Our algorithms keep improving. Your data improves with them.
We are constantly upgrading the methods behind the data. Upgrades are applied to the full history, and you get the updated values as part of your subscription.
What you get
The same workflows, more accurate over time.
When a method improves, we recompute the history with it, so the dates you pull use the same, current method. Your research and tools keep working and become more accurate and reliable. A date you pulled before can return updated numbers.
How you'll know
A dated entry in What's new.
Upgrades to the history are listed in What's new with a History updated tag, saying what they touched. Signed-in users also see the exact symbols and dates.
Upgrades so far
Upgrades to the history, dated.
The last 90 days, from What's new. See them in context →
- Better fits near the money
Selected past snapshots on those symbols. Entry → - Volume and open interest history complete
Option volume and open interest, a few days. Entry → - Improved fitting method, across the full history
The full history. Entry → - One standard for event moves
Event outcome and run-up history. Entry → - Earnings history corrections
One company's event history. Entry → - More robust realized vol
Realized vol for a few stocks. Entry → - Event-adjusted realized vol and vol premium
Implied against realized vol history. Entry → - History follows renamed tickers
History of renamed tickers. Entry → - Improved realized vol calculation
Realized vol and tenor history. Entry → - Dividend corrections
A few stocks, recent days. Entry → - Clean ATM vol, with an error bar
Clean ATM history. Entry → - Historical fit corrections
Flagged days across the history. Entry →