The U.S. Options Trade and Quote (TAQ) Minute Bar dataset provides minute-level aggregated analytics derived from consolidated OPRA trades and top-of-book quotes for U.S. listed options. Each one-minute bar contains ~60 analytical and statistical fields, including Open, High, Low, Close (OHLC) prices based on trade and quote events, along with detailed measures such as minimum and maximum bid-ask spread, trade counts at bid/mid/ask, and quote snapshots at the start and end of each interval. These features enable precise analysis of price formation, liquidity, and execution behavior at the intraday level. The dataset covers the regular options trading session from 09:30:00 to 16:15:00 Eastern Time and Curb session to 17:00:00 Eastern Time if it is available, and is derived from OPRA consolidated last-sale and quotation data.
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