Options Overview
Polygon.io offers comprehensive historical U.S. options market data through convenient and accessible CSV Flat Files. Our datasets cover detailed trades, quotes, and aggregated market activity sourced directly from the Options Price Reporting Authority (OPRA), encompassing all 17 U.S. options exchanges. These structured, downloadable datasets streamline your access to extensive historical data, enabling efficient market analysis, strategy backtesting, risk management, and research without the complexity of handling numerous API calls.
Data Availability and Frequency
Options Flat Files are generated daily after the close of the full market session, capturing all trading activity from:
- Regular Market Hours: Monday through Friday, 9:30 AM to 4:00 PM Eastern Time (ET)
The finalized daily datasets become available for download by approximately 11:00 AM ET the following day. All timestamps in the datasets are provided as Unix timestamps (seconds since epoch, UTC). When converting these timestamps into human-readable form (e.g., market open at 9:30 AM), remember they represent UTC time, not Eastern Time (ET). To correctly align data with market hours or dates, you'll need to explicitly convert timestamps from UTC to ET during your analysis.
Comprehensive and Reliable Historical Data
Our Options Flat Files provide comprehensive coverage sourced directly from OPRA, the central consolidator of options market data. This ensures you have an accurate and complete historical record from all major U.S. options exchanges, including:
- NYSE American Options
- Boston Options Exchange (BOX)
- Chicago Board Options Exchange (CBOE)
- Cboe EDGX Options
- Cboe C2 Options
- Cboe BZX Options
- Nasdaq Options Market (NOM)
- Nasdaq PHLX
- Nasdaq BX Options
- Nasdaq ISE
- Nasdaq GEMX
- Nasdaq MRX
- MIAX Emerald
- MIAX Pearl Options
- MIAX Sapphire
- MEMX Options
By leveraging direct connections to OPRA, our data files offer unmatched integrity, completeness, and compliance with U.S. regulatory standards.
Simplifying Historical Data Access
Flat Files significantly simplify the process of obtaining and managing historical options data. Instead of relying on multiple API requests, you can download large, structured datasets quickly and easily, enabling:
- Historical options market research
- Backtesting and validating trading strategies
- Risk and volatility analysis
- Custom financial modeling
- Regulatory and compliance reporting
Data Structure and Formats
Our Options Flat Files are provided in CSV format, with standardized headers across all files, ensuring effortless integration. Key data components include:
- Trades: Transaction-level data including prices, sizes, timestamps, and conditions
- Quotes: Comprehensive bid and ask data with size and market depth
- Aggregates: Minute and daily Aggregates, with open, high, low, close, and volume (OHLCV) data
These well-organized datasets facilitate easy ingestion and powerful analytics across manual and automated workflows.
Regulatory Compliance
Polygon.io strictly adheres to regulatory and exchange licensing requirements governing the dissemination of U.S. options market data. We ensure that both retail and professional users receive fully compliant data tailored to their respective needs, providing confidence and flexibility across all trading and research environments.
Next Steps
Explore the Options Flat Files directly via our integrated File Browser or configure your preferred S3-compatible client for automated and efficient downloads. Consult our comprehensive documentation to seamlessly integrate extensive historical market data into your analytical workflows and applications.