Where to Find Options Trade Data (OPRA Prints)
Where to find options trade data: OPRA prints, free broker time and sales, per-contract APIs from Massive, Databento and ThetaData, and what a print carries.
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Where to find options trade data: OPRA prints, free broker time and sales, per-contract APIs from Massive, Databento and ThetaData, and what a print carries.
How big is the options quote feed? We count one full day of OPRA-scale NBBO updates in our warehouse and measure it against the entire stock quote tape.