US Options Trade Only
US Options Trade Only
Production
·
The US Equity Options Trade Only dataset offers a detailed view of not only trades and their conditions and originating exchanges, but also the timing, size and conditions of the NBBO bid and ask present at the moment of the trade. Additionally, it contains data relating to the underlying asset’s trade and quote at the time of the option’s trade. All data is sourced from the Options Pricing Authority (OPRA) feed, covering information from all the sixteen Equity Options exchanges. Files are structured first by date and then by ticker.
Dataset Info
Dataset Name ID
opt_trades
Algoseek Dataset ID
US5012
Data Format
Market Data
Data Class
Options
Data Type
Trades
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
50.1 GB / year
Update Size
200 MB
Update Frequency
1 Day
Start Date
2012-01-01
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-trades-yyyy
S3 Bucket Name
us-options-trades-yyyy
Update Time
02:00 ET
S3 Bucket Path
yyyymmdd/s/sss/sss.expdate.csv.gz
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
2012
S3 End Year
N/A
S3 Bucket Size
50.1 GB / 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 (HHMMSSmmm format) |
| 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 | Integer | 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 condition |
| 13 | LastBidTime | String | Time of the last option NBBO bid (HHMMSSmmm format) |
| 14 | LastBidPrice | Decimal | Price of the last option NBBO bid |
| 15 | LastBidSize | Integer | Size of the last option NBBO bid |
| 16 | LastBidCondition | String | Last option NBBO bid condition |
| 17 | LastAskTime | String | Time of the last option NBBO ask (HHMMSSmmm format) |
| 18 | LastAskPrice | Decimal | Price of the last option NBBO ask |
| 19 | LastAskSize | Integer | Size of the last option NBBO ask |
| 20 | LastAskCondition | String | Last option NBBO ask condition |
| 21 | UnderBidPrice | Decimal | The bid price of the underlying security |
| 22 | UnderAskPrice | Decimal | The ask price of the underlying security |
| 23 | UnderLastTradeTime | String | Time of the trade price of the underlying security (HHMMSSmmm format) |
| 24 | UnderLastTradePrice | Decimal | The trade price of the underlying security |
| 25 | UnderLastTradeSize | Integer | Size of the trade price of the underlying security |