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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 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 

  • Data format
    CSV
    HTML
    JSON
    PDF
    Python
    Text
    User Interface
    XML
  • Delivery mechanism
    API
    Desktop
    Digital Files
    Excel
    FTP
    RSS Feed
    Website
  • Publishing frequency
    Conflation
    Daily
    End of Day
    Inter-day
    On Demand
    Real-Time
    Real-Time (Delayed)
    Varies

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.

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.

Refinitiv Data Platform

The Refinitiv Data Platform delivers a single, consistent data experience to access, distribute and build with Refinitiv and third party data. With cloud-enabled platform capabilities and flexible distribution options, the Refinitiv 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
Publishing Frequencies:
Real-Time
End of Day
Real-Time (Delayed)
Conflation

Eikon

Refinitiv Eikon 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
Publishing Frequencies:
Real-Time
Real-Time (Delayed)

Refinitiv DataScope

Refinitiv DataScope is a strategic custom delivery platform that supports a full cross-asset offering for pricing, reference data, and derived analytics. Covering all major asset classes, including fixed income, equities, futures and options, money, funds, loans, CDS/IRS and OTC equity options, as well as corporate actions data, estimates, entity data and news, Refinitiv DataScope Select provides flexible extraction capabilities, including file customization, scheduling and trigger options, intraday snaps and third-party entitlements. Cross-platform support is available for data retrieval and includes a zero-footprint web interface, FTP connection (internet or private network (BT Radianz (MPLS) or Delivery Direct) and API internet client server. Fee-liable, subject to terms and conditions.
Data Formats:
CSV
XML
Delivery Mechanisms:
FTP
Website
Publishing Frequencies:
Daily
On Demand
End of Day
Real-Time (Delayed)

Refinitiv Datastream

Welcome to Datastream, our historical financial database with over 35 million individual instruments or indicators across all major asset classes, including 14 million economic indicators. It features 100+ 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 Datastream Advance (EOL Sept 2021) or via Eikon DFO, Eikon R&A, Refinitiv Workspace for Students, Refinitiv Workspace for Academics, Refinitiv Workspace for Wealth. It is expected to be included in many more variants of Refinitiv Workspace during 2021. 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
Publishing Frequencies:
End of Day
Inter-day

Refinitiv On Demand

Refinitiv On Demand is a delivery channel for Refinitiv content and capabilities enabling clients to customize the information they want to receive on a bespoke basis. Refinitiv 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.
Data Formats:
CSV
PDF
Text
Delivery Mechanisms:
Digital Files
Publishing Frequencies:
On Demand

Knowledge Direct

Knowledge Direct API uses industry standard protocols (SOAP and XML) to deliver Refinitiv 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
Publishing Frequencies:
Varies

Workspace

Refinitiv 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
Publishing Frequencies:
Real-Time
Real-Time (Delayed)

Request details  

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