US Consolidated Options (OPRA) Sample Schemas#

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.



US_OPTIONS_SAMPLE#

Database includes the following Tables:

  • NBBO - National Best Bid / Offer quotes

  • QTE - Best bid / offer quotes

  • STAT - Static data, e.g. ISIN, description, security type

  • TRD - Trades


US_OPTIONS_SAMPLE - NBBO#

National Best Bid / Offer quotes

US_OPTIONS_SAMPLE - 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_SAMPLE - QTE#

Best bid / offer quotes

US_OPTIONS_SAMPLE - 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_SAMPLE - STAT#

Static data, e.g. ISIN, description, security type

US_OPTIONS_SAMPLE - 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_SAMPLE - TRD#

Trades

US_OPTIONS_SAMPLE - 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).