The Options Data Warehouse in the Subotnick Financial Services Center
The Baruch Options Data Warehouse is located within the Subotnick Financial Services Center at the Zicklin School of Business. The warehouse maintains the full OPRA data feed from all of the US equity options exchanges. The OPRA feed capture contains trades, quotes, open interest and end of day volumes for all options series on US equities and indexes. Such data is often called "Options Tick Data" or "Options Intraday data". We also capture full depth of book as well as Level 1 data for most US equity and futures markets.
The data warehouse currently maintains over 10 years of options and equities data. The total size of this data as of November 2015 is 900 Terabytes and consists of over 14 trillion messages.
The Subotnick Center staff have developed various tools used to parse, manipulate and extract data from the full OPRA stream as well as level 1 and level 2 equity and options exchange data feeds. We perform custom reporting and anaylsis of the OPRA and equities data. Data extracts and full raw market data are available for purchase.
For more information please contact Professor Richard Holowczak, Director of the project.