# 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 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_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). |