Two anonymized files for every trading day. Trade Data records
every executed trade; Market Data snapshots every instrument’s
open interest, volume and price range.
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Documentation
File layout, column reference and usage guide: docs.novig.com.
Trade Data has one row per side of every executed trade.
Market Data has one row per instrument, whether or not it traded that day.
Combination trades appear in Trade Data, and in Market Data only on the day they execute.