Equity Options Intraday Bar
Minute-level equity options analytics with 59 fields per bar. TAQ and trade-only variants, continuous gap-free series, and VWAP. OPRA feed since 2012.
Minute-level aggregated analytics for U.S. equity options derived from the OPRA consolidated feed. Coverage spans all listed equity options since 2012.
Trade and quote (TAQ) minute bars provide 59 analytics per interval, including OHLC from both trades and quotes, NBBO update counts, bid-ask spread metrics, trade-at-bid/mid/ask statistics, and VWAP. A continuous variant fills gaps in the time series so that every minute has a bar, regardless of whether trading occurred.
Trade-only minute bars provide OHLC, volume, VWAP, and underlying asset bid/ask snapshots at the start and end of each interval. All variants are organized by trading date and option symbol for efficient historical processing, options intraday OHLC analysis, and intraday options research.
Trade Only Minute Bar#
The U.S. Options Trade-Only Minute Bar dataset provides trade-derived, minute-level summaries for U.S. listed options, aggregated from executed trades disseminated via the Options Price Reporting Authority (OPRA). Each one-minute bar includes Open, High, Low, Close (OHLC) prices calculated from trades, along with Volume and VWAP for the interval. To support option-to-underlying relationship analysis, the dataset also provides the underlying asset’s bid and ask prices at the start and end of each minute. Coverage spans all U.S. equity options exchanges reporting via OPRA.