# US Consolidated Options (OPRA) Schemas This refers to consolidated data from all US options exchanges disseminated through the Options Price Reporting Authority (OPRA). ## US_OPTIONS Database includes the following tick types: * NBBO - National Best Bid / Offer quotes * QTE - Best bid / offer quotes * STAT - Static data, e.g. ISIN, description, security type * TRD - Trades ### US_OPTIONS - NBBO National Best Bid / Offer quotes #### US_OPTIONS - NBBO Table Schema | Field | Data Type | Description | |--------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | BID_PRICE | double | Best bid price. A null value is used if the bid side is empty, or if the best bid is set by unpriced orders (e.g. market orders) | | ASK_PRICE | double | Best ask price. A null value is used if the ask side is empty, or if the best ask is set by unpriced orders (e.g. market orders) | | BID_SIZE | int | Best bid size | | ASK_SIZE | int | Best ask size | | BID_EXCHANGE | string[1] | Exchange that set the best bid | | ASK_EXCHANGE | string[1] | Exchange that set the best ask | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ### US_OPTIONS - QTE Best bid / offer quotes #### US_OPTIONS - QTE Table Schema | Field | Data Type | Description | |-------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | BID_PRICE | double | Best bid price. A null value is used if the bid side is empty, or if the best bid is set by unpriced orders (e.g. market orders) | | ASK_PRICE | double | Best ask price. A null value is used if the ask side is empty, or if the best ask is set by unpriced orders (e.g. market orders) | | BID_SIZE | int | Best bid size | | ASK_SIZE | int | Best ask size | | EXCHANGE | string[1] | Exchange from which the update originates | | QUOTE_COND | string[1] | Indicates any special conditions applicable to a quote | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ### US_OPTIONS - STAT Static data, e.g. ISIN, description, security type #### US_OPTIONS - STAT Table Schema | Field | Data Type | Description | |-------------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | STRIKE_PRICE | double | Exercise price for options / warrants | | UNDERLYING_SYMBOL | string[6] | Symbol of the underlying instrument | | ACTIV_SYMBOL | string[20] | Ticker symbol used by Activ Financial | | EXPIRATION_DATE | string[8] | Date when a derivative expires (YYYYMMDD) | | CALL_PUT_IND | string[1] | C - Call option, P - Put option | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ### US_OPTIONS - TRD Trades #### US_OPTIONS - TRD Table Schema | Field | Data Type | Description | |----------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | PRICE | double | TRD: Trade price, IDX: Index value, IND: Indicative price, PRL: Price point to which the depth entry relates, PRL_FULL: Order price, FIXING: Fixing price, RFC: Price associated with a Request for Cross | | SIZE | int | TRD: Trade size, IND: Indicative size, PRL: Size at the relevant price point, PRL_FULL: Order size, RFQ: Size associated with a Request for Quote, RFC: Size associated with a Request for Cross | | EXCHANGE | string[1] | Exchange from which the update originates | | TRADE_TYPE | string[1] | Type of trade | | TRADE_TYPE_EXT | string[4] | Extended trade type code | | TRADE_ID | string[20] | Trade identifier, generally the ID assigned by the matching engine | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | | DELETED_TIME | nsectime | Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS). | | TICK_STATUS | byte | Internal OneTick field. Always 0 unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS). |