Options Market Data
Nasdaq PHLX Options Data
The Nasdaq PHLX (PHLX) trades more than 3,000 equity options, index options, and U.S. dollar-settled currency options on Nasdaq’s high-speed INET technology.
Access the PHLX Order Book
PHLX provides a wide selection of data offerings ranging from real-time information on orders and depth, to historical order book data. Through trader sentiment tools and aggregated trading activity indicators, you can analyze options trade and volume data, and create and test trading models and strategies.
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Offers direct access to the PHLX best bid and offer quotation and trade data.
- By subscribing directly from PHLX, you can eliminate any extra transmission and processing latencies and be able to process the information faster, giving you an additional tool to compete with firms taking the data from OPRA.
- Ability to create real-time display options with a manageable set of data without having to consume an oversized data set.
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The full depth of quotes and orders from the Nasdaq PHLX (PHLX) trading system.
Gain additional market perspective and react to changing market conditions with a more complete view by providing full depth of both quotes and orders.
View order interest at each price level and better understand how quotes and orders are distributed throughout the market.
Access invaluable imbalance information about opening orders.
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Provides the real-time status of simple and complex orders on the PHLX order book.
- Gain additional market perspective with proprietary simple and complex order book data.
- Access invaluable imbalance information about opening orders.
- Provides the opportunity for price improvement in the Complex Order Live Auction (COLA).
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Provides simple and complex PHLX order data from the PHLX Orders data feed as well as top of book quotation information and PHLX last sale data from the Top of PHLX Options (TOPO) data feed.
- Gain additional market perspective and react to changing market conditions with a more complete view.
- Eliminates extra transmission and processing latencies.
- Allows for increased market transparency by supplying PHLX Best Bid and Offer and last sale information in addition to a real-time view of both simple and complex orders on the PHLX order book.
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Aggregate trade quantity and trade volume for each customer origin type of trade for every option series traded on the PHLX in which an electronic trade occurred during the trading day. Activity is further broken down by opening buy, closing buy, opening sell, or closing sell.
- Provides option trade quantity and volume data used to create and test trading models and analytical strategies.
- Use various measures from the value-added data fields to gain a more holistic view of the options market.
- Analyze and build customized sentiment indicators.
Interested in accessing Trade Outline for Nasdaq's suite of options exchanges? Discover the full suite.
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Historical capture of all data from the PHLX Orders feed on a T+1 frequency. Data is available from September 1, 2010.
- Help perform back-testing of program trading models for quality control purposes.
- Provide historical tick-by-tick PHLX order data needed by researchers and analysts.
- Store historical information indefinitely, thus saving your firm the cost of data storage.