US Future Options Trade Only Minute Bar
US Future Options Trade Only Minute Bar
Production
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The U.S. Future Options Trade-Only Minute Bar dataset provides one-minute aggregated, event-based bar derived exclusively from executed trade activity for CME-listed future options contracts. Each one-minute interval includes Open, High, Low, and Close (OHLC) prices calculated from trade events, along with trade volume, dollar volume, and trade count. The dataset also includes buy- and sell-side aggressor trade counts, enabling analysis of short-horizon order-flow imbalance and intraday market behavior without incorporating quote dynamics. The dataset is constructed by aggregating trade-only events from the future options feed, with no bid or ask information included. It is designed to support intraday execution analysis, volume-based strategies, and future options research where trade activity alone is the primary signal.
Dataset Info
CSV (S3)
Algoseek Dataset ID
US8006
Data Class
Future Options
Dataset Name ID
fut_opt_trades_1min
Data Format
Market Data
Version
1.0
Time Granularity
Intraday Bar
Region
US
Data Type
1 Min 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
13.1 GB
Annual Size
1.5 GB / year
Update Size
4.2 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: