US Options GTH Trade Only

How to use it

Identify a contract by underlying, expiration, strike and call/put. Most options tick files carry no underlying/root column: the underlying comes from the file path or API identifier, so keep it alongside every row you land. Strikes and prices are plain decimals (not scaled). EventType is a bit field: low 4 bits message type, 16 cancel, 32 call, 64 NBBO, 128 buy/bid side. Check OCC special settlements before comparing prices across a corporate action.

Typical use

Options pricing, volatility, and flow research on US-listed equity and index options.

Limitations

Delivered as recorded from the source feed: AlgoSeek does not remove crossed or locked quotes, bad prints, or out-of-sequence packets unless contracted to. Consumers own cleaning. Contract identity per row = ExpirationDate + StrikePrice + CallPut; the root/underlying (SPX vs SPXW, VIX vs VIXW, XSP, RUT vs RUTW) is NOT in the sample rows (guide lists a Ticker column) and must come from the Ticker column if delivered or from the file name/path. No OSI/OCC symbol column exists. StrikePrice, Price and LastBid/AskPrice are plain decimals in dollars/index points (StrikePrice 4580 = SPX 4580), not scaled by 1000; the contract multiplier is not in the file. EventType decoding verified on the sample: 33 = 32 call + 1 Trade; 1 = put Trade; NBBO bit (64) is clear on trade rows and Side is blank. Bit 4 (16) would mark a cancelled prior trade; no cancel rows appear in the sample. LastBid*/LastAsk* are the option NBBO in force at the trade; LastBidTime/LastAskTime can equal the trade Timestamp or lag it by seconds or minutes (sample shows both). Exchange is CB on every sample row.

Coverage

Index options with a GTH session: guide lists SPX, SPXW, XSP, VIX, VIXW, RUT and RUTW (RUT/RUTW added 2026-02-09); the product page names SPX, VIX, XSP and RUT. Extended GTH session started 2021-11-21 (business date 2021-11-22); AlgoSeek coverage starts 2023-01-09.

Usage constraints

• Licensed vendor data: never export raw rows to a tenant-local destination or include them verbatim in a public artifact; serve only through entitlement-checked platform reads.
• Do not treat the vendor's `Ticker` as a stable identity across time; join on an AlgoSeek security key (SecId or ASID, which are distinct) or the platform symbol mapping.

Known issues (15)

• Primary key is inferred; AlgoSeek's guide does not name one.
• Documentation discrepancyGuide field table lists a Ticker column (after Timestamp); the sample header and rows have no Ticker, so the underlying/root is not in the row.
• Documentation discrepancyGuide intro gives the GTH session as 20:00:00-09:15:00 ET, then says it runs until 09:25 (09:15 before 2024-08-26); product page says 20:00:00-09:25:00.
• Documentation discrepancyGuide labels Date 'Trading date (optional)'; the sample has Date=20230801 on trades stamped 21:15-21:28 with expiry 20230802, i.e. the calendar date of the evening, not the following business date. No after-midnight rows exist in the sample.
• Documentation discrepancyGuide file-layout example uses AAPL options on 2020 dates; GTH covers only index options from 2023-01-09, so the example is boilerplate.
• Documentation discrepancyGuide says 'one file per option contract per trading day' but the example (and the multi-strike sample) is chain-level.
• Documentation discrepancyGuide intro says the data is based on top-of-book quotes and trades; the dataset only carries trades plus an NBBO snapshot (LastBid*/LastAsk*).
• Documentation discrepancyGuide has no quote-condition table for LastBidCondition/LastAskCondition (no Table 5); sample values A, B, C, O match the quote conditions defined in the sibling GTH TAQ guide (A eligible for auto execution, B bid customer interest, O offer customer interest, C both).
• Documentation discrepancyGuide Table 3 (Action) omits C (Trade Cancel), FQ, NFQ and NQ that the TAQ guide lists; only T appears in the sample.
• Documentation discrepancyGuide documents EventType as 'string'; sample values are decimal integers rendered as text (1, 33).
• Documentation discrepancyGuide Table 6 says bits 0-3 are a '3-bit' message type, but bits 0-3 are 4 bits and Table 7 runs to value 11.
• Documentation discrepancyGuide Table 7 names message type 10 'UnderlyingValueSell' while Table 3 names the matching action 'UnderlyingValueSale'.
• Documentation discrepancyGuide Table 7 has no type 12 (Indicative); Table 3 lists action 'I' = Indicative Value and 'IN' = Invalid with no message-type value. The AlgoSeek decoder convention assigns 12 = Indicative.
• Documentation discrepancyGuide describes Quantity as 'Underlying asset quantity'; sample values (1..3444, quote sizes) behave as option contract counts.
• Documentation discrepancyGuide expands OPRA as 'Options Pricing Authority' while the product pages say 'Options Price Reporting Authority'.