TAQ North America - TAQ Options U.S.

Essential tick and analytical data for all U.S. Options.

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 minutes intervals with intraday and EOD calculations.

Product Features
Wide Coverage and back History

TAQ Options US includes options data from all regional exchanges in the US dating back to 2004

Granularity
Tick data is available at 1 minute and 15 minute intervals.

Reference Data
The files include intraday trades and quotes at 1 minute and 15 minute intervals as well as end of day trades and quotes.

Convenience
TAQ Options U.S. offers clients a single source for all U.S. Options data since 2004.

Data is available for FTP download and can be purchased via NYXdata.com

For further information

TAQ North America Options Fact Sheet

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

CONTACT DETAILS
Call: +1 212 510 3600
Email: nyse-technologies-sales@nyx.com

Included Data:
TAQ North America - Options U.S. End of Day File
TAQ North America - Options U.S. One Minute Quote Interval File
TAQ North America - Options U.S.15 Minute Quote Package
TAQ North America - Options U.S. One Minute Quote Package
TAQ North America - Options U.S. Trades File
TAQ North America - Options U.S. 15 Minute Quote Interval File
Instruments Covered
Derivatives

TAQ North America - Options U.S. End of Day File

Sample Data
H TAQ_TNQ_OPR_DER_ALL_EOD_20110225_01.txt 2011-02-28T23:18:47 UTC
D Instrument ID Underlying Instrument ID Side Update Type NYSE Update Type 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 Expiration Strike OptionType Open High Low Close Best Bid Size 1545 Best Bid 1545 Best Ask Size 1545 Best Ask 1545 Underlying Bid 1545 Underlying Ask 1545 Best Bid Size EOD Best Bid EOD Best Ask Size EOD Best Ask EOD Underlying Bid EOD Underlying Ask EOD VWAP Open Interest
Q MSFT MSFT 25/02/2011 0 25/02/2011 23 c 0 0 0 0 616 3.6 319 3.65 26.62 26.63 1404 3.5 752 3.6 26.55 26.56 0 1490
Q MSFT MSFT 25/02/2011 0 25/02/2011 23 p 0 0 0 0 0 0 544 0.01 26.62 26.63 0 0 402 0.01 26.55 26.56 0 4
Q MSFT MSFT 25/02/2011 0 25/02/2011 24 c 0 0 0 0 211 2.61 116 2.64 26.62 26.63 70 2.53 73 2.57 26.55 26.56 0 1365
Q MSFT MSFT 25/02/2011 0 25/02/2011 24 p 0 0 0 0 0 0 536 0.01 26.62 26.63 0 0 402 0.01 26.55 26.56 0 697
Q MSFT MSFT 25/02/2011 10 25/02/2011 25 c 1.86 1.86 1.86 1.86 166 1.61 366 1.64 26.62 26.63 63 1.51 63 1.57 26.55 26.56 1.86 307
Q MSFT MSFT 25/02/2011 0 25/02/2011 25 p 0 0 0 0 0 0 536 0.01 26.62 26.63 0 0 402 0.01 26.55 26.56 0 940
F FTRTOTALRECORDS=6 2011-02-28T23:18:48 UTC

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

TAQ North America - Options U.S.15 Minute Quote Package

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. 15 Minute Quote package includes:

  • 15 Minute Quote Interval File
  • Trades File
  • End of Day File

    • TAQ North America - Options U.S. One Minute Quote Package

    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 package includes:

  • One Minute Quote Interval File
  • Trades File
  • End of Day File

    • Sample Data

    TAQ North America - Options U.S. Trades File

    Sample Data
    H TAQ_TRD_OPR_DER_ALL_20110225_01.txt 2011-02-28T23:18:55 UTC
    D Instrument ID Underlying Instrument ID 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 Cancel Correct Flag Expiration Strike OptionType Exchange Underlying Bid Underlying Ask Best Bid Price Best Ask Price Trade Condition 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
    T MSFT MSFT 174103 25/02/2011 30:00.6 0.16 9 0 19/03/2011 28 c 9 26.88 26.89 0 0 18 139 0.16 120 0.18 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
    T MSFT MSFT 174108 25/02/2011 30:00.6 1.25 1 0 19/03/2011 28 p 9 26.88 26.89 0 0 18 30 1.24 30 1.29 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
    T MSFT MSFT 174114 25/02/2011 30:00.6 0.6 3 0 19/03/2011 27 p 9 26.88 26.89 0 0 18 151 0.6 120 0.64 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
    T MSFT MSFT 174132 25/02/2011 30:00.6 1.04 4 0 16/07/2011 28 c 9 26.88 26.89 0 0 18 49 1 30 1.03 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
    T MSFT MSFT 174133 25/02/2011 30:00.6 1.17 3 0 21/05/2011 27 c 9 26.88 26.89 0 0 18 19 1.17 31 1.23 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
    T MSFT MSFT 174134 25/02/2011 30:00.6 0.73 1 0 21/05/2011 28 c 9 26.88 26.89 0 0 18 31 0.73 31 0.79 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
    F FTRTOTALRECORDS=6 2011-02-28T23:18:56 UTC

    TAQ North America - Options U.S. 15 Minute Quote Interval File

    Sample Data
    H TAQ_TNQ_OPR_DER_ALL_15M_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 09:45:00 0 25/02/2011 23 c 0 0 0 0 1350 3.75 1193 3.85 26.81 26.82 22 3.75 45 3.85 1 457 3.75 293 3.85 4 1350 3.75 1193 3.85 5 902 3.75 783 3.85 6 128 3.75 218 3.85 7 899 3.75 708 3.85 9 124 3.75 124 3.95 11 2 3.5 1 6.2 60 0 0 0 0 0
    Q MSFT MSFT 25/02/2011 09:45:00 0 25/02/2011 23 p 0 0 0 0 0 0 522 0.01 26.81 26.82 0 0 65 0.01 1 0 0 329 0.01 4 0 0 289 0.01 5 0 0 153 0.01 6 0 0 64 0.01 7 0 0 522 0.01 9 0 0 25 0.02 11 0 0 1 0.05 60 0 0 0 0 0
    Q MSFT MSFT 25/02/2011 09:45:00 0 25/02/2011 24 c 0 0 0 0 1216 2.79 248 2.83 26.81 26.82 11 2.79 11 2.83 1 539 2.79 271 2.84 4 1216 2.79 409 2.85 5 781 2.79 90 2.83 6 60 2.79 21 2.83 7 1140 2.79 248 2.83 9 124 2.79 10 2.84 11 9 2.55 1 5.2 60 33 2.79 11 2.83 42
    Q MSFT MSFT 25/02/2011 09:45:00 0 25/02/2011 24 p 0 0 0 0 0 0 522 0.01 26.81 26.82 0 0 65 0.01 1 0 0 279 0.01 4 0 0 299 0.01 5 0 0 180 0.01 6 0 0 64 0.01 7 0 0 522 0.01 9 0 0 25 0.02 11 0 0 1 0.05 60 0 0 53 0.01 42
    Q MSFT MSFT 25/02/2011 09:45:00 0 25/02/2011 25 c 0 0 0 0 266 1.8 266 1.83 26.81 26.82 30 1.8 11 1.83 1 187 1.8 305 1.84 4 248 1.8 306 1.84 5 175 1.8 103 1.83 6 30 1.8 42 1.83 7 266 1.8 266 1.83 9 25 1.79 25 1.84 11 9 1.55 1 4.8 60 11 1.8 11 1.83 42
    Q MSFT MSFT 25/02/2011 09:45:00 0 25/02/2011 25 p 0 0 0 0 0 0 356 0.01 26.81 26.82 0 0 60 0.01 1 0 0 307 0.01 4 0 0 260 0.01 5 0 0 120 0.01 6 0 0 62 0.01 7 0 0 356 0.01 9 0 0 15 0.02 11 0 0 1 0.05 60 0 0 11 0.01 42
    F FTRTOTALRECORDS=6 2011-02-28T23:18:48 UTC