Download compact, website-friendly samples drawn from the full January 3, 2023 Parquet datasets. The complete files remain in the research data archive.
Minute-level bid and ask prices and sizes for S&P 500 option contracts observed on January 3, 2023.
tickerminuteask_priceask_sizebid_pricebid_sizeF:\option_price_efficieny_computed_data\sp_500_options\2023-01-03.parquetSecond-level consolidated equity quote measures for January 3, 2023, including bid/ask prices, displayed quantities, timestamps, and quote counts.
tickersecondsip_timestampP_bP_aQ_bQ_aN_quotesR:\quotes_sec_by_sec_cudf\2023-01-03_quotes_sec_by_sec.parquetReal observations from the source Parquet files. Scroll horizontally on a small screen.
O:AAPL230106C00130000The symbol identifies an AAPL call option expiring January 6, 2023, with a $130 strike price.
| Minute | Bid | Bid size | Ask | Ask size | Spread |
|---|---|---|---|---|---|
| 570 | 2.35 | 7 | 2.39 | 14 | 0.04 |
| 571 | 2.30 | 3 | 2.33 | 1 | 0.03 |
| 572 | 2.30 | 3 | 2.32 | 23 | 0.02 |
| 573 | 2.55 | 8 | 2.57 | 8 | 0.02 |
| 574 | 2.43 | 1 | 2.45 | 20 | 0.02 |
AAPL| Second | Bid | Bid size | Ask | Ask size | Quotes |
|---|---|---|---|---|---|
| 34201 | 130.31 | 200 | 130.34 | 600 | 404 |
| 34202 | 130.45 | 400 | 130.48 | 300 | 167 |
| 34203 | 130.59 | 100 | 130.65 | 400 | 451 |
| 34204 | 130.64 | 1600 | 130.70 | 100 | 477 |
| 34205 | 130.58 | 100 | 130.62 | 300 | 204 |
Option minute 570 corresponds to 9:30 a.m.; equity second 34,201 is the first recorded second after 9:30 a.m.
Large-scale option and equity quote processing is performed on an NVIDIA RTX PRO 6000 Blackwell Max-Q Workstation Edition, supporting accelerated transformation, filtering, and analysis of high-frequency market data.
The two source files total more than 1.3 GB. Feel free to contact if you are interested.