US Consolidated Options (OPRA) Sample Enumerations#
A subset of symbols from all US options exchanges disseminated through the Options Price Reporting Authority (OPRA). Options on AAPL, NVDA, QQQ, SPY and TSLA are included in the sample covering January 2025.
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 |