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Derivative Data and Short Interest Data
China Futures Guide
The China Futures Guide dataset provides comprehensive intraday transaction data for all securities listed on the major Chinese futures exchanges, capturing high-quality tick information from China’s futures markets.
Data is structured around time-series snapshots taken twice per second with detailed fields including precise China Standard Time timestamps, last trade prices, average prices, cumulative volume and RMB amounts, open interest, and top-of-book bid and ask prices and volumes. Records are delivered in compressed plain-text CSV format and can be accessed via online feeds or secure SFTP, with one file per symbol per trading day.
This dataset supports quantitative trading, backtesting, machine learning, and other advanced analytic applications that require granular intraday futures market data. All timestamps are aligned to China Standard Time to ensure consistency for time-series analysis of Chinese futures intraday transaction activity.
Corporate Actions US Options
Corporate Actions US Options provides institutional users with a structured dataset that tracks confirmed corporate action events affecting U.S. options, including adjustments to option symbols and strike-level details that impact risk and position management. It includes multiple related files such as the pending corporate actions file for upcoming confirmed events, a Symbol ChangeOp file recording changes to option symbols, a Symbol ChangeEq file for underlying symbol changes, and Issue Deliverable files showing current deliverable values for all option symbols.
The dataset is delivered as text files via SFTP and is updated on a daily basis as part of a regular end-of-day delivery cycle. Corporate Actions US Options is designed to support operational workflows where timely, accurate updates to option contract attributes are essential for risk systems and reference databases. The content covers North American U.S. options corporate events with versions tailored to align with common industry reference data models.
DerivActions
SQX’s DerivActions delivers standardized, machine-readable corporate actions information that links equity derivatives contracts to underlying corporate events. It reports detailed adjustment notices and, where available, includes direct references to the original exchange notices, helping operational and risk teams identify how actions on the underlying equity impact related futures and options contracts.
The dataset includes two feeds: one that lists issuers with affected instruments and another that enumerates the specific derivative series and trading lines tied to impacted equities, with coverage across global derivatives markets. DerivActions is updated daily and can be delivered via API, SFTP, Amazon S3, or online download in common formats such as CSV, TXT, TAB, or XML. Subscribers can opt for the full universe or tailor the feed by exchange, root code, or specific underlying trading line to support corporate actions processing and adjustment workflows.
Derivatives End of Day Pricing
Derivatives End of Day Pricing delivers daily closing price information for exchange-traded futures and options across global markets. The dataset’s pricing fields include high, low, open, close, bid, ask, open interest, number of trades and traded volume, and it supports efficient identification of specific derivative contracts in a comprehensive instrument library. An optional Option Delta feed tracks changes in option pricing relative to underlying stock moves.
Data is available via API, SFTP, Amazon S3 or online download in common formats such as CSV, TAB, TXT and XML, with flexible filters for exchange, portfolio or global views. This end-of-day derivatives pricing service is suitable for institutional workflows that require accurate daily settlement prices for valuation, reporting and analytic processes.
Derivatives Reference Data
SQX Derivatives Reference Data provides daily global reference information for exchange-traded futures and options contracts, enabling institutional data users to consistently identify and describe specific derivative instruments. The dataset covers key static contract attributes across more than 30 fields — including identifiers such as ISIN and FIGI/BBGID, root and OSI symbols, security descriptions, underlying instrument details, contract size, and exercise style — with clear linkage to the underlying asset and primary exchange where traded.
Delivery is available in flexible formats (CSV, TAB, TXT, XML) and via multiple methods including API, Amazon S3, SFTP, and online access to support integration into internal systems. This reference data is structured to support accurate contract identification, validation, and enrichment workflows for trading, risk, and operational systems. Updates are distributed on a daily frequency to reflect current exchange-listed derivative instruments.
Derivatives Trading Hours
The Derivatives Trading Hours dataset provides a daily global schedule of trading, non-trading and settlement times for listed futures and options contracts across major asset classes, including commodity, equity, foreign exchange and interest rate derivatives. It covers more than 60 fields and spans 123 exchanges and trading venues in 42 countries, with detailed timestamps for pre-open, open, close and settlement sessions as well as important contract events such as delivery and non-trading days.
Key components include trading hours, non-trading days, settlement details and contract timing events for both futures and options. Data is available through online access, SFTP or Snowflake and delivered in standard formats such as CSV, XLS and TXT. The dataset is designed to support institutional workflows that require reliable trading calendar and session information for derivatives operations, risk systems, analytics and pricing models.
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