---
title: "US Options Trade Only"
method: GET
path: "/v1/data/us-equity-opt/trades/{trade_date}/{identifier}/{expiration_date}"
tags: ["us-equity-opt-tick"]
---

# US Options Trade Only

`GET /v1/data/us-equity-opt/trades/{trade_date}/{identifier}/{expiration_date}`

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](https://us-options-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Options.Trades.Only.pdf).

<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>

## Path parameters

- `trade_date` string, required — Trading date in YYYY-MM-DD format
- `identifier` string, required — Dataset's security identifier
- `expiration_date` string, required — Secondary date column in YYYY-MM-DD format

## Query parameters

- `sort` string, 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.
- `columns` string, 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.
- `offset` integer — Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0.
- `limit` integer — 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

## Response `200`

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

- USOptionsTradeOnlyDataOut
  - `data` USOptionsTradeOnlyDataDetailsOut[], required
    - `TradeDate` string, date, nullable — The trading day
    - `EventDateTime` string, date-time, nullable — Event timestamp (EST) with a millisecond resolution
    - `Ticker` string, nullable — Symbol name
    - `CallPut` string, nullable — Option contract class: C for Call or P for Put
    - `Strike` number, nullable — Option contract strike price
    - `ExpirationDate` string, date, nullable — Expiration date of the option contract
    - `EventType` integer, nullable — Byte code applicable to the event. It is translated into text in the Action column
    - `Action` string, nullable — EventType and Side as text
    - `Side` string, nullable — B (Buy) or S (Sell) side of the book. Empty field for trade events
    - `Price` number, nullable — Option contract pricing
    - `Quantity` integer, nullable — Underlying asset quantity
    - `Exchange` string, nullable — Exchange Acronymn, eg BATS
    - `Conditions` string, nullable — Single letter for Trade or Quote Condition
    - `LastBidTime` string, date-time, nullable — Time of the last option NBBO bid
    - `LastBidPrice` number, nullable — Price of the last option NBBO bid
    - `LastBidSize` integer, nullable — Size of the last option NBBO bid
    - `LastBidCondition` string, nullable — Last option NBBO bid condition
    - `LastAskTime` string, date-time, nullable — Time of the last option NBBO ask
    - `LastAskPrice` number, nullable — Price of the last option NBBO ask
    - `LastAskSize` integer, nullable — Size of the last option NBBO ask
    - `LastAskCondition` string, nullable — Last option NBBO ask condition
    - `UnderBidPrice` number, nullable — Underlying Ticker NBBO Bid price at time of the event
    - `UnderAskPrice` number, nullable — Underlying Ticker NBBO Ask price at time of the event
    - `UnderLastTradeTime` string, date-time, nullable — Time of the trade price of the underlying security
    - `UnderLastTradePrice` number, nullable — The trade price of the underlying security
    - `UnderLastTradeSize` integer, nullable — Size of the trade price of the underlying security
  - `pagination` PaginationDetailsOut, required
    - `offset` integer — The number of records skipped to fetch the current page
    - `limit` integer, required — The maximum number of records in the current page
    - `next_offset` integer, nullable — The number of records to skip to fetch the next page

## Other responses

- `403` — Forbidden
- `422` — Validation Error
- `429` — Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.

---

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