Does OPRA Have Depth of Book? Feed Explained
Options trade prints by exchange count, five household names (Sep 16, 2026)ranking ·
2026-10-08 · 5×3
Traded volume across strikes, one AAPL expiry (Sep 16, 2026)table ·
2026-10-08 · 55×3
Distinct AAPL option contracts trading, by hour of the sessionranking ·
2026-10-08 · 8×2
One contract, one minute: displayed size at each exchange's best quoteranking ·
2026-10-08 · 8×4
Contracts in the chain versus contracts that traded (Sep 16, 2026)ranking ·
2026-10-08 · 12×3
MBO vs MBP Order Book Data Explained
Trade size mix in the same window (AAPL, 10:00 to 10:30 a.m. ET, June 16, 2026)ranking ·
2026-08-12 · 5×4
What changed between consecutive top-of-book messages (AAPL, 10:00 to 10:30 a.m. ET, June 16, 2026)ranking ·
2026-08-12 · 4×3
Top-of-book messages against prints, 10:00 to 10:30 a.m. ET, June 16, 2026ranking ·
2026-08-12 · 5×4
Options trade prints by exchange count, five household names (Sep 16, 2026)
Options trade prints by exchange count, five household names (Sep 16, 2026)
| symbol | venues_printing | busiest_venue_share_pct |
|---|---|---|
| NVDA | 18 | 13.7 |
| AAPL | 18 | 15.1 |
| MSFT | 18 | 16.9 |
| SPY | 18 | 17 |
| KO | 18 | 17.3 |
the exact SQL behind every number
WITH per_venue AS
(
SELECT
underlying_symbol AS symbol,
exchange,
count() AS prints
FROM global_markets.options_trades
WHERE underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')
AND sip_timestamp >= '2026-09-16 00:00:00'
AND sip_timestamp < '2026-09-17 00:00:00'
GROUP BY symbol, exchange
)
SELECT
symbol,
count() AS venues_printing,
round(100 * max(prints) / sum(prints), 1) AS busiest_venue_share_pct
FROM per_venue
GROUP BY symbol
ORDER BY venues_printing DESC, busiest_venue_share_pct ASC
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