Equity Options Tick
Tick-level equity options data from the full OPRA feed. Trades, NBBO, top-of-book, and GTH overnight sessions across all U.S. exchanges since 2012.
Tick-level U.S. equity options data derived from the full Options Price Reporting Authority (OPRA) consolidated feed. Coverage spans all listed equity options across all U.S. options exchanges since 2012.
Datasets include full trade and quote (TAQ) tick data, NBBO-filtered trade and quote data (non-NBBO quotes removed for reduced data volume), top-of-book quote streams from every exchange, and trade-only tick data with NBBO and underlying market context captured at the moment of each execution.
Cboe Global Trading Hours (GTH) datasets provide both trade-only and full TAQ coverage for overnight sessions (20:00 to 09:15 ET), covering SPX, VIX, and XSP index options.
Each record includes millisecond timestamps, exchange identifiers, trade and sale condition codes, and event-type flags such as complex order indicators and Intermarket Sweep Orders (ISO). These datasets provide the granular options trade and quote data required for backtesting, execution analysis, and market microstructure research.
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 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.
Trade Only#
The U.S. Options Trade-Only dataset provides tick-level executed options trades derived from the consolidated Options Price Reporting Authority (OPRA) feed, with trade-anchored market context captured at the time of each execution. Each record includes the executed trade price, size, timestamp, originating exchange, and trade condition codes, along with the prevailing National Best Bid and Offer (NBBO), including bid/ask price, size, and condition, as observed at the moment of the trade. This enables accurate analysis of execution quality, trade aggressiveness, and market state at execution time, without the overhead of a full quote stream. To support option-to-underlying relationship analysis, the dataset also includes underlying asset reference data (bid, ask, and last trade price, size, and timestamp) aligned to the option trade event. Coverage spans all U.S. equity options exchanges reporting via OPRA.