--- title: "US Options Trade and Quote Daily Bar" method: GET path: "/v1/data/us-equity-opt/taq-daily/{identifier}" tags: ["us-equity-opt-daily"] --- # US Options Trade and Quote Daily Bar `GET /v1/data/us-equity-opt/taq-daily/{identifier}` ## Request - Base URL: `https://api.algoseek.com` - URL: `https://api.algoseek.com/v1/data/us-equity-opt/taq-daily/{identifier}` - Auth: API key in header `X-API-KEY` - TypeScript: (a function with typed inputs; its response is checked against the schema) The US Equity Options Trade and Quote Daily Bar dataset provides the time, price, and size of daily open, high, low, and close for bid/ask/trade. For CBOE proprietary index options, indicative bid and ask data is provided. Additionally, Curb session close bid and ask details are available for SPX, VIX, and XSP options. Sourced from OPRA feed, the dataset encompasses data from all the sixteen Options exchanges. Timestamps are in millisecond precision. Data files are organized by date and the underlying ticker. All option contracts for the same underlying asset are consolidated into one daily file. For more details, please refer to the dataset documentation: [US Options Trade and Quote Daily Bar Guide](https://us-options-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Options.Daily.TAQ.pdf).
**Advanced Filtering** 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 Advanced Filtering Guide for the extensive reference.
## 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 - USOptionsTradeandQuoteDailyBarDataOut - `data` USOptionsTradeandQuoteDailyBarDataDetailsOut[], required - `TradeDate` string, date, nullable: The trading day - `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 - `OpenBidTime` string, date-time, nullable: The time of open NBBO bid price - `OpenBidPrice` number, nullable: NBBO price of the first bid - `OpenBidSize` integer, nullable: Size with OpenBidPrice - `OpenAskTime` string, date-time, nullable: Time of open NBBO ask price - `OpenAskPrice` number, nullable: NBBO price of the first ask - `OpenAskSize` integer, nullable: Size with OpenAskPrice - `OpenTradeTime` string, date-time, nullable: Time of the first trade - `OpenTradePrice` number, nullable: Price of the first trade - `OpenTradeSize` integer, nullable: Number of contracts of the first trade - `HighBidTime` string, date-time, nullable: Time of highest NBBO bid price - `HighBidPrice` number, nullable: The highest NBBO bid price - `HighBidSize` integer, nullable: Size of the highest bid price - `HighAskTime` string, date-time, nullable: Time of highest NBBO ask price - `HighAskPrice` number, nullable: The highest NBBO ask price - `HighAskSize` integer, nullable: Size of the highest ask price - `HighTradeTime` string, date-time, nullable: Time of the highest trade - `HighTradePrice` number, nullable: Price of the highest trade - `HighTradeSize` integer, nullable: Number of contracts of the highest trade - `LowBidTime` string, date-time, nullable: Time of lowest NBBO bid price - `LowBidPrice` number, nullable: The lowest NBBO bid price - `LowBidSize` integer, nullable: Size of the lowest bid price - `LowAskTime` string, date-time, nullable: Time of lowest NBBO ask price - `LowAskPrice` number, nullable: The lowest NBBO ask price - `LowAskSize` integer, nullable: Size of the lowest ask price - `LowTradeTime` string, date-time, nullable: Time of the lowest trade - `LowTradePrice` number, nullable: Price of the lowest trade - `LowTradeSize` integer, nullable: Size of the lowest trade price - `CloseBidTime` string, date-time, nullable: Time of the last NBBO bid price - `CloseBidPrice` number, nullable: NBBO price of the last bid - `CloseBidSize` integer, nullable: Size with CloseBidPrice - `CloseAskTime` string, date-time, nullable: Time of the last NBBO ask price - `CloseAskPrice` number, nullable: NBBO price of the last ask - `CloseAskSize` integer, nullable: Size with CloseAskPrice - `CloseTradeTime` string, date-time, nullable: Time of the last trade - `CloseTradePrice` number, nullable: Price of the last trade - `CloseTradeSize` integer, nullable: Size with CloseTradePrice - `Volume` integer, nullable: Total number of contracts traded during market hours - `OpenInterest` integer, nullable: Open interest - `CurbCloseBidTime` string, date-time, nullable: Time of the last NBBO bid price of the Curb session - `CurbCloseBidPrice` number, nullable: NBBO price of the last bid of Curb session (17:00 ET) - `CurbCloseBidSize` integer, nullable: Size with CurbCloseBidkPrice - `CurbCloseAskTime` string, date-time, nullable: Time of the last NBBO ask price of the Curb session - `CurbCloseAskPrice` number, nullable: NBBO price of the last ask of Curb session (17:00 ET) - `CurbCloseAskSize` integer, nullable: Size with CurbCloseAskPrice - `IndicatBidTime1600` string, date-time, nullable: Time of bid indicative value - `IndicatBidPrice1600` number, nullable: Indicative value calculated for bid as of 16:00 ET - `IndicatAskTime1600` string, date-time, nullable: Time of ask indicative value - `IndicatAskPrice1600` number, nullable: Indicative value calculated for ask as of 16:00 ET - `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. ## Changes - **2026-11-06** `0eaff26d2eca`: 1 info - endpoint added [Operation history](https://skmtc.dev/algoseek/apis/datasets-api/changes/v1/data/us-equity-opt/taq-daily/:identifier/get.md) --- [API](https://skmtc.dev/algoseek/apis/datasets-api.md) - [All operations](https://skmtc.dev/algoseek/apis/datasets-api/llms.txt) - [OpenAPI document](https://skmtc.dev/algoseek/apis/datasets-api/revisions/0eaff26d2eca?raw)