The U.S. Future Options Trade and Quote Minute Bar dataset provides one-minute aggregated, event-based bar derived from intraday trade and quote (TAQ) activity for CME-listed future options contracts. Each one-minute interval contains 50+ analytical and statistical fields, including Open, High, Low, and Close (OHLC) values calculated using both trade executions and quote updates. In addition to standard OHLC measures, the dataset includes VWAP, minimum and maximum bid-ask spreads, and aggressor-side trade counts (buy/sell), enabling detailed analysis of liquidity, order-flow imbalance, and short-horizon market behavior. The dataset is constructed from consolidated future options TAQ data and is designed to support intraday options analytics, execution research, and quantitative modeling, where both price formation and quote dynamics are required at minute resolution.
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