{"slug":"does-opra-have-depth-of-book","qid":"venue_spread","label":"Options trade prints by exchange count, five household names (Sep 16, 2026)","post_title":"Does OPRA Have Depth of Book? Feed Explained","post_url":"/blog/does-opra-have-depth-of-book#q-venue_spread","columns":["symbol","venues_printing","busiest_venue_share_pct"],"rows":[{"symbol":"NVDA","venues_printing":18,"busiest_venue_share_pct":13.7},{"symbol":"AAPL","venues_printing":18,"busiest_venue_share_pct":15.1},{"symbol":"MSFT","venues_printing":18,"busiest_venue_share_pct":16.9},{"symbol":"SPY","venues_printing":18,"busiest_venue_share_pct":17},{"symbol":"KO","venues_printing":18,"busiest_venue_share_pct":17.3}],"shape":"ranking","sql":"WITH per_venue AS\n(\n    SELECT\n        underlying_symbol AS symbol,\n        exchange,\n        count()           AS prints\n    FROM global_markets.options_trades\n    WHERE underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')\n      AND sip_timestamp >= '2026-09-16 00:00:00'\n      AND sip_timestamp <  '2026-09-17 00:00:00'\n    GROUP BY symbol, exchange\n)\nSELECT\n    symbol,\n    count()                                   AS venues_printing,\n    round(100 * max(prints) / sum(prints), 1) AS busiest_venue_share_pct\nFROM per_venue\nGROUP BY symbol\nORDER BY venues_printing DESC, busiest_venue_share_pct ASC","computed_at":"2026-10-08T15:25:26.346024+00:00","elapsed":0.003806495}