,0,
-ES XFH59W1LY4H0|ES XFH59UK0MYO1,ES19M20  200619C03240000,112.25,118.00,106.25,113.875,0,
-ES XFH59W1RWGIS|ES XFH59UK0MYO1,ES19M20  200619C03250000,69.5,122.625,52.5,107.875,0,
-ES XFH59W1XUSKK|ES XFH59UK0MYO1,ES19M20  200619C03260000,100.375,106.125,94.625,101.875,0,
-ES XFH59W23T4MC|ES XFH59UK0MYO1,ES19M20  200619C03270000,94.625,100.25,88.875,96,0,
-ES XFH59W29RGO4|ES XFH59UK0MYO1,ES19M20  200619C03280000,89.125,94.875,83.125,90.375,0,
-ES XFH59W2FPSPW|ES XFH59UK0MYO1,ES19M20  200619C03290000,83.625,89.125,77.875,85,0,
-ES XFH59UPHGV9G|ES XFH59UK0MYO1,ES19M20  200619C03300000,78.375,84.125,72.5,79.5,0,
-ES XFH59W2RMGTG|ES XFH59UK0MYO1,ES19M20  200619C03310000,73.25,78.75,67.375,74.5,0,
-ES XFH59W2XKSV8|ES XFH59UK0MYO1,ES19M20  200619C03320000,68.50,73.875,62.125,69.5,0,
-ES XFH59W33J4X0|ES XFH59UK0MYO1,ES19M20  200619C03330000,63.75,69.125,57.50,64.625,0,
-ES XFH59W39HGYS|ES XFH59UK0MYO1,ES19M20  200619C03340000,59.25,64.625,53.00,60,0,
-ES XFH59W3FFT0K|ES XFH59UK0MYO1,ES19M20  200619C03350000,55.0,60.25,48.875,55.75,0,
-ES XFH59W3LE52C|ES XFH59UK0MYO1,ES19M20  200619C03360000,50.875,56.125,45.0,51.5,0,
-ES XFH59W3RCH44|ES XFH59UK0MYO1,ES19M20  200619C03370000,47.00,52.125,41.25,47.50,0,
-ES XFH59W3XAT5W|ES XFH59UK0MYO1,ES19M20  200619C03380000,43.25,48.375,37.125,43.875,0,
-ES XFH59W43957O|ES XFH59UK0MYO1,ES19M20  200619C03390000,39.875,44.875,33.875,40.375,0,
-ES XFH59UPNF7B8|ES XFH59UK0MYO1,ES19M20  200619C03400000,30.5,41.75,25.125,37.00,0,
-ES XFH59W4F5TB8|ES XFH59UK0MYO1,ES19M20  200619C03410000,33.625,38.50,27.625,33.875,0,
-ES XFH59W4L45D0|ES XFH59UK0MYO1,ES19M20  200619C03420000,30.75,35.625,24.50,31.00,0,
-ES XFH59W4R2HES|ES XFH59UK0MYO1,ES19M20  200619C03430000,28.125,32.75,21.875,28.25,0,
-ES XFH59W4X0TGK|ES XFH59UK0MYO1,ES19M20  200619C03440000,25.625,30.375,19.50,25.75,0,
-ES XFH59W52Z5IC|ES XFH59UK0MYO1,ES19M20  200619C03450000,23.50,28.125,17.25,23.50,0,
-ES XFH59W58XHK4|ES XFH59UK0MYO1,ES19M20  200619C03460000,21.375,26.00,15.25,21.375,0,
-ES XFH59W5EVTLW|ES XFH59UK0MYO1,ES19M20  200619C03470000,19.375,24.00,13.5,19.375,0,
-ES XFH59W5KU5NO|ES XFH59UK0MYO1,ES19M20  200619C03480000,17.625,22.375,11.75,17.625,0,
-ES XFH59W5QSHPG|ES XFH59UK0MYO1,ES19M20  200619C03490000,16.125,20.875,10.20,16.125,0,
-ES XFH59UPTDJD0|ES XFH59UK0MYO1,ES19M20  200619C03500000,14.625,19.375,8.925,14.625,0,
-ES 31EL5FAO0XCG4|ES XFH59UK0MYO1,ES19M20  200619P02900000,60,70.5,40.25,49.875,0,
-ES 31EL5FBVCQW84|ES XFH59UK0MYO1,ES19M20  200619P02910000,52.125,57.875,46.875,51.375,0,
-ES 31EL5FBVIP89W|ES XFH59UK0MYO1,ES19M20  200619P02920000,53.75,59.875,48.375,53,0,
-ES 31EL5FBVONKBO|ES XFH59UK0MYO1,ES19M20  200619P02930000,55.25,61.00,49.875,54.625,0,
-ES 31EL5FBVULWDG|ES XFH59UK0MYO1,ES19M20  200619P02940000,57.0,62.625,51.375,56.125,0,
-ES 31EL5FBW0K8F8|ES XFH59UK0MYO1,ES19M20  200619P02950000,58.625,64.375,53.25,57.875,0,
-ES 31EL5FBW6IKH0|ES XFH59UK0MYO1,ES19M20  200619P02960000,60.25,66.125,54.875,59.5,0,
-ES 31EL5FBWCGWIS|ES XFH59UK0MYO1,ES19M20  200619P02970000,62.00,68.125,56.625,61.125,0,
-ES 31EL5FBWIF8KK|ES XFH59UK0MYO1,ES19M20  200619P02980000,63.75,69.625,58.5,63,0,
-ES 31EL5FBWODKMC|ES XFH59UK0MYO1,ES19M20  200619P02990000,65.625,71.50,60.25,64.75,0,
-ES 31EL5FAJQ6SBO|ES XFH59UK0MYO1,ES19M20  200619P03000000,68.75,70.5,61.875,66.625,0,
-ES 31EL5FBX0A8PW|ES XFH59UK0MYO1,ES19M20  200619P03010000,69.375,75.25,64,68.5,0,
-ES 31EL5FBX68KRO|ES XFH59UK0MYO1,ES19M20  200619P03020000,71.25,77.375,66,70.5,0,
-ES 31EL5FBXC6WTG|ES XFH59UK0MYO1,ES19M20  200619P03030000,73.25,79.625,68,72.5,0,
-ES 31EL5FBXI58V8|ES XFH59UK0MYO1,ES19M20  200619P03040000,75.375,81.50,70.125,74.375,0,
-ES 31EL5FBXO3KX0|ES XFH59UK0MYO1,ES19M20  200619P03050000,137.375,139.25,72.375,76.5,0,
-ES 31EL5FBXU1WYS|ES XFH59UK0MYO1,ES19M20  200619P03060000,79.625,85.75,74.5,78.625,0,
-ES 31EL5FBY0090K|ES XFH59UK0MYO1,ES19M20  200619P03070000,81.875,88.5,76.50,80.875,0,
-ES 31EL5FBY5YL2C|ES XFH59UK0MYO1,ES19M20  200619P03080000,84.25,90.375,79.125,83.25,0,
-ES 31EL5FBYBWX44|ES XFH59UK0MYO1,ES19M20  200619P03090000,86.50,92.875,81.375,85.5,0,
-ES 31EL5FAOCU0JO|ES XFH59UK0MYO1,ES19M20  200619P03100000,88.875,95.375,83.875,88,0,
-ES 31EL5FBYNTL7O|ES XFH59UK0MYO1,ES19M20  200619P03110000,91.375,97.875,86.25,90.25,0,
-ES 31EL5FBYTRX9G|ES XFH59UK0MYO1,ES19M20  200619P03120000,93.875,100.50,88.875,93,0,
-ES 31EL5FBYZQ9B8|ES XFH59UK0MYO1,ES19M20  200619P03130000,96.625,103.00,91.625,95.625,0,
-ES 31EL5FBZ5OLD0|ES XFH59UK0MYO1,ES19M20  200619P03140000,99.375,106.125,94.375,98.375,0,
-ES 31EL5FBZBMXES|ES XFH59UK0MYO1,ES19M20  200619P03150000,102.25,108.625,97.125,101.125,0,
-ES 31EL5FBZHL9GK|ES XFH59UK0MYO1,ES19M20  200619P03160000,105.0,112.25,100.125,103.875,0,
-ES 31EL5FBZNJLIC|ES XFH59UK0MYO1,ES19M20  200619P03170000,108.0,114.50,103.125,106.875,0,
-ES 31EL5FBZTHXK4|ES XFH59UK0MYO1,ES19M20  200619P03180000,111.125,117.50,106.125,109.875,0,
-ES 31EL5FBZZG9LW|ES XFH59UK0MYO1,ES19M20  200619P03190000,114.25,120.875,108.875,113.00,0,
-ES 31EL5FAOISCLG|ES XFH59UK0MYO1,ES19M20  200619P03200000,157.125,159.375,112.50,116.125,0,
-ES 31EL5FC0BCXPG|ES XFH59UK0MYO1,ES19M20  200619P03210000,121.0,127.50,115.875,119.50,0,
-ES 31EL5FC0HB9R8|ES XFH59UK0MYO1,ES19M20  200619P03220000,124.5,131.00,119.25,122.875,0,
-ES 31EL5FC0N9LT0|ES XFH59UK0MYO1,ES19M20  200619P03230000,128.125,134.50,123.00,126.50,0,
-ES 31EL5FC0T7XUS|ES XFH59UK0MYO1,ES19M20  200619P03240000,132.75,138.875,126.75,130.50,0,
-ES 31EL5FC0Z69WK|ES XFH59UK0MYO1,ES19M20  200619P03250000,136.625,142.375,130.375,134.50,0,
-ES 31EL5FC154LYC|ES XFH59UK0MYO1,ES19M20  200619P03260000,140.625,146.5,134.75,138.25,0,
-ES 31EL5FC1B2Y04|ES XFH59UK0MYO1,ES19M20  200619P03270000,144.875,150.375,138.875,143.75,0,
-ES 31EL5FC1H1A1W|ES XFH59UK0MYO1,ES19M20  200619P03280000,149.125,155.50,143.25,148.375,0,
-ES 31EL5FC1MZM3O|ES XFH59UK0MYO1,ES19M20  200619P03290000,153.625,160.00,147.75,152.75,0,
-ES 31EL5FAOOQON8|ES XFH59UK0MYO1,ES19M20  200619P03300000,158.25,164.75,152.00,156.00,0,
-ES 31EL5FC1YWA78|ES XFH59UK0MYO1,ES19M20  200619P03310000,163.125,169.50,156.75,161.0,0,
-ES 31EL5FC24UM90|ES XFH59UK0MYO1,ES19M20  200619P03320000,168.125,174.625,161.75,166.0,0,
-ES 31EL5FC2ASYAS|ES XFH59UK0MYO1,ES19M20  200619P03330000,173.5,179.75,167.125,171.375,0,
-ES 31EL5FC2GRACK|ES XFH59UK0MYO1,ES19M20  200619P03340000,178.875,185.375,172.375,176.625,0,
-ES 31EL5FC2MPMEC|ES XFH59UK0MYO1,ES19M20  200619P03350000,184.375,191.00,178.125,182.375,0,
-ES 31EL5FC2SNYG4|ES XFH59UK0MYO1,ES19M20  200619P03360000,190.25,196.75,183.875,188.125,0,
-ES 31EL5FC2YMAHW|ES XFH59UK0MYO1,ES19M20  200619P03370000,196.25,202.625,189.875,194.125,0,
-ES 31EL5FC34KMJO|ES XFH59UK0MYO1,ES19M20  200619P03380000,202.5,209.00,196.00,200.25,0,
-ES 31EL5FC3AIYLG|ES XFH59UK0MYO1,ES19M20  200619P03390000,208.875,215.50,202.375,206.75,0,
-ES 31EL5FAOUP0P0|ES XFH59UK0MYO1,ES19M20  200619P03400000,215.625,222.125,209.00,213.25,0,
+#expiry,strike,right,open,high,low,close,volume,open_interest
+,,,3222,3222.75,3216.25,3222.25,0,
+20200619,2950,C,326,332.875,319.75,328.875,0,
+20200619,2960,C,317.875,324.50,311.625,320.25,0,
+20200619,2970,C,309.75,316.25,303.375,312.0,0,
+20200619,2980,C,301.50,308.125,295.375,303.875,0,
+20200619,2990,C,293.50,299.875,287.125,295.75,0,
+20200619,3000,C,285.375,292.125,279.125,288.125,0,
+20200619,3010,C,277.5,284.125,271.125,280.0,0,
+20200619,3020,C,269.5,276.125,263.125,272.25,0,
+20200619,3030,C,261.625,268.00,255.375,263.875,0,
+20200619,3040,C,253.75,260.375,248.25,256.25,0,
+20200619,3050,C,246.125,252.625,240.5,248.5,0,
+20200619,3060,C,238.375,244.875,232.00,241.00,0,
+20200619,3070,C,230.75,237.125,224.375,233.125,0,
+20200619,3080,C,223.125,229.375,216.875,225.125,0,
+20200619,3090,C,215.625,221.875,210.125,217.875,0,
+20200619,3100,C,208.00,214.375,201.75,210.375,0,
+20200619,3110,C,200.625,207.25,195.125,202.875,0,
+20200619,3120,C,193.25,199.875,186.875,195.625,0,
+20200619,3130,C,186.125,192.625,179.75,188.375,0,
+20200619,3140,C,178.875,185.125,173.125,180.625,0,
+20200619,3150,C,171.75,178.25,166.125,174.00,0,
+20200619,3160,C,164.625,170.75,158.375,165.625,0,
+20200619,3170,C,157.75,164.375,152.25,160.00,0,
+20200619,3180,C,150.875,157.00,145.375,152.875,0,
+20200619,3190,C,144.125,150.25,138.625,145.00,0,
+20200619,3200,C,137.50,143.50,132.00,139.375,0,
+20200619,3210,C,130.875,137.00,125.375,133.00,0,
+20200619,3220,C,124.5,130.625,118.50,126.50,0,
+20200619,3230,C,118.25,124.25,112.625,120.125,0,
+20200619,3240,C,112.25,118.00,106.25,113.875,0,
+20200619,3250,C,69.5,122.625,52.5,107.875,0,
+20200619,3260,C,100.375,106.125,94.625,101.875,0,
+20200619,3270,C,94.625,100.25,88.875,96,0,
+20200619,3280,C,89.125,94.875,83.125,90.375,0,
+20200619,3290,C,83.625,89.125,77.875,85,0,
+20200619,3300,C,78.375,84.125,72.5,79.5,0,
+20200619,3310,C,73.25,78.75,67.375,74.5,0,
+20200619,3320,C,68.50,73.875,62.125,69.5,0,
+20200619,3330,C,63.75,69.125,57.50,64.625,0,
+20200619,3340,C,59.25,64.625,53.00,60,0,
+20200619,3350,C,55.0,60.25,48.875,55.75,0,
+20200619,3360,C,50.875,56.125,45.0,51.5,0,
+20200619,3370,C,47.00,52.125,41.25,47.50,0,
+20200619,3380,C,43.25,48.375,37.125,43.875,0,
+20200619,3390,C,39.875,44.875,33.875,40.375,0,
+20200619,3400,C,30.5,41.75,25.125,37.00,0,
+20200619,3410,C,33.625,38.50,27.625,33.875,0,
+20200619,3420,C,30.75,35.625,24.50,31.00,0,
+20200619,3430,C,28.125,32.75,21.875,28.25,0,
+20200619,3440,C,25.625,30.375,19.50,25.75,0,
+20200619,3450,C,23.50,28.125,17.25,23.50,0,
+20200619,3460,C,21.375,26.00,15.25,21.375,0,
+20200619,3470,C,19.375,24.00,13.5,19.375,0,
+20200619,3480,C,17.625,22.375,11.75,17.625,0,
+20200619,3490,C,16.125,20.875,10.20,16.125,0,
+20200619,3500,C,14.625,19.375,8.925,14.625,0,
+20200619,2900,P,60,70.5,40.25,49.875,0,
+20200619,2910,P,52.125,57.875,46.875,51.375,0,
+20200619,2920,P,53.75,59.875,48.375,53,0,
+20200619,2930,P,55.25,61.00,49.875,54.625,0,
+20200619,2940,P,57.0,62.625,51.375,56.125,0,
+20200619,2950,P,58.625,64.375,53.25,57.875,0,
+20200619,2960,P,60.25,66.125,54.875,59.5,0,
+20200619,2970,P,62.00,68.125,56.625,61.125,0,
+20200619,2980,P,63.75,69.625,58.5,63,0,
+20200619,2990,P,65.625,71.50,60.25,64.75,0,
+20200619,3000,P,68.75,70.5,61.875,66.625,0,
+20200619,3010,P,69.375,75.25,64,68.5,0,
+20200619,3020,P,71.25,77.375,66,70.5,0,
+20200619,3030,P,73.25,79.625,68,72.5,0,
+20200619,3040,P,75.375,81.50,70.125,74.375,0,
+20200619,3050,P,137.375,139.25,72.375,76.5,0,
+20200619,3060,P,79.625,85.75,74.5,78.625,0,
+20200619,3070,P,81.875,88.5,76.50,80.875,0,
+20200619,3080,P,84.25,90.375,79.125,83.25,0,
+20200619,3090,P,86.50,92.875,81.375,85.5,0,
+20200619,3100,P,88.875,95.375,83.875,88,0,
+20200619,3110,P,91.375,97.875,86.25,90.25,0,
+20200619,3120,P,93.875,100.50,88.875,93,0,
+20200619,3130,P,96.625,103.00,91.625,95.625,0,
+20200619,3140,P,99.375,106.125,94.375,98.375,0,
+20200619,3150,P,102.25,108.625,97.125,101.125,0,
+20200619,3160,P,105.0,112.25,100.125,103.875,0,
+20200619,3170,P,108.0,114.50,103.125,106.875,0,
+20200619,3180,P,111.125,117.50,106.125,109.875,0,
+20200619,3190,P,114.25,120.875,108.875,113.00,0,
+20200619,3200,P,157.125,159.375,112.50,116.125,0,
+20200619,3210,P,121.0,127.50,115.875,119.50,0,
+20200619,3220,P,124.5,131.00,119.25,122.875,0,
+20200619,3230,P,128.125,134.50,123.00,126.50,0,
+20200619,3240,P,132.75,138.875,126.75,130.50,0,
+20200619,3250,P,136.625,142.375,130.375,134.50,0,
+20200619,3260,P,140.625,146.5,134.75,138.25,0,
+20200619,3270,P,144.875,150.375,138.875,143.75,0,
+20200619,3280,P,149.125,155.50,143.25,148.375,0,
+20200619,3290,P,153.625,160.00,147.75,152.75,0,
+20200619,3300,P,158.25,164.75,152.00,156.00,0,
+20200619,3310,P,163.125,169.50,156.75,161.0,0,
+20200619,3320,P,168.125,174.625,161.75,166.0,0,
+20200619,3330,P,173.5,179.75,167.125,171.375,0,
+20200619,3340,P,178.875,185.375,172.375,176.625,0,
+20200619,3350,P,184.375,191.00,178.125,182.375,0,
+20200619,3360,P,190.25,196.75,183.875,188.125,0,
+20200619,3370,P,196.25,202.625,189.875,194.125,0,
+20200619,3380,P,202.5,209.00,196.00,200.25,0,
+20200619,3390,P,208.875,215.50,202.375,206.75,0,
+20200619,3400,P,215.625,222.125,209.00,213.25,0,

Data/futureoption/cme/universes/es/20200619/20200106.csv

@@ -1,109 +1,109 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-ES XFH59UK0MYO1,ES19M20,3240.25,3244.25,3226,3233,378,
-ES XFH59VWTAF1G|ES XFH59UK0MYO1,ES19M20  200619C02950000,342.625,342.625,342.375,342.5,0,
-ES XFH59VWZ8R38|ES XFH59UK0MYO1,ES19M20  200619C02960000,334.25,334.25,334.125,334.125,0,
-ES XFH59VX57350|ES XFH59UK0MYO1,ES19M20  200619C02970000,325.875,325.875,325.75,325.75,0,
-ES XFH59VXB5F6S|ES XFH59UK0MYO1,ES19M20  200619C02980000,317.625,317.625,317.5,317.5,0,
-ES XFH59VXH3R8K|ES XFH59UK0MYO1,ES19M20  200619C02990000,309.375,309.375,309.25,309.25,0,
-ES XFH59UKIWYXW|ES XFH59UK0MYO1,ES19M20  200619C03000000,158.625,301.125,158.5,301,0,
-ES XFH59VXT0FC4|ES XFH59UK0MYO1,ES19M20  200619C03010000,293.25,293.25,292.75,293,0,
-ES XFH59VXYYRDW|ES XFH59UK0MYO1,ES19M20  200619C03020000,284.75,284.75,284.75,284.75,0,
-ES XFH59VY4X3FO|ES XFH59UK0MYO1,ES19M20  200619C03030000,276.75,276.75,276.625,276.625,0,
-ES XFH59VYAVFHG|ES XFH59UK0MYO1,ES19M20  200619C03040000,268.75,268.75,268.625,268.625,0,
-ES XFH59VYGTRJ8|ES XFH59UK0MYO1,ES19M20  200619C03050000,260.75,260.75,260.625,260.625,0,
-ES XFH59VYMS3L0|ES XFH59UK0MYO1,ES19M20  200619C03060000,252.875,252.875,252.75,252.875,0,
-ES XFH59VYSQFMS|ES XFH59UK0MYO1,ES19M20  200619C03070000,245.5,245.5,244.875,245.25,0,
-ES XFH59VYYOROK|ES XFH59UK0MYO1,ES19M20  200619C03080000,237.375,237.75,237.125,237.5,0,
-ES XFH59VZ4N3QC|ES XFH59UK0MYO1,ES19M20  200619C03090000,229.625,230.0,229.375,229.75,0,
-ES XFH59UP5K75W|ES XFH59UK0MYO1,ES19M20  200619C03100000,221.875,222.375,161.25,222.0,0,
-ES XFH59VZGJRTW|ES XFH59UK0MYO1,ES19M20  200619C03110000,214.375,214.75,214.125,214.5,0,
-ES XFH59VZMI3VO|ES XFH59UK0MYO1,ES19M20  200619C03120000,206.75,207.0,206.625,207.0,0,
-ES XFH59VZSGFXG|ES XFH59UK0MYO1,ES19M20  200619C03130000,199.25,199.625,199.125,199.5,0,
-ES XFH59VZYERZ8|ES XFH59UK0MYO1,ES19M20  200619C03140000,192.25,192.25,191.75,192.0,0,
-ES XFH59W04D410|ES XFH59UK0MYO1,ES19M20  200619C03150000,184.50,184.875,184.375,184.75,0,
-ES XFH59W0ABG2S|ES XFH59UK0MYO1,ES19M20  200619C03160000,177.25,177.5,177.125,177.5,0,
-ES XFH59W0G9S4K|ES XFH59UK0MYO1,ES19M20  200619C03170000,170.25,170.5,170.00,170.25,0,
-ES XFH59W0M846C|ES XFH59UK0MYO1,ES19M20  200619C03180000,163.00,163.25,162.875,163.125,0,
-ES XFH59W0S6G84|ES XFH59UK0MYO1,ES19M20  200619C03190000,156.00,156.25,156.00,156.125,0,
-ES XFH59UPBIJ7O|ES XFH59UK0MYO1,ES19M20  200619C03200000,149.25,149.5,79.875,149.25,0,
-ES XFH59W1434BO|ES XFH59UK0MYO1,ES19M20  200619C03210000,142.375,142.625,142.25,142.5,0,
-ES XFH59W1A1GDG|ES XFH59UK0MYO1,ES19M20  200619C03220000,135.75,136.0,135.50,135.75,0,
-ES XFH59W1FZSF8|ES XFH59UK0MYO1,ES19M20  200619C03230000,129.00,129.375,128.875,129.25,0,
-ES XFH59W1LY4H0|ES XFH59UK0MYO1,ES19M20  200619C03240000,122.75,122.875,122.50,122.75,0,
-ES XFH59W1RWGIS|ES XFH59UK0MYO1,ES19M20  200619C03250000,116.375,127,115.875,116.25,0,
-ES XFH59W1XUSKK|ES XFH59UK0MYO1,ES19M20  200619C03260000,110.125,116.75,109.875,110.125,0,
-ES XFH59W23T4MC|ES XFH59UK0MYO1,ES19M20  200619C03270000,104.125,104.25,103.875,104.0,0,
-ES XFH59W29RGO4|ES XFH59UK0MYO1,ES19M20  200619C03280000,98.125,98.25,97.75,98.125,0,
-ES XFH59W2FPSPW|ES XFH59UK0MYO1,ES19M20  200619C03290000,92.375,92.5,92.00,92.375,0,
-ES XFH59UPHGV9G|ES XFH59UK0MYO1,ES19M20  200619C03300000,86.875,87.0,86.375,86.75,0,
-ES XFH59W2RMGTG|ES XFH59UK0MYO1,ES19M20  200619C03310000,81.375,81.5,81.00,81.375,0,
-ES XFH59W2XKSV8|ES XFH59UK0MYO1,ES19M20  200619C03320000,76.125,76.25,75.625,76.125,0,
-ES XFH59W33J4X0|ES XFH59UK0MYO1,ES19M20  200619C03330000,71.0,71.25,70.50,71.125,0,
-ES XFH59W39HGYS|ES XFH59UK0MYO1,ES19M20  200619C03340000,66.125,66.375,65.75,66.125,0,
-ES XFH59W3FFT0K|ES XFH59UK0MYO1,ES19M20  200619C03350000,61.5,61.625,61.25,61.375,0,
-ES XFH59W3LE52C|ES XFH59UK0MYO1,ES19M20  200619C03360000,57.0,57.125,56.75,57.0,0,
-ES XFH59W3RCH44|ES XFH59UK0MYO1,ES19M20  200619C03370000,52.75,52.875,52.25,52.625,0,
-ES XFH59W3XAT5W|ES XFH59UK0MYO1,ES19M20  200619C03380000,48.5,48.625,48.5,48.625,0,
-ES XFH59W43957O|ES XFH59UK0MYO1,ES19M20  200619C03390000,44.75,44.875,44.625,44.75,0,
-ES XFH59UPNF7B8|ES XFH59UK0MYO1,ES19M20  200619C03400000,41.125,41.125,40.875,41.125,0,
-ES XFH59W4F5TB8|ES XFH59UK0MYO1,ES19M20  200619C03410000,37.625,37.75,37.375,37.625,0,
-ES XFH59W4L45D0|ES XFH59UK0MYO1,ES19M20  200619C03420000,34.25,34.625,34.25,34.375,0,
-ES XFH59W4R2HES|ES XFH59UK0MYO1,ES19M20  200619C03430000,31.50,31.625,31.25,31.375,0,
-ES XFH59W4X0TGK|ES XFH59UK0MYO1,ES19M20  200619C03440000,28.5,28.75,28.5,28.625,0,
-ES XFH59W52Z5IC|ES XFH59UK0MYO1,ES19M20  200619C03450000,26.0,26.25,25.875,26.00,0,
-ES XFH59W58XHK4|ES XFH59UK0MYO1,ES19M20  200619C03460000,23.625,23.75,23.5,23.625,0,
-ES XFH59W5EVTLW|ES XFH59UK0MYO1,ES19M20  200619C03470000,21.5,21.625,21.375,21.50,0,
-ES XFH59W5KU5NO|ES XFH59UK0MYO1,ES19M20  200619C03480000,19.5,19.625,19.375,19.50,0,
-ES XFH59W5QSHPG|ES XFH59UK0MYO1,ES19M20  200619C03490000,17.625,17.875,17.625,17.75,0,
-ES XFH59UPTDJD0|ES XFH59UK0MYO1,ES19M20  200619C03500000,16.125,16.25,15.875,16.00,0,
-ES 31EL5FAO0XCG4|ES XFH59UK0MYO1,ES19M20  200619P02900000,45.0,45.125,45.0,45.125,0,
-ES 31EL5FBVCQW84|ES XFH59UK0MYO1,ES19M20  200619P02910000,46.375,46.5,46.125,46.375,0,
-ES 31EL5FBVIP89W|ES XFH59UK0MYO1,ES19M20  200619P02920000,47.875,48.0,47.75,47.875,0,
-ES 31EL5FBVONKBO|ES XFH59UK0MYO1,ES19M20  200619P02930000,49.25,49.375,49.25,49.25,0,
-ES 31EL5FBVULWDG|ES XFH59UK0MYO1,ES19M20  200619P02940000,50.75,50.875,50.75,50.875,0,
-ES 31EL5FBW0K8F8|ES XFH59UK0MYO1,ES19M20  200619P02950000,52.25,52.375,52.25,52.375,0,
-ES 31EL5FBW6IKH0|ES XFH59UK0MYO1,ES19M20  200619P02960000,53.75,53.875,53.75,53.875,0,
-ES 31EL5FBWCGWIS|ES XFH59UK0MYO1,ES19M20  200619P02970000,55.375,55.625,55.25,55.625,0,
-ES 31EL5FBWIF8KK|ES XFH59UK0MYO1,ES19M20  200619P02980000,57.0,57.125,57.0,57.125,0,
-ES 31EL5FBWODKMC|ES XFH59UK0MYO1,ES19M20  200619P02990000,58.75,58.875,58.75,58.875,0,
-ES 31EL5FAJQ6SBO|ES XFH59UK0MYO1,ES19M20  200619P03000000,60.375,60.625,60.375,60.625,0,
-ES 31EL5FBX0A8PW|ES XFH59UK0MYO1,ES19M20  200619P03010000,62.125,62.375,62.125,62.375,0,
-ES 31EL5FBX68KRO|ES XFH59UK0MYO1,ES19M20  200619P03020000,64.0,64.125,64.0,64.125,0,
-ES 31EL5FBXC6WTG|ES XFH59UK0MYO1,ES19M20  200619P03030000,65.875,66.25,65.625,66.125,0,
-ES 31EL5FBXI58V8|ES XFH59UK0MYO1,ES19M20  200619P03040000,67.75,68.0,67.625,67.875,0,
-ES 31EL5FBXO3KX0|ES XFH59UK0MYO1,ES19M20  200619P03050000,69.75,70.0,69.625,69.875,0,
-ES 31EL5FBXU1WYS|ES XFH59UK0MYO1,ES19M20  200619P03060000,71.75,72.0,71.625,71.875,0,
-ES 31EL5FBY0090K|ES XFH59UK0MYO1,ES19M20  200619P03070000,73.75,74.125,73.625,74.0,0,
-ES 31EL5FBY5YL2C|ES XFH59UK0MYO1,ES19M20  200619P03080000,76.0,76.25,75.875,76.125,0,
-ES 31EL5FBYBWX44|ES XFH59UK0MYO1,ES19M20  200619P03090000,78.125,78.5,78.0,78.375,0,
-ES 31EL5FAOCU0JO|ES XFH59UK0MYO1,ES19M20  200619P03100000,80.375,80.75,80.375,80.625,0,
-ES 31EL5FBYNTL7O|ES XFH59UK0MYO1,ES19M20  200619P03110000,82.75,83.0,82.625,82.875,0,
-ES 31EL5FBYTRX9G|ES XFH59UK0MYO1,ES19M20  200619P03120000,85.125,85.5,85.00,85.25,0,
-ES 31EL5FBYZQ9B8|ES XFH59UK0MYO1,ES19M20  200619P03130000,87.625,87.875,87.50,87.75,0,
-ES 31EL5FBZ5OLD0|ES XFH59UK0MYO1,ES19M20  200619P03140000,90.125,90.375,90.00,90.25,0,
-ES 31EL5FBZBMXES|ES XFH59UK0MYO1,ES19M20  200619P03150000,92.625,93.0,92.625,92.875,0,
-ES 31EL5FBZHL9GK|ES XFH59UK0MYO1,ES19M20  200619P03160000,95.375,95.625,95.25,95.5,0,
-ES 31EL5FBZNJLIC|ES XFH59UK0MYO1,ES19M20  200619P03170000,98.125,98.375,98.00,98.25,0,
-ES 31EL5FBZTHXK4|ES XFH59UK0MYO1,ES19M20  200619P03180000,101.0,101.25,100.875,101.25,0,
-ES 31EL5FBZZG9LW|ES XFH59UK0MYO1,ES19M20  200619P03190000,103.875,104.125,103.75,104.0,0,
-ES 31EL5FAOISCLG|ES XFH59UK0MYO1,ES19M20  200619P03200000,106.875,107.25,106.75,107.125,0,
-ES 31EL5FC0BCXPG|ES XFH59UK0MYO1,ES19M20  200619P03210000,110.00,110.375,110.00,110.25,0,
-ES 31EL5FC0HB9R8|ES XFH59UK0MYO1,ES19M20  200619P03220000,113.25,113.625,113.125,113.5,0,
-ES 31EL5FC0N9LT0|ES XFH59UK0MYO1,ES19M20  200619P03230000,116.625,116.875,116.50,116.875,0,
-ES 31EL5FC0T7XUS|ES XFH59UK0MYO1,ES19M20  200619P03240000,120.00,120.375,120.00,120.25,0,
-ES 31EL5FC0Z69WK|ES XFH59UK0MYO1,ES19M20  200619P03250000,123.75,123.875,123.50,123.875,0,
-ES 31EL5FC154LYC|ES XFH59UK0MYO1,ES19M20  200619P03260000,127.50,127.625,127.25,127.625,0,
-ES 31EL5FC1B2Y04|ES XFH59UK0MYO1,ES19M20  200619P03270000,131.25,131.625,131.00,131.5,0,
-ES 31EL5FC1H1A1W|ES XFH59UK0MYO1,ES19M20  200619P03280000,135.25,135.625,135.125,135.5,0,
-ES 31EL5FC1MZM3O|ES XFH59UK0MYO1,ES19M20  200619P03290000,139.50,139.875,139.375,139.625,0,
-ES 31EL5FAOOQON8|ES XFH59UK0MYO1,ES19M20  200619P03300000,143.75,144.125,142.125,144.0,0,
-ES 31EL5FC1YWA78|ES XFH59UK0MYO1,ES19M20  200619P03310000,148.375,148.625,148.00,148.5,0,
-ES 31EL5FC24UM90|ES XFH59UK0MYO1,ES19M20  200619P03320000,152.75,153.375,152.75,153.25,0,
-ES 31EL5FC2ASYAS|ES XFH59UK0MYO1,ES19M20  200619P03330000,157.875,158.25,157.625,158.0,0,
-ES 31EL5FC2GRACK|ES XFH59UK0MYO1,ES19M20  200619P03340000,162.875,163.25,162.75,163.125,0,
-ES 31EL5FC2MPMEC|ES XFH59UK0MYO1,ES19M20  200619P03350000,168.125,168.50,168.00,168.375,0,
-ES 31EL5FC2SNYG4|ES XFH59UK0MYO1,ES19M20  200619P03360000,173.5,174.00,173.25,173.75,0,
-ES 31EL5FC2YMAHW|ES XFH59UK0MYO1,ES19M20  200619P03370000,179.25,179.75,179.00,179.5,0,
-ES 31EL5FC34KMJO|ES XFH59UK0MYO1,ES19M20  200619P03380000,185,185.50,184.75,185.25,0,
-ES 31EL5FC3AIYLG|ES XFH59UK0MYO1,ES19M20  200619P03390000,191.25,191.625,190.875,191.375,0,
-ES 31EL5FAOUP0P0|ES XFH59UK0MYO1,ES19M20  200619P03400000,197.375,197.875,197.375,197.625,0,
+#expiry,strike,right,open,high,low,close,volume,open_interest
+,,,3240.25,3244.25,3226,3233,378,
+20200619,2950,C,342.625,342.625,342.375,342.5,0,
+20200619,2960,C,334.25,334.25,334.125,334.125,0,
+20200619,2970,C,325.875,325.875,325.75,325.75,0,
+20200619,2980,C,317.625,317.625,317.5,317.5,0,
+20200619,2990,C,309.375,309.375,309.25,309.25,0,
+20200619,3000,C,158.625,301.125,158.5,301,0,
+20200619,3010,C,293.25,293.25,292.75,293,0,
+20200619,3020,C,284.75,284.75,284.75,284.75,0,
+20200619,3030,C,276.75,276.75,276.625,276.625,0,
+20200619,3040,C,268.75,268.75,268.625,268.625,0,
+20200619,3050,C,260.75,260.75,260.625,260.625,0,
+20200619,3060,C,252.875,252.875,252.75,252.875,0,
+20200619,3070,C,245.5,245.5,244.875,245.25,0,
+20200619,3080,C,237.375,237.75,237.125,237.5,0,
+20200619,3090,C,229.625,230.0,229.375,229.75,0,
+20200619,3100,C,221.875,222.375,161.25,222.0,0,
+20200619,3110,C,214.375,214.75,214.125,214.5,0,
+20200619,3120,C,206.75,207.0,206.625,207.0,0,
+20200619,3130,C,199.25,199.625,199.125,199.5,0,
+20200619,3140,C,192.25,192.25,191.75,192.0,0,
+20200619,3150,C,184.50,184.875,184.375,184.75,0,
+20200619,3160,C,177.25,177.5,177.125,177.5,0,
+20200619,3170,C,170.25,170.5,170.00,170.25,0,
+20200619,3180,C,163.00,163.25,162.875,163.125,0,
+20200619,3190,C,156.00,156.25,156.00,156.125,0,
+20200619,3200,C,149.25,149.5,79.875,149.25,0,
+20200619,3210,C,142.375,142.625,142.25,142.5,0,
+20200619,3220,C,135.75,136.0,135.50,135.75,0,
+20200619,3230,C,129.00,129.375,128.875,129.25,0,
+20200619,3240,C,122.75,122.875,122.50,122.75,0,
+20200619,3250,C,116.375,127,115.875,116.25,0,
+20200619,3260,C,110.125,116.75,109.875,110.125,0,
+20200619,3270,C,104.125,104.25,103.875,104.0,0,
+20200619,3280,C,98.125,98.25,97.75,98.125,0,
+20200619,3290,C,92.375,92.5,92.00,92.375,0,
+20200619,3300,C,86.875,87.0,86.375,86.75,0,
+20200619,3310,C,81.375,81.5,81.00,81.375,0,
+20200619,3320,C,76.125,76.25,75.625,76.125,0,
+20200619,3330,C,71.0,71.25,70.50,71.125,0,
+20200619,3340,C,66.125,66.375,65.75,66.125,0,
+20200619,3350,C,61.5,61.625,61.25,61.375,0,
+20200619,3360,C,57.0,57.125,56.75,57.0,0,
+20200619,3370,C,52.75,52.875,52.25,52.625,0,
+20200619,3380,C,48.5,48.625,48.5,48.625,0,
+20200619,3390,C,44.75,44.875,44.625,44.75,0,
+20200619,3400,C,41.125,41.125,40.875,41.125,0,
+20200619,3410,C,37.625,37.75,37.375,37.625,0,
+20200619,3420,C,34.25,34.625,34.25,34.375,0,
+20200619,3430,C,31.50,31.625,31.25,31.375,0,
+20200619,3440,C,28.5,28.75,28.5,28.625,0,
+20200619,3450,C,26.0,26.25,25.875,26.00,0,
+20200619,3460,C,23.625,23.75,23.5,23.625,0,
+20200619,3470,C,21.5,21.625,21.375,21.50,0,
+20200619,3480,C,19.5,19.625,19.375,19.50,0,
+20200619,3490,C,17.625,17.875,17.625,17.75,0,
+20200619,3500,C,16.125,16.25,15.875,16.00,0,
+20200619,2900,P,45.0,45.125,45.0,45.125,0,
+20200619,2910,P,46.375,46.5,46.125,46.375,0,
+20200619,2920,P,47.875,48.0,47.75,47.875,0,
+20200619,2930,P,49.25,49.375,49.25,49.25,0,
+20200619,2940,P,50.75,50.875,50.75,50.875,0,
+20200619,2950,P,52.25,52.375,52.25,52.375,0,
+20200619,2960,P,53.75,53.875,53.75,53.875,0,
+20200619,2970,P,55.375,55.625,55.25,55.625,0,
+20200619,2980,P,57.0,57.125,57.0,57.125,0,
+20200619,2990,P,58.75,58.875,58.75,58.875,0,
+20200619,3000,P,60.375,60.625,60.375,60.625,0,
+20200619,3010,P,62.125,62.375,62.125,62.375,0,
+20200619,3020,P,64.0,64.125,64.0,64.125,0,
+20200619,3030,P,65.875,66.25,65.625,66.125,0,
+20200619,3040,P,67.75,68.0,67.625,67.875,0,
+20200619,3050,P,69.75,70.0,69.625,69.875,0,
+20200619,3060,P,71.75,72.0,71.625,71.875,0,
+20200619,3070,P,73.75,74.125,73.625,74.0,0,
+20200619,3080,P,76.0,76.25,75.875,76.125,0,
+20200619,3090,P,78.125,78.5,78.0,78.375,0,
+20200619,3100,P,80.375,80.75,80.375,80.625,0,
+20200619,3110,P,82.75,83.0,82.625,82.875,0,
+20200619,3120,P,85.125,85.5,85.00,85.25,0,
+20200619,3130,P,87.625,87.875,87.50,87.75,0,
+20200619,3140,P,90.125,90.375,90.00,90.25,0,
+20200619,3150,P,92.625,93.0,92.625,92.875,0,
+20200619,3160,P,95.375,95.625,95.25,95.5,0,
+20200619,3170,P,98.125,98.375,98.00,98.25,0,
+20200619,3180,P,101.0,101.25,100.875,101.25,0,
+20200619,3190,P,103.875,104.125,103.75,104.0,0,
+20200619,3200,P,106.875,107.25,106.75,107.125,0,
+20200619,3210,P,110.00,110.375,110.00,110.25,0,
+20200619,3220,P,113.25,113.625,113.125,113.5,0,
+20200619,3230,P,116.625,116.875,116.50,116.875,0,
+20200619,3240,P,120.00,120.375,120.00,120.25,0,
+20200619,3250,P,123.75,123.875,123.50,123.875,0,
+20200619,3260,P,127.50,127.625,127.25,127.625,0,
+20200619,3270,P,131.25,131.625,131.00,131.5,0,
+20200619,3280,P,135.25,135.625,135.125,135.5,0,
+20200619,3290,P,139.50,139.875,139.375,139.625,0,
+20200619,3300,P,143.75,144.125,142.125,144.0,0,
+20200619,3310,P,148.375,148.625,148.00,148.5,0,
+20200619,3320,P,152.75,153.375,152.75,153.25,0,
+20200619,3330,P,157.875,158.25,157.625,158.0,0,
+20200619,3340,P,162.875,163.25,162.75,163.125,0,
+20200619,3350,P,168.125,168.50,168.00,168.375,0,
+20200619,3360,P,173.5,174.00,173.25,173.75,0,
+20200619,3370,P,179.25,179.75,179.00,179.5,0,
+20200619,3380,P,185,185.50,184.75,185.25,0,
+20200619,3390,P,191.25,191.625,190.875,191.375,0,
+20200619,3400,P,197.375,197.875,197.375,197.625,0,

Data/futureoption/cme/universes/es/20200619/20200107.csv

@@ -1,109 +1,109 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-ES XFH59UK0MYO1,ES19M20,3239.25,3267.5,3237.5,3260.5,725,
-ES XFH59VWTAF1G|ES XFH59UK0MYO1,ES19M20  200619C02950000,0,0,0,0,0,
-ES XFH59VWZ8R38|ES XFH59UK0MYO1,ES19M20  200619C02960000,0,0,0,0,0,
-ES XFH59VX57350|ES XFH59UK0MYO1,ES19M20  200619C02970000,0,0,0,0,0,
-ES XFH59VXB5F6S|ES XFH59UK0MYO1,ES19M20  200619C02980000,0,0,0,0,0,
-ES XFH59VXH3R8K|ES XFH59UK0MYO1,ES19M20  200619C02990000,0,0,0,0,0,
-ES XFH59UKIWYXW|ES XFH59UK0MYO1,ES19M20  200619C03000000,0,0,0,0,0,
-ES XFH59VXT0FC4|ES XFH59UK0MYO1,ES19M20  200619C03010000,0,0,0,0,0,
-ES XFH59VXYYRDW|ES XFH59UK0MYO1,ES19M20  200619C03020000,0,0,0,0,0,
-ES XFH59VY4X3FO|ES XFH59UK0MYO1,ES19M20  200619C03030000,0,0,0,0,0,
-ES XFH59VYAVFHG|ES XFH59UK0MYO1,ES19M20  200619C03040000,0,0,0,0,0,
-ES XFH59VYGTRJ8|ES XFH59UK0MYO1,ES19M20  200619C03050000,0,0,0,0,0,
-ES XFH59VYMS3L0|ES XFH59UK0MYO1,ES19M20  200619C03060000,0,0,0,0,0,
-ES XFH59VYSQFMS|ES XFH59UK0MYO1,ES19M20  200619C03070000,0,0,0,0,0,
-ES XFH59VYYOROK|ES XFH59UK0MYO1,ES19M20  200619C03080000,0,0,0,0,0,
-ES XFH59VZ4N3QC|ES XFH59UK0MYO1,ES19M20  200619C03090000,0,0,0,0,0,
-ES XFH59UP5K75W|ES XFH59UK0MYO1,ES19M20  200619C03100000,0,0,0,0,0,
-ES XFH59VZGJRTW|ES XFH59UK0MYO1,ES19M20  200619C03110000,0,0,0,0,0,
-ES XFH59VZMI3VO|ES XFH59UK0MYO1,ES19M20  200619C03120000,0,0,0,0,0,
-ES XFH59VZSGFXG|ES XFH59UK0MYO1,ES19M20  200619C03130000,0,0,0,0,0,
-ES XFH59VZYERZ8|ES XFH59UK0MYO1,ES19M20  200619C03140000,0,0,0,0,0,
-ES XFH59W04D410|ES XFH59UK0MYO1,ES19M20  200619C03150000,0,0,0,0,0,
-ES XFH59W0ABG2S|ES XFH59UK0MYO1,ES19M20  200619C03160000,0,0,0,0,0,
-ES XFH59W0G9S4K|ES XFH59UK0MYO1,ES19M20  200619C03170000,0,0,0,0,0,
-ES XFH59W0M846C|ES XFH59UK0MYO1,ES19M20  200619C03180000,0,0,0,0,0,
-ES XFH59W0S6G84|ES XFH59UK0MYO1,ES19M20  200619C03190000,0,0,0,0,0,
-ES XFH59UPBIJ7O|ES XFH59UK0MYO1,ES19M20  200619C03200000,0,0,0,0,0,
-ES XFH59W1434BO|ES XFH59UK0MYO1,ES19M20  200619C03210000,0,0,0,0,0,
-ES XFH59W1A1GDG|ES XFH59UK0MYO1,ES19M20  200619C03220000,0,0,0,0,0,
-ES XFH59W1FZSF8|ES XFH59UK0MYO1,ES19M20  200619C03230000,0,0,0,0,0,
-ES XFH59W1LY4H0|ES XFH59UK0MYO1,ES19M20  200619C03240000,0,0,0,0,0,
-ES XFH59W1RWGIS|ES XFH59UK0MYO1,ES19M20  200619C03250000,0,0,0,0,0,
-ES XFH59W1XUSKK|ES XFH59UK0MYO1,ES19M20  200619C03260000,0,0,0,0,0,
-ES XFH59W23T4MC|ES XFH59UK0MYO1,ES19M20  200619C03270000,0,0,0,0,0,
-ES XFH59W29RGO4|ES XFH59UK0MYO1,ES19M20  200619C03280000,0,0,0,0,0,
-ES XFH59W2FPSPW|ES XFH59UK0MYO1,ES19M20  200619C03290000,0,0,0,0,0,
-ES XFH59UPHGV9G|ES XFH59UK0MYO1,ES19M20  200619C03300000,0,0,0,0,0,
-ES XFH59W2RMGTG|ES XFH59UK0MYO1,ES19M20  200619C03310000,0,0,0,0,0,
-ES XFH59W2XKSV8|ES XFH59UK0MYO1,ES19M20  200619C03320000,0,0,0,0,0,
-ES XFH59W33J4X0|ES XFH59UK0MYO1,ES19M20  200619C03330000,0,0,0,0,0,
-ES XFH59W39HGYS|ES XFH59UK0MYO1,ES19M20  200619C03340000,0,0,0,0,0,
-ES XFH59W3FFT0K|ES XFH59UK0MYO1,ES19M20  200619C03350000,0,0,0,0,0,
-ES XFH59W3LE52C|ES XFH59UK0MYO1,ES19M20  200619C03360000,0,0,0,0,0,
-ES XFH59W3RCH44|ES XFH59UK0MYO1,ES19M20  200619C03370000,0,0,0,0,0,
-ES XFH59W3XAT5W|ES XFH59UK0MYO1,ES19M20  200619C03380000,0,0,0,0,0,
-ES XFH59W43957O|ES XFH59UK0MYO1,ES19M20  200619C03390000,0,0,0,0,0,
-ES XFH59UPNF7B8|ES XFH59UK0MYO1,ES19M20  200619C03400000,0,0,0,0,0,
-ES XFH59W4F5TB8|ES XFH59UK0MYO1,ES19M20  200619C03410000,0,0,0,0,0,
-ES XFH59W4L45D0|ES XFH59UK0MYO1,ES19M20  200619C03420000,0,0,0,0,0,
-ES XFH59W4R2HES|ES XFH59UK0MYO1,ES19M20  200619C03430000,0,0,0,0,0,
-ES XFH59W4X0TGK|ES XFH59UK0MYO1,ES19M20  200619C03440000,0,0,0,0,0,
-ES XFH59W52Z5IC|ES XFH59UK0MYO1,ES19M20  200619C03450000,0,0,0,0,0,
-ES XFH59W58XHK4|ES XFH59UK0MYO1,ES19M20  200619C03460000,0,0,0,0,0,
-ES XFH59W5EVTLW|ES XFH59UK0MYO1,ES19M20  200619C03470000,0,0,0,0,0,
-ES XFH59W5KU5NO|ES XFH59UK0MYO1,ES19M20  200619C03480000,0,0,0,0,0,
-ES XFH59W5QSHPG|ES XFH59UK0MYO1,ES19M20  200619C03490000,0,0,0,0,0,
-ES XFH59UPTDJD0|ES XFH59UK0MYO1,ES19M20  200619C03500000,0,0,0,0,0,
-ES 31EL5FAO0XCG4|ES XFH59UK0MYO1,ES19M20  200619P02900000,0,0,0,0,0,
-ES 31EL5FBVCQW84|ES XFH59UK0MYO1,ES19M20  200619P02910000,0,0,0,0,0,
-ES 31EL5FBVIP89W|ES XFH59UK0MYO1,ES19M20  200619P02920000,0,0,0,0,0,
-ES 31EL5FBVONKBO|ES XFH59UK0MYO1,ES19M20  200619P02930000,0,0,0,0,0,
-ES 31EL5FBVULWDG|ES XFH59UK0MYO1,ES19M20  200619P02940000,0,0,0,0,0,
-ES 31EL5FBW0K8F8|ES XFH59UK0MYO1,ES19M20  200619P02950000,0,0,0,0,0,
-ES 31EL5FBW6IKH0|ES XFH59UK0MYO1,ES19M20  200619P02960000,0,0,0,0,0,
-ES 31EL5FBWCGWIS|ES XFH59UK0MYO1,ES19M20  200619P02970000,0,0,0,0,0,
-ES 31EL5FBWIF8KK|ES XFH59UK0MYO1,ES19M20  200619P02980000,0,0,0,0,0,
-ES 31EL5FBWODKMC|ES XFH59UK0MYO1,ES19M20  200619P02990000,0,0,0,0,0,
-ES 31EL5FAJQ6SBO|ES XFH59UK0MYO1,ES19M20  200619P03000000,0,0,0,0,0,
-ES 31EL5FBX0A8PW|ES XFH59UK0MYO1,ES19M20  200619P03010000,0,0,0,0,0,
-ES 31EL5FBX68KRO|ES XFH59UK0MYO1,ES19M20  200619P03020000,0,0,0,0,0,
-ES 31EL5FBXC6WTG|ES XFH59UK0MYO1,ES19M20  200619P03030000,0,0,0,0,0,
-ES 31EL5FBXI58V8|ES XFH59UK0MYO1,ES19M20  200619P03040000,0,0,0,0,0,
-ES 31EL5FBXO3KX0|ES XFH59UK0MYO1,ES19M20  200619P03050000,0,0,0,0,0,
-ES 31EL5FBXU1WYS|ES XFH59UK0MYO1,ES19M20  200619P03060000,0,0,0,0,0,
-ES 31EL5FBY0090K|ES XFH59UK0MYO1,ES19M20  200619P03070000,0,0,0,0,0,
-ES 31EL5FBY5YL2C|ES XFH59UK0MYO1,ES19M20  200619P03080000,0,0,0,0,0,
-ES 31EL5FBYBWX44|ES XFH59UK0MYO1,ES19M20  200619P03090000,0,0,0,0,0,
-ES 31EL5FAOCU0JO|ES XFH59UK0MYO1,ES19M20  200619P03100000,0,0,0,0,0,
-ES 31EL5FBYNTL7O|ES XFH59UK0MYO1,ES19M20  200619P03110000,0,0,0,0,0,
-ES 31EL5FBYTRX9G|ES XFH59UK0MYO1,ES19M20  200619P03120000,0,0,0,0,0,
-ES 31EL5FBYZQ9B8|ES XFH59UK0MYO1,ES19M20  200619P03130000,0,0,0,0,0,
-ES 31EL5FBZ5OLD0|ES XFH59UK0MYO1,ES19M20  200619P03140000,0,0,0,0,0,
-ES 31EL5FBZBMXES|ES XFH59UK0MYO1,ES19M20  200619P03150000,0,0,0,0,0,
-ES 31EL5FBZHL9GK|ES XFH59UK0MYO1,ES19M20  200619P03160000,0,0,0,0,0,
-ES 31EL5FBZNJLIC|ES XFH59UK0MYO1,ES19M20  200619P03170000,0,0,0,0,0,
-ES 31EL5FBZTHXK4|ES XFH59UK0MYO1,ES19M20  200619P03180000,0,0,0,0,0,
-ES 31EL5FBZZG9LW|ES XFH59UK0MYO1,ES19M20  200619P03190000,0,0,0,0,0,
-ES 31EL5FAOISCLG|ES XFH59UK0MYO1,ES19M20  200619P03200000,0,0,0,0,0,
-ES 31EL5FC0BCXPG|ES XFH59UK0MYO1,ES19M20  200619P03210000,0,0,0,0,0,
-ES 31EL5FC0HB9R8|ES XFH59UK0MYO1,ES19M20  200619P03220000,0,0,0,0,0,
-ES 31EL5FC0N9LT0|ES XFH59UK0MYO1,ES19M20  200619P03230000,0,0,0,0,0,
-ES 31EL5FC0T7XUS|ES XFH59UK0MYO1,ES19M20  200619P03240000,0,0,0,0,0,
-ES 31EL5FC0Z69WK|ES XFH59UK0MYO1,ES19M20  200619P03250000,0,0,0,0,0,
-ES 31EL5FC154LYC|ES XFH59UK0MYO1,ES19M20  200619P03260000,0,0,0,0,0,
-ES 31EL5FC1B2Y04|ES XFH59UK0MYO1,ES19M20  200619P03270000,0,0,0,0,0,
-ES 31EL5FC1H1A1W|ES XFH59UK0MYO1,ES19M20  200619P03280000,0,0,0,0,0,
-ES 31EL5FC1MZM3O|ES XFH59UK0MYO1,ES19M20  200619P03290000,0,0,0,0,0,
-ES 31EL5FAOOQON8|ES XFH59UK0MYO1,ES19M20  200619P03300000,0,0,0,0,0,
-ES 31EL5FC1YWA78|ES XFH59UK0MYO1,ES19M20  200619P03310000,0,0,0,0,0,
-ES 31EL5FC24UM90|ES XFH59UK0MYO1,ES19M20  200619P03320000,0,0,0,0,0,
-ES 31EL5FC2ASYAS|ES XFH59UK0MYO1,ES19M20  200619P03330000,0,0,0,0,0,
-ES 31EL5FC2GRACK|ES XFH59UK0MYO1,ES19M20  200619P03340000,0,0,0,0,0,
-ES 31EL5FC2MPMEC|ES XFH59UK0MYO1,ES19M20  200619P03350000,0,0,0,0,0,
-ES 31EL5FC2SNYG4|ES XFH59UK0MYO1,ES19M20  200619P03360000,0,0,0,0,0,
-ES 31EL5FC2YMAHW|ES XFH59UK0MYO1,ES19M20  200619P03370000,0,0,0,0,0,
-ES 31EL5FC34KMJO|ES XFH59UK0MYO1,ES19M20  200619P03380000,0,0,0,0,0,
-ES 31EL5FC3AIYLG|ES XFH59UK0MYO1,ES19M20  200619P03390000,0,0,0,0,0,
-ES 31EL5FAOUP0P0|ES XFH59UK0MYO1,ES19M20  200619P03400000,0,0,0,0,0,
+#expiry,strike,right,open,high,low,close,volume,open_interest
+,,,3239.25,3267.5,3237.5,3260.5,725,
+20200619,2950,C,0,0,0,0,0,
+20200619,2960,C,0,0,0,0,0,
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+20200619,2990,C,0,0,0,0,0,
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+20200619,3020,C,0,0,0,0,0,
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+20200619,3080,C,0,0,0,0,0,
+20200619,3090,C,0,0,0,0,0,
+20200619,3100,C,0,0,0,0,0,
+20200619,3110,C,0,0,0,0,0,
+20200619,3120,C,0,0,0,0,0,
+20200619,3130,C,0,0,0,0,0,
+20200619,3140,C,0,0,0,0,0,
+20200619,3150,C,0,0,0,0,0,
+20200619,3160,C,0,0,0,0,0,
+20200619,3170,C,0,0,0,0,0,
+20200619,3180,C,0,0,0,0,0,
+20200619,3190,C,0,0,0,0,0,
+20200619,3200,C,0,0,0,0,0,
+20200619,3210,C,0,0,0,0,0,
+20200619,3220,C,0,0,0,0,0,
+20200619,3230,C,0,0,0,0,0,
+20200619,3240,C,0,0,0,0,0,
+20200619,3250,C,0,0,0,0,0,
+20200619,3260,C,0,0,0,0,0,
+20200619,3270,C,0,0,0,0,0,
+20200619,3280,C,0,0,0,0,0,
+20200619,3290,C,0,0,0,0,0,
+20200619,3300,C,0,0,0,0,0,
+20200619,3310,C,0,0,0,0,0,
+20200619,3320,C,0,0,0,0,0,
+20200619,3330,C,0,0,0,0,0,
+20200619,3340,C,0,0,0,0,0,
+20200619,3350,C,0,0,0,0,0,
+20200619,3360,C,0,0,0,0,0,
+20200619,3370,C,0,0,0,0,0,
+20200619,3380,C,0,0,0,0,0,
+20200619,3390,C,0,0,0,0,0,
+20200619,3400,C,0,0,0,0,0,
+20200619,3410,C,0,0,0,0,0,
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+20200619,3440,C,0,0,0,0,0,
+20200619,3450,C,0,0,0,0,0,
+20200619,3460,C,0,0,0,0,0,
+20200619,3470,C,0,0,0,0,0,
+20200619,3480,C,0,0,0,0,0,
+20200619,3490,C,0,0,0,0,0,
+20200619,3500,C,0,0,0,0,0,
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+20200619,2910,P,0,0,0,0,0,
+20200619,2920,P,0,0,0,0,0,
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+20200619,2970,P,0,0,0,0,0,
+20200619,2980,P,0,0,0,0,0,
+20200619,2990,P,0,0,0,0,0,
+20200619,3000,P,0,0,0,0,0,
+20200619,3010,P,0,0,0,0,0,
+20200619,3020,P,0,0,0,0,0,
+20200619,3030,P,0,0,0,0,0,
+20200619,3040,P,0,0,0,0,0,
+20200619,3050,P,0,0,0,0,0,
+20200619,3060,P,0,0,0,0,0,
+20200619,3070,P,0,0,0,0,0,
+20200619,3080,P,0,0,0,0,0,
+20200619,3090,P,0,0,0,0,0,
+20200619,3100,P,0,0,0,0,0,
+20200619,3110,P,0,0,0,0,0,
+20200619,3120,P,0,0,0,0,0,
+20200619,3130,P,0,0,0,0,0,
+20200619,3140,P,0,0,0,0,0,
+20200619,3150,P,0,0,0,0,0,
+20200619,3160,P,0,0,0,0,0,
+20200619,3170,P,0,0,0,0,0,
+20200619,3180,P,0,0,0,0,0,
+20200619,3190,P,0,0,0,0,0,
+20200619,3200,P,0,0,0,0,0,
+20200619,3210,P,0,0,0,0,0,
+20200619,3220,P,0,0,0,0,0,
+20200619,3230,P,0,0,0,0,0,
+20200619,3240,P,0,0,0,0,0,
+20200619,3250,P,0,0,0,0,0,
+20200619,3260,P,0,0,0,0,0,
+20200619,3270,P,0,0,0,0,0,
+20200619,3280,P,0,0,0,0,0,
+20200619,3290,P,0,0,0,0,0,
+20200619,3300,P,0,0,0,0,0,
+20200619,3310,P,0,0,0,0,0,
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+20200619,3380,P,0,0,0,0,0,
+20200619,3390,P,0,0,0,0,0,
+20200619,3400,P,0,0,0,0,0,

Data/futureoption/cme/universes/es/20200619/20200108.csv

@@ -1,109 +1,109 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-ES XFH59UK0MYO1,ES19M20,3272,3276.5,3264.75,3275,305,
-ES XFH59VWTAF1G|ES XFH59UK0MYO1,ES19M20  200619C02950000,0,0,0,0,0,
-ES XFH59VWZ8R38|ES XFH59UK0MYO1,ES19M20  200619C02960000,0,0,0,0,0,
-ES XFH59VX57350|ES XFH59UK0MYO1,ES19M20  200619C02970000,0,0,0,0,0,
-ES XFH59VXB5F6S|ES XFH59UK0MYO1,ES19M20  200619C02980000,0,0,0,0,0,
-ES XFH59VXH3R8K|ES XFH59UK0MYO1,ES19M20  200619C02990000,0,0,0,0,0,
-ES XFH59UKIWYXW|ES XFH59UK0MYO1,ES19M20  200619C03000000,0,0,0,0,0,
-ES XFH59VXT0FC4|ES XFH59UK0MYO1,ES19M20  200619C03010000,0,0,0,0,0,
-ES XFH59VXYYRDW|ES XFH59UK0MYO1,ES19M20  200619C03020000,0,0,0,0,0,
-ES XFH59VY4X3FO|ES XFH59UK0MYO1,ES19M20  200619C03030000,0,0,0,0,0,
-ES XFH59VYAVFHG|ES XFH59UK0MYO1,ES19M20  200619C03040000,0,0,0,0,0,
-ES XFH59VYGTRJ8|ES XFH59UK0MYO1,ES19M20  200619C03050000,0,0,0,0,0,
-ES XFH59VYMS3L0|ES XFH59UK0MYO1,ES19M20  200619C03060000,0,0,0,0,0,
-ES XFH59VYSQFMS|ES XFH59UK0MYO1,ES19M20  200619C03070000,0,0,0,0,0,
-ES XFH59VYYOROK|ES XFH59UK0MYO1,ES19M20  200619C03080000,0,0,0,0,0,
-ES XFH59VZ4N3QC|ES XFH59UK0MYO1,ES19M20  200619C03090000,0,0,0,0,0,
-ES XFH59UP5K75W|ES XFH59UK0MYO1,ES19M20  200619C03100000,0,0,0,0,0,
-ES XFH59VZGJRTW|ES XFH59UK0MYO1,ES19M20  200619C03110000,0,0,0,0,0,
-ES XFH59VZMI3VO|ES XFH59UK0MYO1,ES19M20  200619C03120000,0,0,0,0,0,
-ES XFH59VZSGFXG|ES XFH59UK0MYO1,ES19M20  200619C03130000,0,0,0,0,0,
-ES XFH59VZYERZ8|ES XFH59UK0MYO1,ES19M20  200619C03140000,0,0,0,0,0,
-ES XFH59W04D410|ES XFH59UK0MYO1,ES19M20  200619C03150000,0,0,0,0,0,
-ES XFH59W0ABG2S|ES XFH59UK0MYO1,ES19M20  200619C03160000,0,0,0,0,0,
-ES XFH59W0G9S4K|ES XFH59UK0MYO1,ES19M20  200619C03170000,0,0,0,0,0,
-ES XFH59W0M846C|ES XFH59UK0MYO1,ES19M20  200619C03180000,0,0,0,0,0,
-ES XFH59W0S6G84|ES XFH59UK0MYO1,ES19M20  200619C03190000,0,0,0,0,0,
-ES XFH59UPBIJ7O|ES XFH59UK0MYO1,ES19M20  200619C03200000,0,0,0,0,0,
-ES XFH59W1434BO|ES XFH59UK0MYO1,ES19M20  200619C03210000,0,0,0,0,0,
-ES XFH59W1A1GDG|ES XFH59UK0MYO1,ES19M20  200619C03220000,0,0,0,0,0,
-ES XFH59W1FZSF8|ES XFH59UK0MYO1,ES19M20  200619C03230000,0,0,0,0,0,
-ES XFH59W1LY4H0|ES XFH59UK0MYO1,ES19M20  200619C03240000,0,0,0,0,0,
-ES XFH59W1RWGIS|ES XFH59UK0MYO1,ES19M20  200619C03250000,0,0,0,0,0,
-ES XFH59W1XUSKK|ES XFH59UK0MYO1,ES19M20  200619C03260000,0,0,0,0,0,
-ES XFH59W23T4MC|ES XFH59UK0MYO1,ES19M20  200619C03270000,0,0,0,0,0,
-ES XFH59W29RGO4|ES XFH59UK0MYO1,ES19M20  200619C03280000,0,0,0,0,0,
-ES XFH59W2FPSPW|ES XFH59UK0MYO1,ES19M20  200619C03290000,0,0,0,0,0,
-ES XFH59UPHGV9G|ES XFH59UK0MYO1,ES19M20  200619C03300000,0,0,0,0,0,
-ES XFH59W2RMGTG|ES XFH59UK0MYO1,ES19M20  200619C03310000,0,0,0,0,0,
-ES XFH59W2XKSV8|ES XFH59UK0MYO1,ES19M20  200619C03320000,0,0,0,0,0,
-ES XFH59W33J4X0|ES XFH59UK0MYO1,ES19M20  200619C03330000,0,0,0,0,0,
-ES XFH59W39HGYS|ES XFH59UK0MYO1,ES19M20  200619C03340000,0,0,0,0,0,
-ES XFH59W3FFT0K|ES XFH59UK0MYO1,ES19M20  200619C03350000,0,0,0,0,0,
-ES XFH59W3LE52C|ES XFH59UK0MYO1,ES19M20  200619C03360000,0,0,0,0,0,
-ES XFH59W3RCH44|ES XFH59UK0MYO1,ES19M20  200619C03370000,0,0,0,0,0,
-ES XFH59W3XAT5W|ES XFH59UK0MYO1,ES19M20  200619C03380000,0,0,0,0,0,
-ES XFH59W43957O|ES XFH59UK0MYO1,ES19M20  200619C03390000,0,0,0,0,0,
-ES XFH59UPNF7B8|ES XFH59UK0MYO1,ES19M20  200619C03400000,0,0,0,0,0,
-ES XFH59W4F5TB8|ES XFH59UK0MYO1,ES19M20  200619C03410000,0,0,0,0,0,
-ES XFH59W4L45D0|ES XFH59UK0MYO1,ES19M20  200619C03420000,0,0,0,0,0,
-ES XFH59W4R2HES|ES XFH59UK0MYO1,ES19M20  200619C03430000,0,0,0,0,0,
-ES XFH59W4X0TGK|ES XFH59UK0MYO1,ES19M20  200619C03440000,0,0,0,0,0,
-ES XFH59W52Z5IC|ES XFH59UK0MYO1,ES19M20  200619C03450000,0,0,0,0,0,
-ES XFH59W58XHK4|ES XFH59UK0MYO1,ES19M20  200619C03460000,0,0,0,0,0,
-ES XFH59W5EVTLW|ES XFH59UK0MYO1,ES19M20  200619C03470000,0,0,0,0,0,
-ES XFH59W5KU5NO|ES XFH59UK0MYO1,ES19M20  200619C03480000,0,0,0,0,0,
-ES XFH59W5QSHPG|ES XFH59UK0MYO1,ES19M20  200619C03490000,0,0,0,0,0,
-ES XFH59UPTDJD0|ES XFH59UK0MYO1,ES19M20  200619C03500000,0,0,0,0,0,
-ES 31EL5FAO0XCG4|ES XFH59UK0MYO1,ES19M20  200619P02900000,0,0,0,0,0,
-ES 31EL5FBVCQW84|ES XFH59UK0MYO1,ES19M20  200619P02910000,0,0,0,0,0,
-ES 31EL5FBVIP89W|ES XFH59UK0MYO1,ES19M20  200619P02920000,0,0,0,0,0,
-ES 31EL5FBVONKBO|ES XFH59UK0MYO1,ES19M20  200619P02930000,0,0,0,0,0,
-ES 31EL5FBVULWDG|ES XFH59UK0MYO1,ES19M20  200619P02940000,0,0,0,0,0,
-ES 31EL5FBW0K8F8|ES XFH59UK0MYO1,ES19M20  200619P02950000,0,0,0,0,0,
-ES 31EL5FBW6IKH0|ES XFH59UK0MYO1,ES19M20  200619P02960000,0,0,0,0,0,
-ES 31EL5FBWCGWIS|ES XFH59UK0MYO1,ES19M20  200619P02970000,0,0,0,0,0,
-ES 31EL5FBWIF8KK|ES XFH59UK0MYO1,ES19M20  200619P02980000,0,0,0,0,0,
-ES 31EL5FBWODKMC|ES XFH59UK0MYO1,ES19M20  200619P02990000,0,0,0,0,0,
-ES 31EL5FAJQ6SBO|ES XFH59UK0MYO1,ES19M20  200619P03000000,0,0,0,0,0,
-ES 31EL5FBX0A8PW|ES XFH59UK0MYO1,ES19M20  200619P03010000,0,0,0,0,0,
-ES 31EL5FBX68KRO|ES XFH59UK0MYO1,ES19M20  200619P03020000,0,0,0,0,0,
-ES 31EL5FBXC6WTG|ES XFH59UK0MYO1,ES19M20  200619P03030000,0,0,0,0,0,
-ES 31EL5FBXI58V8|ES XFH59UK0MYO1,ES19M20  200619P03040000,0,0,0,0,0,
-ES 31EL5FBXO3KX0|ES XFH59UK0MYO1,ES19M20  200619P03050000,0,0,0,0,0,
-ES 31EL5FBXU1WYS|ES XFH59UK0MYO1,ES19M20  200619P03060000,0,0,0,0,0,
-ES 31EL5FBY0090K|ES XFH59UK0MYO1,ES19M20  200619P03070000,0,0,0,0,0,
-ES 31EL5FBY5YL2C|ES XFH59UK0MYO1,ES19M20  200619P03080000,0,0,0,0,0,
-ES 31EL5FBYBWX44|ES XFH59UK0MYO1,ES19M20  200619P03090000,0,0,0,0,0,
-ES 31EL5FAOCU0JO|ES XFH59UK0MYO1,ES19M20  200619P03100000,0,0,0,0,0,
-ES 31EL5FBYNTL7O|ES XFH59UK0MYO1,ES19M20  200619P03110000,0,0,0,0,0,
-ES 31EL5FBYTRX9G|ES XFH59UK0MYO1,ES19M20  200619P03120000,0,0,0,0,0,
-ES 31EL5FBYZQ9B8|ES XFH59UK0MYO1,ES19M20  200619P03130000,0,0,0,0,0,
-ES 31EL5FBZ5OLD0|ES XFH59UK0MYO1,ES19M20  200619P03140000,0,0,0,0,0,
-ES 31EL5FBZBMXES|ES XFH59UK0MYO1,ES19M20  200619P03150000,0,0,0,0,0,
-ES 31EL5FBZHL9GK|ES XFH59UK0MYO1,ES19M20  200619P03160000,0,0,0,0,0,
-ES 31EL5FBZNJLIC|ES XFH59UK0MYO1,ES19M20  200619P03170000,0,0,0,0,0,
-ES 31EL5FBZTHXK4|ES XFH59UK0MYO1,ES19M20  200619P03180000,0,0,0,0,0,
-ES 31EL5FBZZG9LW|ES XFH59UK0MYO1,ES19M20  200619P03190000,0,0,0,0,0,
-ES 31EL5FAOISCLG|ES XFH59UK0MYO1,ES19M20  200619P03200000,0,0,0,0,0,
-ES 31EL5FC0BCXPG|ES XFH59UK0MYO1,ES19M20  200619P03210000,0,0,0,0,0,
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-ES 31EL5FAOUP0P0|ES XFH59UK0MYO1,ES19M20  200619P03400000,0,0,0,0,0,
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Data/futureoption/comex/universes/gc/20200428/20200102.csv

@@ -1,2 +1,2 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-GC XE1Y0ZJ8NQ8T,GC28J20,0,0,0,0,0,
+#expiry,strike,right,open,high,low,close,volume,open_interest
+,,,0,0,0,0,0,

Data/futureoption/comex/universes/gc/20200428/20200103.csv

@@ -1,6 +1,6 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest
-GC XE1Y0ZJ8NQ8T,GC28J20,1572.2,1595.7,1568.9,1577.3,0,
-OG XCBWV3K9GEW0|GC XE1Y0ZJ8NQ8T,OG    200225C01600000,14.15,113.9,11.55,23.45,0,
-OG XD5G9X7YSRWG|GC XE1Y0ZJ8NQ8T,OG    200326C01650000,22.4,111.6,17.2,20.25,0,
-OG 31C9GFD5CKWQO|GC XE1Y0ZJ8NQ8T,OG    200326P01540000,27.15,69.55,8.9,19.5,0,
-OG 31BFX0QKBVPGG|GC XE1Y0ZJ8NQ8T,OG    200225P01545000,12.1,17.4,10.9,13.9,0,
+#expiry,strike,right,open,high,low,close,volume,open_interest
+,,,1572.2,1595.7,1568.9,1577.3,0,
+20200225,1600,C,14.15,113.9,11.55,23.45,0,
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+20200225,1545,P,12.1,17.4,10.9,13.9,0,
+20200326,1540,P,27.15,69.55,8.9,19.5,0,

Data/indexoption/usa/universes/nqx/20210316.csv

@@ -1,4 +1,4 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
-NDX 31,NDX,13024.8272,13052.6656,12950.0774,13050.9556,5536110000,,,,,,,
-NQX 31M220FF62ZSE|NDX 31,NQX   210319P01900000,0,0,0,0,0,,0,0,0,0,0,0
-NQX 31M220FCIVS5Q|NDX 31,NQX   210319P03000000,0,0,0,0,0,,0,0,0,0,0,0
+#expiry,strike,right,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
+,,,13024.8272,13052.6656,12950.0774,13050.9556,5536110000,,,,,,,
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+20210319,3000,P,0,0,0,0,0,,0,0,0,0,0,0

Data/indexoption/usa/universes/nqx/20210317.csv

@@ -1,4 +1,4 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
-NDX 31,NDX,13006.2935,13040.3643,12956.3041,13013.8349,5739720000,,,,,,,
-NQX 31M220FF62ZSE|NDX 31,NQX   210319P01900000,0,0,0,0,0,,0,0,0,0,0,0
-NQX 31M220FCIVS5Q|NDX 31,NQX   210319P03000000,0,0,0,0,0,,0,0,0,0,0,0
+#expiry,strike,right,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
+,,,13006.2935,13040.3643,12956.3041,13013.8349,5739720000,,,,,,,
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Data/indexoption/usa/universes/nqx/20210318.csv

@@ -1,4 +1,4 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
-NDX 31,NDX,12792.6739,12850.7097,12748.2188,12795.6203,7630590000,,,,,,,
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-NQX 31M220FCIVS5Q|NDX 31,NQX   210319P03000000,0,0,0,0,0,,0,0,0,0,0,0
+#expiry,strike,right,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
+,,,12792.6739,12850.7097,12748.2188,12795.6203,7630590000,,,,,,,
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Data/indexoption/usa/universes/spx/20151222.csv

@@ -1,234 +1,234 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
-SPX WLF4IPHQKPF2|SPX 31,SPX   170616C00300000,1645.4000,1680.2000,1645.4000,1679.5000,0,,0.5645710,0.9991909,0.0000020,0.0688230,-0.0116314,4.3540311
-SPX W87JLJTDKMY6|SPX 31,SPX   160219C00400000,1599.4000,1633.6500,1599.4000,1633.0500,0,,1.2263960,0.9998213,0.0000007,0.0055627,-0.0167744,0.6379273
-SPX WHEDSZ06EEQ6|SPX 31,SPX   170120C00650000,1316.1500,1350.2000,1316.1500,1349.7500,0,,0.4460003,0.9967469,0.0000104,0.2085762,-0.0292000,6.8641754
-SPX W87JLK5489AM|SPX 31,SPX   160219C00750000,1249.9500,1284.1500,1249.9500,1283.6000,0,,0.8045122,0.9994710,0.0000029,0.0152662,-0.0310045,1.1954716
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-SPX WHEDSZ1TXR7Y|SPX 31,SPX   170120C00750000,1218.2500,1252.3500,1218.2500,1251.3000,0,,0.4216917,0.9942234,0.0000184,0.3484318,-0.0385812,7.8685124
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-SPX WHEDT2YEK41A|SPX 31,SPX   170120C00925000,1048.2500,1081.9500,1048.2500,1081.3000,0,,0.3843426,0.9862823,0.0000430,0.7431784,-0.0603953,9.5360099
-SPX WDYBH71VDDZI|SPX 31,SPX   160916C00950000,1031.2000,1064.4500,1031.2000,1064.0500,0,33,0.4082785,0.9912878,0.0000331,0.4130281,-0.0567045,6.7859533
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-SPX W87JLKGD30NI|SPX 31,SPX   160219C01430000,572.0500,607.4500,572.0500,605.0500,0,,0.3783131,0.9924785,0.0000673,0.1692770,-0.0935352,2.2571571
-SPX W792YGOFNLNY|SPX 31,SPX   160115C01455000,550.9000,585.3000,550.9000,584.5500,0,,0.4819829,0.9976969,0.0000290,0.0371715,-0.0780442,0.9276687
-SPX WGFX5VOGFSKU|SPX 31,SPX   161216C01475000,535.4000,564.4500,535.4000,564.0000,0,4,0.2897630,0.9039086,0.0002907,3.4483957,-0.1728517,12.1559167
-SPX WQEBVQ4FY17Y|SPX 31,SPX   171215C01500000,535.4500,563.3000,535.4500,561.5500,0,1976,0.2740688,0.8508117,0.0002953,6.6684104,-0.1562808,21.6678011
-SPX W87JLQR9K38U|SPX 31,SPX   160219C01515000,488.1000,522.6500,488.1000,520.8000,0,,0.3409151,0.9880499,0.0001120,0.2537433,-0.1148475,2.3777795
-SPX W87JLQSX3FQM|SPX 31,SPX   160219C01525000,478.2000,513.3000,478.2000,510.6500,0,1,0.3362004,0.9874406,0.0001185,0.2649169,-0.1172789,2.3916774
-SPX W8Z44D1N8K8E|SPX 31,SPX   160318C01525000,477.5500,512.2500,477.5500,509.2000,0,50,0.3196344,0.9750631,0.0001840,0.5784418,-0.1472430,3.4720851
-SPX W792YH1NYDM6|SPX 31,SPX   160115C01535000,471.2000,506.2500,471.2000,504.7000,0,,0.4312298,0.9961236,0.0000518,0.0594213,-0.0966394,0.9767285
-SPX WBGPSP1FMTCE|SPX 31,SPX   160617C01550000,458.5000,490.0500,458.5000,487.7500,0,2,0.2924378,0.9293262,0.0003254,1.9225134,-0.1964160,6.7264627
-SPX W792YAPLSYOE|SPX 31,SPX   160115C01560000,446.1500,480.3500,446.1500,479.7000,0,,0.4089793,0.9959227,0.0000571,0.0621721,-0.0968909,0.9924591
-SPX WQEBVXAFNVXQ|SPX 31,SPX   171215C01575000,477.7000,504.9500,477.7000,502.9500,0,1,0.2664059,0.8235028,0.0003389,7.4392316,-0.1670299,21.7307405
-SPX W8Z446RKJ5VY|SPX 31,SPX   160318C01580000,424.4500,457.9000,424.4500,455.6000,0,,0.3036111,0.9653636,0.0002544,0.7598357,-0.1746899,3.5522891
-SPX W792YAQFKMXA|SPX 31,SPX   160115C01610000,396.3500,430.3500,396.3500,429.8000,0,,0.3752410,0.9944929,0.0000814,0.0812880,-0.1090394,1.0225308
-SPX W792YHEW95KE|SPX 31,SPX   160115C01615000,391.3500,425.7500,391.3500,424.8500,0,,0.3677265,0.9947505,0.0000796,0.0778979,-0.1052164,1.0260815
-SPX W87JLR7SXK6M|SPX 31,SPX   160219C01615000,389.6500,424.5500,389.6500,421.6000,0,,0.2970814,0.9790806,0.0002077,0.4100980,-0.1473258,2.5069858
-SPX W792YAQLIYZ2|SPX 31,SPX   160115C01620000,386.4500,420.5500,386.4500,419.8500,0,,0.3693423,0.9940498,0.0000886,0.0870680,-0.1128301,1.0283337
-SPX W8Z446S8CI32|SPX 31,SPX   160318C01620000,386.4000,419.1500,386.4000,416.7500,0,,0.2920030,0.9560963,0.0003208,0.9216154,-0.1974771,3.5993014
-SPX W9QOMZQWR5NY|SPX 31,SPX   160415C01625000,384.9000,416.8000,384.9000,414.4500,0,,0.2827285,0.9373480,0.0003818,1.4063101,-0.2144573,4.6461259
-SPX WHEDT6666ELQ|SPX 31,SPX   170120C01625000,410.9500,437.0000,410.9500,436.7000,0,,0.2633631,0.8426314,0.0004312,5.1009916,-0.2041412,13.3354292
-SPX WQEBVXIPCMEM|SPX 31,SPX   171215C01625000,440.0000,465.2000,440.0000,464.6500,0,1,0.2588607,0.8049213,0.0003711,7.9159018,-0.1717398,21.7746986
-SPX W87JLRB40966|SPX 31,SPX   160219C01635000,370.2500,404.1000,370.2500,402.0000,0,,0.2925643,0.9749739,0.0002452,0.4769439,-0.1627994,2.5248841
-SPX WDYBH7DG4TFY|SPX 31,SPX   160916C01650000,377.4000,405.5000,377.4000,403.3500,0,1,0.2646369,0.8596318,0.0004819,3.8983561,-0.2282365,9.6681473
-SPX W87JLKK60PSE|SPX 31,SPX   160219C01660000,346.1000,379.6000,346.1000,377.2500,0,,0.2858663,0.9692561,0.0002979,0.5661490,-0.1822581,2.5452730
-SPX W792YARFAN7Y|SPX 31,SPX   160115C01670000,336.4500,372.0500,336.4500,369.8000,0,,0.3349806,0.9919198,0.0001280,0.1140731,-0.1270337,1.0574753
-SPX W8Z446T246BY|SPX 31,SPX   160318C01670000,339.2000,371.4500,339.2000,368.9000,0,,0.2787353,0.9403281,0.0004290,1.1764203,-0.2319473,3.6365396
-SPX W9QOMZZ6FW4U|SPX 31,SPX   160415C01675000,338.9000,369.9500,338.9000,367.4000,0,,0.2708628,0.9182459,0.0004888,1.7247810,-0.2450943,4.6711559
-SPX WLF4IX6941NY|SPX 31,SPX   170616C01675000,386.5500,411.3000,386.5500,410.2000,0,206,0.2559680,0.7979195,0.0004432,6.9952647,-0.1969952,17.1180194
-SPX WQEBVXQZ1CVI|SPX 31,SPX   171215C01675000,403.6500,428.1500,403.6500,427.3500,0,,0.2536030,0.7837099,0.0004028,8.4161832,-0.1774755,21.6610361
-SPX W792YARL8Z9Q|SPX 31,SPX   160115C01680000,326.6000,362.3500,326.6000,359.7000,0,,0.3282050,0.9913742,0.0001383,0.1208094,-0.1303536,1.0631443
-SPX W87JLJVIYZLA|SPX 31,SPX   160219C01700000,307.9000,340.7500,307.9000,338.2500,2,100,0.2710299,0.9596416,0.0003928,0.7077202,-0.2084670,2.5764236
-SPX W87JLRMOROMM|SPX 31,SPX   160219C01705000,303.1500,336.0000,303.1500,333.4000,0,5,0.2695824,0.9580145,0.0004078,0.7307676,-0.2129538,2.5788553
-SPX W87JLKKZSE1A|SPX 31,SPX   160219C01710000,298.3500,330.6000,298.3500,328.7000,0,391,0.2671723,0.9568556,0.0004206,0.7470356,-0.2152381,2.5829192
-SPX W87JLKLHNE6M|SPX 31,SPX   160219C01740000,270.3000,302.3000,270.3000,299.8000,0,1,0.2586189,0.9452439,0.0005257,0.9038196,-0.2446421,2.5911932
-SPX W9QOMT33VZ7Y|SPX 31,SPX   160415C01750000,271.8500,301.3000,271.8500,298.4000,0,1,0.2529977,0.8794222,0.0006951,2.2908550,-0.2939513,4.6385652
-SPX W792YI21S0HA|SPX 31,SPX   160115C01755000,252.8000,287.7000,252.8000,285.3500,0,30,0.2809842,0.9843871,0.0002704,0.2021996,-0.1687400,1.1017952
-SPX W87JLKLTK2A6|SPX 31,SPX   160219C01760000,251.8500,283.2500,251.8500,280.6500,0,2,0.2534856,0.9354897,0.0006099,1.0277508,-0.2675560,2.5897937
-SPX WGFX5X22K7E6|SPX 31,SPX   161216C01775000,288.5000,312.8000,288.5000,311.1000,0,208,0.2415411,0.7701669,0.0006211,6.1408160,-0.2396644,11.9639122
-SPX WLF4IXV2692M|SPX 31,SPX   170616C01825000,278.7500,301.0500,278.7500,299.5000,0,,0.2370116,0.7189723,0.0005730,8.3738196,-0.2135787,16.3893229
-SPX W792YILW86EM|SPX 31,SPX   160115C01875000,138.2000,168.1000,138.2000,167.7500,0,311,0.2206215,0.9383794,0.0010687,0.6274656,-0.3440539,1.1170559
-SPX W792YIQUU7VY|SPX 31,SPX   160115C01905000,111.5000,139.4500,111.5000,139.4500,0,43,0.2052160,0.9110505,0.0015206,0.8304474,-0.4117672,1.0997141
-SPX WDYBHFGINR72|SPX 31,SPX   160916C01925000,167.1000,186.6500,167.1000,185.2000,0,1248,0.2168822,0.6706878,0.0009543,6.3263057,-0.2870967,8.4434270
-SPX WGFX5XQVMESU|SPX 31,SPX   161216C01925000,184.2500,203.4500,184.2500,201.9500,0,6050,0.2202923,0.6618350,0.0008204,7.3976920,-0.2569692,10.8628904
-SPX W792YIVTG9DA|SPX 31,SPX   160115C01935000,86.9000,111.9500,86.9000,111.9500,0,37,0.1942960,0.8648286,0.0021680,1.1210321,-0.5113530,1.0569459
-SPX W792YIXGZLV2|SPX 31,SPX   160115C01945000,78.9500,103.2000,78.9500,103.0000,0,25,0.1920156,0.8434360,0.0024216,1.2374284,-0.5527540,1.0345885
-SPX W792YJ2FLNCE|SPX 31,SPX   160115C01975000,56.7000,77.7500,56.7000,77.6500,3,6213,0.1793074,0.7701806,0.0032812,1.5657520,-0.6416950,0.9553907
-SPX W8Z44F5PYIY6|SPX 31,SPX   160318C01985000,79.9500,97.2000,79.9500,96.3000,1,1144,0.1918408,0.6403834,0.0019655,3.7092035,-0.4447822,2.8345966
-SPX W8Z446YCMVWU|SPX 31,SPX   160318C01990000,76.7500,93.6000,76.7500,92.8000,0,1746,0.1905150,0.6308826,0.0019966,3.7418845,-0.4451046,2.7970127
-SPX W792YJ5QOCBY|SPX 31,SPX   160115C01995000,43.4500,61.8000,43.4500,61.7000,2,3807,0.1720926,0.7044251,0.0038900,1.7815384,-0.6937457,0.8796007
-SPX W87JLSYNCQY6|SPX 31,SPX   160219C01995000,61.3500,78.0000,61.3500,77.6000,0,3,0.1797382,0.6411392,0.0025501,3.0469899,-0.5026754,1.9554142
-SPX W792YAX1Q0WE|SPX 31,SPX   160115C02010000,34.4500,50.7500,34.4500,50.5500,40,1496,0.1654320,0.6473269,0.0043521,1.9160549,-0.7130899,0.8122092
-SPX W8Z44FAOKKFI|SPX 31,SPX   160318C02015000,61.6500,76.9000,61.6500,76.0000,6473,6757,0.1826994,0.5808721,0.0021562,3.8752027,-0.4399529,2.5964864
-SPX W8Z44FDZN9F2|SPX 31,SPX   160318C02035000,50.6000,64.5000,50.6000,63.5000,20,7510,0.1771730,0.5371121,0.0022605,3.9396506,-0.4320663,2.4152438
-SPX WDYBH7K2A7F2|SPX 31,SPX   160916C02050000,92.7500,106.4500,92.7500,105.6500,0,3123,0.1480432,0.5314403,0.0015365,6.9532140,-0.2185950,7.1943522
-SPX W87JLKQS63RI|SPX 31,SPX   160219C02060000,26.9000,37.6500,26.9000,36.9500,41,3466,0.1385793,0.4488341,0.0035017,3.2259496,-0.4070410,1.4042845
-SPX W8Z446ZIB89A|SPX 31,SPX   160318C02060000,38.3000,50.0000,38.3000,49.1000,0,3158,0.1441809,0.4691114,0.0027814,3.9449177,-0.3541393,2.1460035
-SPX W87JLTBVNIWE|SPX 31,SPX   160219C02075000,21.0500,30.1000,21.0500,29.4500,202,8591,0.1335993,0.3931053,0.0035301,3.1352633,-0.3799933,1.2347037
-SPX WQEBVZL4J8MM|SPX 31,SPX   171215C02075000,159.5000,174.0500,159.5000,173.9000,0,2280,0.1502318,0.5464233,0.0009189,11.3736365,-0.1438674,18.6344625
-SPX W87JLKR42RV2|SPX 31,SPX   160219C02080000,19.2000,27.8000,19.2000,27.2000,6,615,0.1318164,0.3739989,0.0035252,3.0891213,-0.3689916,1.1761985
-SPX WDYBH7KK57KE|SPX 31,SPX   160916C02080000,77.7000,90.0500,77.7000,89.3000,0,,0.1449510,0.4844475,0.0015730,6.9695845,-0.2128389,6.6060019
-SPX W87JLKRRW426|SPX 31,SPX   160219C02120000,8.4000,13.1000,7.9500,12.4500,78,449,0.1202474,0.2256706,0.0030642,2.4494331,-0.2645901,0.7157904
-SPX W87JLTK5C9DA|SPX 31,SPX   160219C02125000,7.4500,11.5000,6.8500,11.1000,1934,10590,0.1186198,0.2078700,0.0029620,2.3357530,-0.2486666,0.6599968
-SPX W8Z44FUJ0QCU|SPX 31,SPX   160318C02135000,12.3500,18.2000,11.9000,17.0000,2,522,0.1231776,0.2423887,0.0025583,3.0999410,-0.2341397,1.1292115
-SPX W792YAZ74DJI|SPX 31,SPX   160115C02140000,0.8500,1.1750,0.6250,1.1250,139,6129,0.1120017,0.0474727,0.0017125,0.5104426,-0.1249653,0.0612411
-SPX W8Z44FXU3FCE|SPX 31,SPX   160318C02155000,8.4500,12.7000,7.8000,11.7000,0,41,0.1185776,0.1868202,0.0022835,2.6635791,-0.1929683,0.8735870
-SPX W792YAZJ11N2|SPX 31,SPX   160115C02160000,0.5250,0.9000,0.4750,0.5750,280,11869,0.1149455,0.0258133,0.0010124,0.3096968,-0.0776062,0.0333233
-SPX W87JLTQRHNCE|SPX 31,SPX   160219C02165000,2.6500,5.1500,2.1000,3.7500,138,3735,0.1083499,0.0924711,0.0018755,1.3508982,-0.1304557,0.2955089
-SPX W792YAZOZDOU|SPX 31,SPX   160115C02170000,0.4750,0.7000,0.3250,0.4500,59,8098,0.1181081,0.0202848,0.0008043,0.2527893,-0.0650134,0.0261875
-SPX W87JLKSRM4CU|SPX 31,SPX   160219C02180000,1.7500,3.9250,0.9250,2.3000,262,623,0.1051642,0.0628441,0.0014405,1.0070383,-0.0941741,0.2012153
-SPX W792YK15VXPQ|SPX 31,SPX   160115C02185000,0.4250,0.5750,0.1250,0.3750,17,1679,0.1257968,0.0162874,0.0006263,0.2096652,-0.0573423,0.0210184
-SPX W792YB00W1SE|SPX 31,SPX   160115C02190000,0.2250,0.5250,0.1500,0.3500,252,1852,0.1281431,0.0150769,0.0005754,0.1962236,-0.0546421,0.0194543
-SPX WBGPSPD0E8SU|SPX 31,SPX   160617C02250000,7.8500,11.0500,6.9500,9.8000,65,13213,0.1134352,0.1262099,0.0012854,2.9456098,-0.1009768,1.2029193
-SPX WDYBHHAO5MY6|SPX 31,SPX   160916C02325000,7.9000,10.8000,6.8500,9.4000,0,4776,0.1110559,0.1049692,0.0009363,3.1784400,-0.0713729,1.5047417
-SPX W87JLKVKTT72|SPX 31,SPX   160219C02350000,0.2500,0.2750,0.1750,0.2000,0,1549,0.1371840,0.0056798,0.0001448,0.1320484,-0.0158306,0.0181985
-SPX WBGPSOFRR41A|SPX 31,SPX   160617C02400000,0.5500,0.9750,0.5250,0.8750,2,6075,0.1049012,0.0167364,0.0002790,0.5912789,-0.0183964,0.1615706
-SPX WHEDT9UH663Y|SPX 31,SPX   170120C02425000,7.7500,10.2000,6.8500,9.0000,0,2,0.1103905,0.0869899,0.0006767,3.3555799,-0.0515788,1.8196500
-SPX WQEBW170CDWU|SPX 31,SPX   171215C02425000,38.2500,43.1000,38.2500,42.9500,0,285,0.1271522,0.2211194,0.0008136,8.5238328,-0.0860999,8.0904228
-SPX W87JLKX8D5OU|SPX 31,SPX   160219C02450000,0.2000,0.2250,0.1250,0.1500,5,5,0.1675611,0.0036438,0.0000798,0.0888465,-0.0129531,0.0116403
-SPX WGFX5Q11E8ZY|SPX 31,SPX   161216C02450000,4.4500,6.5000,3.2000,5.1000,0,1555,0.1073466,0.0572345,0.0005286,2.3224112,-0.0377441,1.0987418
-SPX WHEDSZVLM03Y|SPX 31,SPX   170120C02550000,1.6000,3.5500,1.0750,2.4500,0,60,0.1053714,0.0294781,0.0003003,1.4212355,-0.0205668,0.6229424
-SPX WQEBVR84S7WU|SPX 31,SPX   171215C02550000,18.4500,21.1500,18.2000,20.9500,0,1002,0.1197581,0.1303540,0.0006166,6.0836361,-0.0570684,4.8529920
-SPX W9QOMSEGU90U|SPX 31,SPX   160415C02600000,0.4000,0.4000,0.2000,0.2000,0,,0.1574953,0.0037085,0.0000616,0.1263486,-0.0089016,0.0230657
-SPX WLF4IQP2E972|SPX 31,SPX   170616C02650000,3.0250,4.3500,2.4250,3.3500,0,124,0.1071022,0.0335799,0.0002808,1.8545378,-0.0201287,0.9657172
-SPX WHEDSYU26626|SPX 31,SPX   170120C02800000,0.7500,1.4500,0.1750,0.7500,0,42,0.1214194,0.0090302,0.0000947,0.5166668,-0.0084376,0.1908371
-SPX WLF4IPLVF2NI|SPX 31,SPX   170616C02800000,1.1750,2.6500,0.8750,1.7000,0,32,0.1139066,0.0174242,0.0001522,1.0691848,-0.0121749,0.5017116
-SPX WGFX5OX0PJDA|SPX 31,SPX   161216C03000000,0.2000,0.2000,0.1750,0.1750,0,3407,0.1309221,0.0023137,0.0000273,0.1463881,-0.0027910,0.0447262
-SPX WQEBVQ2GK5SE|SPX 31,SPX   171215C03000000,1.0500,1.9250,0.8500,1.8500,0,619,0.1171266,0.0162029,0.0001204,1.1614247,-0.0102573,0.6180910
-SPX WHEDSYV1W6CU|SPX 31,SPX   170120C03400000,1.1000,2.4000,0.2000,1.1000,0,,0.1937197,0.0085389,0.0000565,0.4919384,-0.0125294,0.1762280
-SPX WQEBVQ7R0Q7I|SPX 31,SPX   171215C03500000,0.8000,0.8000,0.8000,0.8000,0,855,0.1427460,0.0063931,0.0000439,0.5162667,-0.0054291,0.2424916
-SPX 30GIDYEOYNA5Q|SPX 31,SPX   170120P00200000,0.6250,2.0250,0.5500,0.6250,0,2500,0.8443776,-0.0009787,0.0000018,0.0699676,-0.0074186,-0.0283154
-SPX 30GIDYEP4LM7I|SPX 31,SPX   170120P00300000,0.6750,1.3750,0.2750,0.6750,0,3,0.7005073,-0.0013026,0.0000029,0.0909172,-0.0079835,-0.0359899
-SPX 308349M1AZKTQ|SPX 31,SPX   160318P00400000,0.1000,0.1500,0.0750,0.0750,2200,2449,1.0398633,-0.0002530,0.0000009,0.0093601,-0.0056187,-0.0013980
-SPX 30PIC1625MU5Q|SPX 31,SPX   171215P00600000,2.5500,2.5500,2.0750,2.1000,0,4598,0.3838042,-0.0050724,0.0000133,0.4203998,-0.0108120,-0.2465638
-SPX 307BJR02NYQ6M|SPX 31,SPX   160219P00650000,0.1500,0.3750,0.1000,0.1000,0,5594,0.9151450,-0.0004642,0.0000022,0.0135268,-0.0105762,-0.0016734
-SPX 308349M1SUKZ2|SPX 31,SPX   160318P00700000,0.3250,0.5000,0.2500,0.3250,0,140,0.7828174,-0.0013311,0.0000056,0.0433964,-0.0195842,-0.0071909
-SPX 30PIC162BL67I|SPX 31,SPX   171215P00700000,5.7000,6.6500,3.2000,5.2250,0,762,0.3857143,-0.0113956,0.0000270,0.8572045,-0.0220744,-0.5639604
-SPX 307BJR04BI2OE|SPX 31,SPX   160219P00750000,0.1750,0.4000,0.0750,0.1000,200,5105,0.8045122,-0.0005290,0.0000029,0.0152662,-0.0104893,-0.0018845
-SPX 30FJXB584J5ZI|SPX 31,SPX   161216P00750000,1.5500,1.8750,1.3500,1.4500,3,729,0.4265415,-0.0046894,0.0000158,0.2762895,-0.0160952,-0.1084097
-SPX 308349M1YSX0U|SPX 31,SPX   160318P00800000,0.2500,0.2500,0.2000,0.2250,0,850,0.6660016,-0.0011170,0.0000056,0.0369614,-0.0141828,-0.0059213
-SPX 30GIDYF2OQX3I|SPX 31,SPX   170120P00850000,3.6750,4.2500,1.8750,3.1750,0,7,0.3998820,-0.0096719,0.0000305,0.5486448,-0.0271888,-0.2473751
-SPX 308UOS8AUWDKE|SPX 31,SPX   160415P00900000,0.4250,0.5000,0.2500,0.3500,0,,0.5318746,-0.0018288,0.0000096,0.0667115,-0.0154010,-0.0127802
-SPX 30D2BMMMUOKA6|SPX 31,SPX   160916P00900000,2.3000,3.6250,1.1500,1.8000,0,29,0.4199418,-0.0067254,0.0000256,0.3288676,-0.0253059,-0.1140584
-SPX 30GIDYIXLTXF2|SPX 31,SPX   170120P00925000,5.1500,5.5000,2.9250,4.5000,0,13,0.3843426,-0.0137177,0.0000430,0.7431784,-0.0353252,-0.3507602
-SPX 30KJ4O9PF2U0E|SPX 31,SPX   170616P00925000,9.1000,9.7500,6.4000,8.1000,0,12,0.3637835,-0.0207223,0.0000552,1.2390154,-0.0402500,-0.7467432
-SPX 306D33QEPWD1Q|SPX 31,SPX   160115P00950000,0.0750,0.2000,0.0750,0.2000,0,8518,1.0431385,-0.0012301,0.0000076,0.0210001,-0.0468044,-0.0017335
-SPX 30PIC16GVGHE6|SPX 31,SPX   171215P00950000,16.2000,16.2000,12.8000,14.7000,0,4,0.3444228,-0.0315524,0.0000718,2.0363875,-0.0463168,-1.5649583
-SPX 306D33UG94RCE|SPX 31,SPX   160115P00975000,0.0750,0.2000,0.0500,0.0500,0,1343,0.8994549,-0.0003918,0.0000031,0.0073128,-0.0140527,-0.0005434
-SPX 30FJXB4VW2ONI|SPX 31,SPX   161216P01000000,6.2000,7.1500,3.8000,5.3000,0,19663,0.3764142,-0.0169775,0.0000553,0.8519946,-0.0435273,-0.3929798
-SPX 30PIC16IIZTVY|SPX 31,SPX   171215P01050000,22.8500,22.8500,18.9000,20.7000,0,344,0.3303574,-0.0443633,0.0000988,2.6897160,-0.0583724,-2.2038466
-SPX 308349QYFBRE6|SPX 31,SPX   160318P01075000,0.6500,0.8000,0.3500,0.5750,0,73,0.5123902,-0.0034421,0.0000204,0.1026910,-0.0302546,-0.0179677
-SPX 30PIC1B77R33I|SPX 31,SPX   171215P01125000,28.9000,28.9000,25.5000,26.3500,0,40,0.3206743,-0.0562694,0.0001231,3.2511130,-0.0681918,-2.7998683
-SPX 30GIDYKB7YC8E|SPX 31,SPX   170120P01225000,17.1500,17.4500,13.5500,14.7500,0,1,0.3283348,-0.0450194,0.0001363,2.0096120,-0.0807390,-1.1506805
-SPX 30GIDYF9AWB2M|SPX 31,SPX   170120P01250000,18.7000,18.9000,15.0000,16.1000,0,6050,0.3241007,-0.0491715,0.0001482,2.1569074,-0.0854434,-1.2569280
-SPX 307BJR0CR5572|SPX 31,SPX   160219P01260000,0.7000,0.8000,0.3250,0.4500,0,13,0.4663332,-0.0036481,0.0000287,0.0889417,-0.0353161,-0.0126139
-SPX 306D33QK0F2MM|SPX 31,SPX   160115P01270000,0.2000,0.3250,0.0750,0.0750,0,932,0.6111681,-0.0008357,0.0000091,0.0147294,-0.0192157,-0.0011388
-SPX 306D33Q15R25Q|SPX 31,SPX   160115P01300000,0.1750,0.3000,0.0750,0.0750,0,19034,0.5829447,-0.0008749,0.0000099,0.0153634,-0.0191148,-0.0011899
-SPX 30PIC163BB6I6|SPX 31,SPX   171215P01300000,47.6500,47.6500,42.9500,43.5000,0,3169,0.2969671,-0.0912619,0.0001925,4.7096920,-0.0903860,-4.5491285
-SPX 308349S3RRFQM|SPX 31,SPX   160318P01325000,1.7750,1.7750,0.7250,1.1250,2,3552,0.3872169,-0.0083068,0.0000590,0.2247105,-0.0498798,-0.0427379
-SPX 30GIDYFAYFNKE|SPX 31,SPX   170120P01350000,26.2000,26.2000,21.6000,22.5000,0,3,0.3069835,-0.0686883,0.0002034,2.8045133,-0.1047024,-1.7560280
-SPX 308349MNGQAA6|SPX 31,SPX   160318P01380000,2.3250,2.3250,0.7500,1.4500,1,24,0.3667209,-0.0109883,0.0000795,0.2869682,-0.0602726,-0.0564429
-SPX 306D33QMNOFF2|SPX 31,SPX   160115P01430000,0.3000,0.4750,0.1750,0.2000,0,552,0.5113301,-0.0024623,0.0000290,0.0394902,-0.0430688,-0.0033419
-SPX 306D33QMTMRGU|SPX 31,SPX   160115P01440000,0.3250,0.4750,0.1500,0.1750,0,561,0.4955332,-0.0022421,0.0000275,0.0362796,-0.0383422,-0.0030384
-SPX 30D2BMN9CBXU6|SPX 31,SPX   160916P01450000,22.4000,22.4000,17.4000,18.3500,0,1071,0.3028158,-0.0706492,0.0002554,2.3641894,-0.1289329,-1.1946741
-SPX 30GIDYFCLZ026|SPX 31,SPX   170120P01450000,35.7500,35.7500,29.9500,30.8500,0,201,0.2902959,-0.0940248,0.0002726,3.5550322,-0.1247479,-2.4044279
-SPX 30PIC16P557V2|SPX 31,SPX   171215P01450000,70.1000,70.1000,63.9000,63.9000,0,574,0.2782710,-0.1320766,0.0002678,6.1390476,-0.1089578,-6.5997131
-SPX 307BJR6GJLTNY|SPX 31,SPX   160219P01455000,1.5250,1.5250,0.6500,0.8750,0,2,0.3659108,-0.0084182,0.0000768,0.1869014,-0.0580937,-0.0288457
-SPX 306D33QNHG3NY|SPX 31,SPX   160115P01480000,0.3750,0.5250,0.1750,0.2000,0,580,0.4657679,-0.0026908,0.0000345,0.0427875,-0.0424922,-0.0036400
-SPX 308349MP49MRY|SPX 31,SPX   160318P01480000,3.8500,3.8500,1.4500,2.4500,0,10,0.3334475,-0.0191770,0.0001413,0.4633849,-0.0883165,-0.0983126
-SPX 308349MPA7YTQ|SPX 31,SPX   160318P01490000,4.0500,4.0500,1.5750,2.5750,0,3,0.3300468,-0.0202416,0.0001494,0.4851356,-0.0914973,-0.1037477
-SPX 307BJR6QGTWMM|SPX 31,SPX   160219P01515000,2.1250,3.3000,0.8750,1.2000,0,273,0.3409151,-0.0119501,0.0001120,0.2537433,-0.0734070,-0.0408799
-SPX 308349MPS2YZ2|SPX 31,SPX   160318P01520000,4.8000,4.8000,1.9500,3.0500,3,10,0.3208775,-0.0241289,0.0001783,0.5626700,-0.1030953,-0.1236270
-SPX 306D33WZ7OUI6|SPX 31,SPX   160115P01525000,0.4250,0.5000,0.1750,0.2250,699,5304,0.4310307,-0.0032271,0.0000439,0.0504036,-0.0463059,-0.0043561
-SPX 30AKPYBB7H17Y|SPX 31,SPX   160617P01525000,16.6500,16.8000,11.9000,12.7000,0,1685,0.2976933,-0.0634037,0.0002939,1.7676770,-0.1444567,-0.6897765
-SPX 30D2BMNAZVABY|SPX 31,SPX   160916P01550000,31.6500,31.6500,24.9500,26.1000,0,6313,0.2828323,-0.0998917,0.0003546,3.0658873,-0.1552669,-1.6884516
-SPX 306D33X5TU8HA|SPX 31,SPX   160115P01565000,0.4750,1.9000,0.2000,0.3000,0,836,0.4084018,-0.0044194,0.0000615,0.0668168,-0.0581412,-0.0059602
-SPX 307BJR70E1ZLA|SPX 31,SPX   160219P01575000,3.0500,4.0500,1.2000,1.6250,122,590,0.3152644,-0.0168458,0.0001627,0.3410775,-0.0911333,-0.0575203
-SPX 307BJR721LC32|SPX 31,SPX   160219P01585000,3.2500,4.2000,1.0500,1.7250,120,180,0.3114357,-0.0179751,0.0001741,0.3605102,-0.0951334,-0.0613636
-SPX 30D2BMMO0CWMM|SPX 31,SPX   160916P01600000,37.5500,37.5500,29.9000,31.0000,45,6697,0.2735601,-0.1185646,0.0004147,3.4678194,-0.1692781,-2.0046058
-SPX 308349THDVUJY|SPX 31,SPX   160318P01625000,8.7500,8.7500,4.4750,5.8000,0,3101,0.2920030,-0.0459574,0.0003329,0.9561637,-0.1589159,-0.2354242
-SPX 30AKPY52AFZ7Y|SPX 31,SPX   160617P01650000,27.8000,27.8000,20.6000,21.5000,0,13620,0.2707476,-0.1071860,0.0004796,2.6232658,-0.1936445,-1.1664779
-SPX 307BJR0JV5JBI|SPX 31,SPX   160219P01690000,6.4500,6.4500,3.4000,3.4000,0,71,0.2729638,-0.0368083,0.0003618,0.6565590,-0.1513829,-0.1254444
-SPX 307BJQZUQ8SZ2|SPX 31,SPX   160219P01700000,6.9000,6.9000,3.4000,3.7500,6158,18442,0.2710299,-0.0403584,0.0003928,0.7077202,-0.1619661,-0.1375836
-SPX 306D33XSZD3E6|SPX 31,SPX   160115P01705000,1.1750,1.1750,0.5000,0.6000,2000,2775,0.3133436,-0.0106094,0.0001736,0.1447693,-0.0964663,-0.0142313
-SPX 308UOSG6NEFZI|SPX 31,SPX   160415P01725000,22.3000,22.3000,14.9500,15.9000,0,79,0.2588558,-0.1059929,0.0006197,2.0895153,-0.2301147,-0.7271863
-SPX 30GIDYMLWTOXA|SPX 31,SPX   170120P01725000,79.4000,79.4000,68.5500,69.3000,0,92,0.2483602,-0.2064883,0.0005421,6.0476693,-0.1769886,-5.3019957
-SPX 307BJR0KOX7KE|SPX 31,SPX   160219P01740000,9.1500,9.5500,4.5000,5.1000,5,242,0.2586189,-0.0547561,0.0005257,0.9038196,-0.1970470,-0.1866730
-SPX 308349MTF2C26|SPX 31,SPX   160318P01740000,17.0500,17.0500,10.3000,11.4000,0,640,0.2595655,-0.0905001,0.0006334,1.6172631,-0.2376634,-0.4635874
-SPX 307BJR0L0TVNY|SPX 31,SPX   160219P01760000,10.5500,10.8000,5.3000,6.0500,21,125,0.2534856,-0.0645103,0.0006099,1.0277508,-0.2194139,-0.2200020
-SPX 307BJR0LCQJRI|SPX 31,SPX   160219P01780000,12.1500,12.1500,6.4500,7.0500,2,771,0.2472524,-0.0750139,0.0007023,1.1543217,-0.2401216,-0.2558441
-SPX 306D33Y7V77U6|SPX 31,SPX   160115P01795000,2.8250,3.5750,1.1500,1.1750,7,708,0.2580984,-0.0230741,0.0004104,0.2818623,-0.1543594,-0.0308682
-SPX 307BJR82FEYY6|SPX 31,SPX   160219P01805000,14.4000,14.4000,8.0500,8.5000,78,705,0.2391202,-0.0902500,0.0008346,1.3267678,-0.2665147,-0.3078272
-SPX 306D33QSXX5AM|SPX 31,SPX   160115P01810000,3.3500,3.3500,1.0750,1.3750,5,4542,0.2502900,-0.0272511,0.0004865,0.3240449,-0.1720044,-0.0364482
-SPX 307BJR0LULJWU|SPX 31,SPX   160219P01810000,14.9500,14.9500,7.8000,8.8500,90,657,0.2377142,-0.0938400,0.0008642,1.3656482,-0.2726242,-0.3200978
-SPX 308349MUKQOEM|SPX 31,SPX   160318P01810000,25.3000,25.3000,16.6500,17.3000,10,66,0.2402146,-0.1360801,0.0009163,2.1652120,-0.2930407,-0.6974356
-SPX 30GIDYN2G75V2|SPX 31,SPX   170120P01825000,104.3500,104.3500,92.1500,92.1500,0,1293,0.2341101,-0.2670830,0.0006628,6.9695491,-0.1894292,-6.8779061
-SPX 308349MV8K0LQ|SPX 31,SPX   160318P01850000,31.5500,31.5500,20.5500,21.9000,72,45165,0.2287598,-0.1708180,0.0011188,2.5175600,-0.3232809,-0.8758051
-SPX 307BJR8CCN1WU|SPX 31,SPX   160219P01865000,22.0000,22.0000,12.9500,13.3000,20,56,0.2192485,-0.1402251,0.0012465,1.8167400,-0.3330349,-0.4784354
-SPX 308349UMQBIWE|SPX 31,SPX   160318P01875000,36.2000,36.2000,24.3000,25.4000,0,12666,0.2222305,-0.1972509,0.0012596,2.7536321,-0.3425611,-1.0119070
-SPX 307BJR8FNPQWE|SPX 31,SPX   160219P01885000,25.3000,25.3000,15.1500,15.6000,0,54,0.2132588,-0.1630226,0.0014165,2.0081747,-0.3573504,-0.5564415
-SPX 30D2BMMOI7WRY|SPX 31,SPX   160916P01900000,99.1500,99.1500,84.8000,84.8500,2,11412,0.2222040,-0.3070082,0.0009043,6.1418876,-0.2347999,-5.2256279
-SPX 30KJ4O5JL3VLA|SPX 31,SPX   170616P01900000,158.4500,158.4500,142.9500,143.3000,0,2138,0.2286266,-0.3277939,0.0006362,8.9685613,-0.1671467,-12.0352779
-SPX 307BJR8IYSFVY|SPX 31,SPX   160219P01905000,29.1000,29.1000,17.8000,18.3500,5,1327,0.2075139,-0.1894886,0.0016012,2.2088872,-0.3815945,-0.6471338
-SPX 30AKPYD5CYWZ2|SPX 31,SPX   160617P01925000,80.7500,80.7500,65.2500,65.8500,2,13145,0.2127640,-0.3103932,0.0011673,5.0171623,-0.2817946,-3.3931857
-SPX 30PIC1EVIQULQ|SPX 31,SPX   171215P01925000,199.0000,199.0000,183.0000,183.4500,0,52,0.2296949,-0.3442662,0.0005584,10.5672544,-0.1435190,-17.5456483
-SPX 30GIDYFKVNQJ2|SPX 31,SPX   170120P01950000,145.2500,145.2500,127.3000,128.4500,0,911,0.2168368,-0.3599549,0.0008140,7.9287154,-0.1943503,-9.3170030
-SPX 307BJR8SW0IUM|SPX 31,SPX   160219P01965000,44.5000,44.5000,29.2000,29.6000,0,56,0.1901740,-0.2928870,0.0022178,2.8038710,-0.4396276,-1.0024895
-SPX 306D33QVR4U4U|SPX 31,SPX   160115P01980000,27.3500,27.3500,13.3500,13.6000,116,8380,0.1774544,-0.2449790,0.0034339,1.6216499,-0.6017653,-0.3284500
-SPX 30GIDYEOYPFBI|SPX 31,SPX   170120P02000000,165.2000,165.2000,145.8500,146.5500,0,1406,0.2106717,-0.4024716,0.0008667,8.2012553,-0.1925597,-10.4498772
-SPX 306D33Z890UPA|SPX 31,SPX   160115P02015000,40.6500,40.6500,22.1000,22.2000,132,1911,0.1624016,-0.3729958,0.0045185,1.9528468,-0.6572466,-0.5009800
-SPX 306D33QWEY6BY|SPX 31,SPX   160115P02020000,43.0500,43.0500,23.4000,23.8000,203,4859,0.1607398,-0.3951520,0.0046440,1.9865465,-0.6606104,-0.5309671
-SPX 308349VGHZRSE|SPX 31,SPX   160318P02055000,96.7500,96.7500,73.8500,74.4000,0,3194,0.1436139,-0.5172686,0.0027982,3.9530763,-0.2980601,-2.6439984
-SPX 306D33ZI68XNY|SPX 31,SPX   160115P02075000,76.6000,76.6000,48.4500,48.6500,138,15372,0.1302403,-0.6899382,0.0052513,1.8201273,-0.4674408,-0.9311358
-SPX 30GIDYO7SMU7I|SPX 31,SPX   170120P02075000,199.6500,199.6500,176.9000,178.1000,0,459,0.1443269,-0.4879257,0.0013036,8.4513182,-0.1238483,-12.1462246
-SPX 308349VS2R78U|SPX 31,SPX   160318P02125000,141.1000,141.1000,111.6500,112.7000,0,2005,0.1255134,-0.7282786,0.0026645,3.2898223,-0.1956009,-3.7528466
-SPX 30AKPY5AK4POU|SPX 31,SPX   160617P02150000,186.4500,186.4500,159.3000,159.3000,0,2938,0.1302054,-0.6862551,0.0019162,5.0405047,-0.1429440,-7.4618434
-SPX 30FJXBEVFBWJ2|SPX 31,SPX   161216P02175000,248.5000,248.5000,221.8500,222.9000,0,206,0.1372965,-0.6306911,0.0013584,7.6342048,-0.1056634,-14.4357949
-SPX 30PIC1G0V6IY6|SPX 31,SPX   171215P02175000,317.5000,317.5000,293.8500,295.5500,0,2,0.1444271,-0.5471694,0.0009556,11.3711186,-0.0769349,-26.4628765
-SPX 307BJR0RYVXQM|SPX 31,SPX   160219P02180000,180.2500,180.2500,145.4500,146.9500,0,2,0.1051642,-0.9371559,0.0014405,1.0070383,-0.0345435,-3.2790998
-SPX 306D34020P3LA|SPX 31,SPX   160115P02195000,189.1500,189.1500,154.4000,155.4500,0,2,0.1274493,-0.9877998,0.0004819,0.1634542,0.0148439,-1.3884289
-SPX 307BJQZVK0H7Y|SPX 31,SPX   160219P02200000,199.2500,199.2500,164.3500,165.9000,0,462,0.1055729,-0.9592075,0.0010172,0.7138919,-0.0066290,-3.3814846
-SPX 307BJR0SGQXVY|SPX 31,SPX   160219P02210000,208.8500,208.8500,174.3500,175.6500,0,,0.1030093,-0.9710228,0.0007871,0.5390252,0.0112908,-3.4352116
-SPX 30FJXBF3P0MZY|SPX 31,SPX   161216P02225000,281.2000,281.2000,251.6500,253.7000,0,53,0.1291852,-0.7054864,0.0013191,6.9753209,-0.0802204,-16.2270317
-SPX 306D33R01XJF2|SPX 31,SPX   160115P02240000,234.0000,234.0000,199.5500,200.3000,0,,0.1556804,-0.9906471,0.0003130,0.1296842,0.0176101,-1.4209162
-SPX 30KJ4O6HNIOLQ|SPX 31,SPX   170616P02250000,332.8500,332.8500,306.6500,306.6500,0,1,0.1354007,-0.6645271,0.0010841,9.0515885,-0.0693236,-23.7502506
-SPX 307BJRA4ULL66|SPX 31,SPX   160219P02255000,253.2500,253.2500,218.8000,219.9000,0,27,0.1072147,-0.9889949,0.0003314,0.2362197,0.0393797,-3.5646897
-SPX 307BJR0TGGY6M|SPX 31,SPX   160219P02270000,268.2000,268.2000,233.7500,234.6500,0,42,0.1097526,-0.9915136,0.0002580,0.1882298,0.0439272,-3.5967280
-SPX 306D340F8ZVJI|SPX 31,SPX   160115P02275000,268.9000,268.9000,234.8500,235.2000,1,989,0.1502243,-0.9977869,0.0000897,0.0358539,0.0506404,-1.4524972
-SPX 307BJRA85OA5Q|SPX 31,SPX   160219P02275000,273.1500,273.1500,238.6500,239.8000,0,,0.1165480,-0.9890666,0.0003032,0.2348800,0.0381765,-3.5968935
-SPX 307BJRA9T7MNI|SPX 31,SPX   160219P02285000,283.2500,283.2500,248.5000,249.8000,0,,0.1157191,-0.9918963,0.0002350,0.1807532,0.0441380,-3.6219236
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Data/indexoption/usa/universes/spx/20151223.csv

@@ -1,273 +1,273 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
-SPX X0JMQES2VX66|SPX 31,SPX   181221C00300000,1631.1500,1646.4000,1626.5000,1646.4000,0,3,0.5074832,0.9961985,0.0000062,0.4044020,-0.0170694,8.4016626
-SPX W8Z44629O3HQ|SPX 31,SPX   160318C00500000,1529.5000,1554.7000,1529.5000,1551.9500,0,44,0.9496134,0.9995536,0.0000017,0.0159735,-0.0225226,1.1641986
-SPX WHEDSYQ98GXA|SPX 31,SPX   170120C00500000,1497.4000,1524.2000,1497.4000,1519.9000,0,,0.5337475,0.9978515,0.0000059,0.1449944,-0.0232440,5.2738365
-SPX W8Z446AJAOSU|SPX 31,SPX   160318C00550000,1479.6000,1504.8000,1479.6000,1502.1000,0,32,0.9009002,0.9994409,0.0000022,0.0196735,-0.0253789,1.2802607
-SPX W9QOMSB5RK1A|SPX 31,SPX   160415C00600000,1427.3500,1455.3500,1427.3500,1450.0000,0,,0.7585941,0.9991593,0.0000033,0.0330273,-0.0273840,1.8516596
-SPX WDYBH6WWRCI6|SPX 31,SPX   160916C00650000,1360.1000,1387.3000,1360.1000,1382.7000,0,,0.5110809,0.9979943,0.0000070,0.1123068,-0.0282824,4.6918128
-SPX WBGPSOO7C1E6|SPX 31,SPX   160617C00750000,1270.4000,1297.6000,1270.4000,1293.0500,0,1832,0.5279093,0.9984403,0.0000067,0.0725575,-0.0312097,3.5890924
-SPX WQEBVTUECUWE|SPX 31,SPX   171215C00825000,1157.3500,1183.8000,1157.3500,1179.2000,0,,0.3640240,0.9814946,0.0000429,1.3162543,-0.0540443,15.0822757
-SPX WLF4IPIQAPPQ|SPX 31,SPX   170616C00900000,1096.2500,1123.7000,1096.2500,1118.4000,0,,0.3680870,0.9825946,0.0000465,1.0804654,-0.0599242,12.4956358
-SPX WDYBH6MBU7NY|SPX 31,SPX   160916C01000000,1015.0000,1042.1500,1015.0000,1037.4500,0,250,0.3992342,0.9896513,0.0000389,0.4851699,-0.0627592,7.0947658
-SPX W87JLOI8831Q|SPX 31,SPX   160219C01025000,1009.0500,1035.5500,1009.0500,1031.4500,0,,0.6201123,0.9985451,0.0000094,0.0388357,-0.0489404,1.6033199
-SPX WLF4IPYLSPAM|SPX 31,SPX   170616C01050000,954.6000,981.3000,954.6000,976.2000,0,,0.3423531,0.9690246,0.0000813,1.7549149,-0.0818528,14.1903006
-SPX WGFX5OYCA2LQ|SPX 31,SPX   161216C01100000,913.3000,939.5000,913.3000,935.2000,0,400,0.3578960,0.9761501,0.0000767,1.1491187,-0.0856704,10.1379875
-SPX W87JLKBQDN9Q|SPX 31,SPX   160219C01150000,884.2500,910.6000,884.2500,906.6500,0,,0.5345471,0.9979737,0.0000147,0.0525059,-0.0557988,1.7975328
-SPX WLF4IUVK8OZ2|SPX 31,SPX   170616C01175000,838.6000,863.7500,838.6000,859.7500,0,,0.3228105,0.9524202,0.0001223,2.4897469,-0.1028839,15.4089756
-SPX W8Z4463FCFU6|SPX 31,SPX   160318C01200000,831.4500,859.0000,831.4500,853.8500,0,3,0.4518739,0.9953701,0.0000299,0.1347870,-0.0681934,2.7759611
-SPX WGFX5OYI8ENI|SPX 31,SPX   161216C01200000,818.0500,844.0000,818.0500,839.6500,0,415,0.3411811,0.9642814,0.0001126,1.6070758,-0.1067282,10.8324282
-SPX W87JLPFAZ0XA|SPX 31,SPX   160219C01225000,809.4500,835.9000,809.4500,831.7500,0,,0.4962165,0.9971019,0.0000218,0.0725777,-0.0647254,1.9122346
-SPX WBGPSTYE2T0U|SPX 31,SPX   160617C01225000,800.5500,828.6000,800.5500,822.6500,0,1,0.3713871,0.9849667,0.0000712,0.5444489,-0.0897895,5.7256255
-SPX WHEDT4C0OIUM|SPX 31,SPX   170120C01225000,795.0000,820.5500,795.0000,816.3000,0,,0.3286970,0.9583192,0.0001265,1.9094129,-0.1102476,11.9865846
-SPX W792YAKBA93I|SPX 31,SPX   160115C01240000,799.3000,825.3000,799.3000,821.3000,0,,0.6686491,0.9992268,0.0000078,0.0135822,-0.0542099,0.7582937
-SPX W792YFUNZCRY|SPX 31,SPX   160115C01275000,764.4000,790.3000,764.4000,786.3000,0,16,0.6344248,0.9991855,0.0000086,0.0142485,-0.0550716,0.7796738
-SPX WGFX5URDOUPA|SPX 31,SPX   161216C01275000,747.5000,773.0000,747.5000,768.7000,0,,0.3247342,0.9543778,0.0001443,1.9603408,-0.1204412,11.3323806
-SPX W8Z446MLX4EM|SPX 31,SPX   160318C01280000,751.7000,779.6000,751.7000,774.2000,0,,0.4149083,0.9936816,0.0000430,0.1776970,-0.0777887,2.9540047
-SPX WHEDSYRKV5BI|SPX 31,SPX   170120C01300000,725.1500,750.2500,725.1500,746.1000,0,,0.3130411,0.9472322,0.0001605,2.3069748,-0.1235802,12.5031701
-SPX W87JLKEDN026|SPX 31,SPX   160219C01310000,724.7000,751.7000,724.7000,746.9500,0,,0.4459521,0.9962025,0.0000310,0.0925426,-0.0715782,2.0425778
-SPX W9QOMYDAMQUM|SPX 31,SPX   160415C01325000,706.2000,733.5000,706.2000,728.4500,0,,0.3698967,0.9883636,0.0000715,0.3498595,-0.0925584,4.0222549
-SPX WQEBVW5387LA|SPX 31,SPX   171215C01325000,706.4000,730.0500,706.4000,726.1000,0,,0.2923231,0.9085509,0.0001936,4.7721211,-0.1257910,21.1168754
-SPX W87JLKFDD0CU|SPX 31,SPX   160219C01370000,664.9000,691.4000,664.9000,687.1500,0,,0.4105680,0.9954710,0.0000394,0.1083394,-0.0759756,2.1342755
-SPX W792YGB7CTPQ|SPX 31,SPX   160115C01375000,664.4500,690.4000,664.4500,686.4000,0,2,0.5410294,0.9990506,0.0000116,0.0164045,-0.0574348,0.8407385
-SPX W87JLKFJBCEM|SPX 31,SPX   160219C01380000,655.0500,683.3500,655.0500,677.2000,0,,0.4083245,0.9950368,0.0000430,0.1175581,-0.0792923,2.1484801
-SPX W87JLQ92N9TA|SPX 31,SPX   160219C01405000,629.8500,658.4000,629.8500,652.3000,0,,0.4013579,0.9939208,0.0000524,0.1407725,-0.0873169,2.1838920
-SPX WHEDT593FGQ6|SPX 31,SPX   170120C01425000,611.0000,635.2000,611.0000,631.1000,0,,0.2934548,0.9198775,0.0002367,3.1896020,-0.1523536,13.1303125
-SPX W87JLQE19BAM|SPX 31,SPX   160219C01435000,600.2000,625.8000,600.2000,622.4000,0,,0.3847895,0.9932495,0.0000599,0.1544442,-0.0906506,2.2287107
-SPX W9QOMSY59XQM|SPX 31,SPX   160415C01450000,583.5000,610.5500,583.5000,605.3000,0,,0.3338572,0.9776867,0.0001383,0.6110601,-0.1282258,4.3359258
-SPX W792YAO47Y8E|SPX 31,SPX   160115C01470000,569.6000,595.5000,569.6000,591.5000,0,,0.4875229,0.9980046,0.0000254,0.0323302,-0.0753704,0.8975430
-SPX W8Z44CTDJTRI|SPX 31,SPX   160318C01475000,558.6000,585.4000,558.6000,580.8000,0,,0.3400749,0.9838327,0.0001190,0.4031742,-0.1196535,3.3587000
-SPX WHEDT5HD4772|SPX 31,SPX   170120C01475000,566.3500,590.2000,566.3500,586.0000,0,,0.2853202,0.9064639,0.0002733,3.5808133,-0.1637199,13.3177065
-SPX X0JMQLJIOBJI|SPX 31,SPX   181221C01475000,609.0500,618.3500,605.9500,618.3500,0,,0.2696868,0.8455862,0.0002467,8.4922175,-0.1325455,30.4086411
-SPX W8Z4463X7FZI|SPX 31,SPX   160318C01500000,534.0000,560.2500,534.0000,556.3000,0,1504,0.3326526,0.9812327,0.0001381,0.4579276,-0.1290964,3.4037238
-SPX WLF4IPJQ0Q0E|SPX 31,SPX   170616C01500000,551.8000,574.3500,551.8000,570.0000,0,1,0.2755165,0.8778523,0.0002927,5.0875098,-0.1619495,17.4271506
-SPX W87JLQPM0QR2|SPX 31,SPX   160219C01505000,530.5500,557.2000,530.5500,552.6500,0,,0.3500967,0.9907999,0.0000865,0.2027820,-0.1025015,2.3302907
-SPX W8Z446QEUTJI|SPX 31,SPX   160318C01510000,524.0500,550.2000,524.0500,546.3500,0,,0.3288294,0.9803218,0.0001455,0.4767526,-0.1319158,3.4224222
-SPX W792YH00F14E|SPX 31,SPX   160115C01525000,514.6500,540.7000,514.6500,536.5000,0,5,0.4455192,0.9974946,0.0000342,0.0397341,-0.0811854,0.9305621
-SPX WQEBVX25Z5GU|SPX 31,SPX   171215C01525000,542.1500,563.1000,542.1500,559.2500,0,1,0.2697516,0.8507823,0.0002966,6.7474371,-0.1565204,22.0581851
-SPX W87JLKI0MD5A|SPX 31,SPX   160219C01530000,505.7500,531.9500,505.7500,527.9000,0,,0.3437577,0.9886221,0.0001060,0.2440627,-0.1143044,2.3621018
-SPX W792YAP9WAKU|SPX 31,SPX   160115C01540000,499.7000,525.6000,499.7000,521.6000,0,,0.4381645,0.9971220,0.0000394,0.0450340,-0.0861127,0.9392608
-SPX WHEDSZF28J66|SPX 31,SPX   170120C01550000,500.6000,523.6000,500.6000,519.5500,0,,0.2726148,0.8833753,0.0003356,4.2012595,-0.1799592,13.5232913
-SPX W8Z446R8MHSE|SPX 31,SPX   160318C01560000,475.1000,501.2000,475.1000,497.2500,0,,0.3126946,0.9740120,0.0001934,0.6027087,-0.1514686,3.5068689
-SPX W87JLKIOFPCE|SPX 31,SPX   160219C01570000,466.4000,492.2500,466.4000,488.2000,0,,0.3222835,0.9867387,0.0001291,0.2787013,-0.1204507,2.4185607
-SPX WGFX5W4ZT9IM|SPX 31,SPX   161216C01575000,475.8500,499.0000,475.8500,494.7500,0,17,0.2715159,0.8803158,0.0003595,4.0841130,-0.1896667,12.5247352
-SPX X0JMQM021SHA|SPX 31,SPX   181221C01575000,535.0500,543.9500,532.4500,543.8500,0,,0.2571128,0.8153407,0.0002902,9.5258955,-0.1402562,30.8896301
-SPX W792YAQ3NYTQ|SPX 31,SPX   160115C01590000,449.8000,475.8000,449.8000,471.6000,0,,0.4037884,0.9961837,0.0000551,0.0580393,-0.0957067,0.9686610
-SPX W87JLKJ0CDFY|SPX 31,SPX   160219C01590000,446.2500,472.4000,446.2500,468.3000,0,,0.3142690,0.9850053,0.0001472,0.3098241,-0.1274740,2.4440843
-SPX W792YA2GC8XA|SPX 31,SPX   160115C01600000,439.9000,465.8000,439.9000,461.6500,0,106,0.3906100,0.9964248,0.0000537,0.0547397,-0.0914034,0.9751048
-SPX W792YAQFKMXA|SPX 31,SPX   160115C01610000,429.8000,457.6000,429.8000,451.7000,0,,0.3902630,0.9957001,0.0000634,0.0645818,-0.1001796,0.9802810
-SPX W87JLR7SXK6M|SPX 31,SPX   160219C01615000,421.6000,447.9500,421.6000,443.7000,0,,0.3045453,0.9824146,0.0001741,0.3551425,-0.1374089,2.4745558
-SPX WQEBVXIPCMEM|SPX 31,SPX   171215C01625000,464.6500,484.3500,464.6500,480.4500,0,1,0.2558983,0.8158444,0.0003582,7.7297159,-0.1676970,22.2373311
-SPX X0JMQM8BQIY6|SPX 31,SPX   181221C01625000,499.9000,507.9500,497.1000,507.9500,0,,0.2518610,0.7983074,0.0003127,10.0531464,-0.1441027,30.9570128
-SPX W8Z446SQ7I8E|SPX 31,SPX   160318C01650000,388.1000,413.5500,388.1000,409.7000,1,71,0.2893290,0.9542610,0.0003325,0.9587400,-0.2048303,3.6156888
-SPX W792YHLIEJJI|SPX 31,SPX   160115C01655000,384.6000,410.8000,384.6000,406.7500,0,,0.3544613,0.9949072,0.0000812,0.0751068,-0.1045376,1.0068188
-SPX W87JLREF2Y5Q|SPX 31,SPX   160219C01655000,382.3500,408.4000,382.3500,404.2500,0,,0.2908948,0.9765686,0.0002325,0.4529576,-0.1587335,2.5175301
-SPX W8Z446SW5UA6|SPX 31,SPX   160318C01660000,378.3500,404.0500,378.3500,400.0500,0,,0.2846467,0.9524647,0.0003486,0.9888375,-0.2073862,3.6299733
-SPX W792YHOTH8J2|SPX 31,SPX   160115C01675000,364.8000,391.0500,364.8000,386.8000,0,34,0.3402366,0.9943077,0.0000933,0.0829177,-0.1086036,1.0182923
-SPX W9QOMZZ6FW4U|SPX 31,SPX   160415C01675000,367.4000,392.9000,367.4000,388.3500,0,,0.2738891,0.9286392,0.0004325,1.5676932,-0.2307990,4.6957227
-SPX WGFX5WLJ6QGE|SPX 31,SPX   161216C01675000,391.1500,412.9500,391.1500,408.7500,0,,0.2563563,0.8385066,0.0004668,5.0070798,-0.2140187,12.5169081
-SPX WHEDT6EFV52M|SPX 31,SPX   170120C01675000,395.3500,416.8500,395.3500,412.6500,0,,0.2528824,0.8335597,0.0004606,5.3496063,-0.2064510,13.5694331
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-SPX WHEDT6MPJVJI|SPX 31,SPX   170120C01725000,355.1000,375.6500,355.1000,371.6000,0,1,0.2454425,0.8090500,0.0005175,5.8331907,-0.2162178,13.4667924
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-SPX W8Z446UDQUQ6|SPX 31,SPX   160318C01750000,294.0500,319.0500,294.0500,314.3500,7,45,0.2593627,0.9189735,0.0005797,1.4985060,-0.2706208,3.6686071
-SPX X0JMQFKIVCI6|SPX 31,SPX   181221C01750000,415.8500,422.7500,412.4000,422.1000,0,,0.2426309,0.7500428,0.0003665,11.3524393,-0.1539045,30.5511238
-SPX W9QON0FPTD2M|SPX 31,SPX   160415C01775000,276.0500,300.3000,276.0500,295.6000,0,,0.2489763,0.8809810,0.0006944,2.2880519,-0.2925166,4.6774919
-SPX WBGPSWHCMW6M|SPX 31,SPX   160617C01775000,285.5000,308.6500,285.5000,303.9500,0,11,0.2454818,0.8409723,0.0006880,3.4774442,-0.2805412,6.7950711
-SPX WDYBHERPLJSE|SPX 31,SPX   160916C01775000,298.5000,320.0000,298.3000,315.4000,0,2,0.2412837,0.8078139,0.0006411,4.8281103,-0.2538920,9.6345019
-SPX WBGPSOES13QM|SPX 31,SPX   160617C01800000,264.5000,285.5500,264.5000,282.4500,0,212,0.2404605,0.8243601,0.0007488,3.7074586,-0.2909177,6.7327094
-SPX WHEDSYSEMTKE|SPX 31,SPX   170120C01800000,297.2500,316.4500,296.5500,312.3500,0,152,0.2363250,0.7657780,0.0006057,6.5733972,-0.2308410,13.1317596
-SPX W87JLS4VOI26|SPX 31,SPX   160219C01815000,228.9000,253.6000,228.9000,249.5000,0,,0.2398703,0.9218293,0.0007442,1.1955025,-0.2949797,2.5831120
-SPX W8Z446VJF72M|SPX 31,SPX   160318C01820000,230.3000,254.4000,230.3000,249.6500,0,,0.2400233,0.8776343,0.0008464,2.0246241,-0.3270445,3.6201698
-SPX W87JLS6J7UJY|SPX 31,SPX   160219C01825000,219.6000,243.7000,219.6000,240.0500,2,15,0.2354393,0.9167474,0.0007951,1.2537416,-0.3022888,2.5816670
-SPX WBGPSWPMBMNI|SPX 31,SPX   160617C01825000,243.9500,264.4500,243.8500,261.3000,0,32,0.2349557,0.8066513,0.0008136,3.9357835,-0.2999205,6.6586146
-SPX WLF4IQBU3H8U|SPX 31,SPX   170616C01850000,281.8500,299.5500,281.2500,295.2000,0,25,0.2319993,0.7196672,0.0005780,8.4598352,-0.2124570,16.6704526
-SPX W792YAUKF05Q|SPX 31,SPX   160115C01860000,182.3000,206.1500,182.3000,203.1000,0,7,0.2297447,0.9693723,0.0005896,0.3536994,-0.2308289,1.0993640
-SPX X0JMQNDO67AM|SPX 31,SPX   181221C01875000,339.6500,344.8500,333.8500,342.5500,0,,0.2328493,0.6965429,0.0004201,12.4864643,-0.1600990,29.6733916
-SPX W87JLJVUVNOU|SPX 31,SPX   160219C01900000,152.6000,174.0000,152.6000,171.2000,453,409,0.2124098,0.8521335,0.0013285,1.8899103,-0.3931311,2.4800267
-SPX WBGPSOEXZFSE|SPX 31,SPX   160617C01900000,184.8000,203.4000,184.8000,200.4500,2,4677,0.2200827,0.7422108,0.0010226,4.6338883,-0.3248972,6.3084196
-SPX WQEBVYWBH17Y|SPX 31,SPX   171215C01925000,258.0500,273.3000,257.6000,269.4000,0,54,0.2268889,0.6702006,0.0005495,10.5143773,-0.1934728,20.4781233
-SPX WDYBH7IEQUXA|SPX 31,SPX   160916C01950000,168.0500,183.8000,168.0500,181.0000,0,3366,0.2126691,0.6715419,0.0009620,6.3862373,-0.2859906,8.5559844
-SPX W792YAWDWOPA|SPX 31,SPX   160115C01970000,81.7500,101.2000,81.7500,98.7000,4,471,0.1844062,0.8555364,0.0024128,1.1617374,-0.5245266,1.0192411
-SPX W8Z44F42F6GE|SPX 31,SPX   160318C01975000,103.5500,120.6500,103.5500,118.4500,0,3416,0.1973444,0.7038633,0.0017545,3.4505923,-0.4350236,3.0878533
-SPX WBGPSXEFDU26|SPX 31,SPX   160617C01975000,130.7500,147.1000,130.7500,144.3000,0,3770,0.2039944,0.6615905,0.0012495,5.2482595,-0.3362820,5.7774594
-SPX WLF4IYJV8GHA|SPX 31,SPX   170616C01975000,201.4000,214.6000,201.4000,212.0000,0,250,0.2183557,0.6387036,0.0006830,9.4083285,-0.2186447,15.4297552
-SPX WQEBVZ4L5ROU|SPX 31,SPX   171215C01975000,228.3500,240.7000,228.3500,238.7500,0,718,0.2227069,0.6409332,0.0005779,10.8547759,-0.1948605,19.8886486
-SPX W8Z446Y6OJV2|SPX 31,SPX   160318C01980000,99.9500,116.7500,99.9500,114.6500,0,30,0.1958987,0.6957117,0.0017892,3.4932184,-0.4366364,3.0574413
-SPX W8Z44F7DHVFY|SPX 31,SPX   160318C01995000,89.4000,105.6500,89.4000,103.4000,60,3770,0.1922501,0.6696214,0.0018878,3.6170085,-0.4419366,2.9572184
-SPX W9QOMSAI0CZY|SPX 31,SPX   160415C02000000,96.2000,111.7500,96.2000,109.6000,0,,0.1925584,0.6470722,0.0016771,4.2740542,-0.3961182,3.7555243
-SPX W792YAX1Q0WE|SPX 31,SPX   160115C02010000,50.5500,66.8000,50.5500,64.7000,20,1503,0.1681608,0.7504179,0.0036949,1.6223361,-0.6504843,0.9071438
-SPX W87JLT59I4XA|SPX 31,SPX   160219C02035000,51.1500,65.2500,51.1500,63.3000,0,30,0.1714312,0.6054112,0.0027438,3.1501563,-0.5029366,1.8489926
-SPX W87JLKQG9FNY|SPX 31,SPX   160219C02040000,48.2000,61.9000,48.2000,60.0000,5,962,0.1699414,0.5920046,0.0027919,3.1775868,-0.5022421,1.8107291
-SPX W87JLTBVNIWE|SPX 31,SPX   160219C02075000,29.4500,40.2500,29.4500,38.5500,40,8696,0.1287903,0.4820367,0.0037813,3.2614874,-0.3923286,1.5033698
-SPX W8Z446ZU7WCU|SPX 31,SPX   160318C02080000,38.7500,49.9000,38.7500,47.9500,0,104,0.1326167,0.4801887,0.0030096,3.9777480,-0.3348289,2.2067355
-SPX WDYBH7KK57KE|SPX 31,SPX   160916C02080000,89.3000,100.4000,89.3000,98.2000,0,,0.1397427,0.5229886,0.0016132,7.0366255,-0.2107788,7.1889247
-SPX W9QOMSDN2KRY|SPX 31,SPX   160415C02100000,39.1500,49.1000,39.1500,47.3500,1,23,0.1310734,0.4381153,0.0026138,4.5342506,-0.2856155,2.6627046
-SPX WHEDSYSWHTPQ|SPX 31,SPX   170120C02100000,105.1500,114.4000,105.1500,113.0000,0,1766,0.1366404,0.5103678,0.0013620,8.5464406,-0.1742698,10.1621199
-SPX W792YAYV7PFY|SPX 31,SPX   160115C02120000,2.4750,4.6500,1.9500,4.4000,472,9459,0.1039753,0.1591405,0.0045635,1.2389010,-0.2968691,0.1985974
-SPX W87JLTLSVLV2|SPX 31,SPX   160219C02135000,8.7000,14.0500,7.7000,12.5000,0,49,0.1107916,0.2391383,0.0034220,2.5390820,-0.2583766,0.7562169
-SPX W87JLTNGEYCU|SPX 31,SPX   160219C02145000,6.6500,11.1500,5.7500,9.7000,1,271,0.1077472,0.2005290,0.0031801,2.2947455,-0.2265855,0.6353636
-SPX X0JMQFR50QHA|SPX 31,SPX   181221C02150000,193.6500,198.4000,189.8500,197.8000,1,1,0.1435104,0.5322814,0.0007755,14.2066581,-0.1180188,27.0974021
-SPX W8Z44FXU3FCE|SPX 31,SPX   160318C02155000,11.7000,17.5500,10.9500,15.5000,5,39,0.1137538,0.2383234,0.0027270,3.0915948,-0.2190418,1.1143824
-SPX W792YJXUT8Q6|SPX 31,SPX   160115C02165000,0.5000,2.7750,0.4000,0.7250,48,1321,0.1039807,0.0348387,0.0014488,0.3933415,-0.0933895,0.0436212
-SPX X0JMQORAAM3Y|SPX 31,SPX   181221C02175000,180.8500,187.0000,178.3500,186.4000,0,1,0.1469106,0.5157464,0.0007595,14.2422423,-0.1196811,26.2383014
-SPX W87JLKSXKGEM|SPX 31,SPX   160219C02190000,1.7500,4.4750,0.9750,2.4250,3698,4836,0.0971003,0.0700238,0.0016901,1.0990872,-0.0969144,0.2233679
-SPX W8Z44652VSBY|SPX 31,SPX   160318C02200000,4.2000,7.3500,3.3000,5.5500,216,71439,0.1027410,0.1132262,0.0018716,1.9163968,-0.1215767,0.5337181
-SPX WBGPSOFFUFXQ|SPX 31,SPX   160617C02200000,19.9000,25.6500,19.0000,23.8000,5,30602,0.1167701,0.2468895,0.0018839,4.5295401,-0.1632652,2.3484533
-SPX WHEDSYT2G5RI|SPX 31,SPX   170120C02200000,60.7000,67.3500,60.5000,65.8500,0,751,0.1269072,0.3685821,0.0013866,8.0811590,-0.1494453,7.5086265
-SPX W8Z44725KL1Q|SPX 31,SPX   160318C02220000,2.5500,5.0750,2.2500,3.3000,152,1065,0.0995576,0.0752523,0.0014279,1.4167777,-0.0867827,0.3556164
-SPX W792YK7S1BOU|SPX 31,SPX   160115C02225000,0.1250,1.6750,0.1250,0.1250,77,19922,0.1198492,0.0063583,0.0002923,0.0914618,-0.0248628,0.0079658
-SPX WDYBHGU4S60E|SPX 31,SPX   160916C02225000,29.3000,35.1500,28.6500,33.2000,0,4225,0.1187515,0.2693588,0.0015741,5.8347416,-0.1439110,3.8324835
-SPX WLF4IZP7O4TQ|SPX 31,SPX   170616C02225000,77.3500,83.1000,77.3500,81.9000,0,3,0.1321118,0.3844090,0.0011514,9.5966239,-0.1368132,10.5376231
-SPX WHEDSZQMZYMM|SPX 31,SPX   170120C02250000,43.3500,48.3500,42.8000,47.2500,0,8,0.1243573,0.3017962,0.0013082,7.4711338,-0.1338522,6.1982258
-SPX W87JLU5NBRSE|SPX 31,SPX   160219C02255000,0.3250,2.4500,0.2000,0.3750,0,414,0.0981084,0.0134813,0.0004302,0.2826900,-0.0249259,0.0431490
-SPX W87JLKU38SR2|SPX 31,SPX   160219C02260000,0.2250,2.4250,0.2000,0.3500,0,298,0.0993784,0.0125615,0.0003996,0.2659361,-0.0237362,0.0402023
-SPX W792YKJCSR5A|SPX 31,SPX   160115C02295000,0.0500,2.2750,0.0500,0.2500,0,142,0.1764869,0.0084405,0.0002548,0.1174045,-0.0467946,0.0105228
-SPX WDYBH6PYRFLA|SPX 31,SPX   160916C02300000,12.8500,16.2500,11.5500,14.6000,500,5004,0.1093811,0.1515255,0.0012147,4.1471893,-0.0930024,2.1843531
-SPX WGFX5P0BQ372|SPX 31,SPX   161216C02300000,24.6000,28.6000,23.8000,27.1000,200,21960,0.1158902,0.2122446,0.0012234,5.9318313,-0.1071760,4.0360413
-SPX W87JLKUX0GZY|SPX 31,SPX   160219C02310000,0.2500,2.3500,0.2000,0.3000,0,1,0.1178357,0.0093764,0.0002613,0.2061776,-0.0216981,0.0299484
-SPX WHEDT9DXSP66|SPX 31,SPX   170120C02325000,23.8500,27.3500,23.0500,26.0500,0,,0.1155299,0.1999425,0.0011306,5.9985432,-0.0986796,4.1665165
-SPX WHEDT9M7HFN2|SPX 31,SPX   170120C02375000,15.0500,17.9000,13.9000,16.3500,0,11,0.1103924,0.1418318,0.0009492,4.8120632,-0.0750964,2.9794942
-SPX WHEDT9UH663Y|SPX 31,SPX   170120C02425000,9.0000,11.5500,7.5000,9.7500,0,2,0.1059794,0.0949607,0.0007440,3.6209592,-0.0538833,2.0084387
-SPX WBGPSPGBGXSE|SPX 31,SPX   160617C02450000,0.4500,0.4750,0.2750,0.4000,0,926,0.0991231,0.0086194,0.0001645,0.3358187,-0.0099136,0.0840392
-SPX WGFX5P0NMRAM|SPX 31,SPX   161216C02500000,2.9500,5.0000,2.4000,3.0750,1,6152,0.1007874,0.0384180,0.0004045,1.7056840,-0.0260743,0.7485320
-SPX X0JMQQD63RE6|SPX 31,SPX   181221C02525000,62.8000,67.8500,61.3000,64.4500,2,3,0.1296722,0.2572209,0.0006962,11.5245654,-0.0811240,13.9773667
-SPX WGFX5Q2OXLHQ|SPX 31,SPX   161216C02550000,1.7500,3.8750,0.9750,1.8000,0,7907,0.1003838,0.0240803,0.0002758,1.1584400,-0.0175375,0.4704008
-SPX WLF4IPLJIEJY|SPX 31,SPX   170616C02600000,5.2000,7.3500,3.3000,5.4000,0,21,0.1046483,0.0513295,0.0004007,2.6451709,-0.0283685,1.4886942
-SPX WLF4IPLPGQLQ|SPX 31,SPX   170616C02700000,2.2500,4.2500,1.1500,2.3250,0,72,0.1029224,0.0248259,0.0002248,1.4593851,-0.0152388,0.7243138
-SPX X0JMQG128TFY|SPX 31,SPX   181221C02750000,24.4000,29.7500,23.1500,25.9500,3,3,0.1208248,0.1305622,0.0004915,7.5806486,-0.0485609,7.2982136
-SPX WHEDT00K81LA|SPX 31,SPX   170120C02850000,0.7250,2.5250,0.7000,0.7250,0,2,0.1227461,0.0085897,0.0000887,0.5000141,-0.0082672,0.1832839
-SPX WLF4IPMDA2SU|SPX 31,SPX   170616C03100000,0.9500,2.8250,0.2000,0.9500,0,114,0.1316807,0.0090069,0.0000735,0.6109159,-0.0079270,0.2611785
-SPX WLF4IPMP6QWE|SPX 31,SPX   170616C03300000,1.2250,2.9250,1.2250,1.2250,0,2,0.1540328,0.0098909,0.0000682,0.6630438,-0.0099760,0.2841633
-SPX 30D2BMMLUYJZI|SPX 31,SPX   160916P00300000,0.1750,0.1750,0.1750,0.1750,0,210,0.7504850,-0.0004259,0.0000012,0.0270621,-0.0037692,-0.0077220
-SPX 30KJ4O5GXUISU|SPX 31,SPX   170616P00300000,0.3750,0.4000,0.3250,0.3500,0,18,0.5643011,-0.0007518,0.0000018,0.0650577,-0.0033449,-0.0281577
-SPX 308349M1GXWVI|SPX 31,SPX   160318P00500000,0.1250,0.3250,0.1250,0.1250,64,11573,0.9496134,-0.0004464,0.0000017,0.0159735,-0.0088559,-0.0024476
-SPX 30AKPY4BTWKHA|SPX 31,SPX   160617P00500000,0.2000,0.2250,0.1750,0.1750,25,793,0.6808133,-0.0005914,0.0000021,0.0297829,-0.0057102,-0.0067436
-SPX 30ZNMVURM2ENI|SPX 31,SPX   181221P00500000,5.8000,7.5000,3.5500,5.0000,0,,0.4081407,-0.0081330,0.0000153,0.7945726,-0.0142334,-0.6525862
-SPX 308UOS8AD1DF2|SPX 31,SPX   160415P00600000,0.2250,0.2250,0.2250,0.2250,0,,0.7585941,-0.0008407,0.0000033,0.0330273,-0.0109966,-0.0060889
-SPX 307BJR02NYQ6M|SPX 31,SPX   160219P00650000,0.1000,0.3250,0.1000,0.1000,0,5594,0.9317693,-0.0004545,0.0000021,0.0133137,-0.0107842,-0.0016317
-SPX 30KJ4O5HLNUZY|SPX 31,SPX   170616P00700000,2.1000,3.7500,1.4750,2.0500,0,228,0.3921103,-0.0056009,0.0000162,0.4017594,-0.0142037,-0.2015160
-SPX 30KJ4O5SUGH72|SPX 31,SPX   170616P00750000,3.6750,3.6750,2.6500,3.5000,0,763,0.3969730,-0.0089347,0.0000242,0.6066250,-0.0216813,-0.3248661
-SPX 307BJQZT8NSJ2|SPX 31,SPX   160219P00800000,0.1250,0.2750,0.1000,0.1500,0,1179,0.7967114,-0.0007777,0.0000041,0.0218694,-0.0151386,-0.0027589
-SPX 308349M1YSX0U|SPX 31,SPX   160318P00800000,0.2250,0.2500,0.2000,0.2250,5050,5800,0.6774949,-0.0010914,0.0000054,0.0364224,-0.0143854,-0.0057954
-SPX 307BJR05Z1F66|SPX 31,SPX   160219P00850000,0.1500,0.4500,0.1500,0.1500,0,2407,0.7480620,-0.0008288,0.0000046,0.0231884,-0.0150684,-0.0029247
-SPX 30AKPY4P2579Q|SPX 31,SPX   160617P00850000,0.5500,0.7750,0.4250,0.6000,0,182,0.4889727,-0.0025974,0.0000114,0.1152787,-0.0158172,-0.0288079
-SPX 30ZNMVV4UB1FY|SPX 31,SPX   181221P00850000,21.9000,23.0500,19.0500,19.9000,0,,0.3433168,-0.0328259,0.0000598,2.6188366,-0.0387140,-2.6260548
-SPX 30ZNMVYRHPBAM|SPX 31,SPX   181221P00875000,21.6500,23.2000,20.6000,21.5000,0,,0.3390035,-0.0353579,0.0000643,2.7838346,-0.0405718,-2.8267284
-SPX 308UOS8P2V0NI|SPX 31,SPX   160415P00950000,0.4250,0.4750,0.2750,0.3750,0,,0.5114475,-0.0020125,0.0000108,0.0733538,-0.0164228,-0.0140677
-SPX 30D2BMR2LVLNY|SPX 31,SPX   160916P00975000,2.6000,4.4250,1.5500,2.4750,0,29,0.4052078,-0.0092009,0.0000346,0.4378176,-0.0325888,-0.1572684
-SPX 30KJ4O9XORKHA|SPX 31,SPX   170616P00975000,9.9000,11.1000,7.0500,9.2000,0,12,0.3550765,-0.0234891,0.0000622,1.3930885,-0.0441901,-0.8538664
-SPX 306D33UOITHTA|SPX 31,SPX   160115P01025000,0.0500,2.2750,0.0500,0.2000,0,6700,0.9811261,-0.0013208,0.0000087,0.0221988,-0.0486124,-0.0017931
-SPX 30AKPY4SD7W9A|SPX 31,SPX   160617P01050000,1.4500,3.4000,0.9500,1.3750,0,68,0.4184210,-0.0064553,0.0000302,0.2603040,-0.0304755,-0.0710316
-SPX 30D2BMN2Q6JV2|SPX 31,SPX   160916P01050000,3.7000,5.3500,2.1000,3.4750,0,18,0.3876036,-0.0130172,0.0000489,0.5921010,-0.0420876,-0.2222980
-SPX 30ZNMVV85DQFI|SPX 31,SPX   181221P01050000,36.6000,38.3000,34.9000,35.7000,0,,0.3154613,-0.0586771,0.0001039,4.1822590,-0.0560383,-4.6967459
-SPX 308UOSD75GVVY|SPX 31,SPX   160415P01075000,0.6750,0.7500,0.5000,0.6250,0,,0.4592157,-0.0035773,0.0000203,0.1233070,-0.0247551,-0.0248769
-SPX 30D2BMMN6L8DQ|SPX 31,SPX   160916P01100000,4.6500,6.0000,2.4500,4.3000,2,4000,0.3759760,-0.0161831,0.0000608,0.7141191,-0.0491778,-0.2761688
-SPX 308UOSDNOUCTQ|SPX 31,SPX   160415P01175000,1.0250,1.1500,0.6000,0.9250,0,2,0.4200148,-0.0055788,0.0000330,0.1833738,-0.0336291,-0.0386411
-SPX 30D2BMRZOMJJI|SPX 31,SPX   160916P01175000,6.4000,7.9500,4.2000,5.8500,0,182,0.3593222,-0.0222168,0.0000834,0.9349968,-0.0614122,-0.3788122
-SPX 30PIC1BFHFTKE|SPX 31,SPX   171215P01175000,30.5500,30.5500,27.3500,28.5000,0,11,0.3119575,-0.0607422,0.0001328,3.4928229,-0.0712045,-3.0450064
-SPX 307BJQZTWH4Q6|SPX 31,SPX   160219P01200000,0.3750,1.9500,0.2250,0.3250,0,9217,0.5067796,-0.0024897,0.0000186,0.0632766,-0.0278007,-0.0085883
-SPX 30FJXBAIB9XM6|SPX 31,SPX   161216P01225000,12.9500,14.0500,9.9500,11.9000,0,783,0.3340339,-0.0382134,0.0001215,1.6982736,-0.0766621,-0.8910613
-SPX 308349MLBBXN2|SPX 31,SPX   160318P01250000,0.8750,2.9000,0.7000,0.8250,0,6222,0.4289796,-0.0056537,0.0000377,0.1610195,-0.0401159,-0.0292247
-SPX 30AKPY4VOAL8U|SPX 31,SPX   160617P01250000,3.6000,5.4500,2.1250,3.4250,0,3671,0.3644051,-0.0167467,0.0000796,0.5972442,-0.0606603,-0.1836113
-SPX 307BJR0CR5572|SPX 31,SPX   160219P01260000,0.4500,0.7250,0.2500,0.3750,0,13,0.4715169,-0.0030452,0.0000240,0.0758902,-0.0310070,-0.0104691
-SPX 307BJR0D31TAM|SPX 31,SPX   160219P01280000,0.4500,0.7250,0.2500,0.4000,0,22,0.4608201,-0.0033034,0.0000265,0.0816552,-0.0325998,-0.0113458
-SPX 30ZNMVUSXP31Q|SPX 31,SPX   181221P01300000,67.8000,69.7500,65.7000,65.8500,0,,0.2855017,-0.1068397,0.0001805,6.5786591,-0.0780517,-8.5719073
-SPX 306D33QLC1R0U|SPX 31,SPX   160115P01350000,0.1250,0.3000,0.0750,0.0750,0,13112,0.5637653,-0.0009124,0.0000107,0.0158153,-0.0198799,-0.0011999
-SPX 30ZNMVVD3ZRWU|SPX 31,SPX   181221P01350000,76.1000,77.9500,73.6000,73.7000,0,,0.2811332,-0.1194678,0.0001985,7.1246469,-0.0828113,-9.6058041
-SPX 308349SC1G67I|SPX 31,SPX   160318P01375000,1.3250,3.0500,0.6500,1.2250,2,2278,0.3730344,-0.0092479,0.0000668,0.2484955,-0.0537384,-0.0475144
-SPX 306D33QLTWR66|SPX 31,SPX   160115P01380000,0.1250,0.4250,0.0750,0.0750,340,959,0.5365255,-0.0009571,0.0000118,0.0165262,-0.0197669,-0.0012565
-SPX 308349MNGQAA6|SPX 31,SPX   160318P01380000,1.4500,3.0750,0.6750,1.2750,2,26,0.3719807,-0.0096026,0.0000693,0.2568109,-0.0553754,-0.0493402
-SPX 306D33WC25ZLA|SPX 31,SPX   160115P01385000,0.1250,0.4250,0.1000,0.1000,387,1062,0.5454214,-0.0012308,0.0000146,0.0208121,-0.0253057,-0.0016181
-SPX 306D33WFD8OKU|SPX 31,SPX   160115P01405000,0.1500,0.4250,0.1250,0.1250,0,990,0.5378942,-0.0015340,0.0000181,0.0254498,-0.0305146,-0.0020169
-SPX 307BJR689X372|SPX 31,SPX   160219P01405000,0.7250,2.8000,0.5500,0.6750,0,1,0.4013579,-0.0060792,0.0000524,0.1407725,-0.0488842,-0.0207839
-SPX 308349MO4JMHA|SPX 31,SPX   160318P01420000,1.7000,3.4000,0.8750,1.5500,0,12,0.3579567,-0.0118708,0.0000866,0.3088943,-0.0640500,-0.0609345
-SPX 307BJR6BKZS6M|SPX 31,SPX   160219P01425000,0.7750,2.8250,0.4000,0.7250,0,29,0.3914255,-0.0066420,0.0000581,0.1522469,-0.0515471,-0.0226880
-SPX 308349SKB4WOE|SPX 31,SPX   160318P01425000,1.7250,3.4750,1.0000,1.5750,0,880,0.3557919,-0.0121117,0.0000886,0.3143244,-0.0647757,-0.0621564
-SPX 307BJR0G27U6M|SPX 31,SPX   160219P01460000,0.8750,2.9000,0.7000,0.8000,0,78,0.3728973,-0.0076031,0.0000687,0.1715284,-0.0552989,-0.0259242
-SPX 308349MOSCYOE|SPX 31,SPX   160318P01460000,2.1500,3.8000,1.2250,1.8250,2,174,0.3424546,-0.0143259,0.0001065,0.3633979,-0.0720314,-0.0734315
-SPX 306D33WU92T0U|SPX 31,SPX   160115P01495000,0.2000,0.4750,0.1500,0.1500,64,945,0.4652147,-0.0020861,0.0000277,0.0336612,-0.0348879,-0.0027306
-SPX 30PIC163N7ULQ|SPX 31,SPX   171215P01500000,72.2000,72.2000,66.3500,67.4000,0,6111,0.2711097,-0.1401088,0.0002829,6.4671284,-0.1115899,-7.0564656
-SPX 307BJR6S4D94E|SPX 31,SPX   160219P01525000,1.2500,3.2750,0.7500,1.1250,5110,5937,0.3460727,-0.0110965,0.0001030,0.2388071,-0.0713761,-0.0377694
-SPX 30D2BMTLKFOTQ|SPX 31,SPX   160916P01525000,23.9000,24.4000,19.4500,21.5500,0,305,0.2876333,-0.0833589,0.0003018,2.7092849,-0.1404313,-1.4176620
-SPX 30ZNMW1QZMVE6|SPX 31,SPX   181221P01525000,111.3000,113.4000,105.6500,106.0500,0,,0.2622195,-0.1685015,0.0002686,8.9898151,-0.0953793,-13.5809293
-SPX 306D33QON4G0E|SPX 31,SPX   160115P01550000,0.2500,1.5750,0.1750,0.1750,61,11827,0.4236083,-0.0026284,0.0000375,0.0414934,-0.0391430,-0.0034318
-SPX 30KJ4O662R95A|SPX 31,SPX   170616P01550000,60.5000,60.5000,54.4000,55.8500,0,501,0.2704491,-0.1400122,0.0003277,5.5907883,-0.1304404,-5.1158323
-SPX 306D33QOZ143Y|SPX 31,SPX   160115P01570000,0.2750,1.7750,0.2500,0.2500,0,909,0.4215045,-0.0036659,0.0000509,0.0559837,-0.0525419,-0.0047900
-SPX 307BJR75CO12M|SPX 31,SPX   160219P01605000,1.9750,3.9000,1.0000,1.5750,0,394,0.3089999,-0.0166487,0.0001638,0.3389127,-0.0902946,-0.0564882
-SPX 307BJR0IPH6Z2|SPX 31,SPX   160219P01620000,2.1500,4.0250,1.0250,1.7000,0,107,0.3026600,-0.0181748,0.0001802,0.3652703,-0.0952852,-0.0616376
-SPX 307BJR7ABA2JY|SPX 31,SPX   160219P01635000,2.3500,2.3500,1.0750,1.8250,240,246,0.2959842,-0.0197481,0.0001978,0.3919977,-0.0999627,-0.0669370
-SPX 306D33QQ4PGGE|SPX 31,SPX   160115P01640000,0.4000,0.5500,0.3000,0.3000,0,1190,0.3675918,-0.0049267,0.0000760,0.0729203,-0.0596403,-0.0064154
-SPX 308349MRXHBM6|SPX 31,SPX   160318P01650000,6.5500,8.1000,5.3500,5.7500,1139,21871,0.2893290,-0.0457390,0.0003325,0.9587400,-0.1597304,-0.2342436
-SPX 308UOSFYDPPIM|SPX 31,SPX   160415P01675000,12.2500,13.4000,8.5500,10.6500,0,,0.2738891,-0.0713608,0.0004325,1.5676932,-0.1850508,-0.4904919
-SPX 307BJR7P746ZY|SPX 31,SPX   160219P01725000,4.5000,6.1500,2.5250,3.6000,52,1885,0.2677540,-0.0392484,0.0003873,0.6944198,-0.1597448,-0.1329913
-SPX 30GIDYMLWTOXA|SPX 31,SPX   170120P01725000,69.3000,69.3000,61.6000,63.2000,0,92,0.2454425,-0.1909500,0.0005175,5.8331907,-0.1694642,-4.9244493
-SPX 30KJ4ODDQ2LIM|SPX 31,SPX   170616P01725000,94.5000,94.5000,86.0000,87.4000,0,609,0.2454746,-0.2118306,0.0004698,7.2756837,-0.1509142,-7.7511093
-SPX 30PIC1DYFZWQ6|SPX 31,SPX   171215P01725000,120.8000,120.8000,111.7000,112.9500,0,1795,0.2463032,-0.2270563,0.0004215,8.7544838,-0.1333196,-11.5074903
-SPX 30D2BMUQWVD66|SPX 31,SPX   160916P01775000,55.9000,55.9000,48.3500,50.3000,0,2749,0.2412837,-0.1921861,0.0006411,4.8281103,-0.2056167,-3.2725822
-SPX 306D33QSG255A|SPX 31,SPX   160115P01780000,1.1000,3.0250,0.6250,0.7000,84,1099,0.2770400,-0.0137652,0.0002484,0.1797130,-0.1105115,-0.0178396
-SPX 306D33Y9IQKBY|SPX 31,SPX   160115P01805000,1.2500,3.1500,0.7500,0.8250,34,3528,0.2605199,-0.0168698,0.0003146,0.2140160,-0.1236745,-0.0218432
-SPX 30D2BMNFYHBTA|SPX 31,SPX   160916P01850000,71.7000,71.7000,62.1500,64.6500,30,1419,0.2294411,-0.2439605,0.0007737,5.5413440,-0.2221946,-4.1636278
-SPX 30GIDYFJ84E1A|SPX 31,SPX   170120P01850000,98.1500,98.1500,88.2500,89.7000,0,415,0.2280445,-0.2653782,0.0006707,7.0243384,-0.1861497,-6.8684036
-SPX 306D33YHSFASU|SPX 31,SPX   160115P01855000,2.2000,3.8750,0.9250,1.3000,56,3097,0.2309732,-0.0281261,0.0005464,0.3295382,-0.1685411,-0.0363719
-SPX 306D33QULGHSE|SPX 31,SPX   160115P01910000,4.6500,6.0000,1.9500,2.8500,157,3543,0.2079109,-0.0609224,0.0011347,0.6160057,-0.2828092,-0.0788043
-SPX 306D33YRPNDRI|SPX 31,SPX   160115P01915000,5.1500,6.3000,1.8000,3.0500,80,2430,0.2055810,-0.0651837,0.0012097,0.6493142,-0.2946630,-0.0843170
-SPX 306D33QURETU6|SPX 31,SPX   160115P01920000,5.6500,6.7500,2.8000,3.3250,160,2738,0.2041169,-0.0705736,0.0012954,0.6904026,-0.3109756,-0.0913032
-SPX 307BJR0NO38GE|SPX 31,SPX   160219P01920000,20.6500,20.6500,14.5500,16.2500,7,1973,0.2069531,-0.1727444,0.0015095,2.0922062,-0.3671840,-0.5860724
-SPX 30FJXBDQ2W86M|SPX 31,SPX   161216P01925000,113.3500,113.3500,102.1000,103.6500,30,6420,0.2187866,-0.3170605,0.0007960,7.2863506,-0.2016481,-7.4442610
-SPX 307BJR0NZZWJY|SPX 31,SPX   160219P01940000,24.2500,24.2500,17.4500,19.1000,234,915,0.2011153,-0.2008926,0.0017056,2.2972420,-0.3908089,-0.6819380
-SPX 30D2BMNHM0OB2|SPX 31,SPX   160916P01950000,99.3000,99.3000,87.8500,89.7000,0,3489,0.2126691,-0.3284581,0.0009620,6.3862373,-0.2329558,-5.6236291
-SPX 30ZNMVVN17UVI|SPX 31,SPX   181221P01950000,238.0000,242.2500,226.3000,230.6500,2,3,0.2222438,-0.3378726,0.0004603,13.0594785,-0.1074988,-27.5840726
-SPX 306D33Z1MVGQ6|SPX 31,SPX   160115P01975000,12.6500,12.6500,7.6000,7.7500,3604,51558,0.1828379,-0.1554880,0.0025558,1.2201338,-0.4897439,-0.2014163
-SPX 308UOSHBZU4BY|SPX 31,SPX   160415P01975000,57.5000,57.5000,47.3500,49.4000,0,,0.1993533,-0.3150786,0.0015491,4.0872195,-0.3401933,-2.1741605
-SPX 30AKPYDDMNNFY|SPX 31,SPX   160617P01975000,80.3000,80.3000,69.2500,71.3000,0,9022,0.2039944,-0.3384095,0.0012495,5.2482595,-0.2824332,-3.7195560
-SPX 306D33Z9WK772|SPX 31,SPX   160115P02025000,25.5000,25.5000,15.0000,16.3000,3814,29961,0.1614736,-0.3028958,0.0042322,1.7843410,-0.6265764,-0.3930779
-SPX 308349MYDODJI|SPX 31,SPX   160318P02040000,68.0500,68.0500,55.2500,57.2500,686,13944,0.1785631,-0.4178762,0.0021904,3.8979745,-0.3824880,-2.1507932
-SPX 306D33ZD7MW6M|SPX 31,SPX   160115P02045000,33.1000,33.1000,20.6500,21.9500,201,3205,0.1533605,-0.3888042,0.0048918,1.9588121,-0.6490181,-0.5052018
-SPX 30PIC16Z2DATQ|SPX 31,SPX   171215P02050000,233.6500,233.6500,218.3500,220.1000,0,2141,0.2177865,-0.4049872,0.0006128,11.2552980,-0.1406896,-20.9333879
-SPX 30ZNMVVOOR7DA|SPX 31,SPX   181221P02050000,279.3500,284.2500,273.1000,273.7000,325,325,0.2272899,-0.3857177,0.0004710,13.6644455,-0.1125423,-32.2398016
-SPX 306D33ZGIPL66|SPX 31,SPX   160115P02065000,42.8500,42.8500,27.6000,29.2000,239,1247,0.1259150,-0.4903427,0.0061987,2.0379216,-0.5452585,-0.6357648
-SPX 307BJR0Q5E972|SPX 31,SPX   160219P02070000,66.6000,66.6000,51.6000,53.7500,169,371,0.1300598,-0.4989275,0.0037482,3.2647858,-0.3406889,-1.6873901
-SPX 307BJR0QT7LE6|SPX 31,SPX   160219P02110000,90.1500,90.1500,71.5000,73.7000,0,50,0.1182678,-0.6591567,0.0037894,3.0014068,-0.2703705,-2.2387955
-SPX 306D33QY8FUVI|SPX 31,SPX   160115P02130000,92.0000,92.0000,68.8500,71.0500,0,82,0.1010510,-0.8879592,0.0036899,0.9735601,-0.1678844,-1.1642975
-SPX 308349MZV9DZI|SPX 31,SPX   160318P02130000,115.9500,115.9500,96.8500,99.0500,0,2,0.1206240,-0.6800760,0.0029694,3.5696921,-0.2114156,-3.4821263
-SPX 307BJR9L05F8U|SPX 31,SPX   160219P02135000,108.4000,108.4000,87.3500,89.8500,0,14,0.1107916,-0.7608617,0.0034220,2.5390820,-0.1999753,-2.5939489
-SPX 308349VX1D8Q6|SPX 31,SPX   160318P02155000,134.2000,134.2000,112.7500,115.3500,0,,0.1137538,-0.7616766,0.0027270,3.0915948,-0.1601387,-3.9138625
-SPX 308349N0J2Q6M|SPX 31,SPX   160318P02170000,146.0500,146.0500,123.1000,126.2000,0,,0.1097928,-0.8078418,0.0024930,2.7278814,-0.1266688,-4.1620575
-SPX 306D33ZYPMELQ|SPX 31,SPX   160115P02175000,135.6000,135.6000,111.0500,113.7500,0,352,0.1071506,-0.9734009,0.0011243,0.3145482,-0.0172881,-1.2985608
-SPX 30AKPYEAPELBI|SPX 31,SPX   160617P02175000,175.7000,175.7000,155.1500,158.2000,3,530,0.1220085,-0.6972861,0.0019941,5.0094064,-0.1302085,-7.5953487
-SPX 30FJXBEVFBWJ2|SPX 31,SPX   161216P02175000,222.9000,222.9000,203.4000,206.2500,0,206,0.1303749,-0.6040359,0.0014448,7.8810604,-0.1048367,-13.8048730
-SPX 30PIC1G0V6IY6|SPX 31,SPX   171215P02175000,295.5500,295.5500,275.5500,278.9000,0,2,0.1412592,-0.5254904,0.0009705,11.5617837,-0.0777832,-25.4725807
-SPX 30ZNMVUUFA3HQ|SPX 31,SPX   181221P02200000,351.0000,360.0000,343.5000,346.2500,31,31,0.1459020,-0.5028949,0.0007653,14.2529712,-0.0598557,-38.5327238
-SPX 306D3406ZB52M|SPX 31,SPX   160115P02225000,185.3000,185.3000,160.3500,163.4000,0,140,0.1198492,-0.9936417,0.0002923,0.0914618,0.0360587,-1.3545196
-SPX 30AKPYEIZ3BSE|SPX 31,SPX   160617P02225000,212.5500,212.5500,189.2500,192.9000,0,140,0.1127631,-0.8038957,0.0017098,3.9698130,-0.0768704,-8.8251965
-SPX 308349N1ISQHA|SPX 31,SPX   160318P02230000,199.3500,199.3500,174.2000,177.1500,0,,0.0978264,-0.9405065,0.0012117,1.1813385,-0.0100340,-4.9217535
-SPX 308349N1UPEKU|SPX 31,SPX   160318P02250000,218.2000,218.2000,192.4500,196.1500,1,93,0.0958760,-0.9628105,0.0008484,0.8106909,0.0139091,-5.0736312
-SPX 30AKPY5C7O26M|SPX 31,SPX   160617P02250000,232.9500,232.9500,209.0000,212.5000,0,1340,0.1086362,-0.8505992,0.0014917,3.3367370,-0.0495508,-9.3855166
-SPX 30D2BMNMKMPSE|SPX 31,SPX   160916P02250000,251.8000,251.8000,228.6000,232.4500,0,,0.1163369,-0.7709011,0.0014741,5.3529300,-0.0675084,-13.0877984
-SPX 306D33R0DU7IM|SPX 31,SPX   160115P02260000,220.2500,220.2500,195.3500,198.3500,0,,0.1556556,-0.9897124,0.0003435,0.1395984,0.0127259,-1.3710739
-SPX 307BJR0TAIM4U|SPX 31,SPX   160219P02260000,224.9000,224.9000,199.2500,202.5500,0,,0.0993784,-0.9874385,0.0003996,0.2659361,0.0380844,-3.5061091
-SPX 306D33R0JSJKE|SPX 31,SPX   160115P02270000,230.2000,230.2000,204.9500,208.3000,85,87,0.1444830,-0.9956174,0.0001741,0.0656906,0.0406894,-1.3845592
-SPX 308349WGVTENI|SPX 31,SPX   160318P02275000,242.5000,242.5000,216.7000,220.4000,0,317,0.0953412,-0.9790341,0.0005294,0.5030698,0.0329241,-5.2087166
-SPX 30PIC164YUIZY|SPX 31,SPX   171215P02300000,369.3500,369.3500,347.3000,350.3000,0,1,0.1317910,-0.6494106,0.0009684,10.7631144,-0.0539887,-31.9245900
-SPX 308349N30DQXA|SPX 31,SPX   160318P02320000,287.3500,287.3500,260.5500,264.9500,0,,0.1002823,-0.9902418,0.0002606,0.2604427,0.0475724,-5.3668876
-SPX 30ZNMW5FAMMWE|SPX 31,SPX   181221P02325000,421.1500,427.5500,412.2000,415.2000,0,,0.1390319,-0.5984965,0.0007785,13.8166897,-0.0453172,-46.4998419
-SPX 30PIC1740ZCB2|SPX 31,SPX   171215P02350000,402.6500,402.6500,379.8500,382.7500,0,250,0.1286517,-0.6972093,0.0009345,10.1393045,-0.0424925,-34.5268268
-SPX 30PIC1GXXXGTQ|SPX 31,SPX   171215P02375000,419.6500,419.6500,396.8000,399.8500,0,1,0.1269808,-0.7206556,0.0009118,9.7645585,-0.0362304,-35.8240089
-SPX 30GIDYFT5CGZY|SPX 31,SPX   170120P02450000,437.7500,437.7500,411.8500,415.7500,0,,0.1044499,-0.9230939,0.0006446,3.0920581,0.0212060,-24.4899650
-SPX 30ZNMVVVAWLCE|SPX 31,SPX   181221P02450000,500.4000,508.0000,490.9500,493.6000,0,,0.1321086,-0.6928202,0.0007445,12.5541861,-0.0258106,-54.7053839
-SPX 30FJXBGHB51TA|SPX 31,SPX   161216P02525000,507.6000,507.6000,480.4000,485.1000,0,,0.0994484,-0.9709857,0.0003253,1.3536882,0.0481387,-23.9823052
-SPX 30ZNMW6CDDKRY|SPX 31,SPX   181221P02525000,558.2500,561.0500,543.2500,546.0000,0,,0.1296722,-0.7427791,0.0006962,11.5245654,-0.0139875,-59.4273800
-SPX 306D33R56HWY6|SPX 31,SPX   160115P02550000,510.0000,510.0000,483.5000,488.1000,0,19,0.3927130,-0.9815923,0.0002217,0.2338126,-0.1307973,-1.5827232
-SPX 30FJXB61W7EVI|SPX 31,SPX   161216P02550000,531.8500,531.8500,504.5500,509.3500,0,,0.1003838,-0.9759197,0.0002758,1.1584400,0.0516429,-24.3214189
-SPX 30GIDYFUSVTHQ|SPX 31,SPX   170120P02550000,532.1000,532.1000,505.2000,509.6000,0,,0.1005625,-0.9691639,0.0003230,1.4917295,0.0483706,-26.5278914
-SPX 306D33R6U19FY|SPX 31,SPX   160115P02650000,609.9000,609.9000,583.5000,588.0000,0,,0.4535594,-0.9834688,0.0001751,0.2133032,-0.1386578,-1.6481540
-SPX 308349M53X9YM|SPX 31,SPX   160318P02700000,666.3000,666.3000,639.4000,643.9500,0,,0.1908919,-0.9977202,0.0000375,0.0712754,0.0657050,-6.2891749
-SPX 30ZNMVW09IMTQ|SPX 31,SPX   181221P02750000,735.2500,737.5000,720.6500,721.8000,0,,0.1208248,-0.8694378,0.0004915,7.5806486,0.0245582,-72.6475502
-SPX 30AKPY4FMU9M6|SPX 31,SPX   160617P02800000,771.0000,771.0000,744.7500,748.5500,0,,0.1562682,-0.9966103,0.0000455,0.1465340,0.0696652,-13.4314000
-SPX 30FJXB50CRKTQ|SPX 31,SPX   161216P02800000,777.8000,777.8000,750.6500,755.2000,0,17,0.2344222,-0.8754691,0.0004278,4.2032848,-0.0675783,-25.0065368
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+20161216,1225,P,12.9500,14.0500,9.9500,11.9000,0,783,0.3340339,-0.0382134,0.0001215,1.6982736,-0.0766621,-0.8910613
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+20161216,2175,P,222.9000,222.9000,203.4000,206.2500,0,206,0.1303749,-0.6040359,0.0014448,7.8810604,-0.1048367,-13.8048730
+20161216,2525,P,507.6000,507.6000,480.4000,485.1000,0,,0.0994484,-0.9709857,0.0003253,1.3536882,0.0481387,-23.9823052
+20161216,2550,P,531.8500,531.8500,504.5500,509.3500,0,,0.1003838,-0.9759197,0.0002758,1.1584400,0.0516429,-24.3214189
+20161216,2800,P,777.8000,777.8000,750.6500,755.2000,0,17,0.2344222,-0.8754691,0.0004278,4.2032848,-0.0675783,-25.0065368
+20170120,1725,P,69.3000,69.3000,61.6000,63.2000,0,92,0.2454425,-0.1909500,0.0005175,5.8331907,-0.1694642,-4.9244493
+20170120,1850,P,98.1500,98.1500,88.2500,89.7000,0,415,0.2280445,-0.2653782,0.0006707,7.0243384,-0.1861497,-6.8684036
+20170120,2450,P,437.7500,437.7500,411.8500,415.7500,0,,0.1044499,-0.9230939,0.0006446,3.0920581,0.0212060,-24.4899650
+20170120,2550,P,532.1000,532.1000,505.2000,509.6000,0,,0.1005625,-0.9691639,0.0003230,1.4917295,0.0483706,-26.5278914
+20170616,300,P,0.3750,0.4000,0.3250,0.3500,0,18,0.5643011,-0.0007518,0.0000018,0.0650577,-0.0033449,-0.0281577
+20170616,700,P,2.1000,3.7500,1.4750,2.0500,0,228,0.3921103,-0.0056009,0.0000162,0.4017594,-0.0142037,-0.2015160
+20170616,750,P,3.6750,3.6750,2.6500,3.5000,0,763,0.3969730,-0.0089347,0.0000242,0.6066250,-0.0216813,-0.3248661
+20170616,975,P,9.9000,11.1000,7.0500,9.2000,0,12,0.3550765,-0.0234891,0.0000622,1.3930885,-0.0441901,-0.8538664
+20170616,1550,P,60.5000,60.5000,54.4000,55.8500,0,501,0.2704491,-0.1400122,0.0003277,5.5907883,-0.1304404,-5.1158323
+20170616,1725,P,94.5000,94.5000,86.0000,87.4000,0,609,0.2454746,-0.2118306,0.0004698,7.2756837,-0.1509142,-7.7511093
+20170616,2900,P,878.7000,878.7000,851.7000,856.0000,0,2,0.1158120,-0.9873498,0.0001124,0.8211936,0.0688026,-41.9336798
+20170616,2950,P,927.7000,927.7000,900.6000,905.0500,0,,0.1193518,-0.9888118,0.0000980,0.7382080,0.0708791,-42.7058646
+20170616,3300,P,1271.5500,1271.5500,1244.5500,1248.9000,0,,0.1540328,-0.9901091,0.0000682,0.6630438,0.0791063,-47.8527718
+20171215,1175,P,30.5500,30.5500,27.3500,28.5000,0,11,0.3119575,-0.0607422,0.0001328,3.4928229,-0.0712045,-3.0450064
+20171215,1500,P,72.2000,72.2000,66.3500,67.4000,0,6111,0.2711097,-0.1401088,0.0002829,6.4671284,-0.1115899,-7.0564656
+20171215,1725,P,120.8000,120.8000,111.7000,112.9500,0,1795,0.2463032,-0.2270563,0.0004215,8.7544838,-0.1333196,-11.5074903
+20171215,2050,P,233.6500,233.6500,218.3500,220.1000,0,2141,0.2177865,-0.4049872,0.0006128,11.2552980,-0.1406896,-20.9333879
+20171215,2175,P,295.5500,295.5500,275.5500,278.9000,0,2,0.1412592,-0.5254904,0.0009705,11.5617837,-0.0777832,-25.4725807
+20171215,2300,P,369.3500,369.3500,347.3000,350.3000,0,1,0.1317910,-0.6494106,0.0009684,10.7631144,-0.0539887,-31.9245900
+20171215,2350,P,402.6500,402.6500,379.8500,382.7500,0,250,0.1286517,-0.6972093,0.0009345,10.1393045,-0.0424925,-34.5268268
+20171215,2375,P,419.6500,419.6500,396.8000,399.8500,0,1,0.1269808,-0.7206556,0.0009118,9.7645585,-0.0362304,-35.8240089
+20181221,500,P,5.8000,7.5000,3.5500,5.0000,0,,0.4081407,-0.0081330,0.0000153,0.7945726,-0.0142334,-0.6525862
+20181221,850,P,21.9000,23.0500,19.0500,19.9000,0,,0.3433168,-0.0328259,0.0000598,2.6188366,-0.0387140,-2.6260548
+20181221,875,P,21.6500,23.2000,20.6000,21.5000,0,,0.3390035,-0.0353579,0.0000643,2.7838346,-0.0405718,-2.8267284
+20181221,1050,P,36.6000,38.3000,34.9000,35.7000,0,,0.3154613,-0.0586771,0.0001039,4.1822590,-0.0560383,-4.6967459
+20181221,1300,P,67.8000,69.7500,65.7000,65.8500,0,,0.2855017,-0.1068397,0.0001805,6.5786591,-0.0780517,-8.5719073
+20181221,1350,P,76.1000,77.9500,73.6000,73.7000,0,,0.2811332,-0.1194678,0.0001985,7.1246469,-0.0828113,-9.6058041
+20181221,1525,P,111.3000,113.4000,105.6500,106.0500,0,,0.2622195,-0.1685015,0.0002686,8.9898151,-0.0953793,-13.5809293
+20181221,1950,P,238.0000,242.2500,226.3000,230.6500,2,3,0.2222438,-0.3378726,0.0004603,13.0594785,-0.1074988,-27.5840726
+20181221,2050,P,279.3500,284.2500,273.1000,273.7000,325,325,0.2272899,-0.3857177,0.0004710,13.6644455,-0.1125423,-32.2398016
+20181221,2200,P,351.0000,360.0000,343.5000,346.2500,31,31,0.1459020,-0.5028949,0.0007653,14.2529712,-0.0598557,-38.5327238
+20181221,2325,P,421.1500,427.5500,412.2000,415.2000,0,,0.1390319,-0.5984965,0.0007785,13.8166897,-0.0453172,-46.4998419
+20181221,2450,P,500.4000,508.0000,490.9500,493.6000,0,,0.1321086,-0.6928202,0.0007445,12.5541861,-0.0258106,-54.7053839
+20181221,2525,P,558.2500,561.0500,543.2500,546.0000,0,,0.1296722,-0.7427791,0.0006962,11.5245654,-0.0139875,-59.4273800
+20181221,2750,P,735.2500,737.5000,720.6500,721.8000,0,,0.1208248,-0.8694378,0.0004915,7.5806486,0.0245582,-72.6475502

Data/indexoption/usa/universes/spx/20201230.csv

@@ -1,8 +1,8 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
-SPX 31,SPX,3764.61,3769.99,3764.61,3766.63,59,,,,,,,
-SPX XL80P3GHDZXQ|SPX 31,SPX   210115C03200000,516.0400,516.0400,485.0900,487.5100,13,11755,0.4619231,0.9652723,0.0002447,0.4380682,0.2202171,0.8748013
-SPX XL80P3HB5O6M|SPX 31,SPX   210115C03700000,90.9700,90.9700,40.4000,48.9300,1261,48148,0.2258280,0.4714948,0.0028264,2.4734280,-2.1115168,0.4812076
-SPX XL80P3HH408E|SPX 31,SPX   210115C03800000,28.0600,28.0600,8.5400,10.6000,4198,27854,0.1845647,0.1710696,0.0022125,1.5823794,-1.1973859,0.1768140
-SPX XL80P59H5E6M|SPX 31,SPX   210115C04250000,0.1500,5.3000,0.1000,0.1000,0,6,0.2890618,0.0019303,0.0000342,0.0382723,-0.0509830,0.0020001
-SPX 31KC0UJFONTBI|SPX 31,SPX   210115P03200000,2.0800,4.9000,1.9000,3.5000,1395,31651,0.4619231,-0.0312014,0.0002447,0.4380682,-1.0147179,-0.0338099
-SPX 31KC0UJHC75TA|SPX 31,SPX   210115P04200000,503.8000,503.8000,503.8000,503.8000,1,30,0.2717808,-0.9940544,0.0000446,0.0469646,-1.2866707,-1.1900442
+#expiry,strike,right,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
+,,,3764.61,3769.99,3764.61,3766.63,59,,,,,,,
+20210115,3200,C,516.0400,516.0400,485.0900,487.5100,13,11755,0.4619231,0.9652723,0.0002447,0.4380682,0.2202171,0.8748013
+20210115,3700,C,90.9700,90.9700,40.4000,48.9300,1261,48148,0.2258280,0.4714948,0.0028264,2.4734280,-2.1115168,0.4812076
+20210115,3800,C,28.0600,28.0600,8.5400,10.6000,4198,27854,0.1845647,0.1710696,0.0022125,1.5823794,-1.1973859,0.1768140
+20210115,4250,C,0.1500,5.3000,0.1000,0.1000,0,6,0.2890618,0.0019303,0.0000342,0.0382723,-0.0509830,0.0020001
+20210115,3200,P,2.0800,4.9000,1.9000,3.5000,1395,31651,0.4619231,-0.0312014,0.0002447,0.4380682,-1.0147179,-0.0338099
+20210115,4200,P,503.8000,503.8000,503.8000,503.8000,1,30,0.2717808,-0.9940544,0.0000446,0.0469646,-1.2866707,-1.1900442

Data/indexoption/usa/universes/spx/20201231.csv

@@ -1,8 +1,8 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
-SPX 31,SPX,3764.61,3769.99,3764.61,3766.63,59,,,,,,,
-SPX XL80P3GHDZXQ|SPX 31,SPX   210115C03200000,516.0400,516.0400,485.0900,487.5100,13,11755,0.4619231,0.9652723,0.0002447,0.4380682,0.2202171,0.8748013
-SPX XL80P3HB5O6M|SPX 31,SPX   210115C03700000,90.9700,90.9700,40.4000,48.9300,1261,48148,0.2258280,0.4714948,0.0028264,2.4734280,-2.1115168,0.4812076
-SPX XL80P3HH408E|SPX 31,SPX   210115C03800000,28.0600,28.0600,8.5400,10.6000,4198,27854,0.1845647,0.1710696,0.0022125,1.5823794,-1.1973859,0.1768140
-SPX XL80P59H5E6M|SPX 31,SPX   210115C04250000,0.1500,5.3000,0.1000,0.1000,0,6,0.2890618,0.0019303,0.0000342,0.0382723,-0.0509830,0.0020001
-SPX 31KC0UJFONTBI|SPX 31,SPX   210115P03200000,2.0800,4.9000,1.9000,3.5000,1395,31651,0.4619231,-0.0312014,0.0002447,0.4380682,-1.0147179,-0.0338099
-SPX 31KC0UJHC75TA|SPX 31,SPX   210115P04200000,503.8000,503.8000,503.8000,503.8000,1,30,0.2717808,-0.9940544,0.0000446,0.0469646,-1.2866707,-1.1900442
+#expiry,strike,right,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
+,,,3764.61,3769.99,3764.61,3766.63,59,,,,,,,
+20210115,3200,C,516.0400,516.0400,485.0900,487.5100,13,11755,0.4619231,0.9652723,0.0002447,0.4380682,0.2202171,0.8748013
+20210115,3700,C,90.9700,90.9700,40.4000,48.9300,1261,48148,0.2258280,0.4714948,0.0028264,2.4734280,-2.1115168,0.4812076
+20210115,3800,C,28.0600,28.0600,8.5400,10.6000,4198,27854,0.1845647,0.1710696,0.0022125,1.5823794,-1.1973859,0.1768140
+20210115,4250,C,0.1500,5.3000,0.1000,0.1000,0,6,0.2890618,0.0019303,0.0000342,0.0382723,-0.0509830,0.0020001
+20210115,3200,P,2.0800,4.9000,1.9000,3.5000,1395,31651,0.4619231,-0.0312014,0.0002447,0.4380682,-1.0147179,-0.0338099
+20210115,4200,P,503.8000,503.8000,503.8000,503.8000,1,30,0.2717808,-0.9940544,0.0000446,0.0469646,-1.2866707,-1.1900442

Data/indexoption/usa/universes/spx/20210104.csv

@@ -1,8 +1,8 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
-SPX 31,SPX,3700.65,3700.65,3700.65,3700.65,60,,,,,,,
-SPX XL80P3GHDZXQ|SPX 31,SPX   210115C03200000,518.8800,537.5000,499.9000,530.1800,6,11755,0.4440336,0.9759707,0.0001910,0.2970709,0.5053173,0.8006304
-SPX XL80P3HB5O6M|SPX 31,SPX   210115C03700000,55.6900,71.0000,53.6700,68.4000,1395,48148,0.1400472,0.4506512,0.0047710,2.3402005,-1.1927088,0.4207158
-SPX XL80P3HH408E|SPX 31,SPX   210115C03800000,12.3200,16.5800,10.9000,16.0000,5858,27854,0.2226367,0.2075110,0.0021727,1.6941527,-1.7572896,0.1931222
-SPX XL80P59H5E6M|SPX 31,SPX   210115C04250000,0.1000,30.0000,0.1000,0.1000,0,6,0.3034342,0.0019334,0.0000343,0.0364323,-0.0566342,0.0018100
-SPX 31KC0UJFONTBI|SPX 31,SPX   210115P03200000,3.3000,3.3000,2.1000,2.1100,494,31651,0.4440336,-0.0208426,0.0001910,0.2970709,-0.7300460,-0.0203215
-SPX 31KC0UJHC75TA|SPX 31,SPX   210115P04200000,503.8000,503.8000,503.8000,503.8000,0,30,0.2804501,-0.9947342,0.0000396,0.0389179,-1.2842195,-1.0755510
+#expiry,strike,right,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
+,,,3700.65,3700.65,3700.65,3700.65,60,,,,,,,
+20210115,3200,C,518.8800,537.5000,499.9000,530.1800,6,11755,0.4440336,0.9759707,0.0001910,0.2970709,0.5053173,0.8006304
+20210115,3700,C,55.6900,71.0000,53.6700,68.4000,1395,48148,0.1400472,0.4506512,0.0047710,2.3402005,-1.1927088,0.4207158
+20210115,3800,C,12.3200,16.5800,10.9000,16.0000,5858,27854,0.2226367,0.2075110,0.0021727,1.6941527,-1.7572896,0.1931222
+20210115,4250,C,0.1000,30.0000,0.1000,0.1000,0,6,0.3034342,0.0019334,0.0000343,0.0364323,-0.0566342,0.0018100
+20210115,3200,P,3.3000,3.3000,2.1000,2.1100,494,31651,0.4440336,-0.0208426,0.0001910,0.2970709,-0.7300460,-0.0203215
+20210115,4200,P,503.8000,503.8000,503.8000,503.8000,0,30,0.2804501,-0.9947342,0.0000396,0.0389179,-1.2842195,-1.0755510

Data/indexoption/usa/universes/spx/20210105.csv

@@ -1,8 +1,8 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
-SPX 31,SPX,3764.61,3769.99,3662.71,3700.65,0,,,,,,,
-SPX XL80P3GHDZXQ|SPX 31,SPX   210115C03200000,564.9000,564.9000,564.9000,564.9000,1,11755,0.4680360,0.9769090,0.0001870,0.2739321,0.4443980,0.7156646
-SPX XL80P3HB5O6M|SPX 31,SPX   210115C03700000,49.5400,98.0000,48.4900,81.0000,7897,48148,0.0964105,0.4304591,0.0072778,2.1958149,-0.7333089,0.3611566
-SPX XL80P3HH408E|SPX 31,SPX   210115C03800000,7.7000,25.6000,7.2000,20.2000,7947,27854,0.2742117,0.2460478,0.0020542,1.7628224,-2.5852297,0.2036230
-SPX XL80P59H5E6M|SPX 31,SPX   210115C04250000,0.0500,0.0500,0.0500,0.0500,1,6,0.3327174,0.0027245,0.0000451,0.0469777,-0.0900630,0.0022762
-SPX 31KC0UJFONTBI|SPX 31,SPX   210115P03200000,1.4000,1.4000,0.9200,1.1500,303,31651,0.4680360,-0.0202442,0.0001870,0.2739321,-0.7913937,-0.0176267
-SPX 31KC0UJHC75TA|SPX 31,SPX   210115P04200000,503.8000,503.8000,503.8000,503.8000,0,30,0.2960252,-0.9950705,0.0000398,0.0368377,-1.2915531,-0.9607016
+#expiry,strike,right,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
+,,,3764.61,3769.99,3662.71,3700.65,0,,,,,,,
+20210115,3200,C,564.9000,564.9000,564.9000,564.9000,1,11755,0.4680360,0.9769090,0.0001870,0.2739321,0.4443980,0.7156646
+20210115,3700,C,49.5400,98.0000,48.4900,81.0000,7897,48148,0.0964105,0.4304591,0.0072778,2.1958149,-0.7333089,0.3611566
+20210115,3800,C,7.7000,25.6000,7.2000,20.2000,7947,27854,0.2742117,0.2460478,0.0020542,1.7628224,-2.5852297,0.2036230
+20210115,4250,C,0.0500,0.0500,0.0500,0.0500,1,6,0.3327174,0.0027245,0.0000451,0.0469777,-0.0900630,0.0022762
+20210115,3200,P,1.4000,1.4000,0.9200,1.1500,303,31651,0.4680360,-0.0202442,0.0001870,0.2739321,-0.7913937,-0.0176267
+20210115,4200,P,503.8000,503.8000,503.8000,503.8000,0,30,0.2960252,-0.9950705,0.0000398,0.0368377,-1.2915531,-0.9607016

Data/indexoption/usa/universes/spx/20210106.csv

@@ -1,8 +1,8 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
-SPX 31,SPX,3764.61,3769.99,3662.71,3700.65,0,,,,,,,
-SPX XL80P3GHDZXQ|SPX 31,SPX   210115C03200000,564.9000,564.9000,564.9000,564.9000,0,11755,0.4421905,0.9869766,0.0001201,0.1463419,0.7838892,0.6376057
-SPX XL80P3HB5O6M|SPX 31,SPX   210115C03700000,95.0700,119.3300,95.0700,111.5400,825,48148,0.0203648,0.2147756,0.0273180,1.5333832,0.0534531,0.1601041
-SPX XL80P3HH408E|SPX 31,SPX   210115C03800000,22.0000,39.3000,22.0000,33.9500,5209,27854,0.3660097,0.2970028,0.0018010,1.8168750,-4.1474877,0.2146631
-SPX XL80P59H5E6M|SPX 31,SPX   210115C04250000,0.0500,0.0500,0.0500,0.0500,0,6,0.3407028,0.0019421,0.0000345,0.0324433,-0.0726441,0.0014300
-SPX 31KC0UJFONTBI|SPX 31,SPX   210115P03200000,0.7500,1.0000,0.7500,0.8500,143,31651,0.4421905,-0.0105164,0.0001201,0.1463419,-0.4523311,-0.0080238
-SPX 31KC0UJHC75TA|SPX 31,SPX   210115P04200000,503.8000,503.8000,503.8000,503.8000,0,30,0.3067050,-0.9958564,0.0000328,0.0277665,-1.2851661,-0.8461818
+#expiry,strike,right,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
+,,,3764.61,3769.99,3662.71,3700.65,0,,,,,,,
+20210115,3200,C,564.9000,564.9000,564.9000,564.9000,0,11755,0.4421905,0.9869766,0.0001201,0.1463419,0.7838892,0.6376057
+20210115,3700,C,95.0700,119.3300,95.0700,111.5400,825,48148,0.0203648,0.2147756,0.0273180,1.5333832,0.0534531,0.1601041
+20210115,3800,C,22.0000,39.3000,22.0000,33.9500,5209,27854,0.3660097,0.2970028,0.0018010,1.8168750,-4.1474877,0.2146631
+20210115,4250,C,0.0500,0.0500,0.0500,0.0500,0,6,0.3407028,0.0019421,0.0000345,0.0324433,-0.0726441,0.0014300
+20210115,3200,P,0.7500,1.0000,0.7500,0.8500,143,31651,0.4421905,-0.0105164,0.0001201,0.1463419,-0.4523311,-0.0080238
+20210115,4200,P,503.8000,503.8000,503.8000,503.8000,0,30,0.3067050,-0.9958564,0.0000328,0.0277665,-1.2851661,-0.8461818

Data/indexoption/usa/universes/spx/20210107.csv

@@ -1,8 +1,8 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
-SPX 31,SPX,3764.61,3769.99,3662.71,3700.65,0,,,,,,,
-SPX XL80P3GHDZXQ|SPX 31,SPX   210115C03200000,564.9000,564.9000,564.9000,564.9000,0,11755,0.4405348,0.9914826,0.0000832,0.0873516,0.9264942,0.5537901
-SPX XL80P3HB5O6M|SPX 31,SPX   210115C03700000,126.6000,127.9100,99.1000,124.0000,2269,48148,0.0112206,0.0939952,0.0306332,0.8190282,0.0439789,0.0606122
-SPX XL80P3HH408E|SPX 31,SPX   210115C03800000,40.5900,46.1200,25.1000,40.6000,12314,27854,0.4230661,0.3133939,0.0017161,1.7300008,-5.3622060,0.1951510
-SPX XL80P59H5E6M|SPX 31,SPX   210115C04250000,0.0500,0.0500,0.0500,0.0500,2,6,0.3656949,0.0019460,0.0000347,0.0302156,-0.0844004,0.0012383
-SPX 31KC0UJFONTBI|SPX 31,SPX   210115P03200000,0.5000,0.5700,0.4500,0.4600,370,31651,0.4405348,-0.0063505,0.0000832,0.0873516,-0.3101549,-0.0041764
-SPX 31KC0UJHC75TA|SPX 31,SPX   210115P04200000,503.8000,503.8000,503.8000,503.8000,0,30,0.3291572,-0.9961919,0.0000330,0.0258792,-1.2946909,-0.7312851
+#expiry,strike,right,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
+,,,3764.61,3769.99,3662.71,3700.65,0,,,,,,,
+20210115,3200,C,564.9000,564.9000,564.9000,564.9000,0,11755,0.4405348,0.9914826,0.0000832,0.0873516,0.9264942,0.5537901
+20210115,3700,C,126.6000,127.9100,99.1000,124.0000,2269,48148,0.0112206,0.0939952,0.0306332,0.8190282,0.0439789,0.0606122
+20210115,3800,C,40.5900,46.1200,25.1000,40.6000,12314,27854,0.4230661,0.3133939,0.0017161,1.7300008,-5.3622060,0.1951510
+20210115,4250,C,0.0500,0.0500,0.0500,0.0500,2,6,0.3656949,0.0019460,0.0000347,0.0302156,-0.0844004,0.0012383
+20210115,3200,P,0.5000,0.5700,0.4500,0.4600,370,31651,0.4405348,-0.0063505,0.0000832,0.0873516,-0.3101549,-0.0041764
+20210115,4200,P,503.8000,503.8000,503.8000,503.8000,0,30,0.3291572,-0.9961919,0.0000330,0.0258792,-1.2946909,-0.7312851

Data/indexoption/usa/universes/spx/20210108.csv

@@ -1,8 +1,8 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
-SPX 31,SPX,3764.61,3769.99,3662.71,3700.65,0,,,,,,,
-SPX XL80P3GHDZXQ|SPX 31,SPX   210115C03200000,605.6700,605.6700,601.7800,601.7800,31,11755,0.5874554,0.9939969,0.0000676,0.0500581,0.7949284,0.2932836
-SPX XL80P3HB5O6M|SPX 31,SPX   210115C03700000,102.4300,117.1700,102.4300,114.2000,165,48148,0.0400669,0.4029496,0.0271984,1.3741224,-0.3201275,0.1370797
-SPX XL80P3HH408E|SPX 31,SPX   210115C03800000,26.9000,39.0000,26.9000,27.8300,27298,27854,0.4719319,0.2783378,0.0020029,1.1918704,-8.0146555,0.0923492
-SPX XL80P59H5E6M|SPX 31,SPX   210115C04250000,0.0500,0.0500,0.0500,0.0500,0,6,0.4706538,0.0010861,0.0000217,0.0129034,-0.0889065,0.0003659
-SPX 31KC0UJFONTBI|SPX 31,SPX   210115P03200000,0.3000,0.3200,0.2500,0.3200,522,31651,0.5874554,-0.0048570,0.0000676,0.0500581,-0.4430077,-0.0016868
-SPX 31KC0UJHC75TA|SPX 31,SPX   210115P04200000,503.8000,503.8000,503.8000,503.8000,0,30,0.4494784,-0.9972017,0.0000334,0.0189329,-1.3555075,-0.3865919
+#expiry,strike,right,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
+,,,3764.61,3769.99,3662.71,3700.65,0,,,,,,,
+20210115,3200,C,605.6700,605.6700,601.7800,601.7800,31,11755,0.5874554,0.9939969,0.0000676,0.0500581,0.7949284,0.2932836
+20210115,3700,C,102.4300,117.1700,102.4300,114.2000,165,48148,0.0400669,0.4029496,0.0271984,1.3741224,-0.3201275,0.1370797
+20210115,3800,C,26.9000,39.0000,26.9000,27.8300,27298,27854,0.4719319,0.2783378,0.0020029,1.1918704,-8.0146555,0.0923492
+20210115,4250,C,0.0500,0.0500,0.0500,0.0500,0,6,0.4706538,0.0010861,0.0000217,0.0129034,-0.0889065,0.0003659
+20210115,3200,P,0.3000,0.3200,0.2500,0.3200,522,31651,0.5874554,-0.0048570,0.0000676,0.0500581,-0.4430077,-0.0016868
+20210115,4200,P,503.8000,503.8000,503.8000,503.8000,0,30,0.4494784,-0.9972017,0.0000334,0.0189329,-1.3555075,-0.3865919

Data/indexoption/usa/universes/spx/20210111.csv

@@ -1,8 +1,8 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
-SPX 31,SPX,3764.61,3769.99,3662.71,3700.65,0,,,,,,,
-SPX XL80P3GHDZXQ|SPX 31,SPX   210115C03200000,604.6300,604.6600,604.4500,604.4500,6,11755,0.6480195,0.9966241,0.0000413,0.0237018,0.9104129,0.2066766
-SPX XL80P3HB5O6M|SPX 31,SPX   210115C03700000,108.4500,113.0300,85.9600,99.3800,195,48148,0.0192658,0.3460582,0.0642976,1.0981189,-0.0196341,0.0828777
-SPX XL80P3HH408E|SPX 31,SPX   210115C03800000,27.4000,29.5300,15.9800,22.4600,9325,27854,0.5070817,0.2582686,0.0021411,0.9624415,-10.0003483,0.0604241
-SPX XL80P59H5E6M|SPX 31,SPX   210115C04250000,0.0500,0.0500,0.0500,0.0500,0,6,0.5601792,0.0010883,0.0000218,0.0108376,-0.1270280,0.0002577
-SPX 31KC0UJFONTBI|SPX 31,SPX   210115P03200000,0.2500,0.3000,0.1500,0.1500,430,31651,0.6480195,-0.0025703,0.0000413,0.0237018,-0.3279526,-0.0006259
-SPX 31KC0UJHC75TA|SPX 31,SPX   210115P04200000,503.8000,503.8000,503.8000,503.8000,0,30,0.5348209,-0.9975401,0.0000335,0.0158902,-1.4091731,-0.2716929
+#expiry,strike,right,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
+,,,3764.61,3769.99,3662.71,3700.65,0,,,,,,,
+20210115,3200,C,604.6300,604.6600,604.4500,604.4500,6,11755,0.6480195,0.9966241,0.0000413,0.0237018,0.9104129,0.2066766
+20210115,3700,C,108.4500,113.0300,85.9600,99.3800,195,48148,0.0192658,0.3460582,0.0642976,1.0981189,-0.0196341,0.0828777
+20210115,3800,C,27.4000,29.5300,15.9800,22.4600,9325,27854,0.5070817,0.2582686,0.0021411,0.9624415,-10.0003483,0.0604241
+20210115,4250,C,0.0500,0.0500,0.0500,0.0500,0,6,0.5601792,0.0010883,0.0000218,0.0108376,-0.1270280,0.0002577
+20210115,3200,P,0.2500,0.3000,0.1500,0.1500,430,31651,0.6480195,-0.0025703,0.0000413,0.0237018,-0.3279526,-0.0006259
+20210115,4200,P,503.8000,503.8000,503.8000,503.8000,0,30,0.5348209,-0.9975401,0.0000335,0.0158902,-1.4091731,-0.2716929

Data/indexoption/usa/universes/spx/20210112.csv

@@ -1,8 +1,8 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
-SPX 31,SPX,3764.61,3769.99,3662.71,3700.65,0,,,,,,,
-SPX XL80P3GHDZXQ|SPX 31,SPX   210115C03200000,603.8900,614.3200,603.8900,614.3200,25,11755,0.8398636,0.9973320,0.0000364,0.0156603,0.7541494,0.1193241
-SPX XL80P3HB5O6M|SPX 31,SPX   210115C03700000,98.4500,120.1700,98.4500,120.1700,27,48148,1.2665766,0.5137630,0.0013912,0.9017208,-41.2121168,0.0668275
-SPX XL80P3HH408E|SPX 31,SPX   210115C03800000,18.8000,29.2000,15.0000,23.0000,26437,27854,0.6610997,0.2588705,0.0021640,0.7321359,-17.4147857,0.0349591
-SPX XL80P59H5E6M|SPX 31,SPX   210115C04250000,0.0500,0.0500,0.0500,0.0500,0,6,0.7358206,0.0010913,0.0000219,0.0082545,-0.2212022,0.0001491
-SPX 31KC0UJFONTBI|SPX 31,SPX   210115P03200000,0.0500,0.1000,0.0500,0.0500,68,31651,0.8398636,-0.0022030,0.0000364,0.0156603,-0.4846456,-0.0003095
-SPX 31KC0UJHC75TA|SPX 31,SPX   210115P04200000,503.8000,503.8000,503.8000,503.8000,0,30,0.7023925,-0.9978755,0.0000337,0.0121061,-1.5414636,-0.1567923
+#expiry,strike,right,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
+,,,3764.61,3769.99,3662.71,3700.65,0,,,,,,,
+20210115,3200,C,603.8900,614.3200,603.8900,614.3200,25,11755,0.8398636,0.9973320,0.0000364,0.0156603,0.7541494,0.1193241
+20210115,3700,C,98.4500,120.1700,98.4500,120.1700,27,48148,1.2665766,0.5137630,0.0013912,0.9017208,-41.2121168,0.0668275
+20210115,3800,C,18.8000,29.2000,15.0000,23.0000,26437,27854,0.6610997,0.2588705,0.0021640,0.7321359,-17.4147857,0.0349591
+20210115,4250,C,0.0500,0.0500,0.0500,0.0500,0,6,0.7358206,0.0010913,0.0000219,0.0082545,-0.2212022,0.0001491
+20210115,3200,P,0.0500,0.1000,0.0500,0.0500,68,31651,0.8398636,-0.0022030,0.0000364,0.0156603,-0.4846456,-0.0003095
+20210115,4200,P,503.8000,503.8000,503.8000,503.8000,0,30,0.7023925,-0.9978755,0.0000337,0.0121061,-1.5414636,-0.1567923

Data/indexoption/usa/universes/spx/20210113.csv

@@ -1,8 +1,8 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
-SPX 31,SPX,3814.98,3823.6,3792.86,3795.54,24599,,,,,,,
-SPX XL80P3GHDZXQ|SPX 31,SPX   210115C03200000,603.8900,614.3200,603.8900,614.3200,0,11749,1.8434322,0.9983204,0.0000228,0.0060502,-0.2599933,0.0319034
-SPX XL80P3HB5O6M|SPX 31,SPX   210115C03700000,120.5000,120.7100,100.6700,100.6700,20,48028,0.4372619,0.9672057,0.0013921,0.0875818,-4.0253190,0.0357123
-SPX XL80P3HH408E|SPX 31,SPX   210115C03800000,24.8700,27.3700,10.4500,10.4500,22756,46997,0.2633531,0.4397107,0.0124841,0.4730351,-16.5271413,0.0165674
-SPX XL80P59H5E6M|SPX 31,SPX   210115C04250000,0.0500,0.0500,0.0500,0.0500,0,9,1.1791851,0.0012670,0.0000296,0.0050169,-0.8097181,0.0000475
-SPX 31KC0UJFONTBI|SPX 31,SPX   210115P03200000,0.0500,0.0500,0.0500,0.0500,1716,32508,1.8434322,-0.0015554,0.0000228,0.0060502,-1.5315554,-0.0000600
-SPX 31KC0UJHC75TA|SPX 31,SPX   210115P04200000,503.8000,503.8000,503.8000,503.8000,0,30,1.1053321,-0.9979164,0.0000469,0.0074650,-2.3938388,-0.0418784
+#expiry,strike,right,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
+,,,3814.98,3823.6,3792.86,3795.54,24599,,,,,,,
+20210115,3200,C,603.8900,614.3200,603.8900,614.3200,0,11749,1.8434322,0.9983204,0.0000228,0.0060502,-0.2599933,0.0319034
+20210115,3700,C,120.5000,120.7100,100.6700,100.6700,20,48028,0.4372619,0.9672057,0.0013921,0.0875818,-4.0253190,0.0357123
+20210115,3800,C,24.8700,27.3700,10.4500,10.4500,22756,46997,0.2633531,0.4397107,0.0124841,0.4730351,-16.5271413,0.0165674
+20210115,4250,C,0.0500,0.0500,0.0500,0.0500,0,9,1.1791851,0.0012670,0.0000296,0.0050169,-0.8097181,0.0000475
+20210115,3200,P,0.0500,0.0500,0.0500,0.0500,1716,32508,1.8434322,-0.0015554,0.0000228,0.0060502,-1.5315554,-0.0000600
+20210115,4200,P,503.8000,503.8000,503.8000,503.8000,0,30,1.1053321,-0.9979164,0.0000469,0.0074650,-2.3938388,-0.0418784

Data/indexoption/usa/universes/spx/20210114.csv

@@ -1,8 +1,8 @@
-#symbol_id,symbol_value,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
-SPX 31,SPX,3795.54,3795.54,3795.54,3795.54,60,,,,,,,
-SPX XL80P3GHDZXQ|SPX 31,SPX   210115C03200000,603.8900,614.3200,603.8900,614.3200,0,11749,0,0,0,0,0,0
-SPX XL80P3HB5O6M|SPX 31,SPX   210115C03700000,120.5000,120.7100,100.6700,100.6700,0,48028,0,0,0,0,0,0
-SPX XL80P3HH408E|SPX 31,SPX   210115C03800000,24.8700,27.3700,10.4500,10.4500,0,46997,0,0,0,0,0,0
-SPX XL80P59H5E6M|SPX 31,SPX   210115C04250000,0.0500,0.0500,0.0500,0.0500,0,9,0,0,0,0,0,0
-SPX 31KC0UJFONTBI|SPX 31,SPX   210115P03200000,0.0500,0.0500,0.0500,0.0500,0,32508,0,0,0,0,0,0
-SPX 31KC0UJHC75TA|SPX 31,SPX   210115P04200000,503.8000,503.8000,503.8000,503.8000,0,30,0,0,0,0,0,0
+#expiry,strike,right,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho
+,,,3795.54,3795.54,3795.54,3795.54,60,,,,,,,
+20210115,3200,C,603.8900,614.3200,603.8900,614.3200,0,11749,0,0,0,0,0,0
+20210115,3700,C,120.5000,120.7100,100.6700,100.6700,0,48028,0,0,0,0,0,0
+20210115,3800,C,24.8700,27.3700,10.4500,10.4500,0,46997,0,0,0,0,0,0
+20210115,4250,C,0.0500,0.0500,0.0500,0.0500,0,9,0,0,0,0,0,0
+20210115,3200,P,0.0500,0.0500,0.0500,0.0500,0,32508,0,0,0,0,0,0
+20210115,4200,P,503.8000,503.8000,503.8000,503.8000,0,30,0,0,0,0,0,0