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Wednesday, September 1, 2010

Data News #2010 - 21
NASDAQ OMX Introduces the PHLX Options Trade Outline (PHOTO) Data Product Effective September 1, 2010

Markets Impacted:

  • NASDAQ OMX PHLX

Products Impacted:

  • PHOTO

Contact Information:

What you need to know:

  • To support the NASDAQ OMX PHLXSM (PHLX®) market and provide the trading and market data community access to historical trade information from PHLX, NASDAQ OMX® is introducing the PHLX Options Trade Outline (PHOTO) product.
  • Effective today, Wednesday, September 1, 2010, PHOTO data will be available via secured FTP.
  • PHOTO is available as either an End-of-Day or Intra-Day file.
 

What is PHOTO?

PHOTO provides End-of-Day and Intra-Day trade data for each option series listed on PHLX in which an electronic trade occurred during the day. Primary fields for each option series include buy or sell, put or call, trade quantity and trade volume, as well as the origin type of the trade. PHOTO is designed to allow subscribers to:

  • Analyze informative trade data and build customized sentiment indicators.
  • Evaluate option trade quantity and volume data to create and test trading models and analytical strategies.
  • Utilize proprietary trade information to gain comprehensive insight into PHLX trading activity.

When will PHOTO be available?

Effective today, Wednesday, September 1, 2010, firms may order the PHOTO product.

PHOTO is available as either an End-of-Day or Intra-Day file. The End-of-Day file is updated during an overnight process and is available the following morning at approximately 7:00 am, Eastern Time (E.T.). The Intra-Day file is a cumulative file that is produced every ten minutes throughout the trading day.

How can customers access the PHOTO files?

NASDAQ OMX offers access to the PHOTO download files via secured FTP.

Will sample files be available for PHOTO?

Yes, PHOTO Sample Files are available for both the End-of-Day and Intra-Day files.

Where can I find the field description for PHOTO?

The PHOTO field description specifications are available from the Web-Based Market Data Specifications page on the NASDAQ OMX Trader® website or via the link below.

How can I order the PHOTO product?

To order this web-based data product, firms must submit the appropriate documentation and receive prior approval from 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.

How much do the PHOTO files cost?

NASDAQ OMX will charge a flat monthly fee for Internal Distribution of the PHOTO End-of-Day and Intra-Day files as follows:

  • End-of-Day, $500 USD.
  • Intra-Day, $1,500 USD.

Where can I find additional information?

For information on PHOTO:

Contact NASDAQ OMX Global Data Products at +1 301 978 5307.

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Nasdaq (Nasdaq: NDAQ) is a leading global provider of trading, clearing, exchange technology, listing, information and public company services. Through its diverse portfolio of solutions, Nasdaq enables customers to plan, optimize and execute their business vision with confidence, using proven technologies that provide transparency and insight for navigating today's global capital markets. As the creator of the world's first electronic stock market, its technology powers more than 90 marketplaces in 50 countries, and 1 in 10 of the world's securities transactions. Nasdaq is home to approximately 3,900 total listings with a market value of approximately $13 trillion. To learn more, visit: business.nasdaq.com.

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