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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".
The data warehouse currently maintains over 5 years of data. The total size of this data as of January 2011 is 150 Terabytes and consists of over 3 trillion messages.
The Subotnick Center staff have developed various tools used to parse, manipulate and extract data from the full OPRA stream. We also perform custom reporting and anaylsis of the OPRA data.
For more information please contact Professor Richard Holowczak, Director of the project.