Sold by: algoseek
Deployed on AWS
One-minute bar built from all trades and quotes for all stock options, index options, ETF/ETN options, and ADR options from the full OPRA feed.
Overview
EQUITY OPTIONS TRADE+QUOTE MINUTE BAR Data Product Overview
algoseek Equity Options Trade and Quote Minute Bar data is based on all the top-of-book quotes (bids and asks) and all trades from the full OPRA feed, which includes all stock options, index options, ETF/ETN options, and ADR options from all 16 national securities exchanges that the Securities and Exchange Commission has approved.
This dataset contains 60+ information-rich data fields covering a wide range of information on options trading and underlying equity trading during the entire trading session from 9:30 am to 4:15 pm EST.
For more details, please refer to algoseek’s Equity Options Trade and Quote Minute Bar Guide
Need Help?
If you have questions or need custom bars with different intervals, data fields, and/or event inclusion/exclusion rules, please reach out to our team of experts using the following contact details:
support@algoseek.com
sales@algoseek.com
+1 646 583 1832
About Company
algoseek is a leading market and reference data provider for quantitative trading and research. We provide the most comprehensive and information-rich market data products in the financial markets covering all major asset classes from Equities, Options, and Futures to Cryptocurrencies, and all data formats from tick-level data to aggregations such as minute bars and EOD.
Details
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Pricing
This product is available free of charge. Free subscriptions have no end date and may be canceled any time.
Additional AWS infrastructure costs may apply. Use the AWS Pricing Calculator to estimate your infrastructure costs.
Dimensions summary
This listing is offered at no cost. It provides a single-month sample of US Equity Options Trade and Quote minute bar data for 2020, delivered as CSV. Because it is free, there is only one pricing dimension and no tiers, usage add-ons, or scaling options to choose from. You are not billed by volume, users, or term. The minute bar data pairs consolidated trades with top-of-book quotes across US options contracts. No exchange fees apply to this historical data. Use it to evaluate the data format and fields before considering any paid options data.
Top-of-mind questions for buyers
You get one month of 2020 US Equity Options Trade and Quote minute bar data. Each minute bar carries about 60 analytical fields derived from consolidated trades and top-of-book quotes, including OHLC, spread statistics, and underlying quote data across US options contracts.
No. This is historical data, and no exchange fees apply to historical data. You also are not billed by data volume, number of users, or contract term. The listing is offered at no cost with a single pricing dimension.
Minute bars aggregate trades and quotes into one-minute intervals with analytical fields per bar. Tick data captures every individual trade and quote event. Daily bars summarize open, high, low, and close per day. This sample gives you the minute-level view for evaluation.
algoseek.com+2
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Refunds are not offered for this product
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Delivery details
AWS Data Exchange (ADX)
AWS Data Exchange is a service that helps AWS easily share and manage data entitlements from other organizations at scale.
Additional details
You will receive access to the following data sets.
Data set name | Type | Historical revisions | Future revisions | Sensitive information | Data dictionaries | Data samples |
|---|---|---|---|---|---|---|
2020 Months Equity Options Trade and Quote Minute Bar | All historical revisions | All future revisions | Not included | Not included |
Resources
Vendor resources
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