Full U.S. Options feed from Options Price Reporting Authority
dxFeed Live Sample: OPRA
Full OPRA feed: U.S. options from OPRA participants (AMEX, BSE, CBOE, ISE, NASDAQ, NYSE Arca, and PHLX).
See: OPRA website
Data type: U.S. Options
- Real-time: direct OPRA feed.
- Delayed: direct OPRA feed delayed 15 minutes.
- Historical: complete tick-level OPRA historical data up to previous trading day. Arbitrary portions controlled replay and hosted analytics.
- Devexperts high performance datafeed APIs;
- Raw OPRA feed.
dxPrice Theoretical Option Pricing
Devexperts dxPrice engine calculates arb-free theoretical option prices calculation based on real-time or historical data. Pricing data may be delivered along with real-time data feed in dxFeed API or calculated based on historical onDemand data store. Please contact us for more information about this service.
Our free-to-use web application is calculates theoretical option prices for an underlying for a given moment in history starting from January 1st 2010 and up to previous trading day for the current date.
- Feed received directly from OPRA processors;
- Configurable conflation and throttling to control downstream systems pressure;
- Efficient in-transit wire data compression;
- Feed handler and messaging infrastructure with low hardware footprint;
- 24×7×365 monitoring and support.