Reduce your U.S. Options market data bandwidth by up to 75%

Exegy's Filtered Options Feed lowers your hardware footprint and infrastructure costs

Request Exegy's Filtered Options Feed fact sheet to discover how to access streaming, real-time U.S. Options market data with the lowest bandwidth usage during a time of high market volumes and volatility.

Exegy's Filtered Options Feed (FOF) is the product of choice for data users looking to decrease bandwidth and processing requirements while still maintaining immediate access to the most relevant Options Price Reporting Authority (OPRA) data available. 

Access OPRA without straining your bandwidth

The OPRA feed is one of the largest – if not the largest – data feeds required for trading options. Accessing the raw data provided by this feed is demanding on connectivity, hardware, and your overall market data infrastructure.

Exegy’s Filtered Options Feed (FOF) addresses these challenges with a reduced bandwidth, cost-effective solution that doesn’t compromise on data quality regardless of market volatility and volume changes.

Reduced market data spend

FOF reduces OPRA bandwidth requirements from 40+Gbps to less than 10Gbps, reducing the impact of OPRA volumes changes on your infrastructure. This results in significant cost savings.

High quality data

The feed provides streaming access to the most recent data available including all trades and a conflated National Best Bid and Offer (NBBO) that ensures you’re always trading on the latest prices.

Simple implementation

This real-time streaming filtered U.S. Options market data feed is delivered in an OPRA-identical binary feed so you can seamlessly switch without any application or code changes.

U.S. Options market data volumes continue to the rise

To illustrate, we looked at data on March 17, 2020 between the hours of 6AM and 6PM EDT when the Options Price Reporting Authority (OPRA) disseminated 30,043,138,425 messages. With Exegy’s Filtered Options Feed (FOF), we delivered to our clients 418,951,327 messages, decreasing bandwidth and processing requirements while still maintaining immediate access to the most relevant data available.

Note: Data is based on 10-minute average packet rates.

FOF volumes- before after 17 march 2020