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   Filtered Options Feed  

NYSE Technologies' Filtered Options Feed is a highly flexible and fully managed market data feed that filters US Options Market Data (OPRA) based on customer designated parameters. This significantly lowers bandwidth requirements and reduces processing needs while maintaining immediate access to relevant data.

The Options Pricing Reporting Authority (OPRA) disseminates all US options data in a consolidated feed, covering trades, quotes and administrative messages. The OPRA feed uses substantial bandwidth and processing power presenting significant technical challenges to consumers.

Filtered Options Feed includes a Standard offering and a Custom offering:

The Standard Feed does not filter trade messages or administrative messages, but filters the quotes based on the criteria listed below:

  • NBBO Only
  • Trades Only
The Custom Feed allows customers to define their own filtering parameters.

Filtered Options Feed Product Description

Instruments Covered
EQUITY and INDEX Options

Markets Covered
OPRA

Click below to listen to Todd Watkins, Product Manager for Global Market Data, discussing the benefits of Filtered Options Feed

Instruments Covered
Derivatives

Markets Covered
OPRA

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Filtered Options Feed Image


Included Data
Frequently Asked Questions
  • What is the Filtered Options Feed?
    The Filtered Options Feed (FOF) is a highly-flexible and fully-managed market data feed that filters US Options Market Data (OPRA) based on generic and customer designated parameters. In addition to the creation of this quote mitigation solution, FOF is hosted within NYSE Technologies new, state-of-the-art data centre in the US.
  • For which markets is FOF data intended?
    Currently, FOF coverage is the same US Options data that OPRA provides. In essence, it is the same feed just with fewer messages.
  • How is FOF offered?
    FOF is offered in two variants: Standard FOF – (NBBO and Trades) and Custom FOF (filtering parameters defined by the customer).
  • What commercial arrangements are in place for this service?
    Vendors and clients who wish to subscribe to FOF must have the correct agreements in place with OPRA. Vendors and clients who obtain the feed and provide display access to end-users are required to report end-user subscribers directly to OPRA (http://www.opradata.com).
  • From what exchange does FOF data come?
    FOF data is derived from OPRA data; this includes data from all of the options market participants. (C2, ARCA, AMEX, NOM, PHLX, BATS, BOX, ISE and CBOE)
  • What security types are available in the feed?
    Equity, Index, ETF and Currency Options.
  • When does FOF data begin to disseminate each day?
    The data feed generally disseminates start-of-day data from 6:10 am EST and is a continuous real-time feed until market close approximately 4:15 pm EST. Good Morning Messages are sent between 6:15-7:15 am daily, Good Night Messages between 5:15 – 5:25 pm for each participant.