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FieldDownloader/reference_fields/option8_data-fields.csv

65 lines
9.3 KiB

id,description,dataset_id,dataset_name,category_id,category_name,region,delay,universe,type
historical_volatility_10,Close-to-close Historical volatility over 10 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
historical_volatility_120,Close-to-close Historical volatility over 120 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
historical_volatility_150,Close-to-close Historical volatility over 150 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
historical_volatility_180,Close-to-close Historical volatility over 180 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
historical_volatility_20,Close-to-close Historical volatility over 20 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
historical_volatility_30,Close-to-close Historical volatility over 30 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
historical_volatility_60,Close-to-close Historical volatility over 60 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
historical_volatility_90,Close-to-close Historical volatility over 90 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_call_10,At-the-money option-implied volatility for call Option for 10 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_call_1080,At-the-money option-implied volatility for call option for 1080 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_call_120,At-the-money option-implied volatility for call Option for 120 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_call_150,At-the-money option-implied volatility for call Option for 150 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_call_180,At-the-money option-implied volatility for call Option for 180 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_call_20,At-the-money option-implied volatility for call Option for 20 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_call_270,At-the-money option-implied volatility for call Option for 270 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_call_30,At-the-money option-implied volatility for call Option for 30 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_call_360,At-the-money option-implied volatility for call Option for 360 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_call_60,At-the-money option-implied volatility for call Option for 60 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_call_720,At-the-money option-implied volatility for call Option for 720 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_call_90,At-the-money option-implied volatility for call Option for 90 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_10,At-the-money option-implied volatility mean for 10 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_1080,At-the-money option-implied volatility mean for 3 years,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_120,At-the-money option-implied volatility mean for 120 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_150,At-the-money option-implied volatility mean for 150 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_180,At-the-money option-implied volatility mean for 180 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_20,At-the-money option-implied volatility mean for 20 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_270,At-the-money option-implied volatility mean for 270 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_30,At-the-money option-implied volatility mean for 30 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_360,At-the-money option-implied volatility mean for 360 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_60,At-the-money option-implied volatility mean for 60 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_720,At-the-money option-implied volatility mean for 720 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_90,At-the-money option-implied volatility mean for 90 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_skew_10,At-the-money option-implied volatility mean skew for 10 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_skew_1080,At-the-money option-implied volatility mean skew for 3 years,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_skew_120,At-the-money option-implied volatility mean skew for 120 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_skew_150,At-the-money option-implied volatility mean skew for 150 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_skew_180,At-the-money option-implied volatility mean skew for 180 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_skew_20,At-the-money option-implied volatility mean skew for 20 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_skew_270,At-the-money option-implied volatility mean skew for 270 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_skew_30,At-the-money option-implied volatility mean skew for 30 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_skew_360,At-the-money option-implied volatility mean skew for 360 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_skew_60,At-the-money option-implied volatility mean skew for 60 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_skew_720,At-the-money option-implied volatility mean skew for 720 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_mean_skew_90,At-the-money option-implied volatility mean skew for 90 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_put_10,At-the-money option-implied volatility for Put Option for 10 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_put_1080,At-the-money option-implied volatility for Put Option for 3 years,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_put_120,At-the-money option-implied volatility for Put Option for 120 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_put_150,At-the-money option-implied volatility for Put Option for 150 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_put_180,At-the-money option-implied volatility for put option for 180 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_put_20,At-the-money option-implied volatility for Put Option for 20 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_put_270,At-the-money option-implied volatility for Put Option for 270 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_put_30,At-the-money option-implied volatility for Put Option for 30 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_put_360,At-the-money option-implied volatility for Put Option for 360 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_put_60,At-the-money option-implied volatility for Put Option for 60 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_put_720,At-the-money option-implied volatility for Put Option for 720 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
implied_volatility_put_90,At-the-money option-implied volatility for Put Option for 90 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
parkinson_volatility_10,Parkinson model's historical volatility over 2 weeks,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
parkinson_volatility_120,Parkinson model's historical volatility over 120 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
parkinson_volatility_150,Parkinson model's historical volatility over 150 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
parkinson_volatility_180,Parkinson model's historical volatility over 180 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
parkinson_volatility_20,Parkinson model's historical volatility over 20 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
parkinson_volatility_30,Parkinson model's historical volatility over 30 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
parkinson_volatility_60,Parkinson model's historical volatility over 60 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX
parkinson_volatility_90,Parkinson model's historical volatility over 90 days,option8,Volatility Data,option,Option,USA,1,TOP3000,MATRIX