Full OPRA feed. U.S. options from OPRA participants (BOX, Cboe BZX Options, Cboe C2 Options, Cboe EDGX Options, Cboe Options Exchange, Miami International Securities Exchange, MIAX PEARL, Nasdaq BX, Nasdaq GEMX, Nasdaq ISE, Nasdaq MRX, Nasdaq PHLX, The Nasdaq Stock Market, NYSE American and NYSE Arca).

See: OPRA website

Data type: U.S. Options

Available in:

  • Real-time: direct OPRA feed.
  • Delayed: direct OPRA feed delayed by 15 minutes.
  • Historical: complete tick-level OPRA historical data up to the previous trading day. Controlled replay and hosted analytics.


We offer:

  • Feed received directly from OPRA processors
  • Configurable conflation and throttling to control the downstream systems pressure
  • Efficient in-transit wire data compression
  • Feed handler and messaging infrastructure with low hardware footprint
  • 24×7×365 monitoring and support

dxPrice Theoretical Option Pricing

dxPrice engine calculates arb-free theoretical option prices calculation based on real-time or historical data. Pricing data can be delivered along with the real-time data feed via a set of dxFeed APIs or calculated based on historical onDemand data store. Please contact us for more information about this service.

Our free-to-use web application calculates theoretical option prices for an underlying for a given moment in history starting from January 1st 2010 and up to the previous trading day for the current date.

Launch dxPrice Web Demo