---
title: "US Options Trade Only Minute Bar"
method: GET
path: "/v1/data/us-equity-opt/trades-1min/{identifier}"
tags: ["us-equity-opt-intraday-bar"]
---

# US Options Trade Only Minute Bar

`GET /v1/data/us-equity-opt/trades-1min/{identifier}`

The U.S. Options Trade-Only Minute Bar dataset provides trade-derived, minute-level summaries for U.S. listed options, aggregated from executed trades disseminated via the Options Price Reporting Authority (OPRA). Each one-minute bar includes Open, High, Low, Close (OHLC) prices calculated from trades, along with Volume and VWAP for the interval. To support option-to-underlying relationship analysis, the dataset also provides the underlying asset’s bid and ask prices at the start and end of each minute. Coverage spans all U.S. equity options exchanges reporting via OPRA.

 For more details, please refer to the dataset documentation: [US Options Trade Only Minute Bar Guide](https://us-options-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Options.Trades.Only.Minute.Bars.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

- `identifier` string, required — Dataset's security identifier

## Query parameters

- `period` string, nullable — A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned.
- `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

- USOptionsTradeOnlyMinuteBarDataOut
  - `data` USOptionsTradeOnlyMinuteBarDataDetailsOut[], required
    - `TradeDate` string, date, nullable — The trading day
    - `BarDateTime` string, date-time, nullable — The timestamp of the bar start (EST)
    - `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
    - `OpenTradePrice` number, nullable — Price of the first trade
    - `HighTradePrice` number, nullable — Price of the highest Trade
    - `LowTradePrice` number, nullable — Price of the lowest trade
    - `CloseTradePrice` number, nullable — Price of the last trade
    - `UnderOpenBidPrice` number, nullable — Underlying Ticker NBBO Bid price at time of the first option bar event
    - `UnderOpenAskPrice` number, nullable — Underlying Ticker NBBO Ask price at time of the first option bar event
    - `UnderCloseBidPrice` number, nullable — Underlying Ticker NBBO Bid price at time of the last option bar event
    - `UnderCloseAskPrice` number, nullable — Underlying Ticker NBBO Ask price at time of the last option bar event
    - `VolumeWeightPrice` number, nullable — Volume-weighted average price
    - `Volume` integer, nullable — Total number of contracts traded
    - `TotalTrades` integer, nullable — Total number of trades
  - `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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