SPIKES® Data Download

MIAX® offers several data sets for the SPIKES Index.

SPIKES Index Daily Full 100ms Tick Data

The SPIKES Index 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.miaxglobal.com/sites/default/files/spikes-data-files/SPIKE_index_price_YYYY-MM-DD.zip

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

SPIKES Synthetic Futures Daily Full 100ms Tick Data

The SPIKES Synthetic Futures Daily Full 100ms Tick Data files contain tick-by-tick synthetic futures price data in CSV format. Each file contains all records for a full trading day and each contains approximately 243,000 records per expiration term.

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

https://www.miaxglobal.com/sites/default/files/spikes-data-files/SPIKE_synthetic_futures_price_YYYY-MM-DD.zip

These files are made available daily at approximately 5:15PM ET. Historical files are available dating back to April 11, 2019.

SPIKES Index 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 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.miaxglobal.com/spikes/statistics/daily?fdate=YYYY-MM-DD&tdate=YYYY-MM-DD

For example:

https://www.miaxglobal.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 ET. Historical data is available dating back to April 26, 2018.