MayStreet Adds U.S. Equity Options to Data Lake

MayStreet, the industry’s leading market data technology and content provider, announced the further expansion of its Market Data Lake product, adding full support for all U.S. Equity Options data feeds. The additions, which augment the firm’s long-standing provision of the OPRA feed, will see MayStreet’s U.S. Equity Options coverage to include depth, complex, and auction feeds from the following venues:

  • Boston Options Exchange (BOX)
  • CBOE BZX Options
  • CBOE C1
  • CBOE C2
  • CBOE EDGX Options
  • MIAX Emerald Options
  • MIAX Options
  • MIAX Pearl Options
  • Nasdaq BX Options
  • Nasdaq ISE GEMX (Gemini)
  • Nasdaq ISE MRX (Mercury)
  • Nasdaq ISE
  • Nasdaq Options Market (NOM)
  • Nasdaq PHLX
  • NYSE Amex Options
  • NYSE Arca Options

U.S. Equity Options volumes have grown tremendously over the past several years. Options Clearing Corporation (OCC) saw record listed option contract volumes in 2020, increasing 52.4% versus 2019. 2021 volumes have continued their strong growth trajectory, with September 2021 volumes (the most recent month for which data is available) representing a 34.6% increase over the year-earlier period.

“Our clients are increasingly asking us to expand the roster of U.S. Options data feeds that we offer in our Market Data Lake to ensure they can get the same high-quality, full-depth-of-book feeds for options as they do for the other asset classes they rely on us for,” said Naftali Cohen, Chief Revenue Officer. “Our cloud-native platform enables us to quickly respond to client requests like this, and we’re very happy to be able to expand our equity options coverage with these new feeds.”

The move is the latest enhancement to the award-winning Market Data Lake, a repository of high-quality global, cross-asset exchange market data offered in a wide variety of formats (raw pcap, normalized, CSV, filtered or summarized) and delivery mechanisms (SFTP on premises, cloud or hybrid cloud).

In May, MayStreet announced the completion of its global buildout of the platform with the addition of 19 new Asia-Pacific markets, which followed an announcement last year that its Cash Treasury feed offering had been significantly expanded.

Source: MayStreet