The International Securities Exchange is to publish its Historical Options Tick Data. ISE say that the HOT Data offering includes the full daily tick file of all trades and quotes for equity and index options that are reported to the Options Price Reporting Authority (OPRA).
“We require complete and reliable data for our market analysis,” says David Reynolds, the Chief Technology Officer of Quantlab Financial LLC. “Options market data is particularly challenging because of the extraordinary quote volume, but ISE met our needs by providing quick delivery of the OPRA data in the industry-standard format that is easily read by our data loader.”
ISE HOT Data is a component of ISE’s ongoing initiative to expand its Information and Market Data business.