Every contract on every US equity options exchange.
Full lifecycle tracking from listing to expiry. The full OPRA feed captured losslessly: 60+ field minute bars, contract security masters, open interest, and Global Trading Hours.
Lossless OPRA capture · Trusted by two US regulators, bulge bracket banks, and top funds
US Options TAQ Minute Bar
SPY 450C 2025-03-21
OPRA
Open
High
Low
Close
VWAP
Volume
TradeCount
UnderlyingPrice
BidPrice
AskPrice
Spread
+49 more
09:30
12.45
12.92
12.12
12.78
4,832
09:31
12.78
13.01
12.65
12.89
3,441
09:32
12.90
13.15
12.82
13.08
2,218
ArdaDB Query
SELECT * FROM USOptionsMarketData.TradeAndQuoteMinuteBar
WHERE Ticker = ‘SPY’ AND ExpirationDate = ‘2025-03-21’
1,075,460 rows
714ms
US Options Data (OPRA)
Market data, reference data, and daily analytics. Every contract, every exchange, every expiration.
Trade and quote ticks with NBBO, 60+ field minute bars, daily summaries, open interest, and Global Trading Hours. Lossless capture since 2014.
US Options Continuous Trade and Quote Minute Bar
Production · algoseek
CSV
US Options Trade and Top of Book Quote
Production · algoseek
CSV
US Options Trade and Quote Minute Bar
Production · algoseek
CSVSQL
US Options Trade and NBBO Quote
Production · algoseek
CSVSQL
US Options Daily Analytics
Production · algoseek
CSVSQL
US Options Trade Only
Production · algoseek
CSVSQL
US OPRA Options Contracts Security Master
Production · algoseek
CSVSQL
US Options Security Master
Production · algoseek
CSVSQL
US Options Trade and Quote Daily Bar
Production · algoseek
CSV
US Options Trade Only Minute Bar
Production · algoseek
CSVSQL
US Options Open Interest
Production · algoseek
CSVSQL
OCC Equities Special Settlements
Production · algoseek
CSVSQL
OCC Listed Options Daily
Production · algoseek
CSVSQL
US Options GTH Trade Only
Production · algoseek
CSV
US Options Trade and Quote GTH
Production · algoseek
CSV
Data partner or data vendor
What separates the data partner from the data vendor
Most vendors sample or compress the OPRA feed before you ever see it. The question is whether your research survives the first corporate event on an underlying.
algoseek
Owns the outcome
Data partner
60+ field minute bars from trades and quotes
Quote-derived analytics at minute resolution, not trade-only OHLCV.
Contract-level options security master, built in-house
Every contract mapped through expiration, strike changes, and corporate actions.
Historical data is the direct capture of the real-time feed
What you receive streaming is exactly what appears in the historical record the next day.
Lossless OPRA capture since 2014, including expired contracts
Roughly 30 terabytes a day, captured in full.
Chosen by two US regulators after full due diligence
So did bulge bracket banks and top funds.
Core team from the trading side
When you call, you reach someone at your level.
Global Trading Hours captured with the same quality as regular sessions
SPX, VIX, and XSP sessions: same normalization, same archive.
The data vendor
Sells you a feed
Standard OHLCV bars from trades only
No options security master, or a partial one
Backtest data and live feed are different products
Sampled or compressed OPRA, expired contracts removed
Marketing claims about data quality
Support reads from a troubleshooting script
GTH sessions missing or treated as afterthought
Access and Delivery
One pipeline writes the archive and streams the live feed. The data is identical.
Full OPRA history from 2014, written from the same Mercury feeds that stream to real-time clients. Same source, same schema, same normalization.
Mercury Ticker Plant
Sandbox
ArdaDB SQL
S3 / Download
RESTful API
Streaming
Same feed handler · Same schema · Same normalization
algoseek Sandbox
Run SQL or Python against real options datasets. Up to a year of data, no credit card required.
ArdaDB Cloud SQL
Subsecond SQL queries across the full historical archive, queryable from a browser. No downloads, no local infrastructure.
AWS S3, SFTP, and Direct Download
Compressed CSV and Apache Parquet. Daily automated updates. Store it in the cloud, in a data center, or on your own laptops.
RESTful API
Programmatic access via the algoseek Python library or direct HTTP. Same data, same schema.
Real-Time Streaming
Direct multicast exchange feeds via the Mercury ticker plant: microsecond latency, regional redundancy, 4-way arbitration. Real-time or 15-minute delayed over TCP/IP, to co-location, cloud, or the internet.
Use Cases
Volatility surfaces, strategy backtesting, and execution analysis on the same pipeline
TAQ Minute Bar + Open Interest + Security Master
The 60+ field minute bar, open interest, and a security master that tracks every option through corporate events. Build vol surfaces and skew analytics on a lossless OPRA archive since 2014.
60+ field minute bar
Open interest history
Contract lifecycle tracking
TAQ Minute Bar + Open Interest + ArdaDB
Full trade and quote history since 2014, with every expired contract preserved for survivorship-bias-free testing. The same data from research to production.
60+ field minute bar
Expired contracts preserved
Backtest to live
Tick TAQ + NBBO + GTH Sessions
Nanosecond ticks with NBBO and top-of-book quotes across every US options exchange, for TCA, best execution, and surveillance. GTH sessions captured at the same quality.
Nanosecond tick data
NBBO quotes
GTH coverage
Options + Equities + ASID + ArdaDB
Equity and options research on one pipeline, cross-referenced via ASID. Consistent schemas, one query engine, no ingestion changes between asset classes.
Options-equity cross-reference
ASID linkage
One pipeline
Full lifecycle on one pipeline
Historical research, out-of-sample testing, paper trading, and live trading on the same datasets in the same format. One vendor, one schema, one security master from backtest to execution.
Same data, backtest to live
Delayed and real-time feeds
Contract security master
Bulk Download + Security Master + ArdaDB
Consistent schemas, CSV or Parquet via S3, daily automated updates. algoseek works closely with fintechs on OPRA licensing to minimize redistribution costs.
CSV and Parquet via S3
Exchange licensing expertise
Consistent OPRA schemas
Questions teams ask before switching
-
What is the 60+ field minute bar?
Over 60 analytical fields per bar derived from both trades and quotes. OHLC based on trade and quote events, underlying asset data, statistical measures, and volume analytics. The most comprehensive options minute bar available.
-
Does the data include Global Trading Hours?
Yes. SPX, VIX, and XSP options trade outside regular market hours. algoseek captures these GTH sessions with dedicated datasets for both trade-only and full trade-and-quote data, with the same normalization as the regular session.
-
What does real-time streaming cost?
algoseek options streaming is $3,000 per month for real-time and $1,500 for delayed feeds. Package subscribers receive 50% off. Exchange licensing fees from OPRA are separate.
-
Is the options security master proprietary?
Yes. Built, maintained, and quality-controlled entirely in-house. Maps every OPRA contract through its full lifecycle including expiration, strike changes, and underlying corporate actions. Most vendors do not have full options security masters.
-
How large is the OPRA feed?
Roughly 30 terabytes per day uncompressed. algoseek is one of the very few vendors that captures the full feed losslessly. The lossless capture is what makes the historical archive accurate enough for regulators.
-
What is the difference between a dataset and a package?
A dataset is a single product. A package is every dataset for an entire asset class under one price. The US Options Package includes all market data, reference data, and daily analytics datasets. New datasets added automatically at no extra cost.
-
How far back does the US options data go?
All US options datasets go back to 2014, covering the full OPRA feed. Every expiration cycle, every corporate event, and every market stress period since. Expired contracts are preserved in the archive.
-
Can I try the data before committing?
Yes. The algoseek Sandbox gives you up to a year of historical data across all asset classes. Jupyter notebooks, SQL via ArdaDB, Python, Excel, and download. No credit card required.
-
What delivery methods are available?
Historical: AWS S3 flat files, RESTful API, ArdaDB cloud SQL, Jupyter notebooks, and Python library. Streaming: TCP/IP with co-location, to cloud, and over the internet.
One License, Every OPRA Dataset
The US Options Package
Every contract on every US equity options exchange, at a fixed monthly fee. Tick trades and quotes, 60+ field minute bars, open interest, security master, and Global Trading Hours.
Two ways to start
See the data first, or talk to someone who knows it.
See the data
Run SQL or Python against real options datasets in the Sandbox. No credit card. Up to a year of data.
Talk to someone who has worked with it
Our core team comes from the trading side and understands the data at the same level you do.