US Options GTH Trade Only

US Options GTH Trade Only
Production
·

Data Class

Options

Data Type

Trades

Delivery Method

CSV

Vendor

algoseek

Region

US

Documentation

Open Link

The US Options GTH Trade dataset provides coverage of the extended Global Trading Hours (GTH) on CBOE starting from 20:00:00 to 09:15:00 Eastern time everyday from Sunday evening to Friday morning. The dataset encompasses trades and the corresponding NBBO quotes at the time of each trade for S&P 500® Index (SPX) options, Cboe Volatility Index® (VIX) options and Mini-SPX Index (XSP) options during these extended hours.

Files are arranged by date followed by ticker.

Browse by tags:

Tick Level Trades Only CBOE Global Trading Hours Extended Hours VIX Options After-Hours Trading SPX Options
Dataset Info
Dataset Name ID
opt_trades_gth
Algoseek Dataset ID
US5014
Data Format
Market Data
Data Class
Options
Data Type
Trades
Time Granularity
Tick
Region
US
Universe
All equity options contracts from US exchanges
Version
1.0
Update Frequency Options
End of day
 Introductory Demo Info
Start Date
01/01/2023
End Date
12/31/2023
Access Methods
SQL
Description
One year of data (2023) for the full universe of symbols
 Historical Info
Data Size
157 MB / year
Update Size
628 KB
Update Frequency
1 Day
Start Date
2023-01-09
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.
Delivery Info
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.
Delivery Info
S3 Bucket Name
us-options-gth-trades-yyyy
Update Time
15:00 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
2023
S3 End Year
N/A
S3 Bucket Size
157 MB / year
Sample Data File
SPX data for Jun 20, 2023
Data Fields
Preview Data
# name data type description
1 Date String Trading date in yyyymmdd format (optional)
2 Timestamp String Event timestamp in milliseconds
3 Ticker String Symbol name
4 CallPut String Option type (Call or Put) displayed as 'C' or 'P'
5 StrikePrice Decimal Fixed price for buying or selling an option contract
6 ExpirationDate String Expiration date of option contract in yyyymmdd format
7 EventType String Byte code
8 Action String EventType and Side as text
9 Side String B (Buy) or S (Sell) side of the book. Empty field for trade events
10 Price Decimal Option contract pricing
11 Quantity Integer Underlying asset quantity
12 Exchange String Exchange code
13 Conditions String Single letter for trade or quote condition
14 LastBidTime String Time of the last option NBBO bid
15 LastBidPrice Decimal Price of the last option NBBO bid
16 LastBidSize Integer Size of the last option NBBO bid
17 LastBidCondition String Last option NBBO bid condition
18 LastAskTime String Time of the last option NBBO ask
19 LastAskPrice Decimal Price of the last option NBBO ask
20 LastAskSize Integer Size of the last option NBBO ask
21 LastAskCondition String Last option NBBO ask condition