OPRA US Equity Options
The Options Price Reporting Authority (OPRA) is a Securities Information Processor (SIP), and serves as the consolidated tape for all last sale reports and quotation information from U.S. options exchanges. The official ticker tape for the entire listed options market in the United States, ensuring a transparent and unified view of options trading across multiple venues.
The BMLL OPRA Data product provides a cleansed, normalised tick history dataset covering all OPRA historical data, including consolidated information on last sale prices, exchange Best Bid & Offer (BBO) and National Best Bid & Offer (NBBO).
Simplify your analysis by accessing a 1-second conflated NBBO, plus trades and trade statistics messages, or get the full picture with the raw market data.
Product Overview:
Built upon raw PCAP data (also available)
Trade by trade
Reference data
Summary statistics
1-second trade safe conflated NBBO & Trades
Example Use Cases:
- Backtesting low/medium frequency trading strategies
- Transaction cost analysis
- Hedging analysis
- Risk management
- Trade reporting
- Regulatory compliance and market surveillance
Product Description:
Asset Classes: Options
Coverage: Americas
Data available from: 2019
- Delivery mechanisms: S3
- Available via: BMLL Data Feed and BMLL Data Lab
