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 選擇權交易概要

提供期權交易活動及投資者情緒數據

聯絡

Nasdaq's Options Trade Outline Suite

期權活動數據在測試交易模型和創建複雜分析策略中扮演著關鍵角色,並有助於分析整體投資情緒。Nasdaq的Options Trade Outline產品提供電子交易數據,並匯總交易數量和交易量的綜合摘要。

Nasdaq's Options Trade Outline產品包括每個客戶來源類型的交易數量和交易量匯總,適用於在交易日內於相應市場進行電子交易的每個期權系列。活動進一步細分為開盤買入、收盤買入、開盤賣出或收盤賣出。

每種交易客戶來源類型的總成交數量與成交量

優勢與功能

期權交易的優勢概述

詳細資訊

交易概要包括每個客戶來源類型的總交易數量和交易量,適用於在相應市場中於交易日進行電子交易的每個期權系列。活動進一步細分為開盤買入、收盤買入、開盤賣出或收盤賣出。
涵蓋Nasdaq的六個期權交易所

深入了解Nasdaq的六個期權交易所:PHLX、GMEX、ISE、NOM、MRX和BX。這些信息來源可以單獨選擇或整體獲取。

應用案例

優化交易策略

利用期權交易數量和成交量數據來創建新交易模型並完善現有分析策略。
獲取全面的洞察

讓公司利用增值數據欄位的各種指標,全面了解期權市場,從而做出更明智的交易決策。
建立客製化的情緒分析

提供有價值的交易數據,投資者可以用來理解和分析市場參與者的情緒。

依交易所比較數據

存取Nasdaq Data Link上的樣本數據

有興趣進行API調用並測試Options Trade Outline數據嗎?更多詳細的產品信息可以在Nasdaq Data Link上找到:

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