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PHLX Options Trade Outline - PHOTO

Overview

PHLX Options Trade Outline (PHOTO) is designed to provide proprietary electronic Nasdaq PHLX (PHLX) trade data to subscribers. PHOTO is available as either an End-of-Day or Intra-Day file and subscribers may access the files via Nasdaq Data Link API. 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.), while the Intra-Day file is a cumulative file that is produced every 10 minutes throughout the trading day.

Primary fields in both files include aggregate trade quantity and trade volume for each customer origin type of the trade. Fields are further broken down by opening buy, closing buy, opening sell or closing sell, all for every option series listed and traded on PHLX in which an electronic trade occurred during the trading day.

Historical PHOTO data is available going back to January 2009 in both the End-of-Day and Intra-Day data files.

Benefits & Features

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

Access Options

  • Nasdaq offers access to the PHLX Option Trade Outline download files via Nasdaq Data Link API.

Pricing

Please refer to the U.S Derivatives Price List for pricing information.

Agreements & Forms

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.