The International Securities Exchange (NYSE: ISE) today announced the launch of its ISE Open/Close Trade Profile, the latest offering in its suite of market data products. ISE Open/Close Trade Profile provides subscribers with aggregated volume and the number of trades by series for opening and closing transactions that are executed on ISE’s options exchange. Categorized by customer, firm proprietary or firm broker/dealer account type, the offering includes over fifty data fields for all ISE-listed series.
Additional information provided for each series includes security type, series type, days to expiration, and a “moneyness” value, indicating whether the option is in, at, or out of the money.
With ISE Open/Close Trade Profile, investment professionals will be able to create analytical models and test trading strategies using extensive underlying put/call data, including the subset of data that is used to calculate the ISE Sentiment Index® (ISEE®).
“The ISE Open/Close Trade Profile offering will allow investors to program extensive put/call data into their quantitative models and to monitor market activity at a highly granular level,” said Jeff Soule, Head of Market Data at ISE. “We are pleased to introduce yet another market data offering that enables investment professionals to trade smarter.”
ISE Open/Close Trade Profile is available on a subscription basis as an end-of-day file. For more information, please visit www.ise.com/openclose.
ISE Background
International Securities Exchange Holdings, Inc. (NYSE: ISE), through its subsidiaries, operates a family of innovative securities markets. Founded on the principle that technology and competition create better, more efficient markets for investors, ISE consists of an options exchange, a stock exchange, an alternative markets platform, and a market data business. ISE continually enhances its trading systems and develops new products to provide investors with the best marketplace and investment tools to trade smarter.
ISE developed a unique market structure for advanced screen-based trading systems and in May 2000 launched the first fully electronic US options exchange. Currently, ISE operates the world’s largest equity options exchange. ISE offers index options, including a portfolio of proprietary index products, and enhanced market data products for sophisticated investors. ISE FX OptionsSM launched in the second quarter of 2007.
ISE Stock Exchange, launched in September 2006, is a completely electronic marketplace and the only dual structure platform that integrates a dark pool, MidPoint MatchSM, with a fully displayed stock market. Midpoint Match is a proprietary, non-displayed market that trades equity securities at the midpoint between the National Best Bid and Offer (NBBO).
ISE’s alternative markets business currently consists of an events market trading platform known as Longitude. Longitude’s patented and proprietary technology provides a unique pari-mutuel structure for derivatives auctions which results in greater trading and pricing flexibility for market participants.
