For the minute by minute bars data, columns are:
“symbol”, “timestamp”, “open”, “high”, “low”, “close”, “volume”, “vwap”, “trade_count”, “spy_close”, “iv”, “delta”, “gamma”, “theta”, “vega”, “rho”
For tick_by_tick (all individual trades executed) columns are:
“symbol”, “timestamp”, “price”, “size”, “exchange”, “conditions”, “spy_close”, “iv”, “delta”, “gamma”, “theta”, “vega”, “rho”
It goes back a few years, depending on the ticker.
submitted by /u/Trashlify
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