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We publish two anonymized CSV files for every trading day at data.novig.com:
  • Trades records every executed trade.
  • Markets snapshots every market, with its open interest, volume, and OHLC (open, high, low, and close prices).
Each file covers one day, from midnight to midnight Eastern. Each day publishes early the next morning, around 5 a.m. Eastern. If a day’s trades fail validation, we withhold its trades file rather than publish it incomplete. Its markets file still publishes.

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The manifest lists dates per file

The two files publish independently, so a day whose trades are withheld still gets its market snapshot. That’s why the manifest, index.json, lists each file’s dates separately:
index.json
dates lists the days that have Trades. marketDates lists the days that have Markets. Manifests published before the Markets file existed have no marketDates. Read a missing marketDates as an empty list.

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Anonymity

Rows identify no trader, wallet, or order. COMBO contract identifiers are unique per trade by design, so you can’t link positions across trades.

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Columns and corrections

We may add columns over time, so read the header row rather than assuming column positions. Files for past dates don’t change once published. The exception is an announced correction, which republishes the affected date in place.