# Coverage

## What exists, today

| tier | underlyings | from | to | fields |
|---|---|---|---|---|
| Deep mirror | 8 (SPY, QQQ, NVDA, AVGO, GS, JPM, LLY, ORCL) | 2008-01-02 (QQQ 2011-03-23) | Dec 2025 | full: bid/ask/sizes, volume, OI, IV, greeks, underlying |
| Broad mirror | ~1.5 k per session, incl. delisted | 2020-01-06 | yesterday | bid, ask, IV, greeks only |
| Live capture | any listed root | current session | now | full, delayed ~15 min |

Deep tier, measured:

| symbol | from | to | rows |
|---|---|---|---|
| SPY | 2008-01-02 | 2025-12-12 | 24,681,665 |
| QQQ | 2011-03-23 | 2025-12-15 | 15,345,882 |
| NVDA | 2008-01-02 | 2025-12-16 | 7,955,698 |
| AVGO | 2009-08-24 | 2025-12-17 | 5,032,504 |
| GS | 2008-01-02 | 2025-12-19 | 5,299,447 |
| JPM | 2008-01-02 | 2025-12-17 | 3,918,473 |
| LLY | 2008-01-02 | 2025-12-17 | 4,436,597 |
| ORCL | 2008-01-02 | 2025-12-17 | 3,186,286 |

## The honest gaps

1. **January 2007 is not in either free mirror.** The earliest row anywhere is
   2008-01-02. A licensed top-up (Cboe DataShop or an OPRA reseller) back to
   2007-01-03 is available on request and takes 5–10 business days; it is
   quoted separately because it carries a vendor fee.
2. **The deep mirror stops in December 2025.** Eleven months of full-field
   history do not exist yet and must be topped up from the broad mirror (bid,
   ask, IV, greeks; no volume/OI) or the licensed feed.
3. **Only eight names have full fields.** The requested ETF set is partially
   met: SPY and QQQ are deep, `XLK XLF XLE XLV KRE` and other sector ETFs are in
   the broad tier, but **IWM, SMH and IGV are absent entirely**. So are index
   roots (SPX, SPXW, VIX, RUT) — broad mirror holds equities and a subset of
   ETFs.
4. **The broad tier is 2020+, not 2007+**, and its universe is a fixed ~1.5 k
   list, not the full OPRA tape — roughly the large/mid-cap slice you asked for
   as a floor, not the 5,000-name universe.
5. **No delisted names in the deep tier.** They exist in the broad tier only
   (see below), so survivorship-free *full-field* history is limited to names
   still listed today.

Fixing 1–3 means buying the licensed feed; fixing 4 means widening the mirror.
Both are order-time decisions, not promises in this document.

## Survivorship

The broad mirror keeps names after they stop trading. Paged census: **1,573
symbols on 2020-03-16; 1,521 on 2026-10-30.** Probing the 2020 list against two
recent sessions, **1,027 (65.3%) still quote and 546 (34.7%) no longer do** —
those 546 rows are real pre-delisting history and remain queryable after the
symbol disappears from the live tape. Examples: `AAWW` (Atlas Air, taken
private), `ABMD`, `AGN` (Allergan), `ALXN` (Alexion), `AJRD` (Aerojet),
`AKRX`, `ANTM` (Antam, acquired by UnitedHealth 2022), `AMED`.

The 2026 sessions are only partially loaded upstream, so the "no longer" bucket
is an upper bound on true delistings — a few names in it (e.g. ABT) still trade
and simply are missing from that day's file. `catalog/universe.json` records the
probe sessions so the direction of the error is known.

There is no re-listing marker and no permanent security id, so a name that
changes ticker is two symbols to you. That is a limitation of a free mirror; a
paid feed supplies the identifier map.

## Session timestamps

Deep and broad rows are end-of-day marks stamped `16:00:00` ET. The live
capture uses the feed's own timestamp. There is no 15:45 variant in the free
history; see `FIELDS.md`.

## Options, in one line

- Deep full-field history: 8 names, 2008 → 2025-12.
- Broad bid/ask/IV/greeks: ~1.5 k names including delisted, 2020 → yesterday.
- 2007 and the missing ETFs: licensed top-up, on request.