US Future Options Trade and Quote Minute Bar
US Future Options Trade and Quote Minute Bar
Production
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The US Future Options Trade and Quote 1-Minute Bar data feed represents aggregated event-based bars with 50+ analytical and statistical data fields. It includes OHLC (Open, High, Low, Close) information based on both trade and quote events. Also, it provides such analytical fields as VWAP, minimum and maximum bid-ask spreads; and statistical fields such as count of buy/sell aggressor trades which is useful for analysis of market behavior.
Dataset Info
CSV (S3)
Algoseek Dataset ID
US8004
Data Class
Future Options
Dataset Name ID
fut_opt_taq_1min
Data Format
Market Data
Version
1.0
Time Granularity
Intraday Bar
Region
US
Data Type
1 Min 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
6.9 TB
Annual Size
1.1 TB / year
Update Size
3.1 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: