The International Securities Exchange (ISE) is pleased to announce the launch of the ISE Open/Close Intraday File. This offering meets the demand for intraday access to ISE's extensive put/call trade data, previously only available as an end of day file. The new intraday file updates every ten minutes and is accessible via an FTP server.
"We are very pleased to launch the intraday version of our Open/Close Trade Profile," said Jeff Soule, Head of ISE's Market Data. "With the new intraday file, subscribers have more timely access to the granular characteristics of ISE's put/call trade data."
With up to 80 fields of data per series, the ISE Open/Close Intraday File provides extensive put/call data including opening and closing volume for Customer, Professional Customer and Firm trades, as well as long and short positions. Some of the additional fields include days to expiration, open interest, series and security types and "moneyness," which is an indicator of whether the option is in, at, or out of the money. Firm trades are further broken down to proprietary trades and broker/dealer transactions. This data can be used by investment professionals to create analytical models that may provide indications of bullish/bearish trading activity.
The new Open/Close Intraday File is available for beta testers for free through the end of the year. For more details about the intraday file, please visit www.ise.com/ocintraday.