Historical Options

AlgoSeek’s historical stock, ETF, ETN and ADR options covers all Option strikes and expirations from January 2012 to present. The historical options data is from the full OPRA feed which includes all stock options, index options, ETF/ETN options and ADR options.

Data Formats

Trades and Quotes/Tick

NBBO, Trades and top-of-book Bid/Ask from each Exchange.

Trades Only

All historical trades from every exchange.

Minute Bars

Trades Only or Trades+Quotes minute bars with 50+ fieldss including millisecond Bid/Quote OHLC, trade at Bid/Ask, trade direction, etc.

Custom Bars

AlgoSeek parallel cloud framework can quickly build custom bars for any intraday timeframe with custom field calculations.

Documentation

Trades + Quotes Trades Only Trade+Quotes
Minute Bars
Trade
Minute Bars
Guides Guide Guide Contact Us Guide

Sample Data

Trades + Quotes Trades Only Trade+Quotes
Minute Bars
Trade
Minute Bars
Options: IBM Sample Sample Coming Soon Sample
Options: SPY Sample Sample Coming Soon Sample
Options: VXX Sample Sample Coming Soon Sample

About The Data

Timestamps

Each event is timestamped to the millisecond.

Updates

Daily update subscriptions are available.

Data Format

Data is provided in CSV format for easy manipulation.

Data Delivery

Delivery choices include Amazon AWS Cloud, AWS S3, FTP and disk.

Data Collection

The data is raw without any filtering to provide the most realistic dataset for research and backtesting.

Research

AlgoSeek data is perfect for your institution’s historical research and backtesting.

Clients

Data is used by professional traders, hedge funds, banks and universities.

Pricing

Pricing for includes stock options, ETF/ETN options and index options from January 2012 to present.

Price Per Option Symbol Per Historical Year

Includes all option expiration dates and strikes for a base symbol.
Trades + Quotes Trades Only Trade + Quotes
Minute Bars
Trade
Minute Bars
Per Symbol $250 $175 $175 $125
Select 50 $188 $130 $130 $90
Select 100 $175 $125 $125 $90

Complete Historical Options Dataset

Trades + Quotes Trades Only Trade + Quotes
Minute Bars
Trade
Minute Bars
1 year $12,000 $8,000 $6,000 $4,000
2 years $18,000 $12,000 $9,000 $6,000
3 years $24,000 $16,000 $12,000 $8,000
4 years $30,000 $20,000 $15,000 $10,000
5 years $34,000 $23,200 $14,400 $11,600
6 years $39,600 $26,400 $19,800 $13,200
Complete
data set
$44,400 $29,600 $22,200 $14,800

Updates and Pricing Information

Updates Receive next day or weekly updates to keep your historical data updated.
Please contact us for more information.
Pricing One-Time Monthly or Quarterly Lease
One time payment to buy the historical data. For firms (meeting requirements) to purchase data and pay over time. For firms (meeting requirements) requiring on premise data.
Discounts Education Discount Startup Discount
Discount available for Educational Institutions. Discount available for startups.
Minimum Order Size $500 minimum order size.

Order

Historical Data

Contact Information