Nasdaq Open/Close Trade Profiles: ISE and GEMX

 

LEARN WHAT SOLUTIONS ARE AVAILABLE

This data is crucial to creating sophisticated analytical models and testing trade strategies. The Open/Close Trade Profile provides over 80 fields for each series including opening and closing volume for FIRM, CUSTOMER and PROFESSIONAL trades. In addition, the following value-added data fields are also included for each series:

• Number of Trades in addition to volume for each series
• “Moneyness” level (Deep in the money, Deep out of the money, etc.)
• Days to Expiration
• FIRM trades broken down further to Proprietary and Broker/Dealer trades
• Open Interest for each series
• Total exchange volume and industry total volume for each series
• Closing price for each series and underlying instrument

The Open/Close Trade Profiles are available as an End of Day or Intraday subscription with files delivered via Nasdaq Data Link APIs.

Historical data files are also available for purchase separately with history back through the following dates:

Nasdaq ISE

• End of Day: January 2006 - Current
• Intraday History: October 2009 - Current

Nasdaq GEMX:

• End of Day: August 2013 - Current
• Intraday History: August 2013 - Current

View the U.S Derivatives price list.

OFFERED ON:

• Nasdaq ISE
• Nasdaq GEMX

BENEFITS & FEATURES

• Provides option trade quantity and volume data used to create and test trading models and analytical strategies.
• Allows firms to use various measures from the value added data fields to gain a more holistic view of the options market, allowing the firm to make better-informed trading decisions.
• Provides valuable trade data that investors can use to build customized sentiment indicators.

ACCESS OPTIONS

Nasdaq offers access to the Open/Close Trade Profile products through downloadable files via Nasdaq Data Link APIs.

View the technical specifications and FAQ's. 

AGREEMENTS & FORMS

To order this web-based data product, firms must submit the appropriate documentation and receive prior approval from Nasdaq:

• Data Feed Request Form - Required for all firms
• Nasdaq Global Data Agreement - Required for all firms prior to initiation of the first Nasdaq data service only
• System Application - Required for firms only if the data will be displayed or used in a system that is not yet approved by Nasdaq

For the complete list of Nasdaq and UTP market data agreements and forms, please refer to the Nasdaq Global Data Products Agreements and Forms page.