Options data
Get real-time and historical options data.
It only takes 3 minutes with our APIs.
50+ trading venues
Easy access through a single API and official client libraries (Python, C++, Rust).
Over 2 million instruments
US equities coverage includes 20,000+ stocks and ETFs since their initial listings.
Over 12 PB coverage
Tick data, full order book, OHLCV, imbalance, reference data, and more.
Flexible pricing
Only pay for what you use, or get unlimited access with a subscription plan.
Direct from source
Raw and normalized market data sourced from direct feeds at our Equinix NY4 colo.
Self-service onboarding
Skip the sales call. Access your first dataset in as little as 3 minutes.
List of supported venues
Databento is a licensed distributor and direct provider of market data for 50+ trading venues. See all supported venues ->
Equity options (OPRA)
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BOX Options
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Cboe BZX Options Exchange
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Cboe C2 Options Exchange
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Cboe EDGX Options Exchange
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Nasdaq BX Options
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Nasdaq GEMX
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Nasdaq ISE
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Nasdaq MRX
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Cboe Options Exchange
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MIAX Emerald
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MIAX Options Exchange
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MIAX Pearl
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Nasdaq PHLX
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Nasdaq Options Market
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NYSE American Options
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NYSE Arca Options
Options on futures
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CME
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CBOT
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NYMEX
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COMEX
OPRA
All 17 US equity options exchanges
OPRA
7,593 products
Consolidated last sale, exchange BBO and national BBO across all US equity options exchanges.
Options
North America
Since 2023
CME
The primary feed for CME options on futures
CME Globex MDP 3.0
3,863 products
The primary data feed for all CME instruments. Provides full order book, daily statistics, reference data, and more.
Futures · Options
North America
Since 2010
ICE
Options on energy and commodities
ICE Futures Europe
159 products
Covers 50% of worldwide crude and refined oil futures trading. From ICE's iMpact data feed.
Futures · Options
Europe
Since 2018
ICE Endex
104 products
The leading energy exchange in continental Europe. From ICE's iMpact data feed.
Futures · Options
Europe
Since 2018
Modern options data APIs built for top financial institutions
Databento works with any language through our APIs. We also provide client libraries for Python, Rust, and C++.
API
Build your first application in 4 lines of code
Examples
Simple workflows for options trading
Nanosecond timestamps
The only normalized market data solution to provide up to four timestamps for every event, with sub-microsecond accuracy across venues.
Multiple venues in one
Identify the trading venue behind each quote and get the consolidated NBBO.
Smart symbology
Easy ways to fetch options chains and handle multiple expirations and rollovers.
Customize your data
Select symbols, format, encoding, and delivery. Get any range by the nanosecond.
Read our API reference and user guides
Documentation
Schemas
Our datasets support multiple formats, including order book, tick data, bar aggregates, and more. View all supported schemas ->
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mbo
Market by order, full order book, L3.
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mbp-10
Market by price, market depth, L2.
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mbp-1
Top of book, trades and quotes, L1.
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tbbo
Top of book, sampled in trade space.
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trades
Tick-by-tick trades, last sale.
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ohlcv-t
Aggregates per second, minute, hour, or day.
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definition
Point-in-time instrument definitions.
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imbalance
Auction imbalance, order imbalance.
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statistics
Intraday and end-of-day trading statistics.
Fields
Examples of frequently used data fields. Each schema is represented as a collection of fields. View all supported fields by schema ->
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publisher_id
The publisher ID assigned by Databento, which denotes the dataset and venue.
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instrument_id
The numeric instrument ID.
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order_id
The order ID assigned at the venue.
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ts_event
The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch.
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ts_recv
The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch.
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ts_in_delta
The matching-engine-sending timestamp expressed as the number of nanoseconds before ts_recv
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price
The order price where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
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action
The event action. Can be Add, Cancel, Modify, cleaR book, Trade, or Fill.
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size
The order quantity.
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flags
A bit field indicating event end, message characteristics, and data quality.
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expiration
The last eligible trade time expressed as a number of nanoseconds since the UNIX epoch.
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strike_price
The exercise price if the instrument is an option. Converted to units of 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
API methods
Examples of popular API methods. Our APIs are organized into four categories: metadata, timeseries, symbology, and batch download. View all supported API methods ->
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metadata
Get dataset range
Get the available date range for a dataset.
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metadata
List publishers
List all our dataset publishers.
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metadata
List datasets
List all our available dataset names.
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metadata
List schemas
List all available market data schemas for a dataset.
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metadata
Get cost
Get the dollars for a historical streaming or batch download request.
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timeseries
Get range
Stream time series data using our Historical API.
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symbology
Resolve
Resolve a list of symbols into their exchange specific identifier.
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batch
Download
Download a completed batch job.
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batch
Submit job
Submit a large data request to our batch system for download.
Sampling frequencies
All datasets provide full flexibility and the ability to customize sampling resolution.
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Every book update
Every order execution, add, cancel, replace, book snapshot, and more. By the nanosecond.
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Tick-by-tick
Every trade and quote. By the nanosecond.
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1 second
Subsampled BBO, last sale, and OHLCV aggregates by the second.
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1 minute
Subsampled BBO, last sale, and OHLCV aggregates by the minute.
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Hourly
OHLCV aggregates by the hour.
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Daily
Daily market statistics, indicative opening and closing prices, OHLCV aggregates, and more.
What our users are saying
Michael Tung, Investments Lead
Rick Zhan, VP Quant Research
Paul Aston, Founder
Brett Harrison, Founder
Nikita Ostroverkhov, Algo Trading
V. Chen, Equity Research Associate
Chris Pento, Co-founder and CEO
Matt Papakipos
C. Garcia, Senior Quant Researcher
New users get $125 in free credits
Free credit applies to any of our subscription plans or historical data.
Frequently asked questions
What types of options contracts do you cover?
We cover all US equity options and options on futures. This includes index options, ETF options, single name stock options, and exchange-traded multi-legged options (combinations) like butterfly spreads, straddles, condors, bundles, strips, etc.
Since we source our data from the full direct feeds, we cover every instrument on each exchange and trading venue—every strike and expiration.
Across US equity options (OPRA), CME, and ICE, we currently cover almost 2 million options tickers that are actively listed on any given day.
Do you cover index options?
Yes. For US equity options, we cover index options (e.g., SPX, VIX), ETF options (e.g., SPY, QQQ), and single name stock options (e.g., AAPL, TSLA, NVDA).
Do you cover options on futures?
Yes, we currently cover options on futures on CME and ICE, two of the largest futures exchanges in the world. This includes all exchange-traded multi-legged options, i.e., combinations and spreads.
Does your options API support fetching multiple option chains, strikes, or expirations at the same time?
Yes, you can use parent symbology to fetch all strikes and expirations for a root symbol. Likewise, you can specify multiple parent symbols in a single API request.
Does Databento publish pre-calculated implied volatility and greeks?
We don't currently provide pre-calculated implied volatility (IV) or greeks.
You can IV calculate and greeks from our options prices with an options pricing model. An example of calculating IV of index futures with the Black-76 model is shown in our documentation.
Our API design prioritizes transparency by avoiding vendor-calculated or derived data, such as IV and greeks, which are highly sensitive to the choice of model parameters and inputs. Instead, we usually prefer to provide tutorials and code samples so that you can do this on your end.
Do you provide reference data like expiration dates and open interest?
Yes, these are available on our instrument definitions and statistics schemas, respectively.
What is OPRA?
The Options Price Reporting Authority (OPRA) consolidates and disseminates last sale, NBBO, local exchange quotes, and other regulatory market data across all US equity options exchanges. This is the primary source of US equity options data for most firms and vendors.
The OPRA feed covers all index options, ETF options, and single name stock options on US equity options exchanges.
To find out more, see our microstructure guide.
What symbology system do you use for individual tickers?
Our raw symbols for equity options are based on OCC symbology, also known as Options Symbology Initiative (OSI) symbology. The OPRA dataset specification provides an overview of this symbology format.
Do you provide proprietary feeds from individual equity options exchanges like Cboe Depth of Book (PITCH)?
It's less typical for vendors and trading participants to employ US options data sourced from proprietary feeds due to its large size. While we currently provide US stock and ETF data from proprietary direct feeds, we currently don't provide this for equity options.
If you're interested in US equity options data from proprietary feeds, you can create a ticket on our public roadmap.
How fast is your real-time options data? Can it keep up with the full OPRA feed during market open and close?
You can see it in action for yourself on our live latency dashboard, which shows latency percentiles at specific times of the day.