MayStreet Continues Market Data Lake Build Out, Adding Full-Depth-of-Book for All U.S. Equity Options Markets

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Industry’s leading repository of global, cross-asset exchange market data further expanded in response to client demand for ultra-high quality, flexibly delivered US Equity Options data

Naftali Cohen, Chief Revenue Officer at MayStreet

“Our clients are increasingly asking us to expand the roster of U.S. Options data feeds 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. 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 Options coverage with these new feeds.”

“Our clients are increasingly asking us to expand the roster of U.S. Options data feeds 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. 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 Options coverage with these new feeds.”

New York, Oct. 06, 2021 (GLOBE NEWSWIRE) — MayStreet, the industry’s leading market data technology and content provider, today 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:

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. The full list of feeds available in the Market Data Lake can be found here.

About MayStreet

MayStreet’s cloud-native products deliver the highest-quality, most complete global market data available. The firm’s solutions – which include the Market Data Lake feed repository and Bellport Feed Handler – help market participants generate maximum value from exchange data by flexibly delivering it where, when and how they want to receive it, either on-premises or as a managed service. Combining ultra-low latency software with consolidated, top-of-book and full-depth-of-book data across asset classes, MayStreet enables clients to gain deeper insights that drive investing, trading, execution analytics and compliance. Visit maystreet.com for more information.

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CONTACT: Mark Dowd Forefront Communications for MayStreet 201-376-9687 mdowd@forefrontcomms.com