US Options Trade and Top of Book Quote
US Options Trade and Top of Book Quote
Production
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The U.S. Options Trade and Top-of-Book Quote dataset provides tick-level intraday options data with millisecond timestamps, combining executed trades with top-of-book quote context across all U.S. options exchanges reporting via OPRA. For each trade event, the dataset includes the most recent National Best Bid and Offer (NBBO) as well as the latest top-of-book bid and ask quotes from each individual exchange. This structure enables detailed analysis of price discovery, execution quality, inter-exchange liquidity, and quote competition at the moment of trade execution. In addition to options trade and quote data, the dataset provides underlying asset reference fields, including bid, ask, and last trade price, size, and timestamp, allowing users to analyze the relationship between option pricing and underlying market movements. Coverage includes all listed U.S. options contracts disseminated via OPRA.
Dataset Info
CSV (S3)
Algoseek Dataset ID
US5015
Data Class
Options
Dataset Name ID
opt_ttob
Data Format
Market Data
Version
2.0
Time Granularity
Tick
Region
US
Data Type
Trade and Top of Book (TTOB)
Universe
All equity options contracts from US exchanges
Update Frequencies
End of day
Start Date
2017-02-01
End Date
Ongoing
Update Frequency
1 Day
Total Size
1.3 TB
Annual Size
229 GB / year
Update Size
917 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: