SpiderStream

Option Implied Quotes & Trades

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, Bytes, 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, Bytes, 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, Bytes, C++ and C# are available
Internet and direct connections
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, Bytes, C++ and C# are available
Internet and direct connections
** User selects required exchanges which are subject to fees. Redistribution fees may apply separately to SpiderStream analytics.