ISE is a leading provider of enhanced market data products for sophisticated investors.
| Real-time Market Data Feeds |
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Consolidated view of tradable prices and liquidity beyond the top of the book is now available. Provides real-time order book information, which shows aggregated quote and order volume for the top five price levels. | |
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ISE TOP Quote Feed is a real-time data feed that provides the aggregated volume of all quotes and orders at the top price level or the best bid offer for options that trade at ISE. | |
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This multicast feed, using the FIX 5.0 standard for market data, provides subscribers with a complete view of all multi-legged strategies, including Complex, Buy-Write and Delta-Neutral orders. | |
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Provides real-time updates to recipients when a new order is placed on ISE’s book that is not immediately executed at the current BBO. While the OPRA feed provides aggregate order information, the ISE Order Feed provides details for each individual order including the displayed size and customer indicator. | | |
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Put/Call Trade Data |
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Most extensive offering of underlying put/call data delivered as an end-of-day file. Used to create customized sentiment values and analytic models to test trading strategies.
Historical data available back to May 2005. | |
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Now you can access this data intraday every 10 minutes via FTP rather than waiting for an end-of-day file. The intraday historical data is available separately back to October 2009. | |
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Bulk feed of ISE Sentiment values for underlying securities that trade at ISE. Updated six times per hour and delivered in XML format, which is easily integrated into analytic models. | |
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Displays the top five most bullish/bearish securities* generated from ISEE Select XML Feed. ISEE uses opening positions only, and the formula is:
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Long Calls
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Long Puts |
x 100 = ISEE | *Minimum of 100 put and 100 calls must have traded to be considered. | | |
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Historical Data |
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Developed in response to member, academic and investor requests for addtional market data to help improve trading efficiency. Typical ises include:
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Compliance
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Time and sales queries |
Historical data available back to June 2005. | | | |
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