US Options Trade and Quote Minute Bar
US Options Trade and Quote Minute Bar
Production
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The U.S. Options Trade and Quote (TAQ) Minute Bar dataset provides minute-level aggregated analytics derived from consolidated OPRA trades and top-of-book quotes for U.S. listed options. Each one-minute bar contains ~60 analytical and statistical fields, including Open, High, Low, Close (OHLC) prices based on trade and quote events, along with detailed measures such as minimum and maximum bid-ask spread, trade counts at bid/mid/ask, and quote snapshots at the start and end of each interval. These features enable precise analysis of price formation, liquidity, and execution behavior at the intraday level. The dataset covers the regular options trading session from 09:30:00 to 16:15:00 Eastern Time and Curb session to 17:00:00 Eastern Time if it is available, and is derived from OPRA consolidated last-sale and quotation data.
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 Trade and Quote
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: