US Options GTH Trade Only
US Options GTH Trade Only
Production
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The US Options GTH Trade dataset provides coverage of the extended Global Trading Hours (GTH) on CBOE starting from 20:00:00 to 09:15:00 Eastern time everyday from Sunday evening to Friday morning. The dataset encompasses trades and the corresponding NBBO quotes at the time of each trade for S&P 500® Index (SPX) options, Cboe Volatility Index® (VIX) options and Mini-SPX Index (XSP) options during these extended hours. Files are arranged by date followed by ticker.
Dataset Info
CSV (S3)
Algoseek Dataset ID
US5014
Data Class
Options
Dataset Name ID
opt_trades_gth
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
2023-01-09
End Date
Ongoing
Update Frequency
1 Day
Total Size
395 MB
Annual Size
157 MB / year
Update Size
628 KB
Start Date
01/01/2023
End Date
12/31/2023
Access Methods
SQL
Description
One year of data (2023) for the full universe of symbols
Included in Data Research Packages: