SALT LAKE CITY, Sept. 7, 2023 - Databento is proud to announce the launch of its latest offering: historical and live (real-time and intraday historical) OPRA (US equity options) data, accessible in minutes with usage-based or flat rate pricing.
The OPRA (Options Price Reporting Authority) dataset provides consolidated trades and NBBO across US options venues, covering all 16 national exchanges. This includes not only options on single name equities, but also on indices, e.g., Cboe VIX options, SPX options, and certain volatility benchmark indices like SPIKE and VSPKE.
Christina Qi, Databento CEO, shared her excitement for the release, "We're proud to offer easy access to OPRA data via web or API. Users can now customize options data in addition to our equities and futures datasets for any use case. Our goal is to modernize the market data industry, not just with better pricing, but with higher-quality data and a smoother user experience as well."
The data is captured and published at Databento's Equinix NY4 colo and is available over Databento's Python, Rust, and C++ clients and market data APIs. All symbols—options for over 8,000 US equities and indices—can be accessed with a single API call. OPRA, along with the company's existing datasets, extends Databento's coverage to over 2 million active symbols on any given day.
To learn more, check out the company's blog post here or reach out to sales.
About Databento
Databento's data-as-a-service (DaaS) platform makes it simpler and faster to access financial market data. Founded by traders and engineers from world-class quantitative hedge funds, Databento's self-service model allows users to instantly pick up live exchange feeds and terabytes of historical data. Users have the flexibility to only pay for what they use, or opt for flat-rate pricing. Databento's servers are hosted in the colocation facilities of various trading venues for low-latency and high-fidelity data capture, directly from the source.
To learn more about Databento, visit www.databento.com.
Contact:
Jennifer DeRome
364880@email4pr.com
617-553-4000
SOURCE Databento, Inc.