Does OPRA Have Depth of Book? Feed Explained
Does OPRA have depth of book? No, and here is what the options feed does carry, plus how options traders actually find size resting at a given strike.
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What Is a Liquidity Heatmap? How to Read One
A liquidity heatmap paints resting order size at every price level over time. It needs depth-of-book data, not Level 1, and it only shows displayed orders.