lake.options_daily dataset schema

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Current logical schema for lake.options_daily

Query lake.options_daily 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 options_daily 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-options_daily-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)
    )

Daily options OHLCV with Greeks and completed session-boundary NBBO, one row per contract per session. Version 2 uses the opening minute available at 09:31 ET and the last regular-session minute available at the actual exchange close; missing books remain missing. Stored quote coverage begins 2022-03-07; quote columns are nullable before that boundary.

One row per contract per trading day. Filter by `underlying` (`'AAPL'`) for a name's options — `ticker` is the full OCC symbol (`O:AAPL250117C00230000`) and is almost never what you want to filter on.

For a chain: filter `underlying` + `expirationDate`, then `ORDER BY strike`.

Greeks (`delta`, `gamma`, `theta`, `vega`, `rho`, `implied_volatility`) are nullable and are commonly NULL for deep OTM/ITM and 0-DTE contracts.