US Future Options Trade and Quote
US Future Options Trade and Quote
Production
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The U.S. Future Options Trade and Quote (TAQ) dataset provides tick-level intraday trade and quote data for CME-listed future options contracts, delivering a high-fidelity view of options market activity. The dataset captures executed trades and bid/ask quotes with millisecond timestamp resolution and includes key event attributes such as exchange condition codes and a trade aggressor flag, which indicates whether the buyer or seller initiated the trade. These fields enable detailed reconstruction of execution dynamics and order-flow behavior. Data covers all CME-traded future options contracts and includes both UTC timestamps (for global consistency) and local exchange timestamps in Chicago time (CT), reflecting standard futures-market conventions. The dataset is designed to support intraday options analytics, execution analysis, and high-resolution historical back-testing where precise timing and trade-side context are required.
Dataset Info
CSV (S3)
Algoseek Dataset ID
US8003
Data Class
Future Options
Dataset Name ID
fut_opt_taq
Data Format
Market Data
Version
1.0
Time Granularity
Tick
Region
US
Data Type
Trade and Quote (TAQ)
Universe
All symbols from US exchanges
Update Frequencies
End of day
Start Date
2010-01-01
End Date
Ongoing
Update Frequency
1 Day
Total Size
46.1 TB
Annual Size
8.3 TB / year
Update Size
23.7 GB
Start Date
01/01/2023
End Date
03/31/2023
Access Methods
SQL
Description
Three months of data (Jan. - March 2023) for the full universe of symbols
Included in Data Research Packages: