ODCS v3.2.0Draft · 0.1.0licensed-dataoptionsoprausdaily_bar

US Options Trade and Quote Daily Bar

One row per option contract per trading day with the time, price and size of the daily open, high, low and close for NBBO bid, NBBO ask and trades, plus day volume and open interest. Includes Curb-session closing quotes for a few index options and Cboe/MIAX 16:00 indicative marking values.

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 = Ticker + CallPut + Strike + ExpirationDate (no OSI/OCC symbol column). Strike is USD per share (4 decimals in sample); ExpirationDate is yyyymmdd (sample column holds yyyymmdd despite the guide's typed format). Open/High/Low/Close are session aggregates of NBBO bid, NBBO ask and trades, each with its own time, price and size. Close quotes are the last NBBO of the regular session (sample shows 15:59:58-15:59:59, not exactly 16:00). Quotes are NBBO from Firm Quote and Customer Trade Interest; Open Interest, Rotation and Trade Interest events are excluded. Trades with condition codes A, B, C, F, G, N, O, T are excluded. Volume = contracts traded 'during market hours'; whether Curb-session trades are included is not stated. No Curb trade or OHLC fields exist, only Curb closing bid/ask.

Coverage

US listed options from the OPRA consolidated feed (all 16 options exchanges); guide intro names options on equities, ETFs, ETNs and ADRs, page also covers Cboe proprietary index options. History start date is not stated; Curb data from 2022-04-25, Cboe indicative values from 2020-10-26, MIAX SPIKE indicative values from 2021-04-16.

Venues (1)

OPRA consolidated feed (16 options exchanges; individual venues not named)

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 (11)

Primary key is inferred; AlgoSeek's guide does not name one.
Update cadence and publication latency are not stated in the guide; confirm with AlgoSeek (or GET /v1/meta/datasets/{id}/status).
Documentation discrepancyBundle/page header: the 'page_name' captured for this dataset is actually the page's subtitle sentence; the product is titled 'US Options Trade and Quote Daily Bar'.
Documentation discrepancyExpirationDate doc type in guide Table 3 is '(HH:MM:SS.mmm)' (typo); the description and sample are yyyymmdd.
Documentation discrepancyGuide Table 3 intro says it describes the 'Options TAQ Minute Bar CSV file' (copy-paste from the minute guide).
Documentation discrepancyProduct page says Curb close data is available for SPX, VIX and XSP; guide says SPX, XSP, VIX and, from 2026-02-09, RUT.
Documentation discrepancyGuide describes CurbCloseBidSize as 'Size with CurbCloseBidkPrice' (typo for CurbCloseBidPrice).
Documentation discrepancyGuide TOC lists Appendix A (FAQ) on page 8, but the text on page 8 is the Curb/Indicative sections and no FAQ content exists in the PDF text.
Documentation discrepancyDate column is named TradeDate here but Date in the minute-bar datasets; no TimeBarStart.
Documentation discrepancyExcluded quote events differ from the minute guides: this guide lists Open Interest, Rotation Bid, Rotation Ask and Trade Interest (minute guides list Non-Firm Quote instead of Trade Interest).
Documentation discrepancyGuide columns match the 53-column sample header exactly, in the same order.

53 columns in delivery order · file or table name opt_taq_daily. Types are ODCS logical types; the format line shows how values are written.

Schema columns with type, key role and description
Column	Type	Key	Description
TradeDate	dateyyyymmdd	Key 1 · Partition · Required	Trading date Missing values: Never · Source: vendor guide and sample
Ticker	string	Key 2 · Partition · Required	Symbol name; sample shows the underlying/root (AAPL). Root vs underlying for index or adjusted roots is not stated Missing values: Never · Source: vendor guide and sample
CallPut	string · enum (2)	Key 3 · Required	Option type, C = Call or P = Put Missing values: Never · Source: vendor guide and sample 2 allowed values C Call P Put
Strike	number	Key 4 · Required	Fixed price at which the option can be exercised, quoted per share of underlying Unit: USD · Missing values: Never · Source: vendor guide and sample
ExpirationDate	dateyyyymmdd	Key 5 · Required	Expiration date of the option contract (guide doc type is a typo; sample and text say yyyymmdd) Missing values: Never · Source: vendor guide and sample
OpenBidTime	timeHH:MM:SS.mmm		Time of the first NBBO bid of the session Missing values: Blank · Source: vendor guide and sample
OpenBidPrice	number		NBBO price of the first bid of the session Unit: USD · Missing values: Blank · Source: vendor guide and sample
OpenBidSize	integeri64		Size with OpenBidPrice Unit: contracts · Missing values: Blank · Source: vendor guide and sample
OpenAskTime	timeHH:MM:SS.mmm		Time of the first NBBO ask of the session Missing values: Blank · Source: vendor guide and sample
OpenAskPrice	number		NBBO price of the first ask of the session Unit: USD · Missing values: Blank · Source: vendor guide and sample
OpenAskSize	integeri64		Size with OpenAskPrice Unit: contracts · Missing values: Blank · Source: vendor guide and sample
OpenTradeTime	timeHH:MM:SS.mmm		Time of the first trade of the session Missing values: Blank · Source: vendor guide and sample
OpenTradePrice	number		Price of the first trade of the session Unit: USD · Missing values: Blank · Source: vendor guide and sample
OpenTradeSize	integeri64		Contracts in the first trade Unit: contracts · Missing values: Blank · Source: vendor guide and sample
HighBidTime	timeHH:MM:SS.mmm		Time of the highest NBBO bid of the session Missing values: Blank · Source: vendor guide and sample
HighBidPrice	number		Highest NBBO bid price of the session Unit: USD · Missing values: Blank · Source: vendor guide and sample
HighBidSize	integeri64		Size of the highest bid price Unit: contracts · Missing values: Blank · Source: vendor guide and sample
HighAskTime	timeHH:MM:SS.mmm		Time of the highest NBBO ask of the session Missing values: Blank · Source: vendor guide and sample
HighAskPrice	number		Highest NBBO ask price of the session Unit: USD · Missing values: Blank · Source: vendor guide and sample
HighAskSize	integeri64		Size of the highest ask price Unit: contracts · Missing values: Blank · Source: vendor guide and sample
HighTradeTime	timeHH:MM:SS.mmm		Time of the highest-priced trade Missing values: Blank · Source: vendor guide and sample
HighTradePrice	number		Price of the highest trade of the session Unit: USD · Missing values: Blank · Source: vendor guide and sample
HighTradeSize	integeri64		Contracts in the highest-priced trade Unit: contracts · Missing values: Blank · Source: vendor guide and sample
LowBidTime	timeHH:MM:SS.mmm		Time of the lowest NBBO bid of the session Missing values: Blank · Source: vendor guide and sample
LowBidPrice	number		Lowest NBBO bid price of the session Unit: USD · Missing values: Blank · Source: vendor guide and sample
LowBidSize	integeri64		Size of the lowest bid price Unit: contracts · Missing values: Blank · Source: vendor guide and sample
LowAskTime	timeHH:MM:SS.mmm		Time of the lowest NBBO ask of the session Missing values: Blank · Source: vendor guide and sample
LowAskPrice	number		Lowest NBBO ask price of the session Unit: USD · Missing values: Blank · Source: vendor guide and sample
LowAskSize	integeri64		Size of the lowest ask price Unit: contracts · Missing values: Blank · Source: vendor guide and sample
LowTradeTime	timeHH:MM:SS.mmm		Time of the lowest-priced trade Missing values: Blank · Source: vendor guide and sample
LowTradePrice	number		Price of the lowest trade of the session Unit: USD · Missing values: Blank · Source: vendor guide and sample
LowTradeSize	integeri64		Contracts in the lowest-priced trade Unit: contracts · Missing values: Blank · Source: vendor guide and sample
CloseBidTime	timeHH:MM:SS.mmm		Time of the last NBBO bid of the regular session Missing values: Blank · Source: vendor guide and sample
CloseBidPrice	number		NBBO price of the last bid of the regular session Unit: USD · Missing values: Blank · Source: vendor guide and sample
CloseBidSize	integeri64		Size with CloseBidPrice Unit: contracts · Missing values: Blank · Source: vendor guide and sample
CloseAskTime	timeHH:MM:SS.mmm		Time of the last NBBO ask of the regular session Missing values: Blank · Source: vendor guide and sample
CloseAskPrice	number		NBBO price of the last ask of the regular session Unit: USD · Missing values: Blank · Source: vendor guide and sample
CloseAskSize	integeri64		Size with CloseAskPrice Unit: contracts · Missing values: Blank · Source: vendor guide and sample
CloseTradeTime	timeHH:MM:SS.mmm		Time of the last trade of the session Missing values: Blank · Source: vendor guide and sample
CloseTradePrice	number		Price of the last trade of the session Unit: USD · Missing values: Blank · Source: vendor guide and sample
CloseTradeSize	integeri64		Size with CloseTradePrice Unit: contracts · Missing values: Blank · Source: vendor guide and sample
Volume	integeri64		Total contracts traded during market hours Unit: contracts · Missing values: 0 · Source: vendor guide and sample
OpenInterest	integeri64		Open interest for the contract; as-of date semantics are not stated Unit: contracts · Missing values: 0 · Source: vendor guide and sample
CurbCloseBidTime	timeHH:MM:SS.mmm		Time of the last NBBO bid of the Curb session Missing values: Blank · Source: vendor guide and sample
CurbCloseBidPrice	number		NBBO price of the last bid of the Curb session (17:00 ET) Unit: USD · Missing values: Blank · Source: vendor guide and sample
CurbCloseBidSize	integeri64		Size with CurbCloseBidPrice Unit: contracts · Missing values: Blank · Source: vendor guide and sample
CurbCloseAskTime	timeHH:MM:SS.mmm		Time of the last NBBO ask of the Curb session Missing values: Blank · Source: vendor guide and sample
CurbCloseAskPrice	number		NBBO price of the last ask of the Curb session (17:00 ET) Unit: USD · Missing values: Blank · Source: vendor guide and sample
CurbCloseAskSize	integeri64		Size with CurbCloseAskPrice Unit: contracts · Missing values: Blank · Source: vendor guide and sample
IndicatBidTime1600	timeHH:MM:SS.mmm		Time of the bid indicative value (Cboe proprietary index options; MIAX SPIKE) Missing values: Blank · Source: vendor guide and sample
IndicatBidPrice1600	number		Indicative bid value calculated as of 16:00 ET Unit: USD · Missing values: Blank · Source: vendor guide and sample
IndicatAskTime1600	timeHH:MM:SS.mmm		Time of the ask indicative value (Cboe proprietary index options; MIAX SPIKE) Missing values: Blank · Source: vendor guide and sample
IndicatAskPrice1600	number		Indicative ask value calculated as of 16:00 ET Unit: USD · Missing values: Blank · Source: vendor guide and sample

errorrow_count_positivecompleteness
Every delivered partition (trade date, or snapshot) carries at least one row.
rowCount must be greater than 0
errorprimary_key_uniqueuniqueness
The declared primary key is unique within each delivered partition (one file or table snapshot).
duplicateValues (properties: TradeDate, Ticker, CallPut, Strike, ExpirationDate) must be 0

errortrade_high_ge_lowaccuracy

HighTradePrice is never below LowTradePrice in the same row.

SELECT COUNT(*) FROM {object} WHERE HighTradePrice IS NOT NULL AND LowTradePrice IS NOT NULL AND HighTradePrice < LowTradePrice

errorbid_high_ge_lowaccuracy

HighBidPrice is never below LowBidPrice in the same row.

SELECT COUNT(*) FROM {object} WHERE HighBidPrice IS NOT NULL AND LowBidPrice IS NOT NULL AND HighBidPrice < LowBidPrice

errorask_high_ge_lowaccuracy

HighAskPrice is never below LowAskPrice in the same row.

SELECT COUNT(*) FROM {object} WHERE HighAskPrice IS NOT NULL AND LowAskPrice IS NOT NULL AND HighAskPrice < LowAskPrice

errorCloseAskSize_non_negativeaccuracy
CloseAskSize is never negative.
```
SELECT COUNT(*) FROM {object} WHERE CloseAskSize < 0
```
errorCloseBidSize_non_negativeaccuracy
CloseBidSize is never negative.
```
SELECT COUNT(*) FROM {object} WHERE CloseBidSize < 0
```
errorCloseTradeSize_non_negativeaccuracy
CloseTradeSize is never negative.
```
SELECT COUNT(*) FROM {object} WHERE CloseTradeSize < 0
```
errorCurbCloseAskSize_non_negativeaccuracy
CurbCloseAskSize is never negative.
```
SELECT COUNT(*) FROM {object} WHERE CurbCloseAskSize < 0
```
errorCurbCloseBidSize_non_negativeaccuracy
CurbCloseBidSize is never negative.
```
SELECT COUNT(*) FROM {object} WHERE CurbCloseBidSize < 0
```
errorHighAskSize_non_negativeaccuracy
HighAskSize is never negative.
```
SELECT COUNT(*) FROM {object} WHERE HighAskSize < 0
```
errorHighBidSize_non_negativeaccuracy
HighBidSize is never negative.
```
SELECT COUNT(*) FROM {object} WHERE HighBidSize < 0
```
errorHighTradeSize_non_negativeaccuracy
HighTradeSize is never negative.
```
SELECT COUNT(*) FROM {object} WHERE HighTradeSize < 0
```
errorLowAskSize_non_negativeaccuracy
LowAskSize is never negative.
```
SELECT COUNT(*) FROM {object} WHERE LowAskSize < 0
```
errorLowBidSize_non_negativeaccuracy
LowBidSize is never negative.
```
SELECT COUNT(*) FROM {object} WHERE LowBidSize < 0
```
errorLowTradeSize_non_negativeaccuracy
LowTradeSize is never negative.
```
SELECT COUNT(*) FROM {object} WHERE LowTradeSize < 0
```
errorOpenAskSize_non_negativeaccuracy
OpenAskSize is never negative.
```
SELECT COUNT(*) FROM {object} WHERE OpenAskSize < 0
```
errorOpenBidSize_non_negativeaccuracy
OpenBidSize is never negative.
```
SELECT COUNT(*) FROM {object} WHERE OpenBidSize < 0
```
errorOpenInterest_non_negativeaccuracy
OpenInterest is never negative.
```
SELECT COUNT(*) FROM {object} WHERE OpenInterest < 0
```
errorOpenTradeSize_non_negativeaccuracy
OpenTradeSize is never negative.
```
SELECT COUNT(*) FROM {object} WHERE OpenTradeSize < 0
```
errorVolume_non_negativeaccuracy
Volume is never negative.
```
SELECT COUNT(*) FROM {object} WHERE Volume < 0
```
warningclose_quote_not_crossedaccuracy
Closing NBBO is rarely crossed; AlgoSeek ships crossed quotes as-is, so this only warns.
```
SELECT COUNT(*) FROM {object} WHERE CloseBidPrice > 0 AND CloseAskPrice > 0 AND CloseBidPrice > CloseAskPrice
```

Key (inferred): TradeDate, Ticker, CallPut, Strike, ExpirationDate; The vendor does not name a key; this one is inferred from the documentation.
One row is: one option contract (Ticker x CallPut x Strike x ExpirationDate) x one TradeDate
Time zone: US Eastern (America/New_York)
Timestamp format: Event times HH:MM:SS.mmm (millisecond, no date part); TradeDate yyyymmdd
Session: Regular session 09:30:00-16:00:00 ET (16:15:00 ET for some index and ETF options). Curb session 16:15-17:00 ET (only SPX, XSP, VIX, and RUT from 2026-02-09), introduced 2022-04-25; closed on holidays and early-close days. Indicative values as of 16:00 ET.
Price adjustment: Unadjusted
Delivery: S3 flat files

Download contract YAML Open in Data Contract Editor

Vendor sources

Draft contract 0.1.0. Contract id urn:alphaswarm:datacontract:algoseek:us-options-trade-and-quote-daily-bar

Contracts follow the Open Data Contract Standard (Bitol, LF AI & Data).

Vendor names are trademarks of their owners.