Options Historical Research Package
From listing to expiry, every OPRA contract on one pipeline.
15 datasets from full lossless OPRA capture: tick trades and NBBO quotes, 60+ field minute bars, open interest, Global Trading Hours, and contract security masters that track every option through listing, exercise, and expiry. Full history from 2014 with daily automated updates.
1
Historical research
2
Out-of-sample
3
Paper trading
4
Live trading
Trusted by
2
US regulators
1,855+
institutions since 2015
Starting at
$3,000
/month
Fixed-fee 2-year lease for a team of up to 10.
Indicative pricing. Final quotes reflect history depth, delivery method, and team size.
All 15 core datasets
Full OPRA lossless capture
Daily updates included
No exchange fees on historical
15
datasets
50%
off streaming data
2014
history start
Historical and streaming delivery methods
Core team from the trading side
Research to Live
One vendor, one license, the full intraday options research-to-trading lifecycle.
The day the lease starts, the full OPRA universe is in the account: every contract, every exchange, tracked from listing through expiry, updated overnight. No infrastructure to maintain when OPRA volumes spike.
Core team from a quantitative trading background
The person who picks up your support thread has used data like this in production. You’re not just buying data, you’re buying the professional level of support that goes with it.
Your research, your IP
Features, signals, models, backtests, papers: what you derive is yours, and stays yours after the lease ends.
2-year lease, fixed fee, growing catalog
The fee stays the same for the full term. New eligible algoseek datasets and methodology improvements are added automatically, with no mid-term repricing.
Sized for a team of up to 10
One to ten hands-on users, on any computers you manage. Unlimited use within the team, no per-seat metering.
30-day setup, billing pauses
A 30-day onboarding window before billing starts: time to wire up S3, connect ArdaDB, and ingest your first datasets.
Daily updates included
Every dataset refreshes daily. Reference data, lifecycle events, and new history land in your account overnight.
All delivery methods available
Choose what fits your workflow, then add real-time when you’re ready.
AWS S3 flat files
RESTful API
ArdaDB cloud SQL
Jupyter notebook
Python library
Three datasets, three contracts, three renewals. Or the package.
Tick-level OPRA data, 60+ field minute bars, and a contract security master is three contracts just to reach a researchable starting point, with no open interest or Global Trading Hours yet. The package puts all fifteen under one agreement.
Pay per dataset
$3,300/month
A typical three-dataset minimum for options research.
- Trade and NBBO Quote (OPRA) $1,500
- TAQ Minute Bar (60+ fields) $,1000
- OPRA Contracts Security Master $800
- Total per month $3,300
vs
Options Package
$3,000
/month
Every OPRA dataset. One license. Up to 10 team members.
Every OPRA tick, minute bar, daily, and reference dataset
Full history from 2014 with daily automated updates
50% off real-time and delayed streaming when you’re ready
New datasets added to the package automatically, no extra charge
Indicative individual pricing. Actual quotes depend on history depth, delivery method, and team size.
What’s Included
Fifteen datasets covering the complete OPRA universe.
Click any dataset to see fields, sample data, and documentation.
The complete OPRA feed across all US equity options exchanges: trades and quotes with NBBO and top-of-book, plus 60+ field minute bars. Every listed US equity option since 2014.
US Options Continuous Trade and Quote Minute Bar
Production · algoseek
CSV
US Options Trade and Top of Book Quote
Production · algoseek
CSV
US Options Trade and Quote Minute Bar
Production · algoseek
CSVSQL
US Options Trade and NBBO Quote
Production · algoseek
CSVSQL
US Options Trade Only
Production · algoseek
CSVSQL
US Options Trade and Quote Daily Bar
Production · algoseek
CSV
US Options Trade Only Minute Bar
Production · algoseek
CSVSQL
US Options GTH Trade Only
Production · algoseek
CSV
US Options Trade and Quote GTH
Production · algoseek
CSV
Well-tested options security master mapping every options contract through its lifecycle, including expiration, strike changes, and underlying corporate actions.
Built to Grow With You
Your datasets expand over time. The fee doesn’t.
The options package has added six datasets in three years, including Global Trading Hours and new minute bar variants.
- New datasets are added to existing packages at no extra charge.
- Field additions and methodology improvements roll out to every subscriber.
- Third-party datasets are landing through 2026, and package holders get them on day one.
- Fixed fee for the duration of the lease. No mid-term repricing.
US Options Package
Datasets in the package over time
2022
9 datasets
2023
11 datasets
2024
13 datasets
2025
15 datasets
Customers who started in 2022 receive the same datasets as new customers, at their original price.
Historical and Streaming
One pipeline. Historical, delayed, and real-time on the same data.
The Mercury ticker plant writes the archive and the feed from a single lossless capture of OPRA, by orders of magnitude the largest US market data feed: one process, two outputs, identical fields and condition codes.
Exchange feed
OPRA
Mercury ticker plant infrastructure
Direct multicast exchange feeds, microseconds latency, regional redundancy, 4-way arbitration, zero-failure architecture.
Equinix NY2
Equinix NY4
Equinix NY5
Chicago CH1
Same pipeline
Historical archive
Included
Full OPRA history from 2014, written from the same Mercury feeds and updated daily.
- Full archives and daily updates included
- S3, ArdaDB SQL, RESTful API, Jupyter, Python library
- Contract lifecycle tracked from listing through expiry
Streaming feed
Add-on
Same normalized feeds delivered real-time or with a 15-minute delay. The same source as your historical research data.
- Real-time or 15-minute delayed
- 50% of list price for standard feeds
- TCP/IP: co-location, cloud, on-prem, or over internet
Delayed feed
Add-on for package holders
$750/mo
Standard feeds
15-minute delayed streaming on the same normalized feeds, for work that doesn’t need millisecond latency.
Real-time feed
Add-on for package holders
$1,500/mo
Standard feeds
Real-time streaming via Mercury, over TCP/IP to co-location, cloud, on-prem, or the internet, for paper trading and live execution. Non-standard configurations quoted at list price; exchange fees are set by the exchanges.
License Terms
What you can do with the data.
Download it, store it wherever you control, keep your derived research after the lease ends.
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Can I download the data?
+
Yes. You can download data, as much as you like, and store it wherever you want.
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Where am I allowed to have the data?
+
Any computer you manage or control: cloud, data center, office, or laptops.
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What happens at the end of the lease?
+
At the end of the lease, you delete all raw algoseek data. You keep your derived data: signals, statistical outputs, and anything that cannot be reverse-engineered back into the raw dataset.
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What exactly is derived data?
+
Signals, statistical outputs, sampled data: anything from your research that cannot be reverse-engineered back into the raw algoseek data.
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Can I buy the data at the end of the lease?
+
Yes. You can buy the data in perpetuity at the end of the lease for a one-time payment. Contact sales for pricing.
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Can I use the data for my fintech?
+
Lease pricing here is for internal use. Displaying data to your own end users involves exchange licensing; algoseek works closely with fintechs to minimize those costs. Contact sales to discuss.
Other Packages
Need the underlying equities too? Add the equities package at half price.
Your second single-asset package is half price. Teams across all asset classes use the Multi-Asset Package instead.
US Equities
US Equities Package
$2,500/mo
39 datasets
The complete SIP feed from 2007 to yesterday. Tick-level trades and quotes, extended minute bars with up to 90 fields, second bars, and the in-house security master.
US Futures
US Futures Package
$2,500/mo
CME, CBOT, NYMEX, and COMEX under one license. Tick-level trades and quotes, second and minute bars, and up to 10 levels of market depth. Future security master.
Future Options
Future Options Package
$2,500/mo
Options on CME Group futures. Tick-level trade and quote data with minute bar aggregations. The dataset most teams struggle to source cleanly, handled.
All Asset Classes
Multi-Asset Package
$5,000/mo
60+ datasets
Every equity, options, futures, and future options dataset under one contract. One ASID identifier across every asset class. One price, one renewal, every new eligible algoseek dataset added automatically.
Two ways to start
See the data first, or talk to someone who knows it.
A quick conversation about OPRA coverage and pricing, or query the data first. Both routes work.
Contact us about the package
Talk to a person who has worked with the data, not just read about it. Pricing, history depth, licensing: the conversation starts where it needs to.
Explore the Data
Run SQL or Python against real OPRA datasets in the Sandbox. No credit card, up to a year of data.