ODCS v3.2.0Draft · 0.1.0licensed-dataoptionsoprausbar

US Options Trade and Quote Minute Bar

One row per option contract per one-minute interval in which at least one NBBO bid, NBBO ask or trade occurred, giving open/high/low/close of bid, ask and trade (time, price, size), underlying NBBO at the first and last event, spread statistics, trade-versus-NBBO volume buckets and volume. Built from OPRA consolidated trades and top-of-book quotes.

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, no contract id). Strike is a decimal in USD per share (4 decimals in sample); ExpirationDate is yyyymmdd. Event-based bars: a bar exists only if the contract had at least one bid, ask or trade in that minute. Missing bars mean no events, not zero activity; build a time grid and forward-fill yourself, or use the Continuous variant. Bid, ask and trade OHLC are independent: a bar can have quote fields but no trade fields (trade fields blank, Volume = 0). With a single event, open/high/low/close price, size and time are equal. Quotes are the NBBO built from Firm Quote and Customer Trade Interest bids/asks; Open Interest, Rotation and Non-Firm quote events are excluded. Trades with condition codes A, B, C, F, G, N, O, T are excluded.

Coverage

US listed options from the OPRA consolidated feed (16 SEC-approved options exchanges); guide intro names options on equities, ETFs, ETNs and ADRs, while its Time Range section and the product page also cover index options. History start date is not stated.

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 (8)

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 discrepancyTimeBarStart: guide says HH:MM for minute bars (second bars HH:MM:SS); the published sample delivers HH:MM:SS ('09:30:00') in all rows.
Documentation discrepancyProduct page says the data covers the regular session 09:30-16:15 ET plus a Curb session to 17:00 ET where available; the guide (v1.5, Apr 2022) only states 09:30:00-16:15:00 ET and never mentions Curb (Curb began 2022-04-25 per the Daily TAQ guide, after this guide's date).
Documentation discrepancyGuide intro limits scope to options on equities, ETFs, ETNs and ADRs, but its Time Range section says some indexes trade to 16:15 and the page says all US listed options.
Documentation discrepancyGuide TOC lists Appendix A (FAQ) on page 12 but the PDF text ends on page 10; no FAQ content available.
Documentation discrepancyGuide wording of the file layout ('one file per ticker per trading day per ticker and per option chain') is garbled; interpreted as per underlying ticker, per day, per chain.
Documentation discrepancyGuide field table wraps across pages; columns were reassembled with a table-mode text extraction and match the 60-column sample header exactly, in the same order.

60 columns in delivery order · file or table name opt_taq_1min. 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
Date	dateyyyymmdd	Key 1 · Partition · Required	Trading date of the bar Missing values: Never · Source: vendor guide and sample
TimeBarStart	timeHH:MM:SS	Key 2 · Required	Start of the one-minute bar; guide says HH:MM, sample delivers HH:MM:SS (09:30:00) Missing values: Never · Source: vendor guide and sample
Ticker	string	Key 3 · 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 4 · 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 5 · 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 6 · Required	Expiration date of the option contract Missing values: Never · Source: vendor guide and sample
OpenBidTime	timeHH:MM:SS.mmm		Time of the first NBBO bid in the bar Missing values: Blank · Source: vendor guide and sample
OpenBidPrice	number		NBBO price of the first bid in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
OpenBidSize	integeri64		Size of the first NBBO bid in the bar Unit: contracts · Missing values: Blank · Source: vendor guide and sample
OpenAskTime	timeHH:MM:SS.mmm		Time of the first NBBO ask in the bar Missing values: Blank · Source: vendor guide and sample
OpenAskPrice	number		NBBO price of the first ask in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
OpenAskSize	integeri64		Size of the first NBBO ask in the bar Unit: contracts · Missing values: Blank · Source: vendor guide and sample
OpenTradeTime	timeHH:MM:SS.mmm		Time of the first trade in the bar Missing values: Blank · Source: vendor guide and sample
OpenTradePrice	number		Price of the first trade in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
OpenTradeSize	integeri64		Contracts in the first trade in the bar Unit: contracts · Missing values: Blank · Source: vendor guide and sample
HighBidTime	timeHH:MM:SS.mmm		Time of the highest NBBO bid price in the bar Missing values: Blank · Source: vendor guide and sample
HighBidPrice	number		Highest NBBO bid price in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
HighBidSize	integeri64		Size at the highest NBBO bid Unit: contracts · Missing values: Blank · Source: vendor guide and sample
HighAskTime	timeHH:MM:SS.mmm		Time of the highest NBBO ask price in the bar Missing values: Blank · Source: vendor guide and sample
HighAskPrice	number		Highest NBBO ask price in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
HighAskSize	integeri64		Size at the highest NBBO ask Unit: contracts · Missing values: Blank · Source: vendor guide and sample
HighTradeTime	timeHH:MM:SS.mmm		Time of the highest-priced trade in the bar Missing values: Blank · Source: vendor guide and sample
HighTradePrice	number		Price of the highest trade in the bar 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 in the bar Missing values: Blank · Source: vendor guide and sample
LowBidPrice	number		Lowest NBBO bid price in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
LowBidSize	integeri64		Size at the lowest NBBO bid Unit: contracts · Missing values: Blank · Source: vendor guide and sample
LowAskTime	timeHH:MM:SS.mmm		Time of the lowest NBBO ask in the bar Missing values: Blank · Source: vendor guide and sample
LowAskPrice	number		Lowest NBBO ask price in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
LowAskSize	integeri64		Size at the lowest NBBO ask Unit: contracts · Missing values: Blank · Source: vendor guide and sample
LowTradeTime	timeHH:MM:SS.mmm		Time of the lowest-priced trade in the bar Missing values: Blank · Source: vendor guide and sample
LowTradePrice	number		Price of the lowest trade in the bar 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 in the bar Missing values: Blank · Source: vendor guide and sample
CloseBidPrice	number		NBBO price of the last bid in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
CloseBidSize	integeri64		Size of the last NBBO bid Unit: contracts · Missing values: Blank · Source: vendor guide and sample
CloseAskTime	timeHH:MM:SS.mmm		Time of the last NBBO ask in the bar Missing values: Blank · Source: vendor guide and sample
CloseAskPrice	number		NBBO price of the last ask in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
CloseAskSize	integeri64		Size of the last NBBO ask Unit: contracts · Missing values: Blank · Source: vendor guide and sample
CloseTradeTime	timeHH:MM:SS.mmm		Time of the last trade in the bar Missing values: Blank · Source: vendor guide and sample
CloseTradePrice	number		Price of the last trade in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
CloseTradeSize	integeri64		Contracts in the last trade in the bar Unit: contracts · Missing values: Blank · Source: vendor guide and sample
UnderOpenBidPrice	number		Underlying NBBO bid at the millisecond of the first option bid, ask or trade event in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
UnderOpenAskPrice	number		Underlying NBBO ask at the millisecond of the first option bid, ask or trade event in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
UnderCloseBidPrice	number		Underlying NBBO bid at the millisecond of the last option bid, ask or trade event in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
UnderCloseAskPrice	number		Underlying NBBO ask at the millisecond of the last option bid, ask or trade event in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
MinSpread	number		Minimum bid-ask spread in the bar; can be 0 if crossed; needs both a bid and an ask in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
MaxSpread	number		Maximum bid-ask spread in the bar; needs both a bid and an ask in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
CancelSize	integeri64		Contracts of trades canceled during this bar; the canceled trades may have occurred any time since the open Unit: contracts · Missing values: Blank · Source: vendor guide and sample
VolumeWeightPrice	number		Volume-weighted average trade price in the bar Unit: USD · Missing values: Blank · Source: vendor guide and sample
NBBOQuoteCount	integeri64		Number of NBBO bid and ask quote updates in the bar Unit: count · Missing values: 0 · Source: vendor guide and sample
TradeAtBid	integeri64		Contracts traded at or below the NBBO bid (late prints can be below the bid) Unit: contracts · Missing values: Blank · Source: vendor guide and sample
TradeAtBidMid	integeri64		Contracts traded strictly between the NBBO bid and the mid-point Unit: contracts · Missing values: Blank · Source: vendor guide and sample
TradeAtMid	integeri64		Contracts traded exactly at the NBBO mid-point Unit: contracts · Missing values: Blank · Source: vendor guide and sample
TradeAtMidAsk	integeri64		Contracts traded strictly between the NBBO mid-point and the ask Unit: contracts · Missing values: Blank · Source: vendor guide and sample
TradeAtAsk	integeri64		Contracts traded at or above the NBBO ask Unit: contracts · Missing values: Blank · Source: vendor guide and sample
TradeAtCrossOrLocked	integeri64		Contracts traded while the NBBO was locked (bid = ask) or crossed (bid > ask) Unit: contracts · Missing values: Blank · Source: vendor guide and sample
Volume	integeri64		Total contracts traded in the bar Unit: contracts · Missing values: 0 · Source: vendor guide and sample
TotalTrades	integeri64		Total number of trades in the bar Unit: count · Missing values: 0 · Source: vendor guide and sample
FinraVolume	integeri64		Contracts traded off the public exchanges and reported as FINRA; relation to Volume not stated Unit: contracts · Missing values: 0 · 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: Date, TimeBarStart, 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

warningvwap_within_rangeaccuracy

VWAP (sum(price*shares)/sum(shares)) lies within the bar's trade range.

SELECT COUNT(*) FROM {object} WHERE VolumeWeightPrice > HighTradePrice OR VolumeWeightPrice < LowTradePrice

errorCancelSize_non_negativeaccuracy
CancelSize is never negative.
```
SELECT COUNT(*) FROM {object} WHERE CancelSize < 0
```
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
```
errorFinraVolume_non_negativeaccuracy
FinraVolume is never negative.
```
SELECT COUNT(*) FROM {object} WHERE FinraVolume < 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
```
errorNBBOQuoteCount_non_negativeaccuracy
NBBOQuoteCount is never negative.
```
SELECT COUNT(*) FROM {object} WHERE NBBOQuoteCount < 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
```
errorOpenTradeSize_non_negativeaccuracy
OpenTradeSize is never negative.
```
SELECT COUNT(*) FROM {object} WHERE OpenTradeSize < 0
```
errorTotalTrades_non_negativeaccuracy
TotalTrades is never negative.
```
SELECT COUNT(*) FROM {object} WHERE TotalTrades < 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): Date, TimeBarStart, 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 1-minute bar (TimeBarStart) on one trading Date; a row exists only if the contract had at least one bid, ask or trade event in that minute
Time zone: US Eastern (America/New_York)
Timestamp format: Event times HH:MM:SS.mmm (millisecond, no date part); TimeBarStart HH:MM:SS in sample (guide says HH:MM)
Session: 09:30:00-16:15:00 ET per guide (most options stop at 16:00, some index options trade to 16:15). Product page adds a Curb session to 17:00 ET 'if available'; the guide (v1.5, Apr 2022) does not mention Curb.
Price adjustment: Unadjusted
Delivery: S3 flat files, REST API

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-minute-bar

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

Vendor names are trademarks of their owners.

How to use it

Typical use

Limitations

Coverage

Venues (1)

Usage constraints

Known issues (8)

Delivery

S3 flat files

REST API

Service levels