US Options Trade Only Minute Bar
US Options Trade Only Minute Bar
Production
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The US Equity Options Trade Only Minute Bar dataset provides the open, high, low, close, VWAP and volume for each interval, plus the underlying asset’s bid and ask prices at interval open and close. All data is sourced from the Options Pricing Authority (OPRA) feed, covering information from all the sixteen Equity Options exchanges. Files are structured first by date and then by ticker.
Dataset Info
Dataset Name ID
opt_trades_1min
Algoseek Dataset ID
US5013
Data Format
Market Data
Data Class
Options
Data Type
1 Min Trades
Time Granularity
Intraday Bar
Region
US
Universe
All equity options contracts from US exchanges
Version
1.0
Update Frequency Options
End of day
Start Date
01/01/2023
End Date
03/31/2023
Access Methods
SQL
Description
Three months of data (Jan. - March 2023) for the full universe of symbols
Data Size
10.1 GB / year
Update Size
40.4 MB
Update Frequency
1 Day
Start Date
2012-01-01
End Date
Ongoing
SQL (ArdaDB)
Easily connect to your data using SQL with a database connection. No complex setup, just instant access to your data - run queries, retrieve insights, and manage data effortlessly. Secure, fast, and built for developers, analysts, and teams who need reliable access without the hassle.
Data Fields
Preview Data
| # | name | data type | description |
|---|
CSV (S3)
Easily connect to your data stored in S3 and access CSV files without hassle. Streamline data retrieval with fast, secure, and scalable access, whether for analytics, processing, or integration.
us-options-1min-trades-yyyy
S3 Bucket Name
us-options-1min-trades-yyyy
Update Time
02:00 ET
S3 Bucket Path
yyyymmdd/s/sss/sss.expdate.csv.gz
S3 Bucket Path Description
One csv.gz file per ticker, trading day and contract expiration date where yyyymmdd is year, month and day, s - a single letter in A-Z range, sss - symbol, expdate is the contract expiration date in yyyymmdd format
S3 Start Year
2012
S3 End Year
N/A
S3 Bucket Size
10.1 GB / year
Sample Data File
Data Fields
Preview Data
| # | name | data type | description |
|---|---|---|---|
| 1 | Date | String | Trading date in yyyymmdd format |
| 2 | TimeBarStart | String | Start Time of the Bar. For minute bar format is HH:MM. For second bar format is HH:MM:SS |
| 3 | Ticker | String | Symbol name |
| 4 | CallPut | String | Option type (Call or Put) displayed as 'C' or 'P' |
| 5 | Strike | Decimal | Fixed price for buying or selling an option contract |
| 6 | ExpirationDate | String | Expiration date of option in yyyymmdd format |
| 7 | OpenTradePrice | Decimal | Price of the first trade |
| 8 | HighTradePrice | Decimal | Price of the highest trade |
| 9 | LowTradePrice | Decimal | Price of the lowest trade |
| 10 | CloseTradePrice | Decimal | Price of the last trade |
| 11 | UnderOpenBidPrice | Decimal | Underlying ticker's NBBO bid price at the time of OpenTradePrice |
| 12 | UnderOpenAskPrice | Decimal | Underlying ticker's NBBO ask price at the time of OpenTradePrice |
| 13 | UnderCloseBidPrice | Decimal | Underlying ticker's NBBO Bid price at the time of CloseTradePrice |
| 14 | UnderCloseAskPrice | Decimal | Underlying ticker's NBBO Ask price at the time of CloseTradePrice |
| 15 | VWAP | Decimal | Volume weighted average price |
| 16 | Volume | Integer | Total number of contracts traded |
| 17 | TotalTrades | Integer | Total number of trades |