AlgoSeek

US Options Trade and NBBO Quote

The U.S. Options Trade and NBBO Quote dataset provides tick-level options trade data and National Best Bid and Offer (NBBO) quotes, derived from the consolidated OPRA trade and quote (TAQ) feed. This dataset is a filtered subset of full Options TAQ, in which non-NBBO quote updates are removed, retaining only NBBO quotes and executed trades. This significantly reduces data volume and complexity while preserving the most relevant market context for execution analysis, best-price evaluation, and NB

GET 
https://api.devalgoseek.com/api/v1/data/us-equity-opt/opt-tanq/:trade_date/:ticker#

The U.S. Options Trade and NBBO Quote dataset provides tick-level options trade data and National Best Bid and Offer (NBBO) quotes, derived from the consolidated OPRA trade and quote (TAQ) feed. This dataset is a filtered subset of full Options TAQ, in which non-NBBO quote updates are removed, retaining only NBBO quotes and executed trades. This significantly reduces data volume and complexity while preserving the most relevant market context for execution analysis, best-price evaluation, and NBBO-based research. In addition to consolidated last-sale trades and NBBO bid/ask quotes, the dataset includes rich event metadata such as trade and quote condition codes and flags (e.g., complex order indicators, Intermarket Sweep Orders (ISO)). Supplementary reference events, including open interest and end-of-day summary attributes, are included to support downstream analytics and validation workflows. Coverage spans all U.S. equity options exchanges reporting via OPRA.

For more details, please refer to the dataset documentation: US Options Trade and NBBO Quote Guide.

Advanced Filtering

You can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. For example, StartDate.gt=2023-01-01&StartDate.lt=2023-12-31, Ticker=AAPL.

Please refer to the Advanced Filtering Guide for the extensive reference.

Request#

Path Parameters#

    trade_date Trade Daterequired

    Trading date in YYYY-MM-DD format

    Example: 2024-01-15
    ticker Tickerrequired

    Dataset's security identifier

    Example: AAPL

Query Parameters#

    sort Sort

    Sorting criteria for the results. Provide a column name with optional prefix '+' for ascending order, or prefix with '-' for descending order. Multiple sorting fields may be supported depending on the dataset. If sort prefix is not provided, the ascending order is applied.

    columns Columns

    A comma-separated list of columns to include in the response. Use this parameter to select only specific fields from the dataset. If not provided, all available columns will be returned.

    offset Offset

    Possible values: >= 0

    Number of records to skip before returning results. To be used with the limit parameter for pagination. If not provided, defaults to 0.

    Default value: 0
    Example: 100
    limit Limit

    Possible values: >= 0 and <= 100000

    Maximum number of records to return. Used to control response size and pagination. If not provided, a default limit is applied by the server.

    Default value: 10000
    Example: 100
    response_format ResponseFormat

    Possible values: [json, csv, csv_gzip]

    The type of the data to return

    Default value: json
    Examples:

    JSON format (default)

    Example: json

Responses#

JSON, CSV file, or gzip-compressed CSV file, depending on the value of response_format query parameter

Schema
    data object[]required
  • Array [
    • TradeDatedate

    The trading day

    Example: 2024-06-26
    EventDateTimedate-time

    Event timestamp (EST) with a millisecond resolution

    Example: 2024-06-26 08:15:02.007000000
    Tickerstring

    Symbol name

    Example: NDXP
    CallPutstring

    Option contract class: "C" for Call or "P" for Put

    Example: C
    Strikenumber

    Option contract strike price

    Example: 15950
    ExpirationDatedate

    Expiration date of the option contract

    Example: 2024-06-26
    EventTypeinteger

    Byte code applicable to the event. It is translated into text in the Action column

    Example: 38
    Actionstring

    EventType and Side as text

    Example: R
    Sidestring

    For quotes it is "B" for Bid or "A" for Ask. Field is empty for a Trade

    Example: A
    Pricenumber

    The price of Bid, Ask, or Trade. Can be up to 4 decimal places for sub-penny prices

    Example: 0
    Quantityinteger

    The number contracts

    Example: 0
    Exchangestring

    Exchange Acronymn, eg BATS

    Example: NP
    Conditionsstring

    Single letter for Trade or Quote Condition

    Example: R
    UnderBidPricenumber

    Underlying Ticker NBBO Bid price at time of the event

    Example: 0
    UnderAskPricenumber

    Underlying Ticker NBBO Ask price at time of the event

    Example: 0
  • ]
    • pagination objectrequired
    offsetinteger

    The number of records skipped to fetch the current page

    Default value: 0
    limitintegerrequired

    The maximum number of records in the current page

    next_offsetinteger

    The number of records to skip to fetch the next page

Authorization: X-API-KEY#

name: X-API-KEYtype: apiKeyin: header
var client = new HttpClient();
var request = new HttpRequestMessage(HttpMethod.Get, "https://api.devalgoseek.com/api/v1/data/us-equity-opt/opt-tanq/:trade_date/:ticker");
request.Headers.Add("Accept", "application/json");
request.Headers.Add("X-API-KEY", "<X-API-KEY>");
var response = await client.SendAsync(request);
response.EnsureSuccessStatusCode();
Console.WriteLine(await response.Content.ReadAsStringAsync());
Request
Base URL
https://api.devalgoseek.com
Auth
Parameters
— pathrequired
— pathrequired
— query
— query
— query
— query
— query
Column Filters
Accept
Response

Click the Send API Request button above and see the response here!

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