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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Filtering by topic #opra · clear
One Clearinghouse, Many Options Exchanges
Every US listed options contract clears at one clearinghouse, and the options exchanges compete on fees and allocation. The venue count is dated, not fixed.
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.
How Big Is the OPRA Options Quote Feed?
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.