Is Trade Outline the same as Open-Close Summary?

Yes, Nasdaq Trade Outline and Open-Close Summary provide similar data. The Trade Outline offers more detailed insights, including aggregated trade quantity and volume by customer origin type, while the Open-Close Summary focuses only on the breakdown of opening and closing trades.

The PHLX Options Trade Outline (PHOTO) is a market data product offered by NASDAQ OMX PHLX that is designed to provide proprietary electronic trade data to subscribers regarding investor sentiment and trading activity. PHOTO offers valuable trading information regarding investor sentiment and is available as either an End-of-Day file or an Intra-Day file.

What can Trade Outline data be used for?

The information contained within the End-of-Day or Intra-Day files provides subscribers the ability to analyze option trade and volume data and create and test trading models and analytical strategies, as well as build customized sentiment indicators.

What is the difference between the End-of-Day file and the Intra- Day file?

The End-of-Day file provides additional fields that are calculated during an overnight process and is available on a T+1 basis. The additional fields, only available on the End-of-Day file, are fields 10 through 16 on the Field Description document. The Intra-Day file is a cumulative file that is produced every ten minutes during the trading day. Static fields that do not update during the day are fields 1 through 16. Fields 10 through 16 are only available on the End-of-Day file.

When can I access the data?

The End-of-Day file is updated during an overnight process and is available for download the following morning at approximately 7:00 a.m., Eastern Time (ET). The Intra-Day file is produced every 10 minutes throughout the trading day, beginning at approximately 9:42 a.m., ET, for data captured from 9:30 a.m. to 9:39 a.m. The last Intra-Day file of the day will encompass the 4:00 p.m. to 4:15 p.m., ET timeframe.

Nasdaq Data

Nasdaq Options交易概述

提供期权交易活动和有价值的投资者情绪数据

联系

Nasdaq's Options Trade Outline Suite

期权活动数据在测试交易模型和制定复杂分析策略中起着重要作用,同时也是评估整体投资情绪的关键。Nasdaq的Options Trade Outline产品提供电子交易数据,并汇总交易数量和交易量。

Nasdaq's Options Trade Outline产品提供每个客户来源类型在相应市场中每个期权系列的总交易数量和交易量,涵盖交易日内的电子交易。活动进一步细分为开盘买入、收盘买入、开盘卖出和收盘卖出。

汇总每种客户来源类型的交易数量和交易总量

优势与特点

期权交易大纲的优势

详细信息

交易概述涵盖每个客户来源类型在相应市场中每个期权系列的总交易数量和交易量,涉及交易日内的电子交易。活动进一步细分为开盘买入、收盘买入、开盘卖出和收盘卖出。
涵盖Nasdaq的全部六个期权交易所

深入了解Nasdaq的六个期权交易所:PHLX、GMEX、ISE、NOM、MRX和BX。您可以选择单独获取这些数据源,也可以全部获取。

应用场景

优化交易策略

利用期权交易数量和交易量数据来创建新的交易模型和分析策略,或添加到现有模型中。
获取全面的洞察

允许公司使用增值数据字段中的各种指标,以更全面地了解期权市场,从而使公司能够做出更明智的交易决策。
构建定制的情感分析

提供有价值的交易数据,投资者可以利用这些数据来理解和分析市场参与者的情绪。

按交易场所比较数据

访问Nasdaq Data Link上的样本数据

有兴趣进行 API 调用并测试 Options Trade Outline 数据吗?更多详细的产品信息可以在 Nasdaq Data Link 上找到:

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