What Data Is Included in the OPRA Feed?
Nowadays, running the Options Price Reporting Authority (OPRA) reliably has become an operational challenge. OPRA is a consolidated SIP-style feed of U.S.-listed options quotes and trades across participant options exchanges.…
What Is Options Price Reporting Authority (OPRA)?
The Options Price Reporting Authority (OPRA) is the U.S. system that consolidates and distributes options market data from all U.S.-listed options exchanges. In practical terms, it gathers quotation (bid/offer) and…