Nasdaq Options Trade Outline - NOTO
Overview
Nasdaq Options Trade Outline (NOTO) is designed to provide proprietary electronic Nasdaq Options Market (NOM) trade data to subscribers. NOTO 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 NOM in which an electronic trade occurred during the trading day.
Historical NOTO data for both the Intra-Day and End-of-Day files begins with the launch of the product in November 2011.
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 NOM trading activity.
- Analyze informative trade data and build customized sentiment indicators.
Access Options
- Nasdaq offers access to the NOM 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:
- Data Feed Request Form - Required for all firms
- Nasdaq Global Data Agreement - Required for all firms prior to initiation of the first Nasdaq data service only
- System Application - Required for firms only if the data will be displayed or used in a system that is not yet approved by 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 to Purchase
- at +1 301 978 5307