Options on futures built properly. Not bolted onto a futures product.
Tick-level trades and quotes, minute bars, second bars, and options depth across CME, CBOT, NYMEX, and COMEX. Same schemas, same timestamps, same delivery as the futures product.
Trusted by two US regulators, bulge bracket banks, and top funds
Future Options TAQ Minute Bar
ES C5250 2025-06
CME
Open
High
Low
Close
VWAP
Volume
TradeCount
BidPrice
AskPrice
Spread
Depth
+24 more
09:30
5,245.25
5,247.50
5,244.00
5,246.75
12,832
09:31
5,246.75
5,248.00
5,246.25
5,247.50
9,441
09:32
5,247.50
5,249.25
5,247.00
5,248.75
7,218
ArdaDB Query
SELECT * FROM USFutureOptionsMarketData.TradeAndQuoteMinuteBar
WHERE Ticker = ‘ES%’
3,841,293 rows
0.52s
Options on Futures Data
Same datasets as futures, built for options. Plus options depth.
The same dataset types as futures, plus options depth. Nanosecond timestamps across CME, CBOT, NYMEX, and COMEX. No daily bars yet.
Built for this, or bolted on
Why sourcing options on futures cleanly is so hard, and why algoseek is different
Most vendors treat options on futures as an afterthought bolted onto a futures product. The data looks complete until you try to build on it.
algoseek
Owns the outcome
Data partner
Options depth available across all CME Group exchanges
One consistent schema across CME, CBOT, NYMEX, and COMEX.
Same datasets and schemas as the futures product
Your futures pipeline handles future options without modification.
Historical data is the direct capture of the real-time feed
From research to production, the data does not change.
Chosen by two US regulators after full due diligence
So did bulge bracket banks and top funds.
Core team from the trading side
When you call, you reach someone at your level.
Nanosecond timestamps and full contract history since 2014
Every contract preserved, including expired series.
The data vendor
Sells you a feed
No options depth for future options
Different product, different schemas, different pipeline
Backtest data and live feed are different products
Marketing claims about data quality
Support reads from a troubleshooting script
Patchy contract coverage, expired series removed
Delivery
One pipeline writes the archive and streams the live feed. The data is identical.
Historical data written from the same Mercury feeds that stream to real-time clients. Same delivery and schemas as futures, so your existing pipeline works without modification.
Mercury Ticker Plant
Sandbox
ArdaDB SQL
S3 / Download
RESTful API
Streaming
Same feed handler · Same schema · Same normalization
algoseek Sandbox
Run SQL or Python against real future options datasets. Up to a year of data, no credit card required.
ArdaDB Cloud SQL
Subsecond SQL queries across the full historical archive, queryable from a browser. No downloads, no local infrastructure.
AWS S3, SFTP, and Direct Download
Compressed CSV and Apache Parquet. Daily automated updates. Store it in the cloud, in a data center, or on your own laptops.
RESTful API
Programmatic access via the algoseek Python library or direct HTTP. Same data, same schema.
Real-Time Streaming
Direct multicast exchange feeds via the Mercury ticker plant: microsecond latency, regional redundancy, 4-way arbitration. Real-time or 15-minute delayed over TCP/IP, to co-location, cloud, or the internet.
Use Cases
Derivatives research, vol surfaces, and execution analysis on a clean dataset
FutOpt TAQ + Futures TAQ + ArdaDB
Future options and underlying futures on one pipeline: same schemas, same delivery, same query engine. Cross-product analysis without reconciliation work.
Options and futures on one pipeline
Consistent schemas
ArdaDB SQL access
FutOpt Minute Bar + Options Depth
Tick and minute trade and quote data for vol surfaces across the CME Group complex: energy, metals, treasuries, and equity index. Options depth shows the liquidity structure at each strike.
Full CME Group options
Options depth
Tick and minute resolution
Tick TAQ + Options Depth
NNanosecond-timestamped ticks for execution quality, market impact, and TCA reporting. Options depth shows where liquidity sat at the moment of execution.
Nanosecond tick data
Options depth
Full CME Group coverage
FutOpt + Options + Equities + Futures
Equity options (OPRA), future options, and their underlyings on one pipeline. One vendor, one schema family, across the full derivatives chain.
Full derivatives chain
One pipeline
Cross-asset consistency
Bulk Download + Licensing + ArdaDB
Consistent schemas, CSV or Parquet via S3, daily automated updates. algoseek works closely with clients on CME exchange licensing for redistribution.
CSV and Parquet via S3
Exchange licensing expertise
Consistent schemas
Questions teams ask before switching
-
Which exchanges are covered?
Options on futures across CME, CBOT, NYMEX, and COMEX. Energy options, metals options, treasury options, equity index options, and agricultural options.
-
How far back does the data go?
Future options data goes back to 2014 across all CME Group exchanges. Every expired contract preserved.
-
What is Options Depth?
Full options depth for future options contracts. A large dataset that most vendors do not capture. Essential for liquidity analysis and execution optimization.
-
Are the schemas the same as futures?
Yes. The same dataset types, the same field structures, the same delivery methods. Your futures pipeline handles future options without modification.
-
Can I try the data before committing?
Yes. The algoseek Sandbox gives you up to a year of historical data across all asset classes. Jupyter notebooks, SQL via ArdaDB, Python, Excel, and download. No credit card required.
-
What delivery methods are available?
Historical: AWS S3 flat files, RESTful API, ArdaDB cloud SQL, Jupyter notebooks, and Python library. Streaming: TCP/IP with co-location, to cloud, and over the internet.
-
Are daily bars available?
Not yet. algoseek currently offers tick, second, and minute bar resolutions for future options.
-
What is the difference between a dataset and a package?
A dataset is a single product. A package is every dataset for an entire asset class under one price. The Future Options Package includes all datasets across all CME Group exchanges, including options depth. New datasets added automatically at no extra cost.
One License, Every Future Options Dataset
The Future Options Package
Options on CME, CBOT, NYMEX, and COMEX under one license, at a fixed monthly fee. The same dataset types as futures, plus options depth.
Two ways to start
See the data first, or talk to someone who knows it.
See the data
Run SQL or Python against real future options datasets in the Sandbox. No credit card. Up to a year of data.
Talk to someone who has worked with it
Our core team comes from the trading side and understands the data at the same level you do.