BMLL, provider of harmonised Level 1, 2, and 3 data across global equity, ETFs, and futures markets, has added OPRA (Options Price Reporting Authority) data to its platform. Market participants now have access to six years of nanosecond unconflated OPRA options data, complementing existing US equity and futures datasets. This historical dataset is available via the BMLL Data Lab and BMLL Data Feed through AWS S3.
OPRA consolidates and distributes critical options market information from all U.S. equity options exchanges, supporting traders, brokers, and institutional investors in understanding market dynamics, assessing liquidity, and optimising strategies. The data aids buy-side firms in backtesting strategies and generating alpha, while sell-side firms utilise it for execution algorithm optimisation and tracking market structure changes. Exchanges leverage the data to evaluate market share across platforms. BMLL’s normalised tick history dataset ensures accuracy and usability for these applications.
Paul Humphrey, Chief Executive Officer of BMLL, commented: “Adding OPRA options data is another significant milestone in our data coverage expansion strategy. To date, we have built out our equities coverage to 98% of the MSCI All-Country World Index. Including OPRA options in our data and analytics capabilities is a natural evolution for BMLL, driven by customer demand for a best-in-class product and very much in line with our multi-asset strategy.”
David Robinson, Chief Technology Officer at BMLL, added: “Making OPRA data available via BMLL Data Lab and BMLL Data Feed, via AWS S3, is another step in our mission to democratise data and analytics at scale and meet our customers where they need us to be. They can now gain immediate access to this significant dataset in a cloud-based environment, at a level of conflation that suits their own specific needs, and at the highest quality available in the market today.”
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