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The Open/Close Trade Profiles are designed to provide firms with valuable trade data regarding investor sentiment and trading activity on each of the respective exchanges. This data is crucial to creating sophisticated analytical models and testing trade strategies. The Open/Close Trade Profile provides over 80 fields for each series including opening and closing volume for FIRM, CUSTOMER and PROFESSIONAL trades. In addition, the following value-added data fields are also included for each series:

  • Number of Trades in addition to volume for each series
  • “Moneyness” level (Deep in the money, Deep out of the money, etc.)
  • Days to Expiration
  • FIRM trades broken down further to Proprietary and Broker/Dealer trades
  • Open Interest for each series
  • Total exchange volume and industry total volume for each series
  • Closing price for each series and underlying instrument

The Open/Close Trade Profiles are available as an End of Day or Intraday subscription with files delivered via secured FTP through Nasdaq Report HQ.

Historical data files are also available for purchase separately with history back through the following dates:

Available History on Open/Close Trade Profile

 Nasdaq ISENasdaq GEMX
End of Day HistoryMay 2005 – CurrentAugust 2013 – Current 

Intraday HistoryAugust 2009 - CurrentAugust 2013 – Current


  • Nasdaq ISE
  • Nasdaq GEMX

Benefits & Features

  • Provides option trade quantity and volume data used to create and test trading models and analytical strategies.
  • Allows firms to use various measures from the value added data fields to gain a more holistic view of the options market, allowing the firm to make better-informed trading decisions.
  • Provides valuable trade data that investors can use to build customized sentiment indicators.

Access Options

Nasdaq offers access to the Open/Close Trade Profile products through downloadable files via secured FTP on Nasdaq Report HQ.

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.

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