DISTRD
Variable	Definition
SECID	Security ID
RECORD_DATE	Record Date for the Distribution
SEQ_NUM	Sequence Number for Multiple Distributions
EX_DATE	Ex-Distribution Date or Ex-Dividen Date
AMOUNT	Cash Distribution Amount in Dollar
ADJ_FACTOR	Adjustment to the Security's Price
DECLARE_DATE	Declaration Date for the Distribution
PAYMENT_DATE	Payment Date for the Distribution
LINK_SECID	For M&A, the Security ID for the Aquiring company. Or the Spun-Offs.
DISTR_TYPE	Type of Distribution
FREQUENCY	Payment Frequency
CURRENCY	ISO Code of Currency of the Cash Dist.
APPROX_FLAG	1-Amount is Appoximate.
CANCEL_FLAG	1-Distribution was Canceled.
LIQUID_FLAG	1-Distribution Is a Partial or Total Liquidating Distribution.
EXCHGD
Variable	Definition
SECID	Security ID
EFFECT_DATE	Effective Date
SEQ_NUM	Sequence Number for Multiple Exchange Changes
STATUS	Security's Status
EXCHANGE	Exchange Added or Delete
ADD_DEL	*-Exchange Added. Blank-Exchange Was Deleted
EXCH_FLAG	Primary Exchange for the Issue After the Change
HVOLD2019
Variable	Definition
SECID	Security ID
DATE	The Date of this Realized Volatility Calculation
DAYS	The Number of Days Included in the Calculation
VOLATILITY	The Calculated Realized Volatility
IDXDVD (Index_Dividend File)
Variable	Definition
SECID	Security ID
DATE	Date of the Dividend Yield
RATE	Dividend Yield
Index Information File
Variable	Definition
SECID	Security ID
TICKER	Ticker Symbol
CUSIP	CUSIP Number
EXCHANGE_D	Exchange Designator
ISSUE_TYPE	The Type of Security
CLASS	Class Designator
INDEXNAM	Description of the Issuing Company
ISSUE	Description of the Issue
DIV_CONVENTION	Method of Incorporating Dividends Into the Option Calculations
EXERCISE_STYLE	(A)merican, (E)uropean, or ?
AM_SET_FLAG	AM Settlement Flag
Option Information File
Variable	Definition
SECID	Security ID
DIV_CONVENTION	Method of Incorporating Dividends Into the Option Calculations
EXERCISE_STYLE	(A)merican, (E)uropean, or ?
AM_SET_FLAG	AM Settlement Flag
OPPRCD2019
Variable	Definition
SECID	Security ID
DATE	The Date of this Price
SYMBOL	Option Symbol
SYMBOL_FLAG	0=Old option notation 1=New OSI symbol
EXDATE	Expiration Date of the Option
LAST_DATE	Date on Which the Option Last Traded
CP_FLAG	C=Call, P=Put
STRIKE_PRICE	Strike Price of the Option Times 1000
BEST_BID	Highest Closing Bid Across All Exchanges
BEST_OFFER	Lowest Closing Ask Across All Exchanges
VOLUME	Volume
OPEN_INTEREST	Open Interest for the Option
IMPL_VOLATILITY	Implied Volatility of the Option
DELTA	Delta of the Option
GAMMA	Gamma of the Option
VEGA	Vega/Kappa of the Option
THETA	Theta of the Option
OPTIONID	Unique ID for the Option Contract
CFADJ	Cumulative Adjustment Factor
AM_SETTLEMENT	AM Settlement Flag
CONTRACT_SIZE	Contract Size
SS_FLAG	Settlement Flag: 0=Standard, 1=Non-std, E=Non-std Exp. Date
FORWARD_PRICE	Forward Price
EXPIRY_INDICATOR	Expiry Indicator
ROOT	Root of the Option Symbol
SUFFIX	Suffix of the Option Symbol
OPVOLD
Variable	Definition
SECID	Security ID
DATE	Date of this option volume
CP_FLAG	C=Call, P=Put, (Blank)=Total
VOLUME	The total contract volume for(call,put,all)options
OPEN_INTEREST	The total contract open interest for (call,put,all) options
Standard Option Price File
Variable	Definition
SECID	Security ID
DATE	The Date of this Option Price
DAYS	Days to Expiration
FORWARD_PRICE	Calculated Price for the Underlying Security on the Exp. Date
STRIKE_PRICE	Strike Price, Currently Always Equal to Forward Price
PREMIUM	Interpolated Premium for the Option
IMPL_VOLATILITY	Implied Volatility of the Option
DELTA	Delta of the Option
GAMMA	Gamma of the Option
THETA	Theta of the Option
VEGA	Vega/Kappa of the Option
CP_FLAG	C=Call, P=Put
Volatility Surface File
Variable	Definition
SECID	Security ID
DATE	Date
DAYS	Days to Expiration
DELTA	Delta of the Option
IMPL_VOLATILITY	Interpolated Implied Volatility of the Option
IMPL_STRIKE	The Strike Price Corresponding to this Delta
IMPL_PREMIUM	The Premium of a Theoretical Option with this Delta and Implied Volatility
DISPERSION	A Measure of the Accuracy of the Implied Volatility Calculation
CP_FLAG	C=Call, P=Put
Zero_Curve File
Variable	Definition
DATE	Date of this Zero Curve
DAYS	Days to Maturity
RATE	Continuously Compounded Zero-Coupon Interest Rate