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Data Download

MIAX offers several publicly available data sets for the SPIKES™ Volatility Index.

SPIKES™ Daily Full 100ms Tick Data

The SPIKES™ Daily Full 100ms Tick Data files contain tick-by-tick index price data in CSV format. Each file contains all records for a full trading day and each contains approximately 243,000 records.

Please refer to the following URL pattern to access this data:

https://www.miaxoptions.com/sites/default/files/spikes-data-files/SPIKE_index_price_YYYY-MM-DD.zip

These files are made available daily at approximately 5:15PM EST. Historical files are available dating back to April 26, 2018.

SPIKES™ Daily O/H/L/C Data Sets

The SPIKES™ Daily O/H/L/C data set contains the Open, High, Low and Close price for the SPIKES™ Volatiliy Index. This data can be retrieved via a REST API service call that returns the data in JSON format. The service takes the "from" and "to" date as parameters.

Please refer to the following URL pattern to access this data:

https://www.miaxoptions.com/spikes/statistics/daily?fdate=YYYY-MM-DD&tdate=YYYY-MM-DD

For example:
https://www.miaxoptions.com/spikes/statistics/daily?fdate=2019-01-15&tdate=2019-01-16

Returns the following:

                    [{
                        "BUSINESS_DATE": "2019-01-16",
                        "FIRST_PRICE": 18.27,
                        "HIGH_PRICE": 18.68,
                        "LOW_PRICE": 17.84,
                        "LAST_PRICE": 18.68
                    },{
                        "BUSINESS_DATE": "2019-01-15",
                        "FIRST_PRICE": 18.81,
                        "HIGH_PRICE": 18.84,
                        "LOW_PRICE": 17.81,
                        "LAST_PRICE": 18.42
                    }]
                    

The O/H/L/C values are available daily at approximately 5:15PM EST. Historical data is available dating back to April 26, 2018.