S&P 500 Options MBO Data

ES Options Historical MBO Dataset

Historical tick-by-tick market-by-order data for S&P 500 E-mini options, intended for quantitative options research, order-book analysis, and Gamma Exposure (GEX) research workflows.

Tick-by-tick MBO
One-time purchase
Direct file downloads

Product overview

Included contracts

Options on E-mini S&P 500 futures.

What MBO means

Market-by-order (MBO) data records individual order events, such as new orders, modifications, cancellations and trades, each with its own order identifier, price, size and side. It is the most granular view of an order book: you can follow how the book changes order by order rather than seeing only aggregated price levels.

What the dataset covers

Coverage begins in 2024 and continues into 2026. 2026 is still in progress, so the dataset does not include the full year.

Research it can support

Gamma Exposure (GEX) research
Options order-book and liquidity analysis
Quantitative options research pipelines
Order-flow studies across strikes and expiries

Historical data supports research; it does not predict or guarantee trading results.

Coverage and specifications

Product symbols: ES options
Contracts: Options on E-mini S&P 500 futures
Data type: Tick-by-tick market-by-order (MBO): full order-book event data
Coverage begins: 2024
Delivery: Direct download links for your purchased files. No API subscription needed.

Free sample

Inspect a free ES Options sample

Request a sample by email and check the file structure and fields in your own environment. A sample is a small excerpt; it does not cover the full dataset or prove every aspect of data quality.

Optional

Request a Technical Review

The ES options dataset is a larger purchase, so you can review it with us before you buy: an optional technical consultation or screen-sharing session to check the data structure, fields and coverage against your research needs. Not required to buy.

Purchase

Buy the ES Options Historical MBO Dataset

Send an order request and we reply by email to complete your one-time payment. After your payment is confirmed you receive direct download links for your files.

Package: ES Options Historical MBO Dataset
Contracts: Options on E-mini S&P 500 futures
Included coverage: From 2024
Price: $8,888 one-time
Delivery: Direct download links after payment is confirmed