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"within_0_05": 213, "within_1pct_reference": 217, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 0, "exact_pct": 27.4, "median_abs_difference": 0.11, "p95_abs_difference": 1.35, "max_abs_difference": 1.95 }, "open_interest": { "comparable": 500, "exact": 500, "within_0_01": 500, "within_0_05": 500, "within_1pct_reference": 500, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 0, "exact_pct": 100.0, "median_abs_difference": 0.0, "p95_abs_difference": 0.0, "max_abs_difference": 0.0 } } }, { "day": "2023-09-21", "symbol": "AAPL", "label": "interval AAPL 9/21/2023 15:30", "totals": { "sample_rows": 500, "matched": 500, "reference_contracts_not_in_hdn": 0, "hdn_contracts_for_underlying": 1992, "hdn_quote_time_present": 0 }, "paired_quotes": { "two_sided_comparable": 359, "two_sided_exact": 24, "hdn_both_missing": 0, "cboe_both_missing": 0, "hdn_crossed": 0, "cboe_crossed": 0, "hdn_delta_blank": 241 }, "fields": { "bid": { "comparable": 359, "exact": 38, 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"reference_contracts_not_in_hdn": 0, "hdn_contracts_for_underlying": 1992, "hdn_quote_time_present": 0 }, "paired_quotes": { "two_sided_comparable": 358, "two_sided_exact": 358, "hdn_both_missing": 0, "cboe_both_missing": 0, "hdn_crossed": 0, "cboe_crossed": 0, "hdn_delta_blank": 241 }, "fields": { "bid": { "comparable": 358, "exact": 358, "within_0_01": 358, "within_0_05": 358, "within_1pct_reference": 358, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 141, "exact_pct": 100.0, "median_abs_difference": 0.0, "p95_abs_difference": 0.0, "max_abs_difference": 0.0 }, "ask": { "comparable": 499, "exact": 499, "within_0_01": 499, "within_0_05": 499, "within_1pct_reference": 499, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 0, "exact_pct": 100.0, "median_abs_difference": 0.0, "p95_abs_difference": 0.0, "max_abs_difference": 0.0 }, "open_interest": { "comparable": 499, "exact": 499, "within_0_01": 499, "within_0_05": 499, "within_1pct_reference": 499, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 0, "exact_pct": 100.0, "median_abs_difference": 0.0, "p95_abs_difference": 0.0, "max_abs_difference": 0.0 } } }, { "day": "2023-09-21", "symbol": "SPX", "label": "interval ^SPX 9/21/2023 10:30", "totals": { "sample_rows": 3072, "matched": 3072, "reference_contracts_not_in_hdn": 0, "hdn_contracts_for_underlying": 20030, "hdn_quote_time_present": 0 }, "paired_quotes": { "two_sided_comparable": 2961, "two_sided_exact": 33, "hdn_both_missing": 0, "cboe_both_missing": 0, "hdn_crossed": 0, "cboe_crossed": 0, "hdn_delta_blank": 355 }, "fields": { "bid": { "comparable": 2961, "exact": 48, "within_0_01": 48, "within_0_05": 116, "within_1pct_reference": 57, "hdn_unavailable": 6, "cboe_unavailable": 5, "both_unavailable": 100, "exact_pct": 1.6210739614994933, "median_abs_difference": 18.4, "p95_abs_difference": 40.2, "max_abs_difference": 41.2 }, "ask": { "comparable": 3072, "exact": 142, "within_0_01": 142, "within_0_05": 234, 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"within_0_01": 53, "within_0_05": 129, "within_1pct_reference": 131, "hdn_unavailable": 6, "cboe_unavailable": 5, "both_unavailable": 100, "exact_pct": 1.789935832489024, "median_abs_difference": 13.6, "p95_abs_difference": 25.2, "max_abs_difference": 31.8 }, "ask": { "comparable": 3072, "exact": 143, "within_0_01": 143, "within_0_05": 234, "within_1pct_reference": 195, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 0, "exact_pct": 4.654947916666667, "median_abs_difference": 12.6, "p95_abs_difference": 29.2, "max_abs_difference": 30.1 }, "open_interest": { "comparable": 3072, "exact": 3072, "within_0_01": 3072, "within_0_05": 3072, "within_1pct_reference": 3072, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 0, "exact_pct": 100.0, "median_abs_difference": 0.0, "p95_abs_difference": 0.0, "max_abs_difference": 0.0 } } }, { "day": "2023-09-21", "symbol": "SPX", "label": "interval ^SPX 9/21/2023 12:30", "totals": { "sample_rows": 3072, "matched": 3072, "reference_contracts_not_in_hdn": 0, "hdn_contracts_for_underlying": 20030, "hdn_quote_time_present": 0 }, "paired_quotes": { "two_sided_comparable": 2965, "two_sided_exact": 36, "hdn_both_missing": 0, "cboe_both_missing": 0, "hdn_crossed": 0, "cboe_crossed": 0, "hdn_delta_blank": 355 }, "fields": { "bid": { "comparable": 2965, "exact": 63, "within_0_01": 63, "within_0_05": 134, "within_1pct_reference": 143, "hdn_unavailable": 7, "cboe_unavailable": 1, "both_unavailable": 99, "exact_pct": 2.124789207419899, "median_abs_difference": 13.3, "p95_abs_difference": 24.8, "max_abs_difference": 31.4 }, "ask": { "comparable": 3072, "exact": 137, "within_0_01": 137, "within_0_05": 250, "within_1pct_reference": 216, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 0, "exact_pct": 4.459635416666667, "median_abs_difference": 12.4, "p95_abs_difference": 24.8, "max_abs_difference": 29.0 }, "open_interest": { "comparable": 3072, "exact": 3072, "within_0_01": 3072, "within_0_05": 3072, "within_1pct_reference": 3072, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 0, "exact_pct": 100.0, "median_abs_difference": 0.0, "p95_abs_difference": 0.0, "max_abs_difference": 0.0 } } }, { "day": "2023-09-21", "symbol": "SPX", "label": "interval ^SPX 9/21/2023 13:30", "totals": { "sample_rows": 3071, "matched": 3071, "reference_contracts_not_in_hdn": 0, "hdn_contracts_for_underlying": 20030, "hdn_quote_time_present": 0 }, "paired_quotes": { "two_sided_comparable": 2962, "two_sided_exact": 34, "hdn_both_missing": 0, "cboe_both_missing": 0, "hdn_crossed": 0, "cboe_crossed": 0, "hdn_delta_blank": 355 }, "fields": { "bid": { "comparable": 2962, "exact": 52, "within_0_01": 52, "within_0_05": 110, "within_1pct_reference": 80, "hdn_unavailable": 8, "cboe_unavailable": 3, "both_unavailable": 98, "exact_pct": 1.7555705604321405, "median_abs_difference": 17.8, "p95_abs_difference": 35.0, "max_abs_difference": 39.4 }, "ask": { "comparable": 3071, "exact": 134, "within_0_01": 134, "within_0_05": 226, "within_1pct_reference": 171, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 0, "exact_pct": 4.363399544122435, "median_abs_difference": 16.6, "p95_abs_difference": 33.7, "max_abs_difference": 38.1 }, "open_interest": { "comparable": 3071, "exact": 3071, "within_0_01": 3071, "within_0_05": 3071, "within_1pct_reference": 3071, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 0, "exact_pct": 100.0, "median_abs_difference": 0.0, "p95_abs_difference": 0.0, "max_abs_difference": 0.0 } } }, { "day": "2023-09-21", "symbol": "SPX", "label": "interval ^SPX 9/21/2023 14:30", "totals": { "sample_rows": 3071, "matched": 3071, "reference_contracts_not_in_hdn": 0, "hdn_contracts_for_underlying": 20030, "hdn_quote_time_present": 0 }, "paired_quotes": { "two_sided_comparable": 2964, "two_sided_exact": 33, "hdn_both_missing": 0, "cboe_both_missing": 0, "hdn_crossed": 0, "cboe_crossed": 0, "hdn_delta_blank": 355 }, "fields": { "bid": { "comparable": 2964, "exact": 51, "within_0_01": 51, "within_0_05": 124, "within_1pct_reference": 173, "hdn_unavailable": 5, "cboe_unavailable": 1, "both_unavailable": 101, "exact_pct": 1.7206477732793521, "median_abs_difference": 10.8, "p95_abs_difference": 23.8, "max_abs_difference": 27.0 }, "ask": { "comparable": 3071, "exact": 151, "within_0_01": 151, "within_0_05": 244, "within_1pct_reference": 233, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 0, "exact_pct": 4.916965157929013, "median_abs_difference": 10.2, "p95_abs_difference": 24.7, "max_abs_difference": 30.3 }, "open_interest": { "comparable": 3071, "exact": 3071, "within_0_01": 3071, "within_0_05": 3071, "within_1pct_reference": 3071, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 0, "exact_pct": 100.0, "median_abs_difference": 0.0, "p95_abs_difference": 0.0, "max_abs_difference": 0.0 } } }, { "day": "2023-09-21", "symbol": "SPX", "label": "interval ^SPX 9/21/2023 15:30", "totals": { "sample_rows": 3071, "matched": 3071, "reference_contracts_not_in_hdn": 0, "hdn_contracts_for_underlying": 20030, "hdn_quote_time_present": 0 }, "paired_quotes": { "two_sided_comparable": 2963, "two_sided_exact": 51, "hdn_both_missing": 0, "cboe_both_missing": 0, "hdn_crossed": 0, "cboe_crossed": 0, "hdn_delta_blank": 355 }, "fields": { "bid": { "comparable": 2963, "exact": 80, "within_0_01": 80, "within_0_05": 186, "within_1pct_reference": 622, "hdn_unavailable": 7, "cboe_unavailable": 2, "both_unavailable": 99, "exact_pct": 2.6999662504218698, "median_abs_difference": 3.9, "p95_abs_difference": 10.5, "max_abs_difference": 15.0 }, "ask": { "comparable": 3071, "exact": 192, "within_0_01": 192, "within_0_05": 310, "within_1pct_reference": 608, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 0, "exact_pct": 6.2520351676978185, "median_abs_difference": 4.2, "p95_abs_difference": 10.9, "max_abs_difference": 13.3 }, "open_interest": { "comparable": 3071, "exact": 3071, "within_0_01": 3071, "within_0_05": 3071, "within_1pct_reference": 3071, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 0, "exact_pct": 100.0, "median_abs_difference": 0.0, "p95_abs_difference": 0.0, "max_abs_difference": 0.0 } } }, { "day": "2023-09-21", "symbol": "SPX", "label": "interval ^SPX 9/21/2023 16:15", "totals": { "sample_rows": 3071, "matched": 3071, "reference_contracts_not_in_hdn": 0, "hdn_contracts_for_underlying": 20030, "hdn_quote_time_present": 0 }, "paired_quotes": { "two_sided_comparable": 2958, "two_sided_exact": 59, "hdn_both_missing": 0, "cboe_both_missing": 0, "hdn_crossed": 0, "cboe_crossed": 0, "hdn_delta_blank": 355 }, "fields": { "bid": { "comparable": 2958, "exact": 246, "within_0_01": 246, "within_0_05": 372, "within_1pct_reference": 2004, "hdn_unavailable": 0, "cboe_unavailable": 7, "both_unavailable": 106, "exact_pct": 8.316430020283976, "median_abs_difference": 0.7, "p95_abs_difference": 3.8, "max_abs_difference": 5.8 }, "ask": { "comparable": 3071, "exact": 244, "within_0_01": 244, "within_0_05": 356, "within_1pct_reference": 1834, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 0, "exact_pct": 7.945294692282644, "median_abs_difference": 0.9, "p95_abs_difference": 5.1, "max_abs_difference": 7.4 }, "open_interest": { "comparable": 3071, "exact": 3071, "within_0_01": 3071, "within_0_05": 3071, "within_1pct_reference": 3071, "hdn_unavailable": 0, "cboe_unavailable": 0, "both_unavailable": 0, "exact_pct": 100.0, "median_abs_difference": 0.0, "p95_abs_difference": 0.0, "max_abs_difference": 0.0 } } } ], "method": { "price_zero": "unavailable, never included as a positive matched price", "integer_zero": "valid for volume and open interest", "exact": "Decimal equality, no rounding tolerance", "within_0_01": "absolute difference <= USD 0.01; descriptive only", "quote_time": "HDN historical quote_time is not reconstructed; quote agreement is not synchronized accuracy", "greeks": "not rated: reference EOD Greeks at 15:45, different model and timestamps", "partial_sample": "Cboe README states demonstration subset; HDN-only contracts not treated as errors", "variant_selection": "historical file selected by product meaning, not best agreement; other version checked separately" }, "report_context": { "report_id": "HDN-CBOE-SAMPLE-20261022", "author": "HistoricalData.net", "independent_audit": false, "sampling": "Two historical dates; nonrandom demonstration samples", "quote_agreement": "Numerical file agreement only; HDN historical quote timestamps unavailable", "interval_records": "Repeated snapshots, not distinct contracts; intraday versus daily comparisons are diagnostic", "unvalidated": [ "IV", "Greeks", "quote sizes", "underlying prices", "archive-wide accuracy" ], "price_unit": "USD", "count_unit": "option contracts", "claims_and_limits": "claims.json", "version": "1.3", "dateModified": "2026-10-22T03:48:25Z" } }