The U.S. Options Trade-Only dataset provides tick-level executed options trades derived from the consolidated Options Price Reporting Authority (OPRA) feed, with trade-anchored market context captured at the time of each execution. Each record includes the executed trade price, size, timestamp, originating exchange, and trade condition codes, along with the prevailing National Best Bid and Offer (NBBO), including bid/ask price, size, and condition, as observed at the moment of the trade. This enables accurate analysis of execution quality, trade aggressiveness, and market state at execution time, without the overhead of a full quote stream. To support option-to-underlying relationship analysis, the dataset also includes underlying asset reference data (bid, ask, and last trade price, size, and timestamp) aligned to the option trade event. Coverage spans all U.S. equity options exchanges reporting via OPRA.
Sample Data
Also Available in a Package
This dataset is also included in a package
Instead of buying datasets individually, the package puts everything your team needs in one subscription. One contract, one price, one place to manage access.
Options Historical Research Package
$3,000/mo
no exchange fees on historical data
14 datasets including this one
Up to 10 users
ArdaDB and Sandbox included
Multi-Asset Historical Research Package
$5,000/mo
no exchange fees on historical data
60+ datasets including this one
Up to 10 users
ArdaDB and Sandbox included
Get Started
Explore this dataset in the Sandbox
Query the data, inspect the schema, and download samples. No credit card needed.