Is Trade Outline the same as Open-Close Summary?

Yes, Nasdaq Trade Outline and Open-Close Summary provide similar data. The Trade Outline offers more detailed insights, including aggregated trade quantity and volume by customer origin type, while the Open-Close Summary focuses only on the breakdown of opening and closing trades.

The PHLX Options Trade Outline (PHOTO) is a market data product offered by NASDAQ OMX PHLX that is designed to provide proprietary electronic trade data to subscribers regarding investor sentiment and trading activity. PHOTO offers valuable trading information regarding investor sentiment and is available as either an End-of-Day file or an Intra-Day file.

What can Trade Outline data be used for?

The information contained within the End-of-Day or Intra-Day files provides subscribers the ability to analyze option trade and volume data and create and test trading models and analytical strategies, as well as build customized sentiment indicators.

What is the difference between the End-of-Day file and the Intra- Day file?

The End-of-Day file provides additional fields that are calculated during an overnight process and is available on a T+1 basis. The additional fields, only available on the End-of-Day file, are fields 10 through 16 on the Field Description document. The Intra-Day file is a cumulative file that is produced every ten minutes during the trading day. Static fields that do not update during the day are fields 1 through 16. Fields 10 through 16 are only available on the End-of-Day file.

When can I access the data?

The End-of-Day file is updated during an overnight process and is available for download the following morning at approximately 7:00 a.m., Eastern Time (ET). The Intra-Day file is produced every 10 minutes throughout the trading day, beginning at approximately 9:42 a.m., ET, for data captured from 9:30 a.m. to 9:39 a.m. The last Intra-Day file of the day will encompass the 4:00 p.m. to 4:15 p.m., ET timeframe.

Trade Outline

Nasdaq Options Trade Outline

Delivering options trading activity and valuable investor sentiment data

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Nasdaq's Options Trade Outline Suite

Options activity data is an important part of testing trading models and creating sophisticated analytical strategies for options trading, as well as determining overall investment sentiment. Nasdaq’s Options Trade Outline products provide electronic trade data with aggregated summaries on trade quantity and volume.

Nasdaq's Options Trade Outline products include aggregate trade quantity and trade volume for each customer origin type of trade for every option series traded on the respective market 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.

Aggregate Trade Quantity and Trade Volume for Each Customer Origin Type of the Trade

Benefits & Features

Benefits of Options Trade Outline

Detailed Information

Trade Outline includes aggregate trade quantity and trade volume for each customer origin type of trade for every option series traded on the respective market 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.
Covering All 6 of Nasdaq’s Options Exchanges

Gain a comprehensive view of all 6 of Nasdaq’s Options Exchanges, including PHLX, GMEX, ISE, NOM, MRX, and BX. These feeds can be taken individually or altogether.

Use Cases

Optimize Trading Strategies

Leverage option trade quantity and volume data to create new and add to existing trading models and analytical strategies.
Gain Comprehensive Insights

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.
Build Customized Sentiment Analysis

Provides valuable trade data that investors can use to understand and analyze market participant sentiment.

Compare the Data by Exchange Venue

Compare the Trade Outline Data by Exchange Venue

Access Sample Data on Nasdaq Data Link

Interested in making API calls and testing out the Options Trade Outline data? More detailed product information can be found on Nasdaq Data Link:

ISE Sample Data ->

NOM Sample Data ->

PHLX Sample Data ->

GEMX Sample Data ->

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