Follow the same event across options, liquidity, perpetual futures, volatility, and macro markets. Intraday detail and daily context, organized for research.
Cross-asset
All Intraday & Daily Data
A focused collection for event studies, strategy testing, and financial model evaluation.
Built around research questions, rather than a list of every tradable symbol.
01
Options & positioning
0DTE volatility & gamma exposure
Short-dated option observations, volatility shocks, strike-level gamma measures, and event windows around the trading session.
IntradayExpiry-alignedGreeks
02
Equities & market structure
Micro-cap liquidity dislocations
Order-book depth, spread changes, cancellation bursts, and liquidity recovery features for studying unstable trading conditions.
Order-book featuresLiquidity events
03
Digital assets
Perpetual funding & liquidation cascades
Funding rates, open interest, cross-exchange divergences, and liquidation-event features aligned with market stress.
FundingOpen interestLiquidations
04
Volatility & futures
VIX term structure & futures regimes
Contract-maturity observations, curve shape, roll transitions, and daily regime context for volatility-sensitive strategies.
Term structureRoll windows
05
Macro & connected markets
Policy surprises & cross-asset reactions
FOMC and CPI event references, surprise measures, and aligned asset-return windows for comparing market responses.
Event alignmentIntraday + daily
Structure you can work with
Module-level field definitions, common timestamps, event identifiers, and source-context notes. Review the specification before confirming the date range, symbols, and usage rights.
Before you buy
Know the scope. Then build the test.
How does this differ from an all-symbol archive?
This package is organized around five event-research modules, including 0DTE options, liquidity dislocations, and liquidation cascades. Instrument coverage and date ranges are defined separately for each research module.
What does the $2,400 price cover?
The displayed price is for this single Cross-asset package. Final coverage, permitted use, and delivery terms are confirmed against your research request before an order is accepted.
Can I inspect the structure first?
Yes. Download the package specification to review module descriptions, proposed fields, and format options. The specification contains no underlying market records.
How do I proceed after adding it to cart?
Open your cart, describe your project, and download the research brief. This version prepares a request file; a payment checkout has not been connected.