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No. This is the full OPRA daily file which also includes ISE data. |
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We currently we have tick history from June 1, 2005 to the present. |
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We collect and deliver data using the standard OPRA format. The data is split up over a number of separate files in alphabetical order. Each file is compressed to reduce delivery bandwidth and storage requirements.
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Currently, the average daily file size is approximately 15-16 GB compressed or 55-65 GB uncompressed. You will need to run WinZip 9.0 or greater to uncompress the file.
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1) Daily download of the full OPRA Tick History
The subscription fee for the daily end-of-day file is $1,500 per month, based on an annual subscription. Clients will download this file from a FTP server.
2) Ad-hoc query of the full OPRA Tick History
The subscription fee for specific date ranges is $85 per day with a minimum order of $1000. There is an additional processing fee for a portable hard drive that we use to deliver this data, which is $499 for the first 400 GB of data and $399 for each additional 400 GB of data that is part of the same order.
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The annual subscription fee offers a discount of approximately 15% over the subscription fee for ad-hoc requests.
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Each order request requires a custom order form to be prepared. Please send requests for your order to [email protected] or call Jeff Soule at (212)897-8160.
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Yes, a one page agreement with the terms and conditions will be sent with each order form.
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There are two methods:
1) Clients can subscribe to a daily file of OPRA tick history, which is downloaded from a FTP server, or
2) Clients can submit an ad-hoc request for a specific date range, which is delivered on a portable hard drive.
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A subscriber will receive a user name and password within 24 hours of submitting the data agreement and order form.
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The delivery time for ad-hoc requests depend on the amount of data and when we receive the order. If we receive an order before 10 am, the following delivery times can be expected:
1-3 months of data � approximately 3 business days
4-6 months of data � approximately 5 business days
7-9 months of data � approximately 6 business days
More than 10 months please contact [email protected].
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No. However, there is a third party software provider that sells a data loader with an API. Please contact [email protected] for additional details.
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In the current phase, we do not process requests for subsets of data based on symbols. However, OPRA now splits the tick data into 24 separate files, so each daily file consists of 24 separate zipped files. The split up is done based on the first letter of the symbol for each security. Therefore, File 1 = A, File 2 = B, etc. so if you were looking for all of the options starting with �Q�, you would not need to process the complete daily file. Please refer to page 86 of the OPRA Data Interface Specification: http://www.opradata.com/specs/data_recipient_interface.pdf
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Yes. The terms specify that the data is for internal use only. We will consider redistribution requests on a case-by-case basis.
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