TAQ North America - Options U.S. One Minute Quote Interval File

TAQ Options U.S. covers regional options exchange quotes, options time & quotes, concomitant stock data, options time & sales, U.S. Options & Equity derivatives quotes at 1 minute and 15 minute intervals with intraday and EOD calculations.

TAQ Options U.S. One Minute Quote Interval File includes ncludes one row with each option name per underlying for each one minute interval.

Bulk Discount Pricing
For bulk discount pricing please contact your account team.

For further information

TAQ North America Options Fact Sheet

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Email: nyse-technologies-sales@nyx.com

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Included Data:
TAQ North America - Options U.S. One Minute Quote Interval File
Instruments Covered
Derivatives

TAQ North America - Options U.S. One Minute Quote Interval File

Sample Data
H TAQ_TNQ_OPR_DER_ALL_01M_20110225_01.txt 2011-02-28T23:18:48 UTC
D Instrument ID Underlying Instrument ID Side Update Type NYSE Update Type Trade ID Source Sequence Num Event Date Event Time Send Time Receive Date Receive Time Receive Time Micro Secs Market Place Identifier NYSE Market Place Type Price Volume Volume Change Cancel Correct Flag Expiration Strike OptionType Open High Low Close Best Bid Size Best Bid Best Ask Size Best Ask Underlying Bid Underlying Ask BidSize Bid AskSize Ask Exchange Participant BidSize Bid AskSize Ask Exchange Participant BidSize Bid AskSize Ask Exchange Participant BidSize Bid AskSize Ask Exchange Participant BidSize Bid AskSize Ask Exchange Participant BidSize Bid AskSize Ask Exchange Participant BidSize Bid AskSize Ask Exchange Participant BidSize Bid AskSize Ask Exchange Participant BidSize Bid AskSize Ask Exchange Participant
Q MSFT MSFT 25/02/2011 09:31:00 0 25/02/2011 23 c 0 0 0 0 43 3.75 825 3.85 26.76 26.77 11 3.75 11 3.85 1 25 3.75 410 3.85 4 21 3.75 825 3.85 5 31 3.75 600 3.85 6 11 3.75 61 3.85 7 43 3.75 786 3.85 9 11 3.75 135 3.85 11 1 1.45 1 6.25 60 0 0 0 0 0
Q MSFT MSFT 25/02/2011 09:31:00 0 25/02/2011 23 p 0 0 0 0 0 0 542 0.01 26.76 26.77 0 0 31 0.01 1 0 0 304 0.01 4 0 0 292 0.01 5 0 0 120 0.01 6 0 0 42 0.01 7 0 0 542 0.01 9 0 0 26 0.01 11 0 0 1 4.8 60 0 0 0 0 0
Q MSFT MSFT 25/02/2011 09:31:00 0 25/02/2011 24 c 0 0 0 0 111 2.75 302 2.88 26.76 26.77 11 2.75 11 2.9 1 36 2.75 126 2.88 4 26 2.75 120 2.88 5 111 2.75 104 2.88 6 11 2.75 60 2.88 7 57 2.75 302 2.88 9 11 2.75 124 2.88 11 1 0.45 1 5.25 60 11 2.75 11 2.9 42
Q MSFT MSFT 25/02/2011 09:31:00 0 25/02/2011 24 p 0 0 0 0 0 0 542 0.01 26.76 26.77 0 0 31 0.01 1 0 0 261 0.01 4 0 0 302 0.01 5 0 0 129 0.01 6 0 0 42 0.01 7 0 0 542 0.01 9 0 0 26 0.01 11 0 0 1 4.8 60 0 0 11 0.01 42
Q MSFT MSFT 25/02/2011 09:31:00 0 25/02/2011 25 c 0 0 0 0 41 1.75 332 1.79 26.76 26.77 41 1.75 30 1.79 1 21 1.75 321 1.79 4 21 1.75 332 1.79 5 31 1.75 206 1.79 6 41 1.75 62 1.79 7 31 1.75 257 1.79 9 10 1.73 15 1.8 11 1 0.01 1 4.8 60 11 1.75 11 1.79 42
Q MSFT MSFT 25/02/2011 09:31:00 0 25/02/2011 25 p 0 0 0 0 0 0 325 0.01 26.76 26.77 0 0 49 0.01 1 0 0 290 0.01 4 0 0 260 0.01 5 0 0 92 0.01 6 0 0 62 0.01 7 0 0 325 0.01 9 0 0 15 0.02 11 0 0 1 4.8 60 0 0 11 0.01 42
F FTRTOTALRECORDS=6 2011-02-28T23:18:53 UTC