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.

DATA FORMAT

ISEE Select XML Feed includes the following fields of data for each underlying security:

• Date and time stamp
• Symbol
• Cumulative number of calls
• Cumulative number of puts
• ISEE calculated value

View the U.S Derivatives price list.

OFFERED ON:

• Nasdaq ISE

ACCESS OPTIONS

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:

• Data Feed Request Form - Required for all firms
• Nasdaq Global Data Agreement - Required for all firms prior to initiation of the first Nasdaq data service only
• System Application - 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 Nasdaq Global Data Products Agreements and Forms page.