ICE Data Services
OptionAlert

ALERTS CAN BE CUSTOMIZED BY:

• Trade Size – trades above a certain contract size, including reconstructed sweep trades on multiple exchanges or across multiple tickets
• Trade (Hedge) Impact – trades with more than a certain dollar or share impact
• Advanced Criteria – refine selection by option type, duration, money-ness, executing exchange, and more
• Cancellations – immediate notification of erroneous reports
• Unusual Volume Conditions – unusually large option volume in a symbol

Recaps are available for specific tickers, sectors, groups and baskets and in real-time or historically and allow immediate examination of:

 

• Top Trades – by contract size and exchange, with side of market and additional detail
• Most Active Options – including identification of spread activity and new open interest
• Open Interest Analysis – ranked by change and absolute level
• Option Bucket Report – concise summary of activity by type, money-ness and expiry
• Volume per Exchange – volume broken out by exchange and compared against recent history
• Sentiment – bullish/bearish indicators, put/call ratios and temporal hedge impact analysis
• Recent Trades – chronological history of trades
• Trade Pattern Analysis – unusual volume, sweeps, and additional characteristics

The secure Instant Message interface (user name: [email protected]) provides access from 7:15 am to 11:45 pm (EST) daily. IM commands take effect immediately and trade flow queries include all market data with sub-second latency.