Pricing and Market Data

Options Price Reporting Authority - OPRA

An overview of Options Price Reporting Authority - OPRA

  • OPRA (Options Price Reporting Authority, LLC) is a securities information processor that collects, consolidates and disseminates Last Sale Reports, Quotes and other information for US Options. Traded content includes US Equity/Index/ETF Options and some Currency options. There are currently 17 US options exchanges with over a million options contract eligible for trading.
  • We support a direct feed from OPRA covering all Last Sale, National BBO, exchange BBO pricing data embellished with Analytics and Contract Specification details on various products. Full set of OPRA options offering is covered. Traffic managed real-time, delayed, full tick real-time and end of day delivery options are available.
  • Enhanced analytics, Greeks, single option pricing customization are available on desktop products. Our products provide deep history, volatilities, charting, series level montage views and individual OPRA participant level exchange pricing details.

Key Facts 

  • Geographical coverage
    United States
  • History
    End of Day from 2010
    Tick History from 1996
  • Data format
    CSV
    Delimited
    GZIP
    HTML
    JSON
    PCAP
    PDF
    Parquet
    Python
    SQL
    String Format
    Text
    User Interface
    XML
    Zip Archive
  • Delivery mechanism
    API
    Cloud
    Desktop
    Digital Files
    Excel
    FTP
    RSS Feed
    SFTP
    SQL
    Website
  • Data frequency
    Continuous
    Daily

Features & Benefits

What you get with Options Price Reporting Authority - OPRA

  • We provide OPRA in both real-time traffic managed (2 second quote conflated) and full-tick data feeds, providing access to all data types in a globally consistent data model. Clients can choose the relevant option for their needs. 15 minutes delayed data is also available over our real-time networks.
  • We are market leaders in the depth of historic data that is stored, which is all validated and cleansed. We have years of normalized data available in our end of day historical data and our tick history (traffic managed data) services, covering all OPRA historical data.
  • Get full access to individual OPRA exchange pricing records for each option contract in addition to a single consolidated record that covers all trade data and the national Best Bid/Offer from all 17 participant exchanges. Associated Options Clearing Council (OCC) EOD data is available in some products for greater price transparency.
  • Get a full suite of enhanced analytics our Eikon and Workspace desktop platforms, which have a wealth of valuable analytics, and daily and intraday charting applications, options 'pricer', options series level analytics, Greeks and many other functions.
  • Implied volatilities for individual options, ATM implied volatility for underlying instruments, volatility surfaces are all available in dedicated records with historical timeseries.
  • We offer both intuitive request-response and bulk access to a wide array of OPRA contract specification content, including cross reference OPRA/OCC symbology, detailed complex underlying instrument/contract size details.
  • Power your applications with market data feed handlers offering robust performance and comprehensive features or access our cloud data store of full-depth, raw exchange PCAP data.

How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

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