Flat Files/Options Quotes

Options Quotes

32 TB

9 columns

From Mar 7, 2022

Top of book quotes with nanosecond timestamps from all U.S. options markets including CBOE, NYSE, and NASDAQ.

Tickers

1,670,030+

Rows

722 Billion+

Coverage Start

Mar 7, 2022

Region

United States

Available

End of day

Resolution

Nanosecond

Sample Data

CSV sample file
tickerask_exchangeask_priceask_sizebid_exchangebid_pricebid_sizesequence_numbersip_timestamp
O:SPY241220P00720000309326.771309321.771817791680010200067217664
O:SPY241220P00720000309328.281303318.2821526971680010200661050624
O:SPY241220P00720000301328.28201301318.282012193341680010201264395520
O:SPY241220P00720000301328.28201301320.132002268211680010201304631040
O:SPY241220P00720000301328.28200301320.132002357571680010201377559552
O:SPY241220P00720000302328.411301320.132002710191680010201635999488
O:SPY241220P00720000300325.881300322.5612808971680010201690479360
O:SPY241220P00720000301325.88200301322.562002814001680010201693857280
O:SPY241220P00720000301326.721325322.515190371680010203073100288
O:SPY241220P00720000301326.72201301321.722015311791680010203143363840

Documentation

ticker - string

The exchange symbol that this item is traded under.


ask_exchange - integer

The ask exchange ID.


ask_price - number

The ask price.


ask_size - number

The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price.


bid_exchange - integer

The bid exchange ID.


bid_price - number

The bid price.


bid_size - number

The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price.


sequence_number - integer

The sequence number represents the sequence in which trade events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day.


sip_timestamp - integer

The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.


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