US Options Trade and NBBO Quote
US Options Trade and NBBO Quote
Production
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The U.S. Options Trade and NBBO Quote dataset provides tick-level options trade data and National Best Bid and Offer (NBBO) quotes, derived from the consolidated OPRA trade and quote (TAQ) feed. This dataset is a filtered subset of full Options TAQ, in which non-NBBO quote updates are removed, retaining only NBBO quotes and executed trades. This significantly reduces data volume and complexity while preserving the most relevant market context for execution analysis, best-price evaluation, and NBBO-based research. In addition to consolidated last-sale trades and NBBO bid/ask quotes, the dataset includes rich event metadata such as trade and quote condition codes and flags (e.g., complex order indicators, Intermarket Sweep Orders (ISO)). Supplementary reference events, including open interest and end-of-day summary attributes, are included to support downstream analytics and validation workflows. Coverage spans all U.S. equity options exchanges reporting via OPRA.
Dataset Info
SQL (ArdaDB)
CSV (S3)
Algoseek Dataset ID
US5007
Data Class
Options
Dataset Name ID
opt_tanq
Data Format
Market Data
Version
1.0
Time Granularity
Tick
Region
US
Data Type
Trade and NBBO Quotes (TANQ)
Universe
All equity options contracts from US exchanges
Update Frequencies
End of day
Start Date
2012-01-01
End Date
Ongoing
Update Frequency
1 Day
Total Size
69.4 TB
Annual Size
34.6 TB / year
Update Size
207 GB
Start Date
01/01/2023
End Date
01/31/2023
Access Methods
SQL
Description
One month of data (Jan 2023) for the full universe of symbols
Included in Data Research Packages: