OCC offers batch processing functionality for most of the reports offered on this web site. Please refer to the URLs and parameters listed below to set up your scripts.
Daily Volume Statistics |
| Script Example: |
http://www.optionsclearing.com/webapps/daily-volume-statistics?reportDate=20091116&format=csv |
| Parameters: |
format: csv, txt
reportDate: yyyymmdd
|
Futures Open Interest |
| Script Example: |
http://www.optionsclearing.com/webapps/futures-open-interest?reportDate=20091116&format=csv |
| Parameters: |
format: csv, txt
reportDate: yyyymmdd
|
Volume Query |
| Script Example: |
http://www.optionsclearing.com/webapps/volume-query?reportDate=20100212&format=csv&volumeQueryType=O
&symbolType=O&symbol=IBM&reportType=D&accountType=C&productKind=OSTK&porc=C&contractDt=20100212 |
| Parameters: |
Options Volume Query:
format: csv, txt
reportDate: yyyymmdd
volumeQueryType: O
symbolType: U (underlying), O (options), ALL (both)
symbol: the symbol to query
reportType: D (daily), W (weekly), M (monthly)
accountType: C (customer), M (market maker), F (firm), ALL
productKind: OSTK, OIND, ALL
porc: C (call), P (put), BOTH
contractDt : yyyymmdd
Futures Volume Query:
format: csv, txt
reportDate: yyyymmdd
volumeQueryType: F
symbolType: U (underlying), O (futures), ALL (both)
symbol: the symbol to query
reportType: D (daily), W (weekly), M (monthly)
accountType: C (customer), M (market maker), F (firm), ALL
contractDt : yyyymmdd |
Volume by Exchange |
| Script Example: |
http://www.optionsclearing.com/webapps/exchange-volume?reportType=D&reportDate=20091116
&instrumentType=options |
| Parameters: |
Volume by Exchange Query
format: txt
reportType: D (daily), W (weekly), M (monthly)
reportDate: yyyymmdd
instrumentType: options, futures, both
Please note: If the reportType is M, report data for the month specified in the reportDate is returned. |
HTTP Volume Download |
| Script Example: |
http://www.optionsclearing.com/webapps/trade-volume-download?reportDate=20091116&format=xml |
| Parameters: |
format: xml, txt
reportDate: yyyymmdd
|
HTTP Contract Volume Download |
| Script Example: |
http://www.optionsclearing.com/webapps/cont-volume-download?reportDate=20100213&format=txt |
| Parameters: |
format: xml, txt
reportDate: yyyymmdd
|
HTTP Directory of Listed Products Download |
| Script Example: |
http://www.optionsclearing.com/webapps/daily-delo-download?reportDate=20091116&format=xml |
| Parameters: |
format: xml, txt
reportDate: yyyymmdd
|
Flex Reports |
| Script Example: |
http://www.optionsclearing.com/webapps/flex-reports?reportType=PR&optionType=E&reportDate=20091116 |
| Parameters: |
format: txt
reportType: PR (price), OI (open interest)
optionType: E (equity), I (index)
reportDate: yyyymmdd |
Equity Special Settlements (ESS) Reports |
| Script Example: |
http://www.optionsclearing.com/webapps/ess-reports?reportDate=20091116 |
| Parameters: |
format: txt
reportDate: yyyymmdd |
Position Limit Data |
| Script Example: |
http://www.optionsclearing.com/webapps/position-limits?reportDate=20091116 |
| Parameters: |
reportDate: yyyymmdd |
Threshold Securities List |
| Script Example: |
http://www.optionsclearing.com/webapps/threshold-securities?reportDate=20091116 |
| Parameters: |
reportDate: yyyymmdd |
Exchange Volume by Class |
| Script Example: |
http://www.optionsclearing.com/webapps/volbyclass-reports?reportDate=20091116
&reportClass=amex&format=csv |
| Parameters: |
format: csv, txt
reportDate: yyyymmdd
reportClass: amex, bats, box, cboe, ise, nsdq, pse, phlx, cfe, elx, nyl, one, pbot
|
Monthly Volume Reports |
| Script Example: |
http://www.optionsclearing.com/webapps/monthly-volume-reports?reportDate=20091116
&reportClass=equity&format=csv |
| Parameters: |
format: csv, txt
reportDate: yyyymmdd
reportClass: equity, index, etf
|
Weekly Volume Reports |
| Script Example: |
http://www.optionsclearing.com/webapps/weekly-volume-reports?reportDate=20091120
&reportClass=equity&format=csv |
| Parameters: |
format: csv, txt
reportDate: yyyymmdd
reportClass: equity, index, etf
|
Search Directory of Listed Products |
| Script Example: |
http://www.optionsclearing.com/webapps/delo-search?tradingSymbol=IBM
&underlyingSymbol=IBM&prodType=EU
&underlyingName=INTL%20BUSINESS%20MACHINE&cusip=459200101&exchange=ALL&sortby=OS |
| Parameters: |
tradingSymbol: the symbol to query
underlyingSymbol: the symbol to query
prodType:
ALL (include all product types)
EU (equity underlying)
EB (equity bounds)
EL (equity long term)
EF (equity FLEX)
CU (currency underlying)
CL (currency long term)
CM (currency month end)
CF (currency FLEX)
IL (index long term)
IU (index underlying)
IF (index FLEX)
GF (interest rate futures)
SF (stock futures)
FC (futures cash index)
FP (futures physical index)
TU (treasury underlying)
TL (treasury long term)
underlyingName: the underlying name to query (spaces should be replaced with %20)
cusip: the CUSIP to query
exchange: ALL (include all exchanges), ACC, ALT, AMEX, BATS, BOX, CBOE, CFE, ELX, IFX, ISE, NQLX, NSDQ, NYL, NYSE, ONE, PBOT, PHLX
sortby: OS (option symbol), UN (underlying name) |
ONN Volume Search |
| Script Example: |
http://www.optionsclearing.com/webapps/onn-volume-search?productKind=options&underlying=ibm
&options=ibm&reportType=D&reportDate=20091116&reportFormat=percent&reportView=raw |
| Parameters: |
format: txt
productKind: options, futures
underlying: the symbol to query
options: the symbol to query
reportType: D (daily), W (weekly), M (monthly), Y (Year), R (Rolling Year)
reportDate: yyyymmdd
reportYear: yyyy
reportFormat: volume, percent, both
reportView: totals, raw
Please note: To search ONN volume by year (reportType=Y), use the reportYear parameter to specify the year. The reportDate parameter will be ignored. |
ONN Volume Download |
| Script Example: |
http://www.optionsclearing.com/webapps/onn-volume-download?productKind=options
&reportType=D&reportDate=20091116&reportFormat=percent&issues=all&reportView=raw |
| Parameters: |
format: txt
productKind: options, futures
reportType: D (daily), W (weekly), M (monthly), Y (Year), R (Rolling Year)
reportDate: yyyymmdd
reportYear: yyyy
reportFormat: volume, percent, both
issues: all, multiple
reportView: totals, raw
Please note: To search ONN volume by year (reportType=Y), use the reportYear parameter to specify the year. The reportDate parameter will be ignored. |
