Real-Time & Delayed Options Feeds for Developers

Chelsea Caltuna
May 10, 2021

Intrinio’s real-time and delayed filtered options feeds make option data faster and easier for businesses to consume than ever before. In this blog, we’ll cover what filtered options are, what’s included in the feeds, and what you get by working with Intrinio for your option data.

Prefer a video version? Watch our options webinar.

What are filtered options?

First up, what are filtered options? Anyone who’s interested in options trading or equipping their trading platform to meet the needs of options traders needs access to real-time or delayed option data. If you built this solution in-house, you’ll find it comes with a staggering price tag.  

This price tag is a combination of two main factors. First, OPRA is the solitary source for option data, and you'll need an exchange license to access OPRA's data.

Second, OPRA's unfiltered options feed is highly complex. Thousands of contracts and expiration dates are processed every second during market hours. As a result, the costs and time to build and maintain the server infrastructure and endpoints for accessing this feed can surpass six figures annually.  

Since our clients had a difficult time connecting to reliable and clean options data, we built a powerful infrastructure to deliver it via an easy-to-use platform. With our filtered options feed, users receive data sourced from OPRA with low latency delivery via Web API or WebSocket.

What’s included with the Web API?  

When you use our Web API to pull option data through market hours, the following datapoints are returned for every option contract. These objects are available in both our real-time and 15-minute delayed feeds:

  • Implied volatility
  • Greeks: delta, gamma, theta, vega
  • Blocks
  • Sweeps
  • Underlying ticker
  • Expiration date
  • Strike price
  • Type: put or call
  • Contract ID
  • Last trade price, size, and timestamp
  • Last bid/ask price, size, and timestamp
  • Trade volume
  • Open interest
  • Exercise style: American or European

The video below provides a demo of the Web API:

What’s included with the WebSocket?  

We offer a streaming WebSocket for our real-time feed only. The returned data for the WebSocket feed is more limited than our Web API to maintain its low latency. The WebSocket returns:  

  • Contract ID  
  • Last trade price, size, and timestamp  
  • Type: put or call

The video below provides a demo of the WebSocket:

Why get option data from Intrinio? 

Intrinio built the infrastructure and absorbed the server costs so that our options clients don’t need to maintain yet another system. This allows them to focus on delivering the best product to their users, while reducing expenses and overhead.

Additionally, our tools and resources are built by developers, for developers. We offer integration assistance, comprehensive documentation, and tons of other tools to help you power your platform, application, or algorithm.

If you do run into any difficulties with your data integrations, we offer the best support in the industry. As an Intrinio client, you’ll have a dedicated customer success team, accessible by live chat, phone, or email. You'll also have access to our built-in ticketing system for any technical or data quality concerns, and our engineers are available to answer questions or resolve any roadblocks. We even offer promotional opportunities with our marketing team.

We help you navigate working with OPRA and their tricky exchange process. We leverage our experience to help you understand your costs upfront, submit your paperwork correctly, and get connected to the data quickly.  

We’re flexible with licensing fees and work hard to give you the best value for your use case.  

Does Intrinio offer trials?

Intrinio offers a free trial of our option data to ensure that it meets your needs. To avoid incurring any fees from OPRA during the trial phase, we only allow users to test our 15-minute delayed options data feed.

Upgrading to real-time options from the delayed feed as simple as flipping a switch, so when you’re ready to upgrade, you won't have to make any changes to your in-house infrastructure. The connection to the OPRA exchange is identical, and our experts facilitate the additional exchange paperwork needed to make the switch.

Ready to try our option data? Explore our options data packages.

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