SpiderStream

Options NBBO Feeds

Exchange Feeds
Feed Type
Available Messages
Individual
(Monthly)
Institutional
(Monthly)
Filters
(Stream Topics)
Redistribution License**
Data Licensing**
WebSocket & REST APIs
(HTTP/HTTPS)
Protocols
Connection
(Types)
EQUITY OPTIONS
OPRA
Real-time or delayed
Option NBBO Book Quote
Option Prints
Mkt Summary (OHL)
Option Opening Price
Option EOD Closing Price
Ticker/Root Definitions
Option Print Types
$750
+ $.25 per million messages
$2500
Option Key, Future Key, Expiry Key, [A-Z] Stripes
Redistribution Fees may apply (by exchange)
Data Licensing may apply (by exchange)
Live Stream, Active Sampling, Queries (no limits)
JSON, Google Protocol buffers, C++ and C# are available
Internet and direct connections
OPTIONS ON FUTURES
CME/NYMEX/COMEX/
CBOT/CFE
Real-time or delayed
Option NBBO Book Quote
Option Prints
Mkt Summary (OHL)
Option Opening Price
Option EOD Closing Price
Product Definitions
Codes Definitions
$500 / $1500
+ $.25 per million messages
(per DCM / All DCM)
$750 / $2250
(per DCM / All DCM)
Option Key, Future Key, Expiry Key, [A-Z] Stripes
Redistribution Fees may apply (by exchange)
Data Licensing may apply (by exchange)
Live Stream, Active Sampling, Queries (no limits)
JSON, Google Protocol buffers, 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.

All Live Feeds

Exchange Feeds
Feed Type
Available Messages
Individual
(Monthly)
Institutional
(Monthly)
Filters
(Stream Topics)
Redistribution License**
Data Licensing**
WebSocket
& REST APIs
(HTTP/HTTPS)
Protocols
Connection
(Types)
EQUITY
CTA/UTP/OTC/
NASDAQ/ARCA
Real-time or delayed
Stock NBBO Quote
Stock Prints
Order Imbalances*
Mkt Summary (1 min bar)
EOD Closing Prices
$500
+$.25 per million messages
$2000
Ticker Key, [A-Z] Stripes
Redistribution Fees may apply (by exchange)
Data Licensing may apply (by exchange)
Live Stream, Active Sampling, Queries (no limits)
JSON, Google Protocol buffers, C++ and C# are available
Internet and direct connections
EQUITY OPTIONS
OPRA
Real-time or delayed
Option NBBO Book Quote
Option Prints
Mkt Summary (OHL)
Option Opening Price
Option EOD Closing Price
Ticker/Root Definitions
Option Print Types
$750
+ $.25 per million messages
$2500
Option Key, Future Key, Expiry Key, [A-Z] Stripes
Redistribution Fees may apply (by exchange)
Data Licensing may apply (by exchange)
Live Stream, Active Sampling, Queries (no limits)
JSON, Google Protocol buffers, C++ and C# are available
Internet and direct connections
OPTIONS ON FUTURES
CME/NYMEX/COMEX/
CBOT/CFE
Real-time or delayed
Option NBBO Book Quote
Option Prints
Mkt Summary (OHL)
Option Opening Price
Option EOD Closing Price
Product Definitions
Codes Definitions
$500 / $1500
+ $.25 per million messages
(per DCM / All DCM)
$750 / $2250
(per DCM / All DCM)
Option Key, Future Key, Expiry Key, [A-Z] Stripes
Redistribution Fees may apply (by exchange)
Data Licensing may apply (by exchange)
Live Stream, Active Sampling, Queries (no limits)
JSON, Google Protocol buffers, C++ and C# are available
Internet and direct connections
FUTURES
CME/NYMEX/COMEX/
CBOT/CFE
Real-time or delayed
Future Book Quote
Future Prints
Mkt Summary (1 min bars)
Future EOD Closing Price
Future Settlement Prices
Product Definitions
Codes Definitions
$500 / $1500
+ $.25 per million messages
(per DCM / All DCM)
$750 / $2250
(per DCM / All DCM)
Future Key, Expiry Key, [A-Z] Stripes
Redistribution Fees may apply (by exchange)
Data Licensing may apply (by exchange)
Live Stream, Active Sampling, Queries (no limits)
JSON, Google Protocol buffers, C++ and C# are available
Internet and direct connections

* Additional fees apply

** User selects required exchanges which are subject to fees. Redistribution fees may apply separately to SpiderStream analytics.

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