lake.intraday_options_v2 dataset schema

Scroll sideways to compare all columns. Select a heading to sort.

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

Current logical schema for lake.intraday_options_v2

Query lake.intraday_options_v2 using the column names and types below. The query validator and engine use this logical catalog; a field absent from an older shard returns typed NULL.

Save this page's SQL as query.sql and the runner below as query.py. Use a registered key with lake scope from Developers. The runner submits the displayed intraday_options_v2 query once, saves its operation, waits on that same ID, saves the returned manifest and downloads its Parquet parts.

This submission has not been executed for the reference page. Inspect the SQL, dates and resource limits before running it. Reuse the request key only for this identical SQL and limits; use a new key when changing them.

python3 -m pip install nexustrade==1.42.0
export NEXUSTRADE_API_KEY="YOUR_LAKE_SCOPED_KEY"
python3 query.py

import json
from pathlib import Path
from nexustrade import NexusTradeClient

# Save the SQL displayed on this page as query.sql.
sql = Path("query.sql").read_text()
client = NexusTradeClient.from_environment()
operation = client.create_lake_query(
    {"query": sql, "limits": {"timeoutSeconds": 30, "maxRows": 50,
                              "maxResultBytes": 1048576}},
    idempotency_key="reference-intraday_options_v2-20261012-v1",
)
Path("query-operation.json").write_text(json.dumps(operation, indent=2))
finished = client.wait_for_lake_query(operation["id"])
if finished["status"] != "completed":
    raise RuntimeError(finished)
manifest = client.get_lake_query_manifest(operation["id"])["result"]
Path("query-manifest.json").write_text(json.dumps(manifest, indent=2))
print(json.dumps(manifest, indent=2))
for part in manifest["parts"]:
    Path(f"query-{part['part']}.parquet").write_bytes(
        client.download_lake_query_part(operation["id"], part["part"], max_bytes=1048576)
    )

Options intraday bars with NBBO merged in. Prefer over intraday_options when bid/ask is needed. Requires a literal `timestamp` range. `has_quote` marks rows that found a quote; trade-grain, so minutes with no print are absent. One object per day, so the range decides what is read and an unbounded query is rejected: e.g. `timestamp >= TIMESTAMP '2026-09-01' AND timestamp < TIMESTAMP '2026-09-19'`, with an explicit `underlying` list. For coverage questions (first/last date on file), bound a window or use lake.options_daily.

Inspect the returned source dates and nullable fields. For an event-based strategy, use its public availability date to place the observation on the research timeline.