Historical Options Prices
Tick Data’s historical intraday U.S. options data is available from July 2, 2004 and includes:
- All listed equity and index options traded on U.S. exchanges
- Complete Options Price Reporting Authority (OPRA) feed, sourced from CBOE
- Tick-by-tick Level I Quotes (bid & ask prices with size)
- Tick-by-tick Trades (last executed trade price and volume)
- Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
- Time stamped to the millisecond since Sep 2008
- Order underlying symbols and dates, and receive complete option chain
- Includes corporate action information (splits, dividends, spin-offs, etc.)
- Ticker Mapping® to produce time series files mapped for underlying symbol changes, exchange moves, mergers, etc.
- Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
- Build custom time series via TickWrite® 7
- Update subscription available to keep options data current
OPRA Options Data Pricing
All US equity and index options reported by the Options Price Reporting Authority (OPRA) since Jul-2-2004. For API/leased data pricing, please click here. All prices in USD:
|Level I Quotes & Trades||Tick Trades Only||Minute Trades|
|1 Year Updates Per Symbol||$500*||$350||$200|
|1 Year History All Symbols||$25,000||$17,500||$12,250|
|1 Year Updates All Symbols||$25,000||$17,500||$12,250|
Discounts are available for custom and larger data requests, including Complete Dataset orders. Please click here to contact our Sales department.
Additional Pricing Information
Order data for a symbol subset and custom date range using the PER SYMBOL-YEAR pricing, or order data for all available symbols (both active and inactive) for a desired date range under the ALL SYMBOLS pricing.
Minimum Order Amounts
There is a minimum order amount of $250 for Tick Trades & Minute Trades, and $990 for Tick Quotes orders.
We offer volume discounts based on the total number of Symbol-Years per order. For example, our PICK 30 discount applies when you order any combination of 30 Symbol-Years of data (e.g. 10 underlying symbols x 3 years = 30 Symbol-Years).
*Updates for Level I Options Quote Data
Due to the size of Level I Options Quote data and the time it takes to receive, prepare, and publish even one trading day, we can only offer updates to Level I Quote data for Options on a monthly basis. Most update subscriptions will require the data to be loaded onto external hard disk drives and shipped. The cost of 12 monthly deliveries is therefore added to the data cost when subscribing.