Data Sources
Exchange Coverage & Data Sources
AlphaMix provides comprehensive options data coverage from 12+ major US options exchanges, ensuring you have access to the complete picture of the US options market.
Cboe Global Markets (4 Platforms)
Cboe Options Exchange (CBOE)
The flagship exchange and largest US options exchange, CBOE offers a comprehensive range of equity and index options. CBOE is the original home of options trading and continues to be a leader in market innovation.
Key Features:
- Extensive product coverage including equity, index, and ETF options
- Market-leading liquidity across major underlyings
- Advanced trading technology and execution quality
C2 Options Exchange (C2)
An all-electronic trading platform with innovative fee structures and execution models. C2 provides an alternative trading venue with distinct market characteristics.
Key Features:
- Fully electronic trading platform
- Competitive fee structures
- Price-time priority execution model
EDGX Options Exchange
Customer priority and price-time priority execution model, focusing on optimal execution quality for retail and institutional traders.
Key Features:
- Customer priority execution model
- Price-time priority for enhanced execution quality
- Focus on customer protection and best execution
BZX Options Exchange
Hybrid market model combining electronic and traditional trading mechanisms, providing flexibility for different market participants.
Key Features:
- Hybrid market structure
- Electronic trading capabilities
- Diverse product offerings
Collective Impact: Cboe Global Markets platforms collectively account for approximately 31% of all US options trading volume, providing a comprehensive and representative view of the US options market.
Nasdaq Options Markets (4 Platforms)
Nasdaq PHLX (PHLX)
A full-service options trading platform delivering both electronic and floor-based trading capabilities. PHLX combines traditional market-making with modern electronic execution.
Key Features:
- Full-service options trading platform
- Electronic and floor-based trading
- Comprehensive product coverage
- Advanced market-making capabilities
Nasdaq Options Market (NOM)
An all-electronic, price/time priority trading system running on Nasdaq’s high-speed INET technology. NOM provides ultra-fast execution for electronic options trading.
Key Features:
- All-electronic trading platform
- High-speed INET technology
- Price/time priority execution
- Optimized for electronic trading
Nasdaq BX Options (BX)
Retail-focused platform accessible using existing Nasdaq connectivity options, designed to serve retail order flow efficiently.
Key Features:
- Retail-focused trading platform
- Seamless Nasdaq connectivity
- Efficient order routing
- Cost-effective access
Nasdaq ISE Options
Integrated options trading platform with advanced market-making capabilities and innovative market structure features.
Key Features:
- Advanced market-making technology
- Innovative market structure
- Comprehensive options coverage
- High-performance execution
NYSE Options Platforms
NYSE Arca Options (ARCA)
Leading electronic options exchange with comprehensive product coverage and advanced trading technology. ARCA is one of the largest electronic options exchanges.
Key Features:
- Leading electronic options exchange
- Comprehensive product coverage
- Advanced trading technology
- High liquidity across products
NYSE American Options
Full-service options exchange with diverse product offerings and strong market presence across equity and index options.
Key Features:
- Full-service options exchange
- Diverse product offerings
- Strong market presence
- Comprehensive coverage
Miami International Securities Exchange (MIAX)
MIAX Options Exchange
Innovative electronic options exchange with advanced trading technology and focus on customer service and execution quality.
Key Features:
- Innovative electronic trading platform
- Advanced trading technology
- Customer-focused execution
- Competitive market structure
MIAX PEARL Options
Additional trading venue providing enhanced market access and additional liquidity pools for options trading.
Key Features:
- Additional trading venue
- Enhanced market access
- Additional liquidity sources
- Complementary market structure
Data Quality & Processing
OPRA Integration
All data is processed through OPRA (Options Price Reporting Authority) consolidated feeds, ensuring:
- Complete market coverage: Across all exchanges
- Standardized reporting: Trade and quote reporting with consistent formats
- Consistent data formats: Standardized timestamps and data structures
- Comprehensive audit trails: Full transaction history and data lineage
Exchange-Native Data
In addition to OPRA feeds, we process exchange-native data when available, providing:
- Enhanced trader type classifications: Detailed identification of market participants
- Exchange-specific market microstructure: Native market structure details
- Additional order flow information: Enhanced order book and flow data
- Deeper market insights: Exchange-specific analytics and patterns
Coverage Statistics
- Total Exchanges: 12+ major US options exchanges
- Market Coverage: Approximately 85%+ of US options trading volume
- Data Granularity: Tick-level data with full order book depth
- Update Frequency: Real-time streaming with millisecond-level timestamps
- Historical Depth: Extensive historical data archives
Our multi-exchange coverage ensures you have access to the complete US options market, enabling comprehensive analysis and strategy development across all major trading venues.
Interested in learning more about our data sources and capabilities? Request access to discuss your specific data requirements.