US Options Trade and Quote GTH
US Options Trade and Quote GTH
Production
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The U.S. Options Trade and Quote - Global Trading Hours (GTH) dataset provides tick-level trade and quote coverage during Cboe Global Trading Hours, capturing overnight options market activity outside regular U.S. trading sessions. The dataset covers trading from 20:00:00 to 09:25:00 Eastern Time, spanning Sunday evening through Friday morning. It includes both executed trades and quote updates for key U.S. index options traded during GTH, including S&P 500® Index (SPX) options, Cboe Volatility Index® (VIX) options, Mini-SPX Index (XSP) options, and Russell 2000® Index (RUT) options. This dataset is sourced from the Cboe GTH trade and quote feed and is designed to support analysis of overnight liquidity, volatility, price discovery, and market behavior during extended trading hours.
Dataset Info
CSV (S3)
Algoseek Dataset ID
US5011
Data Class
Options
Dataset Name ID
opt_taq_gth
Data Format
Market Data
Version
1.0
Time Granularity
Tick
Region
US
Data Type
Trade and Quote (TAQ)
Universe
All equity options contracts from US exchanges
Update Frequencies
End of day
Start Date
2023-01-09
End Date
Ongoing
Update Frequency
1 Day
Total Size
3.4 TB
Annual Size
1.3 TB / year
Update Size
5.3 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: