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.
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