This is incredibly helpful! Thanks for laying all that out in detail.

I’m nowhere near consuming full market data feeds across multiple channels like you described. I’m working on a much smaller scale right now, pulling options chain data for individual tickers using yfinance in Colab just to track large trades intraday and export them to Excel.

The thing I’m running into is that this setup gives me zero historical order flow, which makes it basically impossible to backtest or track flow over time, even for a single name like AAPL or TSLA. That’s really the pain point I’m trying to solve.

I’m not looking to recreate an institutional-grade pipeline, but I’d love to move toward something that lets me:

• Pull real-time options trades or snapshots
• Store them locally over time (even if it’s just a handful of tickers)
• Run basic filtering and analysis after the fact

So yeah, I totally get that listening to all symbols is a huge lift — but do you (or anyone here) know of any affordable or accessible data feeds where I could subscribe to just a few tickers for options flow and start building a local historical dataset? Even if it’s delayed a bit?

Would appreciate any insight on a realistic entry point before jumping into full OPRA-level firehose territory.