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Asset Class
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Data Type
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Region
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Delivery Mechanism
OPRA US Equity Options
The Options Price Reporting Authority (OPRA) provides consolidated information on last sale prices, exchange BBO and national BBO from national securities exchanges that the Securities and Exchange Commission has approved for listing and trading exchange-traded securities options.
The BMLL OPRA Data product provides a cleansed, normalised tick history dataset covering all OPRA historical data. Access a 1-second conflated NBBO, trades and trade statistics messages or the raw market data.
As one of the largest historical market data sets available, BMLL’s OPRA solutions make it easy to query, analyse and use OPRA market data.
Product Overview:
Raw data
1-second trade safe conflated NBBO & Trades
Trade by trade
Reference data
Summary statistics
Example Use Cases:
Backtesting trading strategies
Transaction cost analysis
Hedging analysis
Product Description:
Asset Classes: Options
Coverage: Americas
Data available from: 2019
- Delivery mechanisms: S3
- Available via: BMLL Data Feed and BMLL Data Lab