- LSEG Data & Analytics
- Data Catalogue
- Pricing and Market Data
- Options
- 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 16 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
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Geographical coverageUnited States
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HistoryEnd of Day from 2010Tick History from 1996
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Data formatCSVDelimitedGZIPHTMLJSONPCAPPDFParquetPythonSQLString FormatTextUser InterfaceXMLZip Archive
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Delivery mechanismAPICloudDesktopDigital FilesExcelFTPRSS FeedSFTPSQLWebsite
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Data frequencyContinuousDaily
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 16 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.
LSEG Data Platform
- Data Formats:
- JSON
- Delivery Mechanisms:
- API
- Service Frequencies:
- Real time
- Real time delayed
- Real time conflated
- Daily
Eikon
- Data Formats:
- CSV
- XML
- JSON
- User Interface
- Python
- Delivery Mechanisms:
- API
- Desktop
- Excel
- Service Frequencies:
- Real time
- Real time delayed
LSEG DataScope Select
- Data Formats:
- CSV
- XML
- Zip Archive
- GZIP
- Delimited
- Delivery Mechanisms:
- FTP
- API
- SFTP
- Service Frequencies:
- Real time prices
- Daily reference data changes
LSEG Datastream
- Data Formats:
- HTML
- Delivery Mechanisms:
- RSS Feed
- API
- Desktop
- Service Frequencies:
- Intraday snapshot
- Daily
LSEG On Demand
- Data Formats:
- CSV
- Text
- Delivery Mechanisms:
- Digital Files
- Service Frequencies:
- On-demand
Knowledge Direct
- Data Formats:
- CSV
- XML
- Delivery Mechanisms:
- FTP
- API
- Service Frequencies:
- Real time
- Real time delayed
LSEG Workspace
- Data Formats:
- CSV
- XML
- JSON
- User Interface
- Python
- Delivery Mechanisms:
- API
- Desktop
- Excel
- Service Frequencies:
- Real time
- Real time delayed
LSEG DataScope Plus
- Data Formats:
- XML
- Zip Archive
- GZIP
- Delimited
- Delivery Mechanisms:
- FTP
- SFTP
- Service Frequencies:
- Daily
LSEG Tick History
- Data Formats:
- CSV
- JSON
- GZIP
- Delivery Mechanisms:
- Website
- API
- Cloud
- Service Frequencies:
- Intraday
LSEG Real-Time - Direct
- Data Formats:
- String Format
- Delivery Mechanisms:
- API
- Service Frequencies:
- Real time delayed
- Daily
LSEG Real-Time - Ultra Direct
- Data Formats:
- PCAP
- Delivery Mechanisms:
- API
- Service Frequencies:
- Real time delayed
- Daily
LSEG Tick History - PCAP
- Data Formats:
- CSV
- PCAP
- Parquet
- Delivery Mechanisms:
- API
- SFTP
- Cloud
- Service Frequencies:
- Real time delayed, Daily
LSEG Tick History Workbench
- Data Formats:
- CSV
- SQL
- Python
- Delivery Mechanisms:
- Website
- API
- SQL
- Service Frequencies:
- Real time delayed, Daily
DETAILED DATA SUPPORT
Request details
Americas
All countries (toll free): +1 800 427 7570
Brazil: +55 11 47009629
Argentina: +54 11 53546700
Chile: +56 2 24838932
Mexico: +52 55 80005740
Colombia: +57 1 4419404
Europe, Middle East, Africa
Europe: +442045302020
Africa: +27 11 775 3188
Middle East & North Africa: 800035704182
Asia Pacific (Sub-Regional)
Australia & Pacific Islands:
+612 8066 2494
China mainland: +86 10 6627 1095
Hong Kong & Macau: +852 3077 5499
India, Bangladesh, Nepal, Maldives & Sri Lanka:
+91 22 6180 7525
Indonesia: +622150960350
Japan: +813 6743 6515
Korea: +822 3478 4303
Malaysia & Brunei: +603 7 724 0502
New Zealand: +64 9913 6203
Philippines: 180 089 094 050 (Globe) or
180 014 410 639 (PLDT)
Singapore and all non-listed ASEAN Countries:
+65 6415 5484
Taiwan: +886 2 7734 4677
Thailand & Laos: +662 844 9576
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