Access to intra-day updates of all available ISE Sentiment Index®(ISEE®) data in XML format. Data is provided in bulk format, suitable for easy development of analytical models based on ISE index data.
This feed uses the same put/call data calculation methodology used to create ISEE, and has broad appeal for investors pursuing in-depth analysis and quantitative testing. Sentiment values are available for most securities that trade options on ISE. It includes data for options that trade at the ISE, including put/call data used to determine bullish/bearish market activity in the underlying security.
ISEE Select XML Feed includes the following fields of data for each underlying security:
- Date and time stamp
- Cumulative number of calls
- Cumulative number of puts
- ISEE calculated value
- Nasdaq ISE
Nasdaq offers access to the ISEE Select XML Feed via secured FTP on Nasdaq Report HQ.
AGREEMENTS & FORMS
To order this web-based data product, firms must submit the appropriate documentation and receive prior approval from Nasdaq:
- - Required for all firms
- - Required for all firms prior to initiation of the first Nasdaq data service only
- - Required for firms only if the data will be displayed or used in a system that is not yet approved by Nasdaq
For the complete list of Nasdaq and UTP market data agreements and forms, please refer to the .