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us-equity-opt-tick

US Options Trade and NBBO Quote

The U.S. Options Trade and NBBO Quote dataset provides tick-level options trade data and National Best Bid and Offer (NBBO) quotes, derived from the consolidated OPRA trade and quote (TAQ) feed. This dataset is a filtered subset of full Options TAQ, in which non-NBBO quote updates are removed, retaining only NBBO quotes and executed trades. This significantly reduces data volume and complexity while preserving the most relevant market context for execution analysis, best-price evaluation, and NBBO-based research. In addition to consolidated last-sale trades and NBBO bid/ask quotes, the dataset includes rich event metadata such as trade and quote condition codes and flags (e.g., complex order indicators, Intermarket Sweep Orders (ISO)). Supplementary reference events, including open interest and end-of-day summary attributes, are included to support downstream analytics and validation workflows. Coverage spans all U.S. equity options exchanges reporting via OPRA.

For more details, please refer to the dataset documentation: US Options Trade and NBBO Quote Guide.

<details> <summary>**Advanced Filtering**</summary>

You can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. For example, StartDate.gt=2023-01-01&StartDate.lt=2023-12-31, Ticker=AAPL.

Please refer to the <a href="https://algoseek.com/docs/rest-api/tutorial/advanced-filtering">Advanced Filtering Guide</a> for the extensive reference.

</details> <details> <summary>**Optimizing Performance**</summary>

Some queries to this endpoint may be slow due to the size of the data chunk requested. If this becomes an issue, consider narrowing down the response data with query parameters.

For more details, please refer to the <a href="https://algoseek.com/docs/rest-api/tutorial/optimizing-query-performance">Query Performance Guide</a>.

</details>
get/v1/data/us-equity-opt/tanq/{trade_date}/{identifier}/{expiration_date}

Path parameters

trade_datestring required

Trading date in YYYY-MM-DD format

Trading date in YYYY-MM-DD format

identifierstring required

Dataset's security identifier

Dataset's security identifier

expiration_datestring required

Secondary date column in YYYY-MM-DD format

Secondary date column in YYYY-MM-DD format

Query parameters

sortstring nullable

Sorting criteria for the results. Provide a column name with optional prefix '+' for ascending order, or prefix with '-' for descending order. Multiple sorting fields may be supported depending on the dataset. If sort prefix is not provided, the ascending order is applied.

Sorting criteria for the results. Provide a column name with optional prefix '+' for ascending order, or prefix with '-' for descending order. Multiple sorting fields may be supported depending on the dataset. If sort prefix is not provided, the ascending order is applied.

columnsstring nullable

A comma-separated list of columns to include in the response. Use this parameter to select only specific fields from the dataset. If not provided, all available columns will be returned.

A comma-separated list of columns to include in the response. Use this parameter to select only specific fields from the dataset. If not provided, all available columns will be returned.

offsetinteger

Number of records to skip before returning results. To be used with the limit parameter for pagination. If not provided, defaults to 0.

Number of records to skip before returning results. To be used with the limit parameter for pagination. If not provided, defaults to 0.

limitinteger

Maximum number of records to return. Default and maximum values depend on the response format; see format_limits in the schema for details.

Maximum number of records to return. Default and maximum values depend on the response format; see format_limits in the schema for details.

response_format'json' | 'csv' | 'csv_gzip'

Note the lowercase which is used for the consistency with other projects and tools

The type of the data to return

Response

JSON, CSV file, or gzip-compressed CSV file, depending on the value of response_format query parameter

Example response

{
  "data": [
    {
      "TradeDate": "2024-06-26",
      "EventDateTime": "2024-06-26 08:15:02.007000000",
      "Ticker": "NDXP",
      "CallPut": "C",
      "Strike": 15950,
      "ExpirationDate": "2024-06-26",
      "EventType": 38,
      "Action": "R",
      "Side": "A",
      "Exchange": "NP",
      "Conditions": "R"
    }
  ],
  "pagination": {
    "limit": 1000,
    "next_offset": 2000,
    "offset": 1000
  }
}