Highlights

• Access streaming data for the entire OPRA venue via AWS PrivateLink or Direct Connect using FactSet’s Broadcast Feed. Enrich streaming data with reference data and symbology tables to easily find the option you are looking for. Eliminate the lag time between when a contract is issued and when you receive the first data point by receiving automatic updates as they are published by OPRA. Alternatively, access files created every 15 minutes using a RESTful API containing real-time or delayed data.
• Request data on a per-contract basis by leveraging an option chain feature with advanced filtering capabilities, or by submitting a list of option symbols. Experience streaming updates or incremental snapshot updates at a defined interval or ad hoc basis. Obtain risk measures such as Greeks and implied volatility in the streaming feed.
• Eliminate the need to store terabytes of data to mine OPRA tick history. Choose from flexible delivery options including RESTful APIs, cloud-agnostic file delivery, and Snowflake. Navigate tick data management challenges by accessing FactSet's normalized data model, backward compatible over time. Reduce the need for additional data analysis and find trades more efficiently by filtering based on trade condition. Retrieve a time series of trades and quotes or request point-in-time data. Benefit from FactSet's AWS-hosted ticker plants' ability to support the ever-increasing volume of real-time data. FactSet ingests real-time updates directly from OPRA via proprietary feed handlers. Choose from several delivery options, as well as multiple versions of OPRA data, to best support your applications and workflows: A real-time, trade-safe, one-second conflated quote version includes last sale values and national best bid and offer (NBBO). A trade-safe, five-second conflated version with last sale and NBBO is available in real-time, 15-minute delayed, and is stored in Snowflake since October 2017 as tick history.