US Options Trade and Quote GTH
US Options Trade and Quote GTH
Production
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The US Options Trade and Quote GTH dataset provides coverage of the extended Global Trading Hours (GTH) on the CBOE, operating from 20:00 to 09:15 Eastern time, every day from Sunday evening to Friday morning. This dataset includes trades and quotes for key options such as the S&P 500® Index (SPX) options, Cboe Volatility Index® (VIX) options, and Mini-SPX Index (XSP) options, offering essential insights into market behavior during these extended trading hours. The data files are organized by date and ticker for straightforward access.
Dataset Info
Dataset Name ID
opt_taq_gth
Algoseek Dataset ID
US5011
Data Format
Market Data
Data Class
Options
Data Type
TAQ
Time Granularity
Tick
Region
US
Universe
All equity options contracts from US exchanges
Version
1.0
Update Frequency Options
End of day
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
Data Size
1.3 TB / year
Update Size
5.3 GB
Update Frequency
1 Day
Start Date
2023-01-09
End Date
Ongoing
SQL (ArdaDB)
Easily connect to your data using SQL with a database connection. No complex setup, just instant access to your data - run queries, retrieve insights, and manage data effortlessly. Secure, fast, and built for developers, analysts, and teams who need reliable access without the hassle.
Data Fields
Preview Data
| # | name | data type | description |
|---|
CSV (S3)
Easily connect to your data stored in S3 and access CSV files without hassle. Streamline data retrieval with fast, secure, and scalable access, whether for analytics, processing, or integration.
us-options-gth-taq-yyyy
S3 Bucket Name
us-options-gth-taq-yyyy
Update Time
15:00 ET
S3 Bucket Path
yyyymmdd/s/sss/sss.expdate.tar
S3 Bucket Path Description
One csv.gz file per ticker, trading day and contract expiration date where yyyymmdd is year, month and day, s - a single letter in A-Z range, sss - symbol, expdate is the contract expiration date in yyyymmdd format.
S3 Start Year
2023
S3 End Year
N/A
S3 Bucket Size
1.3 TB / year
Sample Data File
Data Fields
Preview Data
| # | name | data type | description |
|---|---|---|---|
| 1 | Date | String | Trading date in yyyymmdd format |
| 2 | Timestamp | String | Event timestamp in milliseconds |
| 3 | CallPut | String | Option type (Call or Put) displayed as 'C' or 'P' |
| 4 | StrikePrice | Decimal | Fixed price for buying or selling an option contract |
| 5 | ExpirationDate | String | Expiration date of option contract in yyyymmdd format |
| 6 | EventType | String | Byte code |
| 7 | Action | String | EventType and Side as text |
| 8 | Side | String | B (Buy) or S (Sell) side of the book. Empty field for trade events |
| 9 | Price | Decimal | Option contract pricing |
| 10 | Quantity | Integer | Underlying asset quantity |
| 11 | Exchange | String | Exchange code |
| 12 | Conditions | String | Single letter for trade or quote condition |