US Consolidated Options (OPRA) Enumerations#
This refers to consolidated data from all US options exchanges disseminated through the Options Price Reporting Authority (OPRA).
The following fields have Enumerations:
CALL_PUT_IND - “C” - Call option, “P” - Put option
EXCHANGE - Exchange from which the update originates
QUOTE_COND - Indicates any special conditions applicable to a quote
TRADE_TYPE - Type of trade
TRADE_TYPE_EXT - Extended trade type code
Enumeration ID |
Enumeration Description |
|---|---|
C |
Call option |
P |
Put option |
Enumeration ID |
Enumeration Description |
|---|---|
A |
NYSE American |
B |
Boston Options Exchange (BOX) |
C |
Cboe C1 |
D |
MIAX Emerald |
E |
Cboe EDGX |
G |
MX2 |
H |
Nasdaq GEMX |
I |
Nasdaq ISE |
J |
Nasdaq MRX |
M |
MIAX |
N |
NYSE Arca |
P |
MIAX Pearl |
Q |
Nasdaq |
S |
MIAX Sapphire |
T |
Nasdaq BX |
U |
Members Exchange (MEMX) |
V |
IEX |
W |
Cboe C2 |
X |
Nasdaq PHLX |
Z |
Cboe BZX |
Enumeration ID |
Enumeration Description |
|---|---|
‘””’ |
Regular quote |
A |
Eligible for automatic execution |
B |
Bid contains customer trading interest |
C |
Bid and offer contain customer trading interest |
F |
Non-firm quote |
I |
Indicative |
O |
Offer contains customer trading interest |
R |
Opening rotation |
T |
Trading halted |
X |
Offer side not firm |
Y |
Bid side not firm |
Enumeration ID |
Enumeration Description |
|---|---|
‘””’ |
Regular trade |
A |
Cancel trade other than last or opening |
a |
Single leg auction non-ISO |
B |
Out of sequence |
b |
Single leg auction ISO |
C |
Cancel last trade |
c |
Single leg cross non-ISO |
D |
Reported late but in sequence |
d |
Single leg cross ISO |
E |
Cancel opening trade |
e |
Single leg floor trade |
f |
Multi-leg electronic trade |
F |
Opening trade reported out of sequence |
G |
Cancellation of only trade reported today |
g |
Multi-leg auction trade |
h |
Multi-leg cross |
H |
Opening trade reported late but in sequence |
I |
Electronic trade |
i |
Multi-leg floor trade |
j |
Multi-leg against single leg |
J |
Re-opening trade |
K |
Adjusted contract |
k |
Auction trade - multi-leg with underlying stock |
l |
Auction trade - multi-leg against single leg |
L |
Spread trade |
m |
Multi-leg floor trade against single leg |
M |
Straddle |
n |
Multi-leg with underlying stock |
N |
Stopped trade reported following a non-stopped trade at the same price |
O |
Cancel stopped trade |
o |
Cross trade - multi-leg with underlying stock |
P |
Buy-write |
p |
Floor trade - multi-leg with underlying stock |
Q |
Combo |
q |
Multi-leg with underlying stock against single leg |
r |
Auction trade - multi-leg with underlying stock against single leg |
R |
Stopped trade that did not trade through another eligible market at the time of the stop |
s |
Floor trade - multi-leg with underlying stock against single leg |
S |
Intermarket sweep |
T |
Benchmark trade |
t |
Multi-leg floor trade of prioprietary products |
u |
Multilateral compression trade of proprietary products |
v |
Extended hours trade |
X |
Trade-through exempt |
Enumeration ID |
Enumeration Description |
|---|---|
‘””’ |
Regular trade |
AJST |
Adjusted contract |
AUTO |
Electronic trade |
BNMT |
Benchmark trade |
BWRT |
Buy-write |
CANC |
Cancel trade other than last or opening |
CBMO |
Multi-leg floor trade of prioprietary products |
CMBO |
Combo |
CNCL |
Cancel last trade |
CNCO |
Cancel opening trade |
CNOL |
Cancellation of only trade reported today |
CSTP |
Cancel stopped trade |
EXHT |
Extended hours trade |
ISOI |
Intermarket sweep |
LATE |
Reported late but in sequence |
MASL |
Auction trade - multi-leg against single leg |
MCTP |
Multilateral compression trade of proprietary products |
MESL |
Multi-leg against single leg |
MFSL |
Multi-leg floor trade against single leg |
MLAT |
Multi-leg auction trade |
MLCT |
Multi-leg cross |
MLET |
Multi-leg electronic trade |
MLFT |
Multi-leg floor trade |
OPEN |
Opening trade reported out of sequence |
OPNL |
Opening trade reported late but in sequence |
OSEQ |
Out of sequence |
REOP |
Re-opening trade |
SLAI |
Single leg auction ISO |
SLAN |
Single leg auction non-ISO |
SLCI |
Single leg cross ISO |
SLCN |
Single leg cross non-ISO |
SLFT |
Single leg floor trade |
SPIM |
Stopped trade that did not trade through another eligible market at the time of the stop |
SPRD |
Spread trade |
STDL |
Straddle |
STPD |
Stopped trade reported following a non-stopped trade at the same price |
TASL |
Auction trade - multi-leg with underlying stock against single leg |
TESL |
Multi-leg with underlying stock against single leg |
TFSL |
Floor trade - multi-leg with underlying stock against single leg |
TLAT |
Auction trade - multi-leg with underlying stock |
TLCT |
Cross trade - multi-leg with underlying stock |
TLET |
Multi-leg with underlying stock |
TLFT |
Floor trade - multi-leg with underlying stock |
XMPT |
Trade-through exempt |