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Options on FuturesOptions depth, same schemas as futures

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US Equities PackageTAQ, bars, reference data, analytics
US Options PackageOPRA, greeks, security masters
US Futures PackageCME group, depth, reference data
Options on Futures PackageOptions on futures, same schemas
Multi-Asset PackageEquities, options, and futures combined

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Mean Reversion vs Momentum and How to Identify Regimes

Two behaviors dominate how prices move. In mean reversion a move tends to be given back, so what…

Abhishek Gupta
Abhishek Gupta is a CFA charterholder working on market data pipelines and algorithmic trading system design, focusing on the data-quality problems that underlie quantitative research.

Abhishek Gupta

Sep 10, 2026

·

10 min read

Market, reference, and research data for professionals. Trusted by two US regulators and powering 1,855+ institutions since 2015. Bootstrapped, employee-owned, profitable, and self-funded.

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