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OPRA Data (Bulk)

OPRA data is trades and quotes disseminated from all US options exchanges which are reported by OPRA (Options Price Reporting Authority). The OPRA data is only available as a bulk data purchase, the minimum purchase is one month which covers all Equities, Indexes, and ETFs with listed options. OPRA is an extremely large dataset, one month is typically between 800GB and 1TB and it will require hard drives to transfer the data onto. The amount of data and date ranges will determine the number of hard drives required for the order. Please note, the price of hardware is NOT included in the pricing list for the data, it is determined after the order is received by Cboe LiveVol, LLC. There is an additional charge of $150.00 per hard drive required. The OPRA data comes as a gzipped.csv, each day will have 26 files and is sorted alphabetically by option class and time. Each trade and quote also has the underlying instrument’s price on it. The older OPRA data’s expiration date is recorded as the standard (3rd Friday of the month) expiration for all records. The historical OPRA data dates back to July 2004.
Fields include:
  • RECORD_TYPE_CODE
  • TRADE_DATE
  • TRADE_TIME
  • TRADE_TIME_THOU
  • OPRA_SEQ_NBR
  • EXCHANGE_CODE
  • OPTION_CONDITION_CODE
  • CLASS_SYM
  • OPRA_CODES
  • EXPIRATION_DATE
  • PUT_CALL_CODE
  • EXERCISE_PRICE
  • BID/TRADE_PRICE
  • BID/TRADE_SIZE
  • ASK_PRICE
  • ASK_SIZE
  • STOCK_PRIMARY_MARKET
  • STOCK_LAST_CONDITION_CODE
  • STOCK_LAST_SALE_PRICE
  • STOCK_LAST_SALE_SIZE
  • STOCK_BID_PRICE
  • STOCK_BID_SIZE
  • STOCK_ASK_PRICE
  • STOCK_ASK_SIZE
  • TRADE_DATE2
  • ORIG_OPRA_REC_TYPE
  • OPRA_YEAR_CODE
  • QUOTE_PRICE
  • QUOTE_SIZE
  • EXPIRATION_MONTH
  • EXPIRATION_YEAR
  • THREAD_CODE
  • UNDER_SEC_SYM
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  • Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
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    Note: Data will be available for download after purchase as long as the file size is below 500GB. Larger files will be shipped to you on a hard drive.