US Options Trade and Quote Minute Bar
US Options Trade and Quote Minute Bar
Production
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This US Equities Options Trade and Quote (TAQ) Minute Bar dataset offers a detailed minute-by-minute analysis of market dynamics, featuring 59 data points derived from both trades and top-of-book quotes. Apart from detailed price, time and size information for the interval’s open, high, low and close, this dataset also provides statistics for min/max spread, trades at bid/mid/ask, as well as underlying quote events at interval open and close. Such granular insights make this dataset invaluable for algorithmic and quantitative trading, machine learning, market analysis, and academic research. Data is derived from consolidated last sale and quotation information from OPRA data feed, with the entire trading session includes market hours from 9:30:00 to 16:15:00 ET. Data files are organized by date and ticker.
Dataset Info
CSV (S3)
Algoseek Dataset ID
US5009
Data Class
Options
Dataset Name ID
opt_taq_1min
Data Format
Market Data
Version
1.0
Time Granularity
Intraday Bar
Region
US
Data Type
1 Min TAQ
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
29.9 TB
Annual Size
3.7 TB / year
Update Size
14.7 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: