SpiderStream

Future Options Analytics

Exchange Feeds

Feed Type

Available Messages

Individual
(Monthly)

Institutional
(Monthly)

Filters
(Stream Topics)

Data Redistribution License

WebSocket
(HTTP/HTTPS)

Protocols

Connection
(Types)

FUTURE OPTIONS ANALYTICS

CME/NYMEX/COMEX/
CBOT/CFE

Real-time or delayed

Option Implied Quote
Option Print Mark-up
Option Surface Curve
Option Fixed Term
Option Skew Curves
Option EOD Close Marks
Option Open Marks
Settlement Marks
Realized Volatilities
Product Definitions
Code Definitions

$1500 / $3000
+ $.25 per million messages
(per DCM / All DCM)

$2000 / $4000
(per DCM / All DCM)

Option Key, Future Key, Expiry Key, [A-Z] Stripes

Rate tiers available

Live Stream, Active Sampling, Rest Queries (no limits)

JSON, Google Protocol buffers, C++ and C# are available

Internet and direct connections

All Analytics Feeds

Exchange Feeds

Feed Type

Available Messages

Individual
(Monthly)

Institutional
(Monthly)

Filters
(Stream Topics)

Data Redistribution License

WebSocket
(HTTP/HTTPS)

Protocols

Connection
(Types)

OPTIONS, GREEKS, & IMPLIED VOL

OPRA

Real-time or Delayed

Option Implied Quote
Option Print Mark-up

$750
+ $.25 per million messages

$2500

Option Key, Ticker/Future Key, Expiry Key, [A-Z] Stripes

Rate tiers available

Live Stream, Active Sampling, Rest Queries (no limits)

JSON, Google Protocol buffers, C++ and C# are available

Internet and direct connections

EQUITY OPTION ANALYTICS

OPRA

Real-time or delayed

Option Implied Quote
Option Print Mark-up
Option Surface Curve
Option Fixed Term
Option Skew Curves
Option EOD Close Marks
Option Open Marks
Realized Volatilities
Risk Factors
Ticker/Root Definitions
Option Print Types

$2500
+ $.25 per million messages

$4500

Option Key, Ticker Key, Expiry Key, [A-Z] Stripes

Rate tiers available

Live Stream, Active Sampling, Rest Queries (no limits)

JSON, Google Protocol buffers, C++ and C# are available

Internet and direct connections