---
license: other
language:
- en
pretty_name: Equities 5-Minute Options (Enriched)
size_categories:
- 10M<n<100M
task_categories:
- time-series-forecasting
- tabular-regression
tags:
- finance
- options
- equity-options
- ohlcv
- intraday
- 5-minute-bars
- macro
configs:
- config_name: default
  data_files:
  - split: train
    path: "*.jsonl"
---

# Equities 5-Minute Options (Enriched)

Intraday 5-minute OHLCV bars for U.S. equity options contracts, with each
contract's strike, expiration, and side parsed from the OCC option symbol,
and the macro rate / inflation environment joined per row. Companion stock
dataset:
[`fabhaus/equities_5m_stockprices`](https://huggingface.co/datasets/fabhaus/equities_5m_stockprices).

## Dataset Summary

- **Asset class:** U.S. listed equity options (calls and puts).
- **Bar interval:** 5 minutes, timestamps in UTC (ISO-8601 with `Z` suffix).
- **Coverage window:** 2024-01 through 2026-03 (27 monthly shards).
- **Universe:** options on ~13.3k underlyings (the project's
  `tickers_with_options_data.txt` list).
- **Row count:** ~77.4 million rows.
- **Granularity:** one row per (`option_symbol`, `datetime`) — i.e. one
  contract at one 5-minute bar.

The schema is intentionally flat. Macroeconomic columns are
prefixed with `macro_` so they group naturally and don't collide with bar
fields. There are no technical-indicator, fundamentals, or valuation columns
on this dataset — those live on the companion stock dataset, keyed on the
`underlying_symbol`.

## Column Descriptions

### Contract identifiers

| Column | Type | Description |
| ------ | ---- | ----------- |
| `option_symbol` | string | OCC option symbol (e.g. `AAPL260618C00185000`) |
| `underlying_symbol` | string | Underlying equity ticker, parsed from `option_symbol` |
| `option_type` | string | `call` or `put`, parsed from the C/P character of the OCC symbol |
| `strike_price` | float64 | Strike in U.S. dollars, parsed from the OCC symbol's strike segment |
| `expiration_date` | string | Contract expiration date (`YYYY-MM-DD`), parsed from the OCC symbol |

### Bar identifiers

| Column | Type | Description |
| ------ | ---- | ----------- |
| `datetime` | string | UTC timestamp at the start of the 5-minute bar (`YYYY-MM-DDTHH:MM:SSZ`) |
| `date` | string | UTC calendar date of `datetime` (`YYYY-MM-DD`) |
| `unix_timestamp` | int64 | Seconds since epoch for `datetime` |

### OHLCV

Prices are quoted per share of the underlying (i.e. the standard option
quote, not multiplied by the 100-share contract multiplier).

| Column | Type | Description |
| ------ | ---- | ----------- |
| `open` | float64 | Open price for the 5-minute bar |
| `high` | float64 | High price |
| `low` | float64 | Low price |
| `close` | float64 | Close price |
| `volume` | int64 | Contracts traded during the bar |
| `trade_count` | int64 | Number of trades during the bar |
| `vwap` | float64 | Volume-weighted average price for the bar |

### Macro indicators (`macro_*`)

Each macro field is paired with an `*_observation_date` indicating the latest
observation that was available at or before the bar's UTC date (as-of join,
no look-ahead).

| Column | Source | Description |
| ------ | ------ | ----------- |
| `macro_cpi` / `macro_cpi_observation_date` | BLS series `CUUR0000SA0` | CPI-U All Urban Consumers, NSA, monthly |
| `macro_inflation_rate_yoy` / `macro_inflation_rate_yoy_observation_date` | derived from CPI | Year-over-year CPI change in percent |
| `macro_unemployment_rate` / `macro_unemployment_rate_observation_date` | BLS series `LNS14000000` | Civilian unemployment rate, percent, monthly |
| `macro_treasury_yield_3m` / `macro_treasury_yield_3m_observation_date` | U.S. Treasury daily XML | 3-month constant maturity Treasury yield, percent |
| `macro_treasury_yield_10y` / `macro_treasury_yield_10y_observation_date` | U.S. Treasury daily XML | 10-year constant maturity Treasury yield, percent |

Values may be `null` when the upstream series has not yet published the
observation that covers the bar's date.

## Dataset Details

### Sources

- **Bars:** Historical options chains at 5-minute resolution (Various sources).
- **Contract metadata:** parsed deterministically from the OCC option symbol.
- **Macro:** BLS public API v2 (CPI, unemployment), U.S. Treasury daily yield
  curve XML (3m, 10y).

### Joining with the stock dataset

`underlying_symbol` here matches `symbol` in
[`fabhaus/equities_5m_stockprices`](https://huggingface.co/datasets/fabhaus/equities_5m_stockprices).
A typical workflow is to compute features on the stock dataset (technical
indicators, fundamentals, valuation gap), then join them onto the options
rows on `(underlying_symbol, datetime)` to build option-level features
that incorporate underlying state.



### Notes and caveats

- **OCC symbol format.** `underlying_symbol`, `expiration_date`,
  `option_type`, and `strike_price` are parsed deterministically from the
  trailing 15 characters of `option_symbol` (`YYMMDD`, `C`/`P`, then the
  8-digit strike in thousandths of a dollar). The first character(s) before
  that block are the underlying.
- **Quote convention.** Option prices are per-share, not multiplied by the
  100-share contract multiplier. To get notional dollars per contract,
  multiply by 100.
- **As-of joins, no look-ahead.** Macro fields are joined using the latest
  observation **at or before** the bar's date, so early bars may have `null`
  macro fields.
- **Sparse contracts.** Many option contracts trade thinly. Bars are only
  emitted for 5-minute windows where the upstream feed reports activity, so
  expect uneven cadence per `option_symbol`.
- **Greeks / IV are not included.** This dataset is raw bars + contract
  metadata + macro. Compute Greeks downstream from `close`, `strike_price`,
  `expiration_date`, the underlying price (from the companion stock
  dataset), and your preferred rate / dividend assumptions.
- **Time zone.** All timestamps are UTC.