fabhaus/equities_5m_options

该数据集名为富化版股票5分钟期权数据，是一个专注于美国上市股票期权（包括看涨和看跌期权）的时间序列数据集。数据以5分钟为间隔，提供UTC时间戳（ISO-8601格式，带Z后缀），覆盖时间从2024年1月至2026年3月，共27个月的数据分片。期权标的资产覆盖约13,300只股票，总数据行数约7,740万行，粒度细化为每个期权合约在每个5分钟时间条对应一行记录。数据集采用扁平化模式，包含以下列：合约标识符（如期权符号、标的股票代码、期权类型、行权价、到期日）、条标识符（日期时间、日期、Unix时间戳）、OHLCV数据（开盘价、最高价、最低价、收盘价、成交量、交易笔数、VWAP）以及宏观经济指标（以macro_为前缀，如CPI、通胀率、失业率、国债收益率），这些指标通过截至日期连接，确保无前瞻偏差。数据来源包括历史期权链、从OCC期权符号解析的元数据，以及BLS和财政部的宏观数据。注意事项包括：期权价格按每股报价（需乘以100得到合约名义价值）、宏观数据采用截至连接、合约交易可能稀疏、不包含希腊字母或隐含波动率，且所有时间均为UTC。数据集可与配套股票数据集（fabhaus/equities_5m_stockprices）通过标的符号和日期时间连接，以构建包含标的股票状态的期权级特征。The dataset is named Equities 5-Minute Options (Enriched), focusing on U.S. listed equity options (calls and puts). It provides intraday 5-minute OHLCV bars with timestamps in UTC (ISO-8601 format with Z suffix), covering the period from January 2024 to March 2026 across 27 monthly shards. The universe includes options on approximately 13.3k underlying equities, with a total row count of around 77.4 million rows, granular at one row per option contract per 5-minute bar. The schema is flat and includes columns for contract identifiers (e.g., option symbol, underlying symbol, option type, strike price, expiration date), bar identifiers (datetime, date, Unix timestamp), OHLCV data (open, high, low, close, volume, trade count, VWAP), and macroeconomic indicators (prefixed with macro_, such as CPI, inflation rate, unemployment rate, Treasury yields), joined as-of the bars date to avoid look-ahead bias. Data sources include historical options chains, contract metadata parsed from OCC option symbols, and macro data from BLS and U.S. Treasury. Key notes: option prices are per-share (multiply by 100 for contract notional value), macro fields use as-of joins, contracts may trade thinly, Greeks/implied volatility are not included, and all timestamps are in UTC. The dataset can be joined with the companion stock dataset (fabhaus/equities_5m_stockprices) on underlying symbol and datetime to incorporate underlying stock features.