US Options Trade Only
US Options Trade Only
Production
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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
SQL (ArdaDB)
CSV (S3)
Algoseek Dataset ID
US5012
Data Class
Options
Dataset Name ID
opt_trades
Data Format
Market Data
Version
1.0
Time Granularity
Tick
Region
US
Data Type
Trades
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
336 GB
Annual Size
50.1 GB / year
Update Size
200 MB
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: