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Nasdaq ISE Options Data

Operating on the best-in-class INET technology, Nasdaq ISE (ISE) runs on a pro-rata allocation model and ensures fast and efficient executions for Simple, Complex, and Crossing Orders.
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Access the ISE Order Book

Nasdaq offers full coverage of ISE Options data via depth and other real-time data products. Through trader sentiment tools and aggregated trading activity indicators, you can analyze options trade and volume data, and create and test trading models and strategies.

ISE Top of Market Feed

Offers direct access to the Nasdaq ISE best bid and offer quotation and last sale data including high and low prices for the day.

  • Eliminate any extra transmission and processing latencies introduced by the Securities Information Processor. Allowing you to process this data faster, giving you a competitive advantage against those taking it from OPRA.
  • An astute perspective on the options market by providing firms with Best Bid and Offer Quotations.
  • Last trade information along with opening price, high and low prices for the day, and cumulative volume.

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ISE Spread Feed

Comprised of the Depth of Market, Top of Quote, Order, and Trade information for Complex instruments only.

  • Advises that a new complex order is resting on the complex order book. The ISE Spread also provides complex order auction notification messages including imbalances on opening auctions.
  • Displays the bids and offers at the top five prices of the complex order book along with opening price, high and low prices for the day, and cumulative volume.
  • Provides crucial complex order last trade information for ISE.

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ISE Depth of Market Feed

Provides the bids and offers at the top five price levels of the Nasdaq ISE order book.

  • A more complete and sophisticated view of the options market by including the top five price levels of the order book
  • Last trade information along with opening price, cumulative volume, high and low prices for the day
  • Access to invaluable imbalance information about opening and reopening orders

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ISE Trades Feed

Provides Nasdaq ISE last sale information along with opening price, cumulative volume, high and low prices for the day.

  • Valuable last trade information on option series traded on the exchange.
  • A well-rounded perspective on the options market by displaying additional information including opening price, cumulative volume, high and low prices for the day on each option traded on the exchange.

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ISE Order Feed

Provides a snapshot of each order that rests on the Nasdaq ISE order book and auction messages for simple (single legged) instruments.

  • Notifies of imbalances on opening and reopening (resumption from halt) periodically before the events.
  • Advises that a new Order is resting on the book.
  • Announces that a new auction order is in the market. For public (exposed) auctions, auction responses are also disclosed.

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ISE Trade Outline

Aggregate trade quantity and trade volume for each customer origin type of trade for every option series traded on the ISE 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.

  • Provides option trade quantity and volume data used to create and test trading models and analytical strategies.
  • Use various measures from the value-added data fields to gain a more holistic view of the options market.
  • Analyze and build customized sentiment indicators.
     

Interested in accessing Trade Outline for Nasdaq's suite of options exchanges? Discover the full suite.

Learn More on Nasdaq Data Link

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