ISE introduces open/close trade profile offering

Source: International Securities Exchange

The International Securities Exchange (NYSE: ISE) today announced the launch of its ISE Open/Close Trade Profile, the latest offering in its suite of market data products.

ISE Open/Close Trade Profile provides subscribers with aggregated volume and the number of trades by series for opening and closing transactions that are executed on ISE's options exchange. Categorized by customer, firm proprietary or firm broker/dealer account type, the offering includes over fifty data fields for all ISE-listed series.

Additional information provided for each series includes security type, series type, days to expiration, and a "moneyness" value, indicating whether the option is in, at, or out of the money. With ISE Open/Close Trade Profile, investment professionals will be able to create analytical models and test trading strategies using extensive underlying put/call data, including the subset of data that is used to calculate the ISE Sentiment Index (ISEE).

"The ISE Open/Close Trade Profile offering will allow investors to program extensive put/call data into their quantitative models and to monitor market activity at a highly granular level," said Jeff Soule, Head of Market Data at ISE. "We are pleased to introduce yet another market data offering that enables investment professionals to trade smarter."

ISE Open/Close Trade Profile is available on a subscription basis as an end-of-day file.

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