lake.intraday_options_quotes dataset schema

Columns and types

These columns come from the same versioned logical catalog used by the query validator and engine. They describe the fields you can query. Some historical rows have missing values; fields absent from older shards can return typed NULL.

No matching rows. Clear the filter to see all records.

Current logical schema for lake.intraday_options_quotes

Coverage and timing

Raw OPRA NBBO at (ticker, minute) grain, whether or not a trade printed — use for spread studies, where trade-grain sources under-sample wide quotes. Requires a literal `date` range and a `ticker` filter. ~1 GiB and ~289M rows per day, one object per day, so the range decides what is read: e.g. `date BETWEEN DATE '2026-09-15' AND DATE '2026-09-19'`; unbounded queries are rejected. Coverage starts 2022-03-07. For coverage questions, bound a window or use lake.options_daily (completed session-boundary NBBO).

Inspect source dates and nullable fields before interpreting a result. A completed query is not proof that the source is current, complete for every security, or public at an event’s occurrence time.

Run a limited query

Use a registered API key with lake scope. Select needed columns, bind user-supplied values and restrict dates when the table has a time dimension. Query results are durable parts with a schema and manifest rather than an unbounded in-memory array.

This reference documents the schema and its meaning. Run queries in your signed-in workspace; this page does not execute SQL or show private results and datasets.

SELECT "ticker", "date", "minute_ns"
FROM lake.intraday_options_quotes
LIMIT 20;