US Future Options Trade Only
US Future Options Trade Only
Production
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The U.S. Future Options Trade-Only dataset provides tick-level intraday trade data for CME-listed future options contracts, constructed by filtering quote events from the consolidated trade and quote (TAQ) feed. Each record represents an executed trade and includes price, quantity, trade aggressor flag, and exchange condition codes, enabling detailed analysis of execution behavior and trade-side initiation. Trades are timestamped with millisecond resolution, supporting high-precision intraday sequencing and short-horizon market analysis. The dataset covers all CME-traded future options contracts and includes dual timestamp representations: data is organized in UTC, with local exchange timestamps in Chicago time (CT) provided for alignment with futures market conventions. By excluding quote updates, the dataset offers a focused view of pure trade activity without bid-ask dynamics.
Dataset Info
CSV (S3)
Algoseek Dataset ID
US8005
Data Class
Future Options
Dataset Name ID
fut_opt_trades
Data Format
Market Data
Version
1.0
Time Granularity
Tick
Region
US
Data Type
Trades
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
1.8 TB
Annual Size
256 GB / year
Update Size
732 MB
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: