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Options Trade Data

Our option trades files have the supporting information needed to provide context to trading activity. Included with each trade is the trade price and size, the exchange where the trade printed, the NBBO quote and depth, the underlying bid and ask, and each of the individual exchange markets. Trades from Global Trading Hours (GTH) will be included effective February 5, 2020. GTH trades will be signified by a time stamp between 3:00 am ET and 9:15 am ET. At this time only ^SPX and ^VIX trade during GTH.

Reference Files:
Exchange ID Mapping: Exchange IDs
Trade Condition ID Mapping: Trade Condition IDs
Fields include:
  • Underlying Symbol
  • Quote Datetime
  • Sequence Number
  • Root
  • Expiration
  • Strike
  • Option Type
  • Exchange Id
  • Trade Size
  • Trade Price
  • Trade Condition Id
  • Canceled Trade Condition Id
  • Best Bid
  • Best Ask
  • Underlying Bid
  • Underlying Ask
  • Number Of Exchanges
    • Exchange
    • Bid Size
    • Bid
    • Ask Size
    • Ask
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