FactSet Tick History OPRA 1s (Sample)

FactSet’s OPRA 1s Tick History Solution delivers granular, normalized NBBO data for US listed options, designed for quantitative research, compliance, and strategy development.

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**Sample Data Coverage:**

- Tickers: SPXW and MSFT option contracts
- Date Range: November 13–14, 2024
- Conflation: 1-second intervals

November 2024 is featured due to its historically high volatility, and these dates represent full trading days for optimal analysis.

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**Note on Data Volume:**<br/>OPRA 1-second Tick History data is extremely granular—on peak trading days, data volume can reach up to **25TB/day**. Due to this substantial size, coverage in this sample dataset is **limited to November 13–14, 2024**.

搜集汇总

背景与挑战

背景概述

该数据集提供美国上市期权的秒级标准化NBBO高频数据样本，覆盖SPXW和MSFT期权合约在2024年11月13日至14日的历史高波动期交易数据。由于原始数据量极大，样本仅包含这两个完整交易日，适用于量化研究、合规和策略开发。