US Options Trade and Top of Book Quote
US Options Trade and Top of Book Quote
Production
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The US Equity Options Trade and Top-of-Book Quote provides high-quality intraday trade and top-of-book quote data with millisecond timestamps. It covers all options contracts that are traded on US OPRA exchanges. The dataset includes all trade events, the last NBBO, and the last top-of-book quotes from all exchanges for each trade. As a complementary data fields, it provides underlying price/size/time for bid/ask/trade.
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
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: