US Future Options Trade and Quote Minute Bar
US Future Options Trade and Quote Minute Bar
Production
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The U.S. Future Options Trade and Quote Minute Bar dataset provides one-minute aggregated, event-based bar derived from intraday trade and quote (TAQ) activity for CME-listed future options contracts. Each one-minute interval contains 50+ analytical and statistical fields, including Open, High, Low, and Close (OHLC) values calculated using both trade executions and quote updates. In addition to standard OHLC measures, the dataset includes VWAP, minimum and maximum bid-ask spreads, and aggressor-side trade counts (buy/sell), enabling detailed analysis of liquidity, order-flow imbalance, and short-horizon market behavior. The dataset is constructed from consolidated future options TAQ data and is designed to support intraday options analytics, execution research, and quantitative modeling, where both price formation and quote dynamics are required at minute resolution.
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 Trade and Quote
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: