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latestOpenAPI 3.1.02026-08-145096557.0 KB

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us-equity-opt-tick

US Options Trade Only

The U.S. Options Trade-Only dataset provides tick-level executed options trades derived from the consolidated Options Price Reporting Authority (OPRA) feed, with trade-anchored market context captured at the time of each execution. Each record includes the executed trade price, size, timestamp, originating exchange, and trade condition codes, along with the prevailing National Best Bid and Offer (NBBO), including bid/ask price, size, and condition, as observed at the moment of the trade. This enables accurate analysis of execution quality, trade aggressiveness, and market state at execution time, without the overhead of a full quote stream. To support option-to-underlying relationship analysis, the dataset also includes underlying asset reference data (bid, ask, and last trade price, size, and timestamp) aligned to the option trade event. Coverage spans all U.S. equity options exchanges reporting via OPRA.

For more details, please refer to the dataset documentation: US Options Trade Only 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>
get/v1/data/us-equity-opt/trades/{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": "2023-08-02",
      "EventDateTime": "2023-08-02 09:32:26.228000000",
      "Ticker": "AAPL",
      "CallPut": "C",
      "Strike": 50,
      "ExpirationDate": "2023-08-04",
      "EventType": 33,
      "Action": "T",
      "Price": 144.7,
      "Quantity": 1,
      "Exchange": "CB",
      "Conditions": "I",
      "LastBidTime": "2023-08-02 09:32:26.228000000",
      "LastBidPrice": 144.25,
      "LastBidSize": 5,
      "LastBidCondition": "*",
      "LastAskTime": "2023-08-02 09:32:26.228000000",
      "LastAskPrice": 144.85,
      "LastAskSize": 1,
      "LastAskCondition": "*",
      "UnderBidPrice": 194.69,
      "UnderAskPrice": 194.71,
      "UnderLastTradeTime": "2023-08-02 09:32:26.223301282",
      "UnderLastTradePrice": 194.7,
      "UnderLastTradeSize": 100
    }
  ],
  "pagination": {
    "limit": 1000,
    "next_offset": 2000,
    "offset": 1000
  }
}