Effective August 27th, 2023, we will no longer be calculating exchange-specific option market statistics. Rather, the statistics will be composite totals.
The [exchange identifier] will now be O for all statistics. For example:
[Type] + [option type] + [exchange identifier] + [symbol type] + [descriptor] + [.Z] = Options Market Stat
OPOT.Z = OPTION PUT OPEN INTEREST
D C A D .Z ________ Stats identifier – identifies symbol as a Market Stat
| | | |
| | | |_________________ Detail – specifies type of value
| | | A – advances
| | | D – declines
| | | U – unchanged
| | | T – total
| | | H – Highs (used with type F only)
| | | L – Lows (used with type F only)
| | |
| | |____________________ Exchange ID – identifies exchange
| | O – Composite/Total
| |
| |_______________________ Basis – identifies the type of instruments on which the statistic is based:
| C – Calls (OPTIONS ONLY)
| P – Puts (OPTIONS ONLY)
|
|____________________________Type – specifies the type of statistic
D – Dollar Volume
I – Issues (Advances/Declines)
J – Net Tick (Totals only)
O – Open Interest
T – Ticks
S – Trin
V – Volume