Careers Press Contact Us Site Map Search
Market Data Products  Put/Call Data
Put/Call Data

Put/Call Trade Data

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.
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.
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.
Displays the top five most bullish/bearish securities* generated from ISEE Select XML Feed. ISEE uses opening positions only, and the formula is:
Long Calls
---------------
Long Puts
x 100 = ISEE
*Minimum of 100 put and 100 calls must have traded to be considered.