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
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
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: