Pricing and Market Data

Options Price Reporting Authority - OPRA

Name: Options Price Reporting Authority
Creator: LSEG
Published: 2025-02-18T13:50:35.703
License: https://www.lseg.com/en/policies/website-disclaimer

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Overview
Features & benefits
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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 18 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 (5 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 18 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 Workspace desktop platform, which has 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.

RELEVANT USE CASES

Real-Time & Distribution use case

Covering everything from building a real-time infrastructure to using our APIs.

View all use cases

Products

LSEG Data Platform

The LSEG Data Platform delivers a single, consistent data experience to access, distribute and build with LSEG and third party data. With cloud-enabled platform capabilities and flexible distribution options, the LSEG Data Platform enables faster deployment of applications, greater scale with workflow-critical analytics and a reimagined approach to technology innovation, data distribution and management

Data Formats:: JSON

Delivery Mechanisms:: API

Service Frequencies:: Real time; Real time delayed; Real time conflated; Daily

LSEG DataScope Select

LSEG DataScope Select is a unique platform that offers intuitive, cross-asset and timely access to all of LSEG reference and pricing data. Data is delivered by LSEG DataScope Select across the following platforms: HTTP/HTTPS, SFTP and API.

Data Formats:: CSV; XML; Zip Archive; GZIP; Delimited

Delivery Mechanisms:: FTP; API; SFTP

Service Frequencies:: Real time prices; Daily reference data changes

LSEG Datastream

Welcome to Datastream, our historical financial database with over 40 million individual instruments or indicators across all major asset classes, including 19 million economic indicators. It features 120+ years of data, across 175 countries – the information and tools you need to interpret market trends, economic cycles, and the impact of world events. Datastream is available via Workspace DFO, Workspace R&A, Workspace for Students, Workspace for Academics, Workspace for Wealth. Datafeed access is via Datastream Data Loader & Datastream Web Service (which includes Matlab, EViews, Python, R & codebook integration) Client desktop tools include DFO (Datastream for Office) Datastream Charting, including Chartbook Navigator - Search & Navigation tool

Data Formats:: HTML

Delivery Mechanisms:: RSS Feed; API; Desktop

Service Frequencies:: Intraday snapshot; Daily

LSEG On Demand

"LSEG On Demand is a delivery channel for LSEG content and capabilities enabling clients to customize the information they want to receive on a bespoke basis. LSEG On Demand provides a consultative approach to provide efficient, timely custom solutions to help clients make informed decisions. The final reports and analysis are delivered to clients via email. Note: LSEG On Demand is not available as part of a LSEG Access deal. Please consult your account manager."

Data Formats:: CSV; PDF; Text

Delivery Mechanisms:: Digital Files

Service Frequencies:: On-demand

Knowledge Direct

Knowledge Direct API uses industry standard protocols (SOAP and XML) to deliver LSEG content for inclusion within internal or external client applications. Using XML request/response, clients can access a comprehensive offering of company and economic Data (fundamentals, estimates, significant developments, etc.), market data, news and quotes and the associated capabilities, including charts, search and timeseries.

Data Formats:: CSV; XML

Delivery Mechanisms:: FTP; API

Service Frequencies:: Real time; Real time delayed

LSEG Workspace

Workspace delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.

Data Formats:: CSV; XML; JSON; User Interface; Python

Delivery Mechanisms:: API; Desktop; Excel

Service Frequencies:: Real time; Real time delayed

LSEG DataScope Plus

LSEG DataScope Plus delivers bulk end of day pricing and intraday reference and entity data that updates automatically every 15 minutes based to ensure clients’ security masters are current and accurate.

Data Formats:: XML; Zip Archive; GZIP; Delimited

Delivery Mechanisms:: FTP; SFTP

Service Frequencies:: Daily

LSEG Tick History

Tick History provides superior coverage of complete, timely, and global nanosecond tick data. This enables you to download the data you need when you need it, via a single interface. Coverage goes back as far as 1996 with a standardized naming convention based on RIC symbology that helps lower your data management cost. Captured from real-time data feeds, Tick History offers global tick data since 1996 across all asset classes, covering both OTC and exchange-traded instruments from 500+ exchanges and third-party contributor data, the majority available two hours after markets close.

Data Formats:: CSV; JSON; GZIP

Delivery Mechanisms:: Website; API; Cloud

Service Frequencies:: Intraday

LSEG Real-Time - Direct

LSEG Real-Time Direct is a low latency feed handler that delivers data on an Exchange-by-Exchange basis. LSEG offers a low latency solution without the problems associated with managing feeds and software by combining the fastest speed in the market with a remote management capability.

Data Formats:: String Format

Delivery Mechanisms:: API

Service Frequencies:: Real time delayed; Daily

LSEG Real-Time - Ultra Direct

Proven technology for market participants requiring ultra low-latency market data of the highest quality. Power your applications with our market data feed handler, which offers robust performance and comprehensive features.

Data Formats:: PCAP

Delivery Mechanisms:: API

Service Frequencies:: Real time delayed; Daily

LSEG Tick History - PCAP

LSEG Tick History - PCAP is a cloud-based, 20+ petabyte repository of ultra-high quality global market data, captured directly in the exchange data centres. It enables you to access complete sets of lossless, top-of-book and full-depth data (Levels 1, 2 and 3) in your choice of format. You can save bandwidth and compute costs by bringing your query to our cloud, seamlessly pulling down only the data or pre-configured analytics you need.

Data Formats:: CSV; PCAP; Parquet

Delivery Mechanisms:: API; SFTP; Cloud

Service Frequencies:: Real time delayed, Daily

LSEG Tick History Workbench

We developed LSEG Tick History Workbench with the analyst in mind leveraging standard tools and pre-built examples. Move away from data management and focus on analysing market microstructure, trading strategies or execution quality. LSEG Tick History Workbench includes SQL access to RTH-PCAP with 20+ petabytes of data including Level 1, Level 2, and Level 3 data feeds. Your business will be powered by the highest quality top-of-book and depth-of-book data.

Data Formats:: CSV; SQL; Python

Delivery Mechanisms:: Website; API; SQL

Service Frequencies:: Real time delayed, Daily

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Options Price Reporting Authority - OPRA

An overview of Options Price Reporting Authority - OPRA

Key Facts

What you get with Options Price Reporting Authority - OPRA

RELEVANT USE CASES

Accessing the dataset

LSEG Data Platform

LSEG DataScope Select

LSEG Datastream

LSEG On Demand

Knowledge Direct

LSEG Workspace

LSEG DataScope Plus

LSEG Tick History

LSEG Real-Time - Direct

LSEG Real-Time - Ultra Direct

LSEG Tick History - PCAP

LSEG Tick History Workbench

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