![alt tag](https://raw.githubusercontent.com/QuantConnect/Lean/master/Documentation/logo.white.small.png) ## LEAN Data Formats / Options QuantConnect hosts options data provided by [AlgoSeek](https://algoseek.com/). The data contains *quotes*, *trades*, and *open interest* data. You can explore options data on our website at https://www.quantconnect.com/data/tree/option/ The data are stored as compressed ZIP files, each containing multiple CSV entries, varying on the option style, e.g. call/put, strike price, and expiration date. Options data can be used with the following Resolutions: * Minute The markets we currently support are: * USA `tickType` in this documentation can refer to one of the following: * trade * quote * openinterest ### Minute File Format Minute files are located in the option / market / resolution / symbol folder. The zip files have the filename format: `YYYYMMDD_tickType_optionType.zip`. The CSV file contained within has the filename format: `YYYYMMDD_symbol_resolution_tickType_optionType_optionStyle_decicentStrikePrice_symbolExpirationDate(YYYYMMDD).csv` Minute trade schema and example data is as follows: | Time | Open | High | Low | Close | Volume | | ---- | ---- | ---- | --- | ----- | ------ | | 63271000 | 120800 | 125600 | 120800 | 125000 | 404 | * Time - Milliseconds since midnight * Open - Opening price as deci-cents * High - High price as deci-cents * Low - Low price as deci-cents * Close - Closing price as deci-cents * Volume - Total contracts traded Minute quote schema and example data is as follows: | Time | Bid Open | Bid High | Bid Low | Bid Close | Last Bid Size | Ask Open | Ask High | Ask Low | Ask Close | Last Ask Size | | ---- | -------- | -------- | ------- | --------- | ------------- | -------- | -------- | ------- | --------- | ------------- | | 10920000 | 120800 | 125600 | 120800 | 125000 | 10 | 120900 | 126800 | 120900 | 137000 | 100 | * Time - Milliseconds since midnight * Bid Open - Opening price for the best bid as deci-cents * Bid High - Highest recorded bid price as deci-cents * Bid Low - Lowest recorded bid price as deci-cents * Bid Close - Closing price for the best bid as deci-cents * Last Bid Size - Size of best bid at close * Ask Open - Opening price for the best ask as deci-cents * Ask High - Highest recorded ask price as deci-cents * Ask Low - Lowest recorded ask price as deci-cents * Ask Close - Closing price for the best ask as deci-cents * Last Ask Size - Size of best ask at close Divide prices by 10,000 to convert deci-cents to dollars Minute open interest schema and example data is as follows: | Time | Open Interest | | ---- | ------------- | | 50280000 | 102 | * Time - Milliseconds since midnight * Open Interest - outstanding contracts